TF-IDF basket · Engle-Granger pairs · Polymarket
Related to US-Iran nuclear deal by June 30?
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 · deal” (16 markets)
Top terms: iranusdealdiplomaticmeetingpermanent
- US-Iran nuclear deal before 2027?81.5¢ YES · $38.5k 24h
- ★ US-Iran nuclear deal by June 30?56.5¢ YES · $607.2k 24h
- US x Iran diplomatic meeting by June 14, 2026? 0.6¢ YES · $63.1k 24h
- US x Iran diplomatic meeting by June 15, 2026?2.1¢ YES · $39.4k 24h
- US x Iran diplomatic meeting by June 21, 2026?27.0¢ YES · $51.1k 24h
- US x Iran diplomatic meeting by June 30, 2026?55.5¢ YES · $91.3k 24h
- US x Iran permanent peace deal by August 31, 2026?66.5¢ YES · $68.2k 24h
- US x Iran permanent peace deal by December 31, 2026?82.5¢ YES · $297.2k 24h
- US x Iran permanent peace deal by July 31, 2026?56.5¢ YES · $220.4k 24h
- US x Iran permanent peace deal by June 15, 2026?12.8¢ YES · $5.48M 24h
- US x Iran permanent peace deal by June 30, 2026?41.5¢ YES · $1.70M 24h
- US x Iran permanent peace deal by October 31, 2026?77.0¢ YES · $46.4k 24h
- Will no qualifying diplomatic US-Iran meeting occur by June 30, 2026?44.6¢ YES · $27.8k 24h
- Will Pete Hegseth sign a U.S. x Iran deal by July 31?4.9¢ YES · $26.8k 24h
- Will the next diplomatic US-Iran meeting be in Switzerland?23.4¢ YES · $35.5k 24h
- Will the U.S. invade Iran before 2027?15.5¢ YES · $274.2k 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 |
|---|---|---|---|
| -5.857 | 169 | ▲ cointegrated · pair candidate | |
| -5.663 | 169 | ▲ cointegrated · pair candidate | |
| -4.307 | 169 | ▲ cointegrated · pair candidate | |
| -3.549 | 169 | ▲ cointegrated · pair candidate | |
| -3.066 | 169 | no rejection · independent | |
| -2.957 | 68 | no rejection · independent | |
| -1.362 | 169 | no rejection · independent | |
| -0.648 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · us-iran-nuclear-deal-by-june-30 · fresh · feed 0s oldrealized vol (ann.)
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max drawdown
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sharpe
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ulcer index
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RMS drawdown
pain index
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mean drawdown
mod. VaR 95%
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Cornish-Fisher
martin ratio
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ret / ulcer
CDaR 95%
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cond. drawdown
gain/pain
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Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
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upside/downside
roll spread
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implied (price-only)
bars used
0
insufficient
spread
—
24h Δ
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flow lean
—
carry
flat
signalNEUTRALconfidence 0%
- insufficient history for risk metrics — directional read only
Same bundle via M2M API:
/api/m2m/pm-us-iran-nuclear-deal-by-june-30/bundle · venue execution: polymarket →