TF-IDF basket · Engle-Granger pairs · Polymarket
Related to US announces new Iran agreement/ceasefire extension by June 13?
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 · “agreement · ceasefire · announces” (15 markets)
Top terms: agreementceasefireannouncesextensionnewiran
- Trump announces US x Iran ceasefire over by June 15?1.1¢ YES · $216.9k 24h
- Trump announces US x Iran ceasefire over by June 30?8.5¢ YES · $43.9k 24h
- Trump out as President by June 30?0.7¢ YES · $167.7k 24h
- US and Iran sign an agreement by June 15, 2026?26.0¢ YES · $48.9k 24h
- US and Iran sign an agreement by June 30, 2026?52.5¢ YES · $38.4k 24h
- US announces new Iran agreement/ceasefire extension by July 31?88.5¢ YES · $152.4k 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?5.9¢ YES · $3.01M 24h
- US announces new Iran agreement/ceasefire extension by June 1426.5¢ YES · $887.7k 24h
- US announces new Iran agreement/ceasefire extension by June 15?35.5¢ YES · $550.2k 24h
- US announces new Iran agreement/ceasefire extension by June 16?53.5¢ YES · $102.4k 24h
- US announces new Iran agreement/ceasefire extension by June 17?56.0¢ YES · $52.3k 24h
- US announces new Iran agreement/ceasefire extension by June 18?61.5¢ YES · $48.2k 24h
- US announces new Iran agreement/ceasefire extension by June 19?70.0¢ YES · $69.2k 24h
- US announces new Iran agreement/ceasefire extension by June 30?78.5¢ YES · $396.6k 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 |
|---|---|---|---|
| -5.101 | 64 | ▲ cointegrated · pair candidate | |
| -5.099 | 64 | ▲ cointegrated · pair candidate | |
| -4.970 | 64 | ▲ cointegrated · pair candidate | |
| -4.903 | 64 | ▲ cointegrated · pair candidate | |
| -4.318 | 62 | ▲ cointegrated · pair candidate | |
| -4.270 | 62 | ▲ cointegrated · pair candidate | |
| -3.436 | 64 | ▲ cointegrated · pair candidate | |
| -2.494 | 64 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · us-announces-new-iran-agreementceasefire-extension-by-june-13 · fresh · feed 18s old24h sparkline · 60 pts▼ —
realized vol (ann.)
572.54%
max drawdown
82.23%
sharpe
—
ulcer index
52.54%
RMS drawdown
pain index
42.45%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
80.06%
cond. drawdown
gain/pain
1.07
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.07
upside/downside
roll spread
3.4 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-us-announces-new-iran-agreementceasefire-extension-by-june-13/bundle · venue execution: polymarket →