TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Benjamin Netanyahu sign a U.S. x Iran deal by July 31?
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 · diplomatic · iran” (24 markets)
Top terms: usdiplomaticiranmeetingsignagreement
- US and Iran sign an agreement by July 31, 2026?85.9¢ YES · $60.0k 24h
- US and Iran sign an agreement by June 15, 2026?4.5¢ YES · $183.9k 24h
- US and Iran sign an agreement by June 22, 2026?79.5¢ YES · $56.4k 24h
- US and Iran sign an agreement by June 30, 2026?83.3¢ YES · $65.1k 24h
- US x Iran diplomatic meeting by July 31, 2026?92.5¢ YES · $40.6k 24h
- US x Iran diplomatic meeting by June 14, 2026? 0.1¢ YES · $83.3k 24h
- US x Iran diplomatic meeting by June 15, 2026?1.4¢ YES · $68.1k 24h
- US x Iran diplomatic meeting by June 16, 2026?3.0¢ YES · $67.7k 24h
- US x Iran diplomatic meeting by June 17, 2026? 6.0¢ YES · $36.3k 24h
- US x Iran diplomatic meeting by June 18, 2026?8.5¢ YES · $36.2k 24h
- US x Iran diplomatic meeting by June 19, 2026?72.0¢ YES · $61.9k 24h
- US x Iran diplomatic meeting by June 21, 2026?79.0¢ YES · $122.7k 24h
- US x Iran diplomatic meeting by June 30, 2026?84.5¢ YES · $305.7k 24h
- ★ Will Benjamin Netanyahu sign a U.S. x Iran deal by July 31?7.5¢ YES · $25.7k 24h
- Will Donald Trump sign a U.S. x Iran deal by July 31?36.5¢ YES · $24.4k 24h
- Will JD Vance sign a U.S. x Iran deal by July 31?63.0¢ YES · $26.4k 24h
- Will no qualifying diplomatic US-Iran meeting occur by June 30, 2026?14.9¢ YES · $92.9k 24h
- Will Pete Hegseth sign a U.S. x Iran deal by July 31?4.0¢ YES · $28.8k 24h
- Will the next diplomatic US-Iran meeting be in another European country?1.8¢ YES · $47.7k 24h
- Will the next diplomatic US-Iran meeting be in Austria?0.1¢ YES · $31.3k 24h
- Will the next diplomatic US-Iran meeting be in Oman?0.3¢ YES · $28.6k 24h
- Will the next diplomatic US-Iran meeting be in Pakistan?2.5¢ YES · $96.2k 24h
- Will the next diplomatic US-Iran meeting be in Qatar?9.0¢ YES · $91.9k 24h
- Will the next diplomatic US-Iran meeting be in Switzerland?71.9¢ YES · $177.9k 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 |
|---|---|---|---|
| -5.353 | 77 | ▲ cointegrated · pair candidate | |
| -4.482 | 77 | ▲ cointegrated · pair candidate | |
| -4.118 | 77 | ▲ cointegrated · pair candidate | |
| -3.694 | 77 | ▲ cointegrated · pair candidate | |
| -3.543 | 77 | ▲ cointegrated · pair candidate | |
| -3.344 | 77 | ▲ cointegrated · pair candidate | |
| -2.814 | 77 | no rejection · independent | |
| -1.971 | 61 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-benjamin-netanyahu-sign-a-uptspt-x-iran-deal-by-july-31-20260611235950076 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
305.50%
max drawdown
37.60%
sharpe
—
ulcer index
18.06%
RMS drawdown
pain index
16.88%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
34.65%
cond. drawdown
gain/pain
1.35
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.35
upside/downside
roll spread
3.9 bps
implied (price-only)
bars used
865
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-will-benjamin-netanyahu-sign-a-uptspt-x-iran-deal-by-july-31-20260611235950076/bundle · venue execution: polymarket →