TF-IDF basket · Engle-Granger pairs · Polymarket
Related to US and Iran sign an agreement 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 · “announces · ceasefire · agreement” (19 markets)
Top terms: announcesceasefireagreementusextensioniran
- Trump announces US x Iran ceasefire over by June 15?2.0¢ YES · $176.2k 24h
- Trump announces US x Iran ceasefire over by June 30?9.5¢ YES · $70.9k 24h
- Trump out as President by June 30?0.7¢ YES · $138.8k 24h
- ★ US and Iran sign an agreement by June 30, 2026?77.5¢ YES · $37.2k 24h
- US announces new Iran agreement/ceasefire extension by July 31?87.0¢ YES · $157.2k 24h
- US announces new Iran agreement/ceasefire extension by June 12?0.1¢ YES · $1.04M 24h
- US announces new Iran agreement/ceasefire extension by June 13?3.6¢ YES · $2.77M 24h
- US announces new Iran agreement/ceasefire extension by June 1424.5¢ YES · $977.8k 24h
- US announces new Iran agreement/ceasefire extension by June 15?39.0¢ YES · $593.6k 24h
- US announces new Iran agreement/ceasefire extension by June 16?58.0¢ YES · $92.9k 24h
- US announces new Iran agreement/ceasefire extension by June 17?62.0¢ YES · $48.8k 24h
- US announces new Iran agreement/ceasefire extension by June 18?64.0¢ YES · $62.9k 24h
- US announces new Iran agreement/ceasefire extension by June 19?67.0¢ YES · $77.9k 24h
- US announces new Iran agreement/ceasefire extension by June 30?77.0¢ YES · $349.4k 24h
- Will Donald Trump announce that the United States blockade of the Strait of Hormuz has been lifted by July 31, 2026?75.0¢ YES · $249.3k 24h
- Will Donald Trump announce that the United States blockade of the Strait of Hormuz has been lifted by June 15, 2026?38.0¢ YES · $341.2k 24h
- Will Donald Trump announce that the United States blockade of the Strait of Hormuz has been lifted by June 18, 2026?45.0¢ YES · $53.5k 24h
- Will Donald Trump announce that the United States blockade of the Strait of Hormuz has been lifted by June 21, 2026?62.5¢ YES · $31.9k 24h
- Will Donald Trump announce that the United States blockade of the Strait of Hormuz has been lifted by June 30, 2026?71.5¢ YES · $278.4k 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 |
|---|---|---|---|
| -5.369 | 68 | ▲ cointegrated · pair candidate | |
| -4.595 | 68 | ▲ cointegrated · pair candidate | |
| -4.483 | 68 | ▲ cointegrated · pair candidate | |
| -4.388 | 68 | ▲ cointegrated · pair candidate | |
| -4.229 | 68 | ▲ cointegrated · pair candidate | |
| -4.114 | 68 | ▲ cointegrated · pair candidate | |
| -3.065 | 68 | no rejection · independent | |
| -3.013 | 68 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · us-and-iran-sign-an-agreement-by-june-30-2026-20260611221049853 · fresh · feed 0s old24h sparkline · 60 pts▲ 8.39%
realized vol (ann.)
1097.09%
max drawdown
35.00%
sharpe
—
ulcer index
15.00%
RMS drawdown
pain index
11.23%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
32.54%
cond. drawdown
gain/pain
1.03
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.03
upside/downside
roll spread
0.2 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
8.39%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
- 24h change +8.39%
Same bundle via M2M API:
/api/m2m/pm-us-and-iran-sign-an-agreement-by-june-30-2026-20260611221049853/bundle · venue execution: polymarket →