TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will Donald Trump announce that the United States blockade of the Strait of Hormuz has been lifted 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 · “announces · agreement · ceasefire” (20 markets)

Top terms: announcesagreementceasefireusiranextension

§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.

Peert-statnVerdict
US announces new Iran agreement/ceasefire extension by July 31?-6.350169▲ cointegrated · pair candidate
US and Iran sign an agreement by June 30, 2026?-4.92966▲ cointegrated · pair candidate
Trump out as President by June 30?-4.661169▲ cointegrated · pair candidate
Trump announces US x Iran ceasefire over by June 15?-4.116134▲ cointegrated · pair candidate
US and Iran sign an agreement by June 15, 2026?-3.73466▲ cointegrated · pair candidate
US announces new Iran agreement/ceasefire extension by June 13?-3.67768▲ cointegrated · pair candidate
Trump announces US x Iran ceasefire over by June 30?-3.462134▲ cointegrated · pair candidate
US announces new Iran agreement/ceasefire extension by June 12?-3.267169no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · will-donald-trump-announce-that-the-united-states-blockade-of-the-strait-of-hormuz-has-been-lifted-by-june-15-2026 · fresh · feed 0s old
24h sparkline · 60 pts▼ -41.10%
realized vol (ann.)
458.83%
max drawdown
56.18%
sharpe
—
ulcer index
29.00%
RMS drawdown
pain index
22.74%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
52.38%
cond. drawdown
gain/pain
0.65
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.65
upside/downside
roll spread
4.7 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-41.10%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
  • 24h change -41.10%
Same bundle via M2M API: /api/m2m/pm-will-donald-trump-announce-that-the-united-states-blockade-of-the-strait-of-hormuz-has-been-lifted-by-june-15-2026/bundle · venue execution: polymarket →