TF-IDF basket · Engle-Granger pairs · Polymarket

Related to US x Iran diplomatic meeting by June 18, 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 · “iran · diplomatic · meeting” (29 markets)

Top terms: irandiplomaticmeetingusattendhappen

§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.

Peert-statnVerdict
Will Israel and Lebanon hold a diplomatic meeting by June 22, 2026?-4.154139▲ cointegrated · pair candidate
Will Abbas Araghchi attend the US-Iran Signing Ceremony?-3.14544no rejection · independent
Will Donald Trump attend the next US x Iran diplomatic meeting?-3.040139no rejection · independent
US x Iran diplomatic meeting by June 19, 2026?-2.964139no rejection · independent
US x Iran diplomatic meeting by June 30, 2026?-2.950139no rejection · independent
US x Iran diplomatic meeting by June 21, 2026?-2.947139no rejection · independent
US x Iran diplomatic meeting by June 15, 2026?-2.920139no rejection · independent
Will Donald Trump attend the US-Iran Signing Ceremony?-0.94544no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · us-x-iran-diplomatic-meeting-by-june-18-2026-585 · fresh · feed 14s old
24h sparkline · 60 pts -61.76%
realized vol (ann.)
249.75%
max drawdown
67.50%
sharpe
ulcer index
25.87%
RMS drawdown
pain index
20.21%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
63.77%
cond. drawdown
gain/pain
1.06
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
1.06
upside/downside
roll spread
2.7 bps
implied (price-only)
bars used
2000
store
spread
24h Δ
-61.76%
flow lean
carry
flat
signalNEUTRALconfidence 25%
  • 24h change -61.76%
Same bundle via M2M API: /api/m2m/pm-us-x-iran-diplomatic-meeting-by-june-18-2026-585/bundle · venue execution: polymarket