TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Donald Trump sign a U.S. x Iran deal by July 31?
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 · “us · iran · diplomatic” (24 markets)
Top terms: usirandiplomaticmeetingsigndeal
- US and Iran sign an agreement by July 31, 2026?95.5¢ YES · $47.1k 24h
- US and Iran sign an agreement by June 15, 2026?7.0¢ YES · $135.9k 24h
- US and Iran sign an agreement by June 22, 2026?85.5¢ YES · $38.3k 24h
- US and Iran sign an agreement by June 30, 2026?87.8¢ YES · $56.8k 24h
- US-Iran nuclear deal before 2027?86.5¢ YES · $85.9k 24h
- US-Iran nuclear deal by July 31?83.5¢ YES · $45.6k 24h
- US-Iran nuclear deal by June 30?83.5¢ YES · $1.16M 24h
- US x Iran diplomatic meeting by July 31, 2026?90.5¢ YES · $35.1k 24h
- US x Iran diplomatic meeting by June 14, 2026? 0.1¢ YES · $80.5k 24h
- US x Iran diplomatic meeting by June 15, 2026?2.1¢ YES · $66.0k 24h
- US x Iran diplomatic meeting by June 16, 2026?4.8¢ YES · $55.6k 24h
- US x Iran diplomatic meeting by June 17, 2026? 6.5¢ YES · $31.3k 24h
- US x Iran diplomatic meeting by June 18, 2026?11.5¢ YES · $23.6k 24h
- US x Iran diplomatic meeting by June 19, 2026?68.5¢ YES · $34.8k 24h
- US x Iran diplomatic meeting by June 21, 2026?74.0¢ YES · $114.2k 24h
- US x Iran diplomatic meeting by June 30, 2026?87.0¢ YES · $260.6k 24h
- Will Benjamin Netanyahu sign a U.S. x Iran deal by July 31?10.5¢ YES · $25.4k 24h
- ★ Will Donald Trump sign a U.S. x Iran deal by July 31?36.5¢ YES · $27.0k 24h
- Will no qualifying diplomatic US-Iran meeting occur by June 30, 2026?12.3¢ YES · $72.9k 24h
- Will Pete Hegseth sign a U.S. x Iran deal by July 31?4.0¢ YES · $30.0k 24h
- Will the next diplomatic US-Iran meeting be in another European country?2.5¢ YES · $39.8k 24h
- Will the next diplomatic US-Iran meeting be in Pakistan?1.7¢ YES · $45.0k 24h
- Will the next diplomatic US-Iran meeting be in Qatar?15.0¢ YES · $60.8k 24h
- Will the next diplomatic US-Iran meeting be in Switzerland?68.7¢ YES · $139.5k 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 |
|---|---|---|---|
| -3.456 | 73 | ▲ cointegrated · pair candidate | |
| -3.351 | 73 | ▲ cointegrated · pair candidate | |
| -3.335 | 73 | no rejection · independent | |
| -3.308 | 73 | no rejection · independent | |
| -3.304 | 73 | no rejection · independent | |
| -3.293 | 73 | no rejection · independent | |
| -3.284 | 73 | no rejection · independent | |
| -3.264 | 73 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-donald-trump-sign-a-uptspt-x-iran-deal-by-july-31-20260611235950067 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
1212.07%
max drawdown
39.60%
sharpe
—
ulcer index
18.29%
RMS drawdown
pain index
15.78%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
31.10%
cond. drawdown
gain/pain
0.59
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.59
upside/downside
roll spread
10.3 bps
implied (price-only)
bars used
642
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-will-donald-trump-sign-a-uptspt-x-iran-deal-by-july-31-20260611235950067/bundle · venue execution: polymarket →