TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will Reza Pahlavi enter Iran by June 30?

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.

No topic cluster found for this market. It either sits alone in its semantic neighborhood or shares fewer keywords with peers than the threshold (τ = 0.22 cosine similarity over TF-IDF).

▸ Advanced metrics · M2M bundle

polymarket · will-reza-pahlavi-enter-iran-by-june-30-555-947-362-379-213 · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
29.27%
max drawdown
0.00%
sharpe
ulcer index
0.00%
RMS drawdown
pain index
0.00%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
0.00%
cond. drawdown
gain/pain
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
upside/downside
roll spread
41.5 bps
implied (price-only)
bars used
185
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-reza-pahlavi-enter-iran-by-june-30-555-947-362-379-213/bundle · venue execution: polymarket