TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will JD Vance have a diplomatic meeting with Iran by June 30, 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 · meeting · iran” (26 markets)
Top terms: diplomaticmeetingiranustrumphappen
- Trump announces US x Iran ceasefire over by June 30?4.5¢ YES · $79.5k 24h
- Trump out as President before 2027?10.5¢ YES · $33.6k 24h
- Trump out as President by June 30?0.4¢ YES · $155.9k 24h
- US x Iran diplomatic meeting by June 15, 2026?0.1¢ YES · $162.6k 24h
- US x Iran diplomatic meeting by June 18, 2026?2.3¢ YES · $143.2k 24h
- US x Iran diplomatic meeting by June 19, 2026?77.4¢ YES · $670.9k 24h
- US x Iran diplomatic meeting by June 21, 2026?85.5¢ YES · $226.4k 24h
- US x Iran diplomatic meeting by June 30, 2026?93.2¢ YES · $348.6k 24h
- Will Donald Trump attend the next US x Iran diplomatic meeting?1.4¢ YES · $51.4k 24h
- Will Donald Trump Jr. win the 2028 US Presidential Election?1.1¢ YES · $34.3k 24h
- Will Eric Trump win the 2028 US Presidential Election?0.7¢ YES · $31.9k 24h
- Will Ivanka Trump win the 2028 US Presidential Election?0.8¢ YES · $64.0k 24h
- Will J.D. Vance attend the next US x Iran diplomatic meeting?77.6¢ YES · $55.6k 24h
- ★ Will JD Vance have a diplomatic meeting with Iran by June 30, 2026?76.5¢ YES · $34.0k 24h
- Will no qualifying diplomatic US-Iran meeting occur by June 30, 2026?7.3¢ YES · $141.6k 24h
- Will the next diplomatic US-Iran meeting be in another country?0.3¢ YES · $52.7k 24h
- Will the next diplomatic US-Iran meeting be in another European country?0.5¢ YES · $73.7k 24h
- Will the next diplomatic US-Iran meeting be in another Middle East/North Africa country?0.1¢ YES · $26.2k 24h
- Will the next diplomatic US-Iran meeting be in Austria?0.5¢ YES · $63.2k 24h
- Will the next diplomatic US-Iran meeting be in Egypt?0.1¢ YES · $31.0k 24h
- Will the next diplomatic US-Iran meeting be in Iran?0.1¢ YES · $35.9k 24h
- Will the next diplomatic US-Iran meeting be in Oman?0.1¢ YES · $47.7k 24h
- Will the next diplomatic US-Iran meeting be in Pakistan?0.5¢ YES · $98.2k 24h
- Will the next diplomatic US-Iran meeting be in Qatar?3.6¢ YES · $86.2k 24h
- Will the next diplomatic US-Iran meeting be in Switzerland?88.6¢ YES · $288.4k 24h
- Will the next diplomatic US-Iran meeting be in Turkey?0.1¢ YES · $26.2k 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 |
|---|---|---|---|
| -5.926 | 169 | ▲ cointegrated · pair candidate | |
| -5.466 | 140 | ▲ cointegrated · pair candidate | |
| -5.189 | 169 | ▲ cointegrated · pair candidate | |
| -3.747 | 169 | ▲ cointegrated · pair candidate | |
| -2.949 | 169 | no rejection · independent | |
| -2.543 | 169 | no rejection · independent | |
| -2.253 | 169 | no rejection · independent | |
| -1.382 | 140 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-jd-vance-have-a-diplomatic-meeting-with-iran-by-june-30-2026 · fresh · feed 11s old24h sparkline · 60 pts▼ —
realized vol (ann.)
418.79%
max drawdown
6.71%
sharpe
—
ulcer index
2.35%
RMS drawdown
pain index
1.92%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
5.08%
cond. drawdown
gain/pain
1.67
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.67
upside/downside
roll spread
2.6 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-jd-vance-have-a-diplomatic-meeting-with-iran-by-june-30-2026/bundle · venue execution: polymarket →