TF-IDF basket · Engle-Granger pairs · Polymarket
Related to US x Iran permanent peace deal by June 15, 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” (29 markets)
Top terms: iranusdiplomaticmeetingdealhappen
- US-Iran nuclear deal before 2027?84.0¢ YES · $57.8k 24h
- US-Iran nuclear deal by July 31?73.5¢ YES · $37.5k 24h
- US-Iran nuclear deal by June 30?62.5¢ YES · $664.9k 24h
- US x Iran diplomatic meeting by June 14, 2026? 1.4¢ YES · $114.0k 24h
- US x Iran diplomatic meeting by June 15, 2026?3.6¢ YES · $151.3k 24h
- US x Iran diplomatic meeting by June 16, 2026?6.5¢ YES · $25.4k 24h
- US x Iran diplomatic meeting by June 18, 2026?11.0¢ YES · $22.4k 24h
- US x Iran diplomatic meeting by June 21, 2026?30.5¢ YES · $74.1k 24h
- US x Iran diplomatic meeting by June 30, 2026?62.5¢ YES · $174.5k 24h
- US x Iran permanent peace deal by August 31, 2026?70.0¢ YES · $109.7k 24h
- US x Iran permanent peace deal by December 31, 2026?82.5¢ YES · $279.7k 24h
- US x Iran permanent peace deal by July 31, 2026?60.5¢ YES · $325.5k 24h
- ★ US x Iran permanent peace deal by June 15, 2026?22.8¢ YES · $6.25M 24h
- US x Iran permanent peace deal by June 30, 2026?48.0¢ YES · $1.90M 24h
- US x Iran permanent peace deal by October 31, 2026?76.0¢ YES · $49.0k 24h
- Will Donald Trump sign a U.S. x Iran deal by July 31?31.5¢ YES · $24.4k 24h
- Will no qualifying diplomatic US-Iran meeting occur by June 30, 2026?34.7¢ YES · $49.9k 24h
- Will the next diplomatic US-Iran meeting be in another country?0.1¢ YES · $29.0k 24h
- Will the next diplomatic US-Iran meeting be in another European country?10.2¢ YES · $74.5k 24h
- Will the next diplomatic US-Iran meeting be in Austria?0.4¢ YES · $32.4k 24h
- Will the next diplomatic US-Iran meeting be in Egypt?0.1¢ YES · $22.6k 24h
- Will the next diplomatic US-Iran meeting be in Italy?0.1¢ YES · $24.9k 24h
- Will the next diplomatic US-Iran meeting be in Oman?0.4¢ YES · $24.0k 24h
- Will the next diplomatic US-Iran meeting be in Pakistan?34.2¢ YES · $48.9k 24h
- Will the next diplomatic US-Iran meeting be in Qatar?2.5¢ YES · $32.9k 24h
- Will the next diplomatic US-Iran meeting be in Switzerland?14.0¢ YES · $46.7k 24h
- Will the next diplomatic US-Iran meeting be in the United States?0.4¢ YES · $32.4k 24h
- Will the next diplomatic US-Iran meeting be in Turkey?0.1¢ YES · $31.8k 24h
- Will the U.S. invade Iran before 2027?14.5¢ YES · $226.0k 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 |
|---|---|---|---|
| -8.302 | 169 | ▲ cointegrated · pair candidate | |
| -7.294 | 169 | ▲ cointegrated · pair candidate | |
| -5.283 | 169 | ▲ cointegrated · pair candidate | |
| -3.884 | 60 | ▲ cointegrated · pair candidate | |
| -3.536 | 43 | ▲ cointegrated · pair candidate | |
| -3.482 | 44 | ▲ cointegrated · pair candidate | |
| -2.128 | 169 | no rejection · independent | |
| -1.637 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · us-x-iran-permanent-peace-deal-by-june-15-2026-734-856-129 · fresh · feed 1s old24h sparkline · 60 pts▼ —
realized vol (ann.)
212.82%
max drawdown
22.12%
sharpe
—
ulcer index
10.84%
RMS drawdown
pain index
9.04%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
20.79%
cond. drawdown
gain/pain
0.96
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.96
upside/downside
roll spread
0.3 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-june-15-2026-734-856-129/bundle · venue execution: polymarket →