TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Abbas Araghchi attend the US-Iran Signing Ceremony?
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 · “signing · ceremony · attend” (3 markets)
Top terms: signingceremonyattendiranusabbas
- ★ Will Abbas Araghchi attend the US-Iran Signing Ceremony?48.5¢ YES · $38.7k 24h
- Will JD Vance attend the US-Iran Signing Ceremony?63.0¢ YES · $74.1k 24h
- Will Masoud Pezeshkian attend the US-Iran Signing Ceremony?10.5¢ YES · $37.1k 24h
§2 · Engle-Granger cointegration screen (2 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 |
|---|---|---|---|
| -4.077 | 45 | ▲ cointegrated · pair candidate | |
| -1.601 | 45 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-abbas-araghchi-attend-the-us-iran-signing-ceremonywill-abbas-araghchi-attend-the-us-iran-signing-ceremony-20260615232204723 · fresh · feed 8s old24h sparkline · 60 pts▼ —
realized vol (ann.)
1051.04%
max drawdown
54.26%
sharpe
—
ulcer index
29.09%
RMS drawdown
pain index
19.96%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
53.55%
cond. drawdown
gain/pain
1.59
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.59
upside/downside
roll spread
10.0 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-will-abbas-araghchi-attend-the-us-iran-signing-ceremonywill-abbas-araghchi-attend-the-us-iran-signing-ceremony-20260615232204723/bundle · venue execution: polymarket →