TF-IDF basket · Engle-Granger pairs · Polymarket
Related to US announces new Iran agreement/ceasefire extension by June 19?
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 · agreement · us” (21 markets)
Top terms: announcesagreementusceasefireiranextension
- Trump announces US x Iran ceasefire over by June 15?4.5¢ YES · $151.0k 24h
- Trump announces US x Iran ceasefire over by June 30?12.0¢ YES · $101.2k 24h
- Trump out as President by June 30?0.7¢ YES · $145.3k 24h
- US and Iran sign an agreement by July 31, 2026?85.5¢ YES · $28.1k 24h
- US and Iran sign an agreement by June 15, 2026?39.5¢ YES · $46.5k 24h
- US and Iran sign an agreement by June 30, 2026?72.0¢ YES · $39.2k 24h
- US announces new Iran agreement/ceasefire extension by July 31?84.0¢ YES · $143.6k 24h
- US announces new Iran agreement/ceasefire extension by June 12?0.1¢ YES · $928.7k 24h
- US announces new Iran agreement/ceasefire extension by June 13?2.8¢ YES · $2.37M 24h
- US announces new Iran agreement/ceasefire extension by June 1427.0¢ YES · $935.1k 24h
- US announces new Iran agreement/ceasefire extension by June 15?33.5¢ YES · $478.7k 24h
- US announces new Iran agreement/ceasefire extension by June 16?38.5¢ YES · $115.2k 24h
- US announces new Iran agreement/ceasefire extension by June 17?49.5¢ YES · $45.1k 24h
- US announces new Iran agreement/ceasefire extension by June 18?53.5¢ YES · $66.1k 24h
- ★ US announces new Iran agreement/ceasefire extension by June 19?60.5¢ YES · $65.8k 24h
- US announces new Iran agreement/ceasefire extension by June 30?77.5¢ YES · $311.2k 24h
- Will Donald Trump announce that the United States blockade of the Strait of Hormuz has been lifted by July 31, 2026?79.5¢ YES · $266.2k 24h
- Will Donald Trump announce that the United States blockade of the Strait of Hormuz has been lifted by June 15, 2026?30.0¢ YES · $345.2k 24h
- Will Donald Trump announce that the United States blockade of the Strait of Hormuz has been lifted by June 18, 2026?53.0¢ YES · $66.0k 24h
- Will Donald Trump announce that the United States blockade of the Strait of Hormuz has been lifted by June 21, 2026?59.0¢ YES · $37.2k 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 · $233.7k 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 |
|---|---|---|---|
| -5.292 | 71 | ▲ cointegrated · pair candidate | |
| -5.132 | 73 | ▲ cointegrated · pair candidate | |
| -4.526 | 71 | ▲ cointegrated · pair candidate | |
| -4.501 | 71 | ▲ cointegrated · pair candidate | |
| -4.238 | 73 | ▲ cointegrated · pair candidate | |
| -4.026 | 73 | ▲ cointegrated · pair candidate | |
| -3.816 | 73 | ▲ cointegrated · pair candidate | |
| -3.442 | 73 | ▲ cointegrated · pair candidate |
▸ Advanced metrics · M2M bundle
polymarket · us-announces-new-iran-agreementceasefire-extension-by-june-19 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
430.44%
max drawdown
2.61%
sharpe
—
ulcer index
1.52%
RMS drawdown
pain index
0.88%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
2.61%
cond. drawdown
gain/pain
3.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
3.00
upside/downside
roll spread
7.1 bps
implied (price-only)
bars used
148
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-19/bundle · venue execution: polymarket →