TF-IDF basket · Engle-Granger pairs · Polymarket
Related to US x Iran permanent peace deal by October 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” (16 markets)
Top terms: iranusdiplomaticdealmeetingpermanent
- US-Iran nuclear deal before 2027?82.0¢ YES · $41.8k 24h
- US-Iran nuclear deal by June 30?57.5¢ YES · $726.5k 24h
- US x Iran diplomatic meeting by June 14, 2026? 0.6¢ YES · $99.5k 24h
- US x Iran diplomatic meeting by June 15, 2026?2.0¢ YES · $97.4k 24h
- US x Iran diplomatic meeting by June 21, 2026?26.5¢ YES · $48.8k 24h
- US x Iran diplomatic meeting by June 30, 2026?63.5¢ YES · $141.0k 24h
- US x Iran permanent peace deal by August 31, 2026?68.5¢ YES · $102.1k 24h
- US x Iran permanent peace deal by December 31, 2026?83.5¢ YES · $317.3k 24h
- US x Iran permanent peace deal by July 31, 2026?60.5¢ YES · $275.7k 24h
- US x Iran permanent peace deal by June 15, 2026?21.0¢ YES · $6.63M 24h
- US x Iran permanent peace deal by June 30, 2026?47.5¢ YES · $1.89M 24h
- ★ US x Iran permanent peace deal by October 31, 2026?77.5¢ YES · $56.2k 24h
- Will no qualifying diplomatic US-Iran meeting occur by June 30, 2026?37.1¢ YES · $33.1k 24h
- Will the next diplomatic US-Iran meeting be in another European country?8.4¢ YES · $39.0k 24h
- Will the next diplomatic US-Iran meeting be in Switzerland?22.4¢ YES · $38.7k 24h
- Will the U.S. invade Iran before 2027?15.5¢ YES · $317.6k 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 |
|---|---|---|---|
| -5.703 | 169 | ▲ cointegrated · pair candidate | |
| -5.250 | 169 | ▲ cointegrated · pair candidate | |
| -5.226 | 169 | ▲ cointegrated · pair candidate | |
| -4.250 | 169 | ▲ cointegrated · pair candidate | |
| -3.703 | 65 | ▲ cointegrated · pair candidate | |
| -3.170 | 169 | no rejection · independent | |
| -1.374 | 169 | no rejection · independent | |
| -0.618 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · us-x-iran-permanent-peace-deal-by-october-31-2026 · fresh · feed 0s old24h sparkline · 60 pts▲ 1.97%
realized vol (ann.)
134.06%
max drawdown
5.23%
sharpe
—
ulcer index
2.32%
RMS drawdown
pain index
1.51%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
5.23%
cond. drawdown
gain/pain
1.25
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.25
upside/downside
roll spread
0.3 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
1.97%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
- 24h change +1.97%
Same bundle via M2M API:
/api/m2m/pm-us-x-iran-permanent-peace-deal-by-october-31-2026/bundle · venue execution: polymarket →