TF-IDF basket · Engle-Granger pairs · Polymarket
Related to US and Iran sign an agreement by July 31, 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 · “us · iran · diplomatic” (30 markets)
Top terms: usirandiplomaticagreementmeetingceasefire
- Trump announces US x Iran ceasefire over by June 15?0.7¢ YES · $179.0k 24h
- Trump announces US x Iran ceasefire over by June 30?6.5¢ YES · $162.3k 24h
- ★ US and Iran sign an agreement by July 31, 2026?94.0¢ YES · $46.5k 24h
- US and Iran sign an agreement by June 15, 2026?7.0¢ YES · $116.5k 24h
- US and Iran sign an agreement by June 22, 2026?84.5¢ YES · $34.8k 24h
- US and Iran sign an agreement by June 30, 2026?92.4¢ YES · $56.0k 24h
- US announces new Iran agreement/ceasefire extension by July 31?99.7¢ YES · $185.5k 24h
- US announces new Iran agreement/ceasefire extension by June 12?0.1¢ YES · $1.06M 24h
- US announces new Iran agreement/ceasefire extension by June 13?4.7¢ YES · $1.85M 24h
- US announces new Iran agreement/ceasefire extension by June 1499.6¢ YES · $1.67M 24h
- US announces new Iran agreement/ceasefire extension by June 15?99.6¢ YES · $817.6k 24h
- US announces new Iran agreement/ceasefire extension by June 16?99.6¢ YES · $173.4k 24h
- US announces new Iran agreement/ceasefire extension by June 17?99.7¢ YES · $77.9k 24h
- US announces new Iran agreement/ceasefire extension by June 18?99.5¢ YES · $98.7k 24h
- US announces new Iran agreement/ceasefire extension by June 19?99.5¢ YES · $86.6k 24h
- US announces new Iran agreement/ceasefire extension by June 30?100.0¢ YES · $441.2k 24h
- US x Iran diplomatic meeting by July 31, 2026?94.0¢ YES · $30.1k 24h
- US x Iran diplomatic meeting by June 14, 2026? 0.1¢ YES · $85.6k 24h
- US x Iran diplomatic meeting by June 15, 2026?1.8¢ YES · $67.0k 24h
- US x Iran diplomatic meeting by June 16, 2026?2.9¢ YES · $27.7k 24h
- US x Iran diplomatic meeting by June 17, 2026? 6.0¢ YES · $25.5k 24h
- US x Iran diplomatic meeting by June 19, 2026?74.5¢ YES · $32.3k 24h
- US x Iran diplomatic meeting by June 21, 2026?78.0¢ YES · $119.2k 24h
- US x Iran diplomatic meeting by June 30, 2026?90.5¢ YES · $232.4k 24h
- Will Donald Trump sign a U.S. x Iran deal by July 31?47.0¢ YES · $27.9k 24h
- Will no qualifying diplomatic US-Iran meeting occur by June 30, 2026?7.3¢ YES · $64.3k 24h
- Will Pete Hegseth sign a U.S. x Iran deal by July 31?4.0¢ YES · $29.5k 24h
- Will the next diplomatic US-Iran meeting be in another European country?3.4¢ YES · $28.9k 24h
- Will the next diplomatic US-Iran meeting be in Pakistan?3.4¢ YES · $31.2k 24h
- Will the next diplomatic US-Iran meeting be in Switzerland?79.8¢ YES · $126.3k 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 |
|---|---|---|---|
| -4.911 | 74 | ▲ cointegrated · pair candidate | |
| -4.787 | 74 | ▲ cointegrated · pair candidate | |
| -4.580 | 74 | ▲ cointegrated · pair candidate | |
| -4.273 | 74 | ▲ cointegrated · pair candidate | |
| -4.129 | 74 | ▲ cointegrated · pair candidate | |
| -3.870 | 74 | ▲ cointegrated · pair candidate | |
| -3.730 | 74 | ▲ cointegrated · pair candidate | |
| -3.237 | 74 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · us-and-iran-sign-an-agreement-by-july-31-2026-20260611221049854 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
650.02%
max drawdown
9.13%
sharpe
—
ulcer index
3.09%
RMS drawdown
pain index
1.38%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
9.13%
cond. drawdown
gain/pain
1.97
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.97
upside/downside
roll spread
3.3 bps
implied (price-only)
bars used
711
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-us-and-iran-sign-an-agreement-by-july-31-2026-20260611221049854/bundle · venue execution: polymarket →