TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will Mojtaba Khamenei 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 30?-3.09964no rejection · independent
Will Mohammad Bagher Ghalibaf sign a U.S. x Iran deal by July 31?-3.08463no rejection · independent
Will the text of the US-Iran agreement be released by June 17?-3.01464no rejection · independent
Will the text of the US-Iran agreement be released by June 16? -1.89564no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · will-mojtaba-khamenei-sign-a-uptspt-x-iran-deal-by-july-31-20260611235950074 · fresh · feed 5s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
11.46%
max drawdown
17.31%
sharpe
—
ulcer index
8.25%
RMS drawdown
pain index
6.42%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
17.31%
cond. drawdown
gain/pain
0.53
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.53
upside/downside
roll spread
1.7 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-mojtaba-khamenei-sign-a-uptspt-x-iran-deal-by-july-31-20260611235950074/bundle · venue execution: polymarket →