TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Trump agree to unfreeze Iranian assets 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 · “iranian · agree · trump” (7 markets)
Top terms: iranianagreetrump30junedemands
- Will the Iranian regime fall by June 30?0.9¢ YES · $629.7k 24h
- Will the Iranian regime fall before 2027?10.5¢ YES · $50.3k 24h
- Will Trump agree to Iranian enrichment of uranium by June 30?5.5¢ YES · $69.6k 24h
- Will Trump agree to Iranian oil sanction relief by June 30?67.5¢ YES · $30.4k 24h
- Will Trump agree to Iranian transit fees in the Strait of Hormuz by June 30?6.1¢ YES · $59.8k 24h
- ★ Will Trump agree to unfreeze Iranian assets by June 30?50.5¢ YES · $63.4k 24h
- Will Trump agree to withdraw troops from the Iranian region by June 30?37.5¢ YES · $46.7k 24h
§2 · Engle-Granger cointegration screen (6 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 |
|---|---|---|---|
| -5.591 | 169 | ▲ cointegrated · pair candidate | |
| -4.591 | 168 | ▲ cointegrated · pair candidate | |
| -4.003 | 169 | ▲ cointegrated · pair candidate | |
| -3.775 | 169 | ▲ cointegrated · pair candidate | |
| -3.506 | 168 | ▲ cointegrated · pair candidate | |
| -2.746 | 168 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-trump-agree-to-unfreeze-iranian-assets-by-june-30 · fresh · feed 0s old24h sparkline · 60 pts▲ 8.60%
realized vol (ann.)
556.13%
max drawdown
18.80%
sharpe
—
ulcer index
11.71%
RMS drawdown
pain index
10.64%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
17.74%
cond. drawdown
gain/pain
0.99
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.99
upside/downside
roll spread
0.1 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
8.60%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
- 24h change +8.60%
Same bundle via M2M API:
/api/m2m/pm-will-trump-agree-to-unfreeze-iranian-assets-by-june-30/bundle · venue execution: polymarket →