TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Trump announces US x Iran ceasefire over 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 · “diplomatic · meeting · iran” (26 markets)
Top terms: diplomaticmeetingiranushappentrump
- ★ Trump announces US x Iran ceasefire over by June 30?3.5¢ YES · $53.3k 24h
- Trump out as President by June 30?0.4¢ YES · $74.2k 24h
- US x Iran diplomatic meeting by June 21, 2026?21.1¢ YES · $460.4k 24h
- US x Iran diplomatic meeting by June 30, 2026?69.0¢ YES · $400.0k 24h
- Will Eric Trump win the 2028 US Presidential Election?0.7¢ YES · $18.6k 24h
- Will Ivanka Trump win the 2028 US Presidential Election?0.8¢ YES · $19.2k 24h
- Will J.D. Vance attend the next US x Iran diplomatic meeting?37.6¢ YES · $43.9k 24h
- Will JD Vance have a diplomatic meeting with Iran by June 30, 2026?35.5¢ YES · $33.3k 24h
- Will no qualifying diplomatic US-Iran meeting occur by June 30, 2026?30.7¢ YES · $167.1k 24h
- Will Steve Witkoff attend the next US x Iran diplomatic meeting?71.5¢ YES · $19.5k 24h
- Will the next diplomatic US-Iran meeting be in another country?0.1¢ YES · $39.3k 24h
- Will the next diplomatic US-Iran meeting be in another European country?0.1¢ YES · $49.9k 24h
- Will the next diplomatic US-Iran meeting be in another Middle East/North Africa country?0.1¢ YES · $47.1k 24h
- Will the next diplomatic US-Iran meeting be in Austria?0.9¢ YES · $37.9k 24h
- Will the next diplomatic US-Iran meeting be in Egypt?0.4¢ YES · $65.4k 24h
- Will the next diplomatic US-Iran meeting be in Iran?0.1¢ YES · $29.7k 24h
- Will the next diplomatic US-Iran meeting be in Iraq?0.1¢ YES · $17.6k 24h
- Will the next diplomatic US-Iran meeting be in Italy?0.1¢ YES · $33.6k 24h
- Will the next diplomatic US-Iran meeting be in Oman?0.4¢ YES · $65.4k 24h
- Will the next diplomatic US-Iran meeting be in Pakistan?0.7¢ YES · $81.9k 24h
- Will the next diplomatic US-Iran meeting be in Qatar?1.7¢ YES · $80.7k 24h
- Will the next diplomatic US-Iran meeting be in Saudi Arabia?0.1¢ YES · $17.2k 24h
- Will the next diplomatic US-Iran meeting be in Switzerland?65.0¢ YES · $202.5k 24h
- Will the next diplomatic US-Iran meeting be in the UAE?0.1¢ YES · $17.8k 24h
- Will the next diplomatic US-Iran meeting be in the United States?0.1¢ YES · $43.4k 24h
- Will the next diplomatic US-Iran meeting be in Turkey?0.1¢ YES · $51.7k 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 |
|---|---|---|---|
| -3.779 | 168 | ▲ cointegrated · pair candidate | |
| -2.337 | 168 | no rejection · independent | |
| -2.337 | 168 | no rejection · independent | |
| -2.225 | 168 | no rejection · independent | |
| -1.968 | 168 | no rejection · independent | |
| -1.907 | 168 | no rejection · independent | |
| -1.904 | 168 | no rejection · independent | |
| -1.894 | 168 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · trump-announces-us-x-iran-ceasefire-over-by-june-30-20260607232556276-219 · fresh · feed 11s old24h sparkline · 60 pts▼ —
realized vol (ann.)
20.29%
max drawdown
15.85%
sharpe
—
ulcer index
6.75%
RMS drawdown
pain index
5.35%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
15.85%
cond. drawdown
gain/pain
0.57
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.57
upside/downside
roll spread
2.0 bps
implied (price-only)
bars used
767
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-trump-announces-us-x-iran-ceasefire-over-by-june-30-20260607232556276-219/bundle · venue execution: polymarket →