TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will Mohammad Bagher Ghalibaf 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 · “text · released · iran” (5 markets)

Top terms: textreleasedirandealussign

§2 · Engle-Granger cointegration screen (4 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 the text of the US-Iran agreement be released by June 17?-3.62963▲ cointegrated · pair candidate
Will Mojtaba Khamenei sign a U.S. x Iran deal by July 31?-2.94163no rejection · independent
Will the text of the US-Iran agreement be released by June 16? -2.54263no rejection · independent
Will the text of the US-Iran agreement be released by June 30?-2.47163no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · will-mohammad-bagher-ghalibaf-sign-a-us-x-iran-deal-by-july-31 · fresh · feed 5s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
784.85%
max drawdown
39.56%
sharpe
—
ulcer index
15.51%
RMS drawdown
pain index
10.03%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
32.87%
cond. drawdown
gain/pain
1.20
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.20
upside/downside
roll spread
2.8 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-mohammad-bagher-ghalibaf-sign-a-us-x-iran-deal-by-july-31/bundle · venue execution: polymarket →