TF-IDF basket · Engle-Granger pairs · Polymarket
Related to US x Iran diplomatic meeting by June 17, 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 · “us · iran · diplomatic” (24 markets)
Top terms: usirandiplomaticmeetingsigndeal
- US and Iran sign an agreement by July 31, 2026?95.5¢ YES · $51.8k 24h
- US and Iran sign an agreement by June 15, 2026?5.0¢ YES · $147.1k 24h
- US and Iran sign an agreement by June 22, 2026?77.5¢ YES · $46.4k 24h
- US and Iran sign an agreement by June 30, 2026?84.2¢ YES · $61.1k 24h
- US-Iran nuclear deal by July 31?90.5¢ YES · $56.0k 24h
- US-Iran nuclear deal by June 30?87.0¢ YES · $1.24M 24h
- US x Iran diplomatic meeting by July 31, 2026?91.5¢ YES · $35.0k 24h
- US x Iran diplomatic meeting by June 14, 2026? 0.1¢ YES · $81.5k 24h
- US x Iran diplomatic meeting by June 15, 2026?1.5¢ YES · $63.7k 24h
- US x Iran diplomatic meeting by June 16, 2026?3.8¢ YES · $64.5k 24h
- ★ US x Iran diplomatic meeting by June 17, 2026? 5.5¢ YES · $35.4k 24h
- US x Iran diplomatic meeting by June 18, 2026?13.5¢ YES · $27.8k 24h
- US x Iran diplomatic meeting by June 19, 2026?74.0¢ YES · $49.4k 24h
- US x Iran diplomatic meeting by June 21, 2026?75.5¢ YES · $112.6k 24h
- US x Iran diplomatic meeting by June 30, 2026?85.0¢ YES · $283.1k 24h
- Will Benjamin Netanyahu sign a U.S. x Iran deal by July 31?10.1¢ YES · $25.8k 24h
- Will Donald Trump sign a U.S. x Iran deal by July 31?36.5¢ YES · $26.5k 24h
- Will no qualifying diplomatic US-Iran meeting occur by June 30, 2026?14.0¢ YES · $77.6k 24h
- Will Pete Hegseth sign a U.S. x Iran deal by July 31?4.0¢ YES · $30.0k 24h
- Will the next diplomatic US-Iran meeting be in another European country?1.3¢ YES · $36.2k 24h
- Will the next diplomatic US-Iran meeting be in Austria?0.1¢ YES · $27.8k 24h
- Will the next diplomatic US-Iran meeting be in Pakistan?1.3¢ YES · $48.4k 24h
- Will the next diplomatic US-Iran meeting be in Qatar?11.3¢ YES · $75.0k 24h
- Will the next diplomatic US-Iran meeting be in Switzerland?71.9¢ YES · $146.0k 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 |
|---|---|---|---|
| -3.143 | 58 | no rejection · independent | |
| -3.046 | 58 | no rejection · independent | |
| -2.962 | 58 | no rejection · independent | |
| -2.854 | 58 | no rejection · independent | |
| -2.793 | 58 | no rejection · independent | |
| -2.545 | 58 | no rejection · independent | |
| -2.291 | 58 | no rejection · independent | |
| -1.883 | 58 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · us-x-iran-diplomatic-meeting-by-june-17-2026-20260612163100185-516 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
235.01%
max drawdown
44.44%
sharpe
—
ulcer index
30.18%
RMS drawdown
pain index
27.37%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
39.85%
cond. drawdown
gain/pain
0.56
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.56
upside/downside
roll spread
14.5 bps
implied (price-only)
bars used
739
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-us-x-iran-diplomatic-meeting-by-june-17-2026-20260612163100185-516/bundle · venue execution: polymarket →