TF-IDF basket · Engle-Granger pairs · Polymarket
Related to US x Iran diplomatic meeting by June 21, 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 · “diplomatic · iran · meeting” (26 markets)
Top terms: diplomaticiranmeetingushappentrump
- Trump announces US x Iran ceasefire over by June 30?3.7¢ YES · $28.2k 24h
- Trump out as President before 2027?9.5¢ YES · $33.1k 24h
- Trump out as President by June 30?0.4¢ YES · $102.8k 24h
- ★ US x Iran diplomatic meeting by June 21, 2026?29.8¢ YES · $481.0k 24h
- US x Iran diplomatic meeting by June 30, 2026?76.1¢ YES · $379.4k 24h
- Will Eric Trump win the 2028 US Presidential Election?0.7¢ YES · $18.1k 24h
- Will Ivanka Trump win the 2028 US Presidential Election?0.8¢ YES · $17.7k 24h
- Will J.D. Vance attend the next US x Iran diplomatic meeting?31.4¢ YES · $40.8k 24h
- Will JD Vance have a diplomatic meeting with Iran by June 30, 2026?37.5¢ YES · $29.1k 24h
- Will no qualifying diplomatic US-Iran meeting occur by June 30, 2026?24.6¢ YES · $145.7k 24h
- Will Steve Witkoff attend the next US x Iran diplomatic meeting?72.0¢ YES · $20.8k 24h
- Will the next diplomatic US-Iran meeting be in another country?0.4¢ YES · $39.7k 24h
- Will the next diplomatic US-Iran meeting be in another European country?0.1¢ YES · $51.3k 24h
- Will the next diplomatic US-Iran meeting be in another Middle East/North Africa country?0.1¢ YES · $40.7k 24h
- Will the next diplomatic US-Iran meeting be in Austria?0.7¢ YES · $36.9k 24h
- Will the next diplomatic US-Iran meeting be in Egypt?0.4¢ YES · $56.8k 24h
- Will the next diplomatic US-Iran meeting be in Iran?0.6¢ YES · $36.4k 24h
- Will the next diplomatic US-Iran meeting be in Italy?0.1¢ YES · $26.6k 24h
- Will the next diplomatic US-Iran meeting be in Oman?0.4¢ YES · $63.6k 24h
- Will the next diplomatic US-Iran meeting be in Pakistan?2.1¢ YES · $79.7k 24h
- Will the next diplomatic US-Iran meeting be in Qatar?1.8¢ YES · $76.4k 24h
- Will the next diplomatic US-Iran meeting be in Switzerland?66.3¢ YES · $189.4k 24h
- Will the next diplomatic US-Iran meeting be in the UAE?0.1¢ YES · $23.0k 24h
- Will the next diplomatic US-Iran meeting be in the United States?0.1¢ YES · $41.0k 24h
- Will the next diplomatic US-Iran meeting be in Turkey?0.1¢ YES · $50.5k 24h
- Will the U.S. invade Iran before 2027?13.5¢ YES · $71.8k 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 |
|---|---|---|---|
| -5.139 | 168 | ▲ cointegrated · pair candidate | |
| -4.916 | 168 | ▲ cointegrated · pair candidate | |
| -4.188 | 168 | ▲ cointegrated · pair candidate | |
| -1.494 | 168 | no rejection · independent | |
| -1.458 | 168 | no rejection · independent | |
| -1.458 | 168 | no rejection · independent | |
| -1.411 | 168 | no rejection · independent | |
| -1.224 | 168 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · us-x-iran-diplomatic-meeting-by-june-21-2026-631-919-131-645-654-454-281-531-319-585-646 · fresh · feed 3s old24h sparkline · 60 pts▼ —
realized vol (ann.)
517.63%
max drawdown
41.34%
sharpe
—
ulcer index
26.43%
RMS drawdown
pain index
23.85%
mean drawdown
mod. VaR 95%
0.20%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
41.12%
cond. drawdown
gain/pain
0.67
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.67
upside/downside
roll spread
9.6 bps
implied (price-only)
bars used
1048
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-21-2026-631-919-131-645-654-454-281-531-319-585-646/bundle · venue execution: polymarket →