TF-IDF basket · Engle-Granger pairs · Polymarket
Related to US-Iran nuclear deal before 2027?
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 · “iran · us · deal” (17 markets)
Top terms: iranusdealdiplomaticmeetingpermanent
- ★ US-Iran nuclear deal before 2027?80.5¢ YES · $43.6k 24h
- US-Iran nuclear deal by July 31?67.5¢ YES · $29.3k 24h
- US-Iran nuclear deal by June 30?54.5¢ YES · $656.6k 24h
- US x Iran diplomatic meeting by June 14, 2026? 0.9¢ YES · $107.6k 24h
- US x Iran diplomatic meeting by June 15, 2026?2.0¢ YES · $114.6k 24h
- US x Iran diplomatic meeting by June 21, 2026?20.5¢ YES · $47.8k 24h
- US x Iran diplomatic meeting by June 30, 2026?57.0¢ YES · $140.4k 24h
- US x Iran permanent peace deal by August 31, 2026?64.0¢ YES · $102.8k 24h
- US x Iran permanent peace deal by December 31, 2026?80.5¢ YES · $310.7k 24h
- US x Iran permanent peace deal by July 31, 2026?53.5¢ YES · $314.9k 24h
- US x Iran permanent peace deal by June 15, 2026?9.3¢ YES · $6.06M 24h
- US x Iran permanent peace deal by June 30, 2026?39.5¢ YES · $1.86M 24h
- US x Iran permanent peace deal by October 31, 2026?74.0¢ YES · $53.5k 24h
- Will no qualifying diplomatic US-Iran meeting occur by June 30, 2026?42.4¢ YES · $28.6k 24h
- Will Pete Hegseth sign a U.S. x Iran deal by July 31?7.8¢ YES · $25.4k 24h
- Will the next diplomatic US-Iran meeting be in another European country?4.5¢ YES · $38.8k 24h
- Will the U.S. invade Iran before 2027?15.5¢ YES · $323.0k 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 |
|---|---|---|---|
| -4.457 | 169 | ▲ cointegrated · pair candidate | |
| -3.190 | 169 | no rejection · independent | |
| -3.000 | 169 | no rejection · independent | |
| -2.952 | 169 | no rejection · independent | |
| -2.235 | 64 | no rejection · independent | |
| -2.071 | 169 | no rejection · independent | |
| -0.840 | 169 | no rejection · independent | |
| -0.723 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · us-iran-nuclear-deal-before-2027 · fresh · feed 0s old24h sparkline · 60 pts▲ 0.63%
realized vol (ann.)
146.56%
max drawdown
6.40%
sharpe
—
ulcer index
3.07%
RMS drawdown
pain index
2.28%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
5.89%
cond. drawdown
gain/pain
0.90
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.90
upside/downside
roll spread
0.1 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
0.63%
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-us-iran-nuclear-deal-before-2027/bundle · venue execution: polymarket →