TF-IDF basket · Engle-Granger pairs · Polymarket
Related to US announces new Iran agreement/ceasefire extension by June 14
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 · “agreement · ceasefire · announces” (15 markets)
Top terms: agreementceasefireannouncesiranextensionus
- Trump announces US x Iran ceasefire over by June 15?2.0¢ YES · $176.2k 24h
- Trump announces US x Iran ceasefire over by June 30?9.5¢ YES · $72.3k 24h
- Trump out as President by June 30?0.7¢ YES · $138.8k 24h
- US and Iran sign an agreement by June 15, 2026?37.5¢ YES · $45.2k 24h
- US and Iran sign an agreement by June 30, 2026?77.5¢ YES · $37.2k 24h
- US announces new Iran agreement/ceasefire extension by July 31?87.0¢ YES · $168.9k 24h
- US announces new Iran agreement/ceasefire extension by June 12?0.1¢ YES · $1.04M 24h
- US announces new Iran agreement/ceasefire extension by June 13?3.7¢ YES · $2.83M 24h
- ★ US announces new Iran agreement/ceasefire extension by June 1426.5¢ YES · $965.8k 24h
- US announces new Iran agreement/ceasefire extension by June 15?40.0¢ YES · $599.8k 24h
- US announces new Iran agreement/ceasefire extension by June 16?58.0¢ YES · $92.9k 24h
- US announces new Iran agreement/ceasefire extension by June 17?55.5¢ YES · $50.7k 24h
- US announces new Iran agreement/ceasefire extension by June 18?57.5¢ YES · $64.2k 24h
- US announces new Iran agreement/ceasefire extension by June 19?62.0¢ YES · $79.5k 24h
- US announces new Iran agreement/ceasefire extension by June 30?78.0¢ YES · $349.4k 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 |
|---|---|---|---|
| -4.818 | 69 | ▲ cointegrated · pair candidate | |
| -4.765 | 67 | ▲ cointegrated · pair candidate | |
| -4.737 | 69 | ▲ cointegrated · pair candidate | |
| -4.734 | 67 | ▲ cointegrated · pair candidate | |
| -4.730 | 69 | ▲ cointegrated · pair candidate | |
| -4.615 | 69 | ▲ cointegrated · pair candidate | |
| -4.374 | 69 | ▲ cointegrated · pair candidate | |
| -3.974 | 69 | ▲ cointegrated · pair candidate |
▸ Advanced metrics · M2M bundle
polymarket · us-announces-new-iran-agreementceasefire-extension-by-june-14 · fresh · feed 0s old24h sparkline · 60 pts▼ -7.02%
realized vol (ann.)
641.08%
max drawdown
77.11%
sharpe
—
ulcer index
46.44%
RMS drawdown
pain index
39.03%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
75.90%
cond. drawdown
gain/pain
0.90
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.90
upside/downside
roll spread
1.8 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-7.02%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
- 24h change -7.02%
Same bundle via M2M API:
/api/m2m/pm-us-announces-new-iran-agreementceasefire-extension-by-june-14/bundle · venue execution: polymarket →