TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will the next diplomatic US-Iran meeting be in Italy?
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
- Trump announces US x Iran ceasefire over by June 30?3.5¢ YES · $53.4k 24h
- Trump out as President before 2027?9.5¢ YES · $33.2k 24h
- Trump out as President by June 30?0.4¢ YES · $109.2k 24h
- US x Iran diplomatic meeting by June 21, 2026?19.8¢ YES · $462.7k 24h
- US x Iran diplomatic meeting by June 30, 2026?70.4¢ YES · $400.8k 24h
- Will Donald Trump Jr. win the 2028 Republican presidential nomination?2.1¢ YES · $55.1k 24h
- Will Donald Trump win the 2028 Republican presidential nomination?1.9¢ YES · $21.8k 24h
- Will Eric Trump win the 2028 US Presidential Election?0.7¢ YES · $18.9k 24h
- Will Ivanka Trump win the 2028 US Presidential Election?0.8¢ YES · $19.0k 24h
- Will Jared Kushner attend the next US x Iran diplomatic meeting?73.0¢ YES · $17.3k 24h
- Will J.D. Vance attend the next US x Iran diplomatic meeting?33.1¢ YES · $43.5k 24h
- Will JD Vance have a diplomatic meeting with Iran by June 30, 2026?36.5¢ YES · $31.6k 24h
- Will no qualifying diplomatic US-Iran meeting occur by June 30, 2026?29.4¢ YES · $162.3k 24h
- Will Steve Witkoff attend the next US x Iran diplomatic meeting?73.9¢ YES · $20.5k 24h
- Will the next diplomatic US-Iran meeting be in another country?0.4¢ YES · $40.2k 24h
- Will the next diplomatic US-Iran meeting be in another European country?0.1¢ YES · $52.2k 24h
- Will the next diplomatic US-Iran meeting be in another Middle East/North Africa country?0.1¢ YES · $45.6k 24h
- Will the next diplomatic US-Iran meeting be in Austria?0.8¢ YES · $38.1k 24h
- Will the next diplomatic US-Iran meeting be in Egypt?0.3¢ YES · $59.4k 24h
- Will the next diplomatic US-Iran meeting be in Iran?0.1¢ YES · $29.6k 24h
- ★ Will the next diplomatic US-Iran meeting be in Italy?0.1¢ YES · $30.1k 24h
- Will the next diplomatic US-Iran meeting be in Oman?0.4¢ YES · $65.5k 24h
- Will the next diplomatic US-Iran meeting be in Pakistan?1.1¢ YES · $80.2k 24h
- Will the next diplomatic US-Iran meeting be in Qatar?1.8¢ YES · $80.0k 24h
- Will the next diplomatic US-Iran meeting be in Switzerland?62.0¢ YES · $203.1k 24h
- Will the next diplomatic US-Iran meeting be in the UAE?0.1¢ YES · $17.9k 24h
- Will the next diplomatic US-Iran meeting be in the United States?0.1¢ YES · $43.2k 24h
- Will the next diplomatic US-Iran meeting be in Turkey?0.1¢ YES · $53.1k 24h
- Will the U.S. invade Iran before 2027?13.5¢ YES · $86.5k 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 |
|---|---|---|---|
| -12.205 | 168 | ▲ cointegrated · pair candidate | |
| -12.024 | 168 | ▲ cointegrated · pair candidate | |
| -11.568 | 168 | ▲ cointegrated · pair candidate | |
| -11.459 | 168 | ▲ cointegrated · pair candidate | |
| -11.409 | 168 | ▲ cointegrated · pair candidate | |
| -11.368 | 168 | ▲ cointegrated · pair candidate | |
| -11.367 | 168 | ▲ cointegrated · pair candidate | |
| -11.329 | 168 | ▲ cointegrated · pair candidate |
▸ Advanced metrics · M2M bundle
polymarket · will-the-next-diplomatic-us-iran-meeting-be-in-italy-332 · fresh · feed 7s old24h sparkline · 60 pts▼ —
realized vol (ann.)
0.00%
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)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
971
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-italy-332/bundle · venue execution: polymarket →