TF-IDF basket · Engle-Granger pairs · Polymarket
Related to US x Iran diplomatic meeting 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 · “diplomatic · us · iran” (23 markets)
Top terms: diplomaticusiranmeetingsigndeal
- US and Iran sign an agreement by July 31, 2026?94.5¢ YES · $56.2k 24h
- US and Iran sign an agreement by June 15, 2026?5.5¢ YES · $180.7k 24h
- US and Iran sign an agreement by June 30, 2026?84.1¢ YES · $63.3k 24h
- ★ US x Iran diplomatic meeting by July 31, 2026?93.0¢ YES · $35.2k 24h
- US x Iran diplomatic meeting by June 14, 2026? 0.1¢ YES · $83.3k 24h
- US x Iran diplomatic meeting by June 15, 2026?1.5¢ YES · $69.8k 24h
- US x Iran diplomatic meeting by June 16, 2026?3.6¢ YES · $64.5k 24h
- US x Iran diplomatic meeting by June 17, 2026? 5.5¢ YES · $36.1k 24h
- US x Iran diplomatic meeting by June 18, 2026?13.0¢ YES · $28.9k 24h
- US x Iran diplomatic meeting by June 19, 2026?71.5¢ YES · $61.0k 24h
- US x Iran diplomatic meeting by June 21, 2026?76.5¢ YES · $115.8k 24h
- US x Iran diplomatic meeting by June 30, 2026?86.0¢ YES · $305.4k 24h
- Will Benjamin Netanyahu sign a U.S. x Iran deal by July 31?10.0¢ YES · $25.5k 24h
- Will Donald Trump sign a U.S. x Iran deal by July 31?36.5¢ YES · $25.5k 24h
- Will JD Vance sign a U.S. x Iran deal by July 31?76.0¢ YES · $25.3k 24h
- Will no qualifying diplomatic US-Iran meeting occur by June 30, 2026?14.9¢ YES · $92.6k 24h
- Will Pete Hegseth sign a U.S. x Iran deal by July 31?4.0¢ YES · $29.8k 24h
- Will the next diplomatic US-Iran meeting be in another European country?1.8¢ YES · $46.5k 24h
- Will the next diplomatic US-Iran meeting be in Austria?0.1¢ YES · $31.2k 24h
- Will the next diplomatic US-Iran meeting be in Oman?0.3¢ YES · $28.3k 24h
- Will the next diplomatic US-Iran meeting be in Pakistan?2.2¢ YES · $96.3k 24h
- Will the next diplomatic US-Iran meeting be in Qatar?8.5¢ YES · $87.2k 24h
- Will the next diplomatic US-Iran meeting be in Switzerland?71.8¢ YES · $177.3k 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 |
|---|---|---|---|
| -3.249 | 78 | no rejection · independent | |
| -2.967 | 78 | no rejection · independent | |
| -2.380 | 78 | no rejection · independent | |
| -2.362 | 76 | no rejection · independent | |
| -2.295 | 59 | no rejection · independent | |
| -2.288 | 60 | no rejection · independent | |
| -1.928 | 59 | no rejection · independent | |
| -0.888 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · us-x-iran-diplomatic-meeting-by-july-31-2026-436-841-384-728-576-249-144-819-328-645-725-579 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
659.62%
max drawdown
12.57%
sharpe
—
ulcer index
4.87%
RMS drawdown
pain index
4.29%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
10.28%
cond. drawdown
gain/pain
0.93
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.93
upside/downside
roll spread
0.3 bps
implied (price-only)
bars used
1060
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-us-x-iran-diplomatic-meeting-by-july-31-2026-436-841-384-728-576-249-144-819-328-645-725-579/bundle · venue execution: polymarket →