TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Israel x Iran permanent peace deal by June 30, 2026?

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 · “peace · deal · permanent” (6 markets)

Top terms: peacedealpermanentisraelhezbollahsigns

§2 · Engle-Granger cointegration screen (5 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
Israel x Iran permanent peace deal by July 31, 2026?-6.359157▲ cointegrated · pair candidate
Ukraine signs peace deal with Russia by June 30?-3.624168▲ cointegrated · pair candidate
Israel x Hezbollah permanent peace deal by June 30, 2026?-3.429168▲ cointegrated · pair candidate
Ukraine signs peace deal with Russia before 2027?-2.558168no rejection · independent
Israel x Hezbollah permanent peace deal by July 31, 2026?-2.556157no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · israel-x-iran-permanent-peace-deal-by-june-30-2026-262 · fresh · feed 14s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
56.24%
max drawdown
35.29%
sharpe
—
ulcer index
23.33%
RMS drawdown
pain index
18.78%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
34.51%
cond. drawdown
gain/pain
0.71
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.71
upside/downside
roll spread
4.3 bps
implied (price-only)
bars used
838
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-israel-x-iran-permanent-peace-deal-by-june-30-2026-262/bundle · venue execution: polymarket →