TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will the next diplomatic US-Iran meeting be in another country?

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 · iran · meeting” (29 markets)

Top terms: diplomaticiranmeetingushappentrump

§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.

Peert-statnVerdict
US x Iran diplomatic meeting by June 30, 2026?-6.122168▲ cointegrated · pair candidate
US x Iran diplomatic meeting by June 21, 2026?-6.101168▲ cointegrated · pair candidate
Trump out as President by June 30?-5.881168▲ cointegrated · pair candidate
Trump out as President before 2027?-5.759168▲ cointegrated · pair candidate
Will Donald Trump Jr. win the 2028 Republican presidential nomination?-5.739168▲ cointegrated · pair candidate
Will Donald Trump win the 2028 Republican presidential nomination?-5.669168▲ cointegrated · pair candidate
Trump announces US x Iran ceasefire over by June 30?-5.574168▲ cointegrated · pair candidate
Will Eric Trump win the 2028 US Presidential Election?-5.485168▲ cointegrated · pair candidate

▸ Advanced metrics · M2M bundle

polymarket · will-the-next-diplomatic-us-iran-meeting-be-in-another-country-367 · fresh · feed 7s old
24h sparkline · 60 pts
realized vol (ann.)
10.06%
max drawdown
66.67%
sharpe
ulcer index
41.48%
RMS drawdown
pain index
34.25%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
66.67%
cond. drawdown
gain/pain
2.67
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
2.67
upside/downside
roll spread
50.6 bps
implied (price-only)
bars used
910
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-the-next-diplomatic-us-iran-meeting-be-in-another-country-367/bundle · venue execution: polymarket