TF-IDF basket · Engle-Granger pairs · Polymarket
Related to US and Iran sign an agreement by July 31, 2026?
Markets in the same TF-IDF topic cluster, with a 7-day Engle-Granger cointegration screen against each peer. Pairs with t-statistic below −3.34 reject the null of no cointegration at the 5% level — meaning the two markets share a stationary spread useful for relative-value trades.
§1 · Topic basket · “iran · us · agreement” (28 markets)
Top terms: iranusagreementdiplomaticceasefiremeeting
- Trump announces US x Iran ceasefire over by June 15?2.3¢ YES · $176.0k 24h
- Trump announces US x Iran ceasefire over by June 30?10.5¢ YES · $123.7k 24h
- ★ US and Iran sign an agreement by July 31, 2026?93.5¢ YES · $41.8k 24h
- US and Iran sign an agreement by June 15, 2026?12.0¢ YES · $92.1k 24h
- US and Iran sign an agreement by June 22, 2026?85.0¢ YES · $29.4k 24h
- US and Iran sign an agreement by June 30, 2026?91.0¢ YES · $48.1k 24h
- US announces new Iran agreement/ceasefire extension by July 31?98.9¢ YES · $172.9k 24h
- US announces new Iran agreement/ceasefire extension by June 12?0.1¢ YES · $943.4k 24h
- US announces new Iran agreement/ceasefire extension by June 13?2.8¢ YES · $1.99M 24h
- US announces new Iran agreement/ceasefire extension by June 1499.2¢ YES · $1.44M 24h
- US announces new Iran agreement/ceasefire extension by June 15?99.1¢ YES · $708.3k 24h
- US announces new Iran agreement/ceasefire extension by June 16?98.8¢ YES · $159.0k 24h
- US announces new Iran agreement/ceasefire extension by June 17?98.9¢ YES · $70.4k 24h
- US announces new Iran agreement/ceasefire extension by June 18?98.5¢ YES · $85.2k 24h
- US announces new Iran agreement/ceasefire extension by June 19?98.5¢ YES · $79.0k 24h
- US announces new Iran agreement/ceasefire extension by June 30?99.4¢ YES · $409.3k 24h
- US x Iran diplomatic meeting by June 14, 2026? 0.1¢ YES · $80.1k 24h
- US x Iran diplomatic meeting by June 15, 2026?1.1¢ YES · $59.5k 24h
- US x Iran diplomatic meeting by June 16, 2026?4.0¢ YES · $25.5k 24h
- US x Iran diplomatic meeting by June 19, 2026?81.0¢ YES · $29.6k 24h
- US x Iran diplomatic meeting by June 21, 2026?85.0¢ YES · $98.3k 24h
- US x Iran diplomatic meeting by June 30, 2026?93.5¢ YES · $157.7k 24h
- Will Donald Trump sign a U.S. x Iran deal by July 31?30.5¢ YES · $24.6k 24h
- Will no qualifying diplomatic US-Iran meeting occur by June 30, 2026?6.9¢ YES · $46.4k 24h
- Will Pete Hegseth sign a U.S. x Iran deal by July 31?4.0¢ YES · $29.4k 24h
- Will the next diplomatic US-Iran meeting be in another European country?3.4¢ YES · $26.7k 24h
- Will the next diplomatic US-Iran meeting be in Pakistan?3.6¢ YES · $29.0k 24h
- Will the next diplomatic US-Iran meeting be in Switzerland?73.4¢ YES · $96.8k 24h
§2 · Engle-Granger cointegration screen (8 pairs tested)
For each peer, 7d aligned series are regressed; the residuals are tested for a unit root (ADF). Reject H₀ (no cointegration) at 5% when t < −3.34. Cointegrated pairs share a stationary spread — candidates for pairs / basket trades.
| Peer | t-stat | n | Verdict |
|---|---|---|---|
| -4.820 | 73 | ▲ cointegrated · pair candidate | |
| -4.763 | 73 | ▲ cointegrated · pair candidate | |
| -4.446 | 73 | ▲ cointegrated · pair candidate | |
| -4.132 | 73 | ▲ cointegrated · pair candidate | |
| -4.015 | 73 | ▲ cointegrated · pair candidate | |
| -3.929 | 73 | ▲ cointegrated · pair candidate | |
| -3.914 | 73 | ▲ cointegrated · pair candidate | |
| -3.482 | 73 | ▲ cointegrated · pair candidate |
▸ Advanced metrics · M2M bundle
polymarket · us-and-iran-sign-an-agreement-by-july-31-2026-20260611221049854 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
488.27%
max drawdown
2.60%
sharpe
—
ulcer index
0.38%
RMS drawdown
pain index
0.12%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
1.13%
cond. drawdown
gain/pain
4.29
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
4.29
upside/downside
roll spread
6.3 bps
implied (price-only)
bars used
461
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-us-and-iran-sign-an-agreement-by-july-31-2026-20260611221049854/bundle · venue execution: polymarket →