TF-IDF basket · Engle-Granger pairs · Polymarket
Related to US x Iran permanent peace deal by December 31, 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 · “iran · us · diplomatic” (21 markets)
Top terms: iranusdiplomaticmeetingdealpermanent
- US-Iran nuclear deal before 2027?82.0¢ YES · $47.5k 24h
- US-Iran nuclear deal by July 31?67.5¢ YES · $36.5k 24h
- US-Iran nuclear deal by June 30?58.5¢ YES · $640.7k 24h
- US x Iran diplomatic meeting by June 14, 2026? 0.7¢ YES · $123.1k 24h
- US x Iran diplomatic meeting by June 15, 2026?3.4¢ YES · $124.9k 24h
- US x Iran diplomatic meeting by June 21, 2026?30.5¢ YES · $48.6k 24h
- US x Iran diplomatic meeting by June 30, 2026?61.0¢ YES · $164.9k 24h
- US x Iran permanent peace deal by August 31, 2026?65.5¢ YES · $100.8k 24h
- ★ US x Iran permanent peace deal by December 31, 2026?82.5¢ YES · $282.2k 24h
- US x Iran permanent peace deal by July 31, 2026?54.5¢ YES · $294.2k 24h
- US x Iran permanent peace deal by June 15, 2026?13.7¢ YES · $6.08M 24h
- US x Iran permanent peace deal by June 30, 2026?40.5¢ YES · $1.81M 24h
- US x Iran permanent peace deal by October 31, 2026?74.5¢ YES · $48.1k 24h
- Will no qualifying diplomatic US-Iran meeting occur by June 30, 2026?38.9¢ YES · $39.7k 24h
- Will the next diplomatic US-Iran meeting be in another European country?5.3¢ YES · $63.2k 24h
- Will the next diplomatic US-Iran meeting be in Austria?0.4¢ YES · $26.2k 24h
- Will the next diplomatic US-Iran meeting be in Pakistan?34.1¢ YES · $26.5k 24h
- Will the next diplomatic US-Iran meeting be in Qatar?6.6¢ YES · $27.1k 24h
- Will the next diplomatic US-Iran meeting be in Switzerland?13.2¢ YES · $33.3k 24h
- Will the next diplomatic US-Iran meeting be in Turkey?0.1¢ YES · $24.1k 24h
- Will the U.S. invade Iran before 2027?15.5¢ YES · $215.9k 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 |
|---|---|---|---|
| -5.841 | 169 | ▲ cointegrated · pair candidate | |
| -5.578 | 169 | ▲ cointegrated · pair candidate | |
| -4.832 | 169 | ▲ cointegrated · pair candidate | |
| -3.460 | 61 | ▲ cointegrated · pair candidate | |
| -3.041 | 169 | no rejection · independent | |
| -2.896 | 169 | no rejection · independent | |
| -0.929 | 169 | no rejection · independent | |
| -0.329 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · us-x-iran-permanent-peace-deal-by-december-31-2026-961-587-341-574-555-817 · fresh · feed 7s old24h sparkline · 60 pts▼ —
realized vol (ann.)
69.44%
max drawdown
1.21%
sharpe
—
ulcer index
0.71%
RMS drawdown
pain index
0.48%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
1.21%
cond. drawdown
gain/pain
1.29
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.29
upside/downside
roll spread
0.1 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-x-iran-permanent-peace-deal-by-december-31-2026-961-587-341-574-555-817/bundle · venue execution: polymarket →