TF-IDF basket · Engle-Granger pairs · Polymarket
Related to US and Iran sign an agreement by June 22, 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 · “us · iran · diplomatic” (23 markets)
Top terms: usirandiplomaticmeetingsigndeal
- US and Iran sign an agreement by July 31, 2026?95.1¢ YES · $47.1k 24h
- US and Iran sign an agreement by June 15, 2026?9.0¢ YES · $133.8k 24h
- ★ US and Iran sign an agreement by June 22, 2026?84.5¢ YES · $38.3k 24h
- US and Iran sign an agreement by June 30, 2026?87.8¢ YES · $56.8k 24h
- US-Iran nuclear deal before 2027?86.5¢ YES · $85.9k 24h
- US-Iran nuclear deal by July 31?83.5¢ YES · $46.4k 24h
- US-Iran nuclear deal by June 30?80.5¢ YES · $1.15M 24h
- US x Iran diplomatic meeting by July 31, 2026?91.0¢ YES · $34.1k 24h
- US x Iran diplomatic meeting by June 14, 2026? 0.1¢ YES · $80.5k 24h
- US x Iran diplomatic meeting by June 15, 2026?1.8¢ YES · $68.1k 24h
- US x Iran diplomatic meeting by June 16, 2026?4.8¢ YES · $55.4k 24h
- US x Iran diplomatic meeting by June 17, 2026? 6.5¢ YES · $31.3k 24h
- US x Iran diplomatic meeting by June 18, 2026?11.5¢ YES · $30.4k 24h
- US x Iran diplomatic meeting by June 19, 2026?67.5¢ YES · $34.7k 24h
- US x Iran diplomatic meeting by June 21, 2026?76.0¢ YES · $119.4k 24h
- US x Iran diplomatic meeting by June 30, 2026?88.0¢ YES · $258.5k 24h
- Will Benjamin Netanyahu sign a U.S. x Iran deal by July 31?12.1¢ YES · $24.0k 24h
- Will Donald Trump sign a U.S. x Iran deal by July 31?36.5¢ YES · $29.2k 24h
- Will no qualifying diplomatic US-Iran meeting occur by June 30, 2026?9.1¢ YES · $70.5k 24h
- Will Pete Hegseth sign a U.S. x Iran deal by July 31?4.0¢ YES · $30.0k 24h
- Will the next diplomatic US-Iran meeting be in Pakistan?2.1¢ YES · $44.0k 24h
- Will the next diplomatic US-Iran meeting be in Qatar?18.8¢ YES · $60.3k 24h
- Will the next diplomatic US-Iran meeting be in Switzerland?68.8¢ YES · $138.5k 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 |
|---|---|---|---|
| -4.808 | 75 | ▲ cointegrated · pair candidate | |
| -4.651 | 75 | ▲ cointegrated · pair candidate | |
| -4.297 | 75 | ▲ cointegrated · pair candidate | |
| -4.137 | 75 | ▲ cointegrated · pair candidate | |
| -3.943 | 73 | ▲ cointegrated · pair candidate | |
| -3.137 | 75 | no rejection · independent | |
| -1.786 | 75 | no rejection · independent | |
| -1.669 | 75 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · us-and-iran-sign-an-agreement-by-june-22-2026-20260611221049852 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
677.36%
max drawdown
11.41%
sharpe
—
ulcer index
8.24%
RMS drawdown
pain index
7.42%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
11.41%
cond. drawdown
gain/pain
1.10
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.10
upside/downside
roll spread
0.6 bps
implied (price-only)
bars used
612
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-june-22-2026-20260611221049852/bundle · venue execution: polymarket →