TF-IDF basket · Engle-Granger pairs · Polymarket
Related to US-Iran nuclear deal by June 30?
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 · diplomatic” (18 markets)
Top terms: iranusdiplomaticdealmeetingpermanent
- US-Iran nuclear deal before 2027?81.0¢ YES · $49.1k 24h
- US-Iran nuclear deal by July 31?60.5¢ YES · $33.8k 24h
- ★ US-Iran nuclear deal by June 30?52.5¢ YES · $666.9k 24h
- US x Iran diplomatic meeting by June 14, 2026? 0.7¢ YES · $122.5k 24h
- US x Iran diplomatic meeting by June 15, 2026?2.5¢ YES · $130.4k 24h
- US x Iran diplomatic meeting by June 16, 2026?6.5¢ YES · $25.8k 24h
- US x Iran diplomatic meeting by June 21, 2026?26.5¢ YES · $51.8k 24h
- US x Iran diplomatic meeting by June 30, 2026?60.0¢ YES · $156.6k 24h
- US x Iran permanent peace deal by August 31, 2026?62.5¢ YES · $105.0k 24h
- US x Iran permanent peace deal by December 31, 2026?80.5¢ YES · $318.4k 24h
- US x Iran permanent peace deal by July 31, 2026?52.5¢ YES · $313.9k 24h
- US x Iran permanent peace deal by June 15, 2026?10.1¢ YES · $6.13M 24h
- US x Iran permanent peace deal by June 30, 2026?38.5¢ YES · $1.82M 24h
- US x Iran permanent peace deal by October 31, 2026?74.0¢ YES · $52.7k 24h
- Will no qualifying diplomatic US-Iran meeting occur by June 30, 2026?39.3¢ YES · $35.6k 24h
- Will the next diplomatic US-Iran meeting be in another European country?4.2¢ YES · $46.3k 24h
- Will the next diplomatic US-Iran meeting be in Switzerland?13.7¢ YES · $25.5k 24h
- Will the U.S. invade Iran before 2027?15.5¢ YES · $217.5k 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 |
|---|---|---|---|
| -6.209 | 169 | ▲ cointegrated · pair candidate | |
| -5.494 | 169 | ▲ cointegrated · pair candidate | |
| -3.933 | 169 | ▲ cointegrated · pair candidate | |
| -2.962 | 169 | no rejection · independent | |
| -2.742 | 62 | no rejection · independent | |
| -2.036 | 46 | no rejection · independent | |
| -1.435 | 169 | no rejection · independent | |
| -0.766 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · us-iran-nuclear-deal-by-june-30 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
352.73%
max drawdown
27.74%
sharpe
—
ulcer index
10.08%
RMS drawdown
pain index
6.35%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
26.70%
cond. drawdown
gain/pain
0.54
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.54
upside/downside
roll spread
2.1 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-iran-nuclear-deal-by-june-30/bundle · venue execution: polymarket →