TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will the text of the US-Iran agreement be released 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.
§1 · Topic basket · “iran · diplomatic · meeting” (28 markets)
Top terms: irandiplomaticmeetingusattendhappen
- US x Iran diplomatic meeting by June 15, 2026?0.1¢ YES · $153.6k 24h
- US x Iran diplomatic meeting by June 18, 2026?3.3¢ YES · $139.6k 24h
- US x Iran diplomatic meeting by June 19, 2026?81.5¢ YES · $650.5k 24h
- US x Iran diplomatic meeting by June 21, 2026?87.6¢ YES · $227.1k 24h
- US x Iran diplomatic meeting by June 30, 2026?93.5¢ YES · $347.2k 24h
- Will Abbas Araghchi attend the US-Iran Signing Ceremony?22.5¢ YES · $38.5k 24h
- Will Donald Trump attend the next US x Iran diplomatic meeting?1.1¢ YES · $50.7k 24h
- Will Donald Trump attend the US-Iran Signing Ceremony?10.0¢ YES · $35.5k 24h
- Will Israel and Lebanon hold a diplomatic meeting by June 22, 2026?24.0¢ YES · $21.0k 24h
- Will J.D. Vance attend the next US x Iran diplomatic meeting?81.3¢ YES · $55.2k 24h
- Will JD Vance attend the US-Iran Signing Ceremony?42.5¢ YES · $72.4k 24h
- Will JD Vance have a diplomatic meeting with Iran by June 30, 2026?80.0¢ YES · $34.0k 24h
- Will Masoud Pezeshkian attend the US-Iran Signing Ceremony?9.2¢ YES · $37.7k 24h
- Will no qualifying diplomatic US-Iran meeting occur by June 30, 2026?6.3¢ YES · $139.6k 24h
- Will the next diplomatic US-Iran meeting be in another country?0.3¢ YES · $53.1k 24h
- Will the next diplomatic US-Iran meeting be in another European country?0.7¢ YES · $72.7k 24h
- Will the next diplomatic US-Iran meeting be in another Middle East/North Africa country?0.1¢ YES · $24.1k 24h
- Will the next diplomatic US-Iran meeting be in Austria?0.4¢ YES · $60.6k 24h
- Will the next diplomatic US-Iran meeting be in Egypt?0.1¢ YES · $31.0k 24h
- Will the next diplomatic US-Iran meeting be in Iran?0.1¢ YES · $35.9k 24h
- Will the next diplomatic US-Iran meeting be in Oman?0.1¢ YES · $47.7k 24h
- Will the next diplomatic US-Iran meeting be in Pakistan?0.5¢ YES · $99.5k 24h
- Will the next diplomatic US-Iran meeting be in Qatar?2.1¢ YES · $86.3k 24h
- Will the next diplomatic US-Iran meeting be in Switzerland?88.8¢ YES · $292.5k 24h
- Will the next diplomatic US-Iran meeting be in Turkey?0.1¢ YES · $26.2k 24h
- Will the text of the US-Iran agreement be released by June 16? 0.5¢ YES · $531.2k 24h
- Will the text of the US-Iran agreement be released by June 17?99.9¢ YES · $655.7k 24h
- ★ Will the text of the US-Iran agreement be released by June 30?100.0¢ YES · $187.7k 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 |
|---|---|---|---|
| -5.011 | 61 | ▲ cointegrated · pair candidate | |
| -3.574 | 61 | ▲ cointegrated · pair candidate | |
| -3.573 | 61 | ▲ cointegrated · pair candidate | |
| -3.501 | 61 | ▲ cointegrated · pair candidate | |
| -3.496 | 61 | ▲ cointegrated · pair candidate | |
| -3.022 | 44 | no rejection · independent | |
| -2.897 | 61 | no rejection · independent | |
| -1.538 | 44 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-the-text-of-the-us-iran-agreement-be-released-by-june-30-20260615191216221 · fresh · feed 2s old24h sparkline · 60 pts▲ 3.90%
realized vol (ann.)
2.09%
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
0.0 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
3.90%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
- 24h change +3.90%
Same bundle via M2M API:
/api/m2m/pm-will-the-text-of-the-us-iran-agreement-be-released-by-june-30-20260615191216221/bundle · venue execution: polymarket →