TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will no qualifying diplomatic US-Iran meeting occur 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” (25 markets)
Top terms: diplomaticmeetingiranushappenbelgium
- Will Belgium win on 2026-06-21?67.5¢ YES · $21.2k 24h
- Exact Score: Belgium 0 - 3 IR Iran?0.5¢ YES · $15.4k 24h
- US x Iran diplomatic meeting by June 21, 2026?25.9¢ YES · $474.5k 24h
- US x Iran diplomatic meeting by June 30, 2026?73.7¢ YES · $407.3k 24h
- Will Belgium win the 2026 FIFA World Cup?1.6¢ YES · $1.31M 24h
- Will J.D. Vance attend the next US x Iran diplomatic meeting?28.0¢ YES · $40.7k 24h
- Will JD Vance have a diplomatic meeting with Iran by June 30, 2026?32.5¢ YES · $32.6k 24h
- ★ Will no qualifying diplomatic US-Iran meeting occur by June 30, 2026?27.2¢ YES · $169.8k 24h
- Will Steve Witkoff attend the next US x Iran diplomatic meeting?72.7¢ YES · $15.6k 24h
- Will the next diplomatic US-Iran meeting be in another country?0.1¢ YES · $39.4k 24h
- Will the next diplomatic US-Iran meeting be in another European country?0.1¢ YES · $49.5k 24h
- Will the next diplomatic US-Iran meeting be in another Middle East/North Africa country?0.1¢ YES · $49.0k 24h
- Will the next diplomatic US-Iran meeting be in Austria?1.8¢ YES · $37.7k 24h
- Will the next diplomatic US-Iran meeting be in Egypt?0.9¢ YES · $65.5k 24h
- Will the next diplomatic US-Iran meeting be in Iran?0.1¢ YES · $30.0k 24h
- Will the next diplomatic US-Iran meeting be in Iraq?0.1¢ YES · $17.9k 24h
- Will the next diplomatic US-Iran meeting be in Italy?0.1¢ YES · $32.2k 24h
- Will the next diplomatic US-Iran meeting be in Oman?0.6¢ YES · $64.6k 24h
- Will the next diplomatic US-Iran meeting be in Pakistan?1.1¢ YES · $82.0k 24h
- Will the next diplomatic US-Iran meeting be in Qatar?1.6¢ YES · $79.2k 24h
- Will the next diplomatic US-Iran meeting be in Saudi Arabia?0.1¢ YES · $17.5k 24h
- Will the next diplomatic US-Iran meeting be in Switzerland?62.2¢ YES · $206.0k 24h
- Will the next diplomatic US-Iran meeting be in the UAE?0.1¢ YES · $18.1k 24h
- Will the next diplomatic US-Iran meeting be in the United States?0.1¢ YES · $43.7k 24h
- Will the next diplomatic US-Iran meeting be in Turkey?0.1¢ YES · $52.2k 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 |
|---|---|---|---|
| -10.669 | 168 | ▲ cointegrated · pair candidate | |
| -5.578 | 168 | ▲ cointegrated · pair candidate | |
| -4.803 | 168 | ▲ cointegrated · pair candidate | |
| -4.315 | 168 | ▲ cointegrated · pair candidate | |
| -3.752 | 168 | ▲ cointegrated · pair candidate | |
| -2.559 | 168 | no rejection · independent | |
| -2.313 | 168 | no rejection · independent | |
| -2.263 | 168 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-no-qualifying-diplomatic-us-iran-meeting-occur-by-june-30-2026-673 · fresh · feed 9s old24h sparkline · 60 pts▼ —
realized vol (ann.)
301.82%
max drawdown
9.11%
sharpe
—
ulcer index
3.33%
RMS drawdown
pain index
2.34%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
7.52%
cond. drawdown
gain/pain
1.38
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.38
upside/downside
roll spread
4.7 bps
implied (price-only)
bars used
506
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-will-no-qualifying-diplomatic-us-iran-meeting-occur-by-june-30-2026-673/bundle · venue execution: polymarket →