TF-IDF basket · Engle-Granger pairs · Polymarket
Related to US announces new Iran agreement/ceasefire extension by June 17?
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?2.4¢ YES · $176.3k 24h
- Trump announces US x Iran ceasefire over by June 30?9.5¢ YES · $68.5k 24h
- Trump out as President by June 30?0.7¢ YES · $136.0k 24h
- US and Iran sign an agreement by June 15, 2026?25.5¢ YES · $48.4k 24h
- US and Iran sign an agreement by June 30, 2026?69.0¢ YES · $39.0k 24h
- US announces new Iran agreement/ceasefire extension by July 31?82.0¢ YES · $163.4k 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?4.1¢ YES · $2.83M 24h
- US announces new Iran agreement/ceasefire extension by June 1424.5¢ YES · $892.2k 24h
- US announces new Iran agreement/ceasefire extension by June 15?35.0¢ YES · $577.3k 24h
- US announces new Iran agreement/ceasefire extension by June 16?45.5¢ YES · $101.8k 24h
- ★ US announces new Iran agreement/ceasefire extension by June 17?52.0¢ YES · $47.7k 24h
- US announces new Iran agreement/ceasefire extension by June 18?58.0¢ YES · $62.4k 24h
- US announces new Iran agreement/ceasefire extension by June 19?60.0¢ YES · $78.0k 24h
- US announces new Iran agreement/ceasefire extension by June 30?78.0¢ YES · $342.9k 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 |
|---|---|---|---|
| -5.295 | 67 | ▲ cointegrated · pair candidate | |
| -4.759 | 67 | ▲ cointegrated · pair candidate | |
| -4.566 | 69 | ▲ cointegrated · pair candidate | |
| -4.462 | 69 | ▲ cointegrated · pair candidate | |
| -4.144 | 69 | ▲ cointegrated · pair candidate | |
| -3.882 | 69 | ▲ cointegrated · pair candidate | |
| -3.589 | 69 | ▲ cointegrated · pair candidate | |
| -3.477 | 69 | ▲ cointegrated · pair candidate |
▸ Advanced metrics · M2M bundle
polymarket · us-announces-new-iran-agreementceasefire-extension-by-june-17 · fresh · feed 0s old24h sparkline · 60 pts▼ -16.80%
realized vol (ann.)
557.61%
max drawdown
50.34%
sharpe
—
ulcer index
24.63%
RMS drawdown
pain index
19.67%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
50.00%
cond. drawdown
gain/pain
0.66
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.66
upside/downside
roll spread
2.7 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-16.80%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
- 24h change -16.80%
Same bundle via M2M API:
/api/m2m/pm-us-announces-new-iran-agreementceasefire-extension-by-june-17/bundle · venue execution: polymarket →