TF-IDF basket · Engle-Granger pairs · Polymarket
Related to US x Iran permanent peace deal by June 15, 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 · us · deal” (16 markets)
Top terms: iranusdealdiplomaticmeetingpermanent
- US-Iran nuclear deal before 2027?80.5¢ YES · $43.8k 24h
- US-Iran nuclear deal by July 31?67.5¢ YES · $29.3k 24h
- US-Iran nuclear deal by June 30?53.5¢ YES · $656.6k 24h
- US x Iran diplomatic meeting by June 14, 2026? 0.9¢ YES · $107.6k 24h
- US x Iran diplomatic meeting by June 15, 2026?2.0¢ YES · $114.6k 24h
- US x Iran diplomatic meeting by June 21, 2026?19.5¢ YES · $46.9k 24h
- US x Iran diplomatic meeting by June 30, 2026?55.0¢ YES · $140.2k 24h
- US x Iran permanent peace deal by August 31, 2026?64.0¢ YES · $102.4k 24h
- US x Iran permanent peace deal by December 31, 2026?80.5¢ YES · $305.5k 24h
- US x Iran permanent peace deal by July 31, 2026?53.5¢ YES · $267.7k 24h
- ★ US x Iran permanent peace deal by June 15, 2026?9.7¢ YES · $6.13M 24h
- US x Iran permanent peace deal by June 30, 2026?40.5¢ YES · $1.84M 24h
- US x Iran permanent peace deal by October 31, 2026?74.0¢ YES · $53.5k 24h
- Will no qualifying diplomatic US-Iran meeting occur by June 30, 2026?42.4¢ YES · $28.6k 24h
- Will the next diplomatic US-Iran meeting be in another European country?4.5¢ YES · $38.8k 24h
- Will the U.S. invade Iran before 2027?15.5¢ YES · $323.0k 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 |
|---|---|---|---|
| -5.997 | 169 | ▲ cointegrated · pair candidate | |
| -5.012 | 169 | ▲ cointegrated · pair candidate | |
| -4.844 | 169 | ▲ cointegrated · pair candidate | |
| -4.044 | 169 | ▲ cointegrated · pair candidate | |
| -3.965 | 169 | ▲ cointegrated · pair candidate | |
| -2.869 | 64 | no rejection · independent | |
| -2.695 | 169 | no rejection · independent | |
| -2.209 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · us-x-iran-permanent-peace-deal-by-june-15-2026-734-856-129 · fresh · feed 0s old24h sparkline · 60 pts▼ -63.17%
realized vol (ann.)
260.59%
max drawdown
66.73%
sharpe
—
ulcer index
34.21%
RMS drawdown
pain index
23.80%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
65.81%
cond. drawdown
gain/pain
0.52
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.52
upside/downside
roll spread
7.4 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-63.17%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
- 24h change -63.17%
Same bundle via M2M API:
/api/m2m/pm-us-x-iran-permanent-peace-deal-by-june-15-2026-734-856-129/bundle · venue execution: polymarket →