TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will the next diplomatic US-Iran meeting be in the United States?
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” (21 markets)
Top terms: diplomaticmeetingiranushappenattend
- US x Iran diplomatic meeting by June 21, 2026?22.0¢ YES · $463.7k 24h
- US x Iran diplomatic meeting by June 30, 2026?71.7¢ YES · $397.8k 24h
- Will Jared Kushner attend the next US x Iran diplomatic meeting?70.5¢ YES · $17.5k 24h
- Will J.D. Vance attend the next US x Iran diplomatic meeting?34.4¢ YES · $42.7k 24h
- Will JD Vance have a diplomatic meeting with Iran by June 30, 2026?37.0¢ YES · $31.0k 24h
- Will no qualifying diplomatic US-Iran meeting occur by June 30, 2026?29.0¢ YES · $159.3k 24h
- Will Steve Witkoff attend the next US x Iran diplomatic meeting?69.8¢ YES · $20.6k 24h
- Will the next diplomatic US-Iran meeting be in another country?0.5¢ YES · $39.9k 24h
- Will the next diplomatic US-Iran meeting be in another European country?0.1¢ YES · $51.9k 24h
- Will the next diplomatic US-Iran meeting be in another Middle East/North Africa country?0.1¢ YES · $44.5k 24h
- Will the next diplomatic US-Iran meeting be in Austria?0.8¢ YES · $37.8k 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 · $36.1k 24h
- Will the next diplomatic US-Iran meeting be in Italy?0.1¢ YES · $28.9k 24h
- Will the next diplomatic US-Iran meeting be in Oman?0.4¢ YES · $65.2k 24h
- Will the next diplomatic US-Iran meeting be in Pakistan?1.3¢ YES · $80.3k 24h
- Will the next diplomatic US-Iran meeting be in Qatar?2.0¢ YES · $78.3k 24h
- Will the next diplomatic US-Iran meeting be in Switzerland?66.0¢ YES · $196.7k 24h
- Will the next diplomatic US-Iran meeting be in the UAE?0.1¢ YES · $17.7k 24h
- ★ Will the next diplomatic US-Iran meeting be in the United States?0.1¢ YES · $43.0k 24h
- Will the next diplomatic US-Iran meeting be in Turkey?0.1¢ YES · $52.9k 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 |
|---|---|---|---|
| -6.414 | 168 | ▲ cointegrated · pair candidate | |
| -5.925 | 168 | ▲ cointegrated · pair candidate | |
| -5.886 | 168 | ▲ cointegrated · pair candidate | |
| -5.885 | 168 | ▲ cointegrated · pair candidate | |
| -5.652 | 168 | ▲ cointegrated · pair candidate | |
| -5.329 | 168 | ▲ cointegrated · pair candidate | |
| -5.292 | 168 | ▲ cointegrated · pair candidate | |
| -5.197 | 168 | ▲ cointegrated · pair candidate |
▸ Advanced metrics · M2M bundle
polymarket · will-the-next-diplomatic-us-iran-meeting-be-in-the-united-states-744 · fresh · feed 1s 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
1048
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-the-united-states-744/bundle · venue execution: polymarket →