TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will JD Vance 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 · “diplomatic · us · iran” (24 markets)
Top terms: diplomaticusiranmeetingsignagreement
- US and Iran sign an agreement by July 31, 2026?91.8¢ YES · $53.3k 24h
- US and Iran sign an agreement by June 15, 2026?1.6¢ YES · $186.0k 24h
- US and Iran sign an agreement by June 22, 2026?81.0¢ YES · $57.7k 24h
- US and Iran sign an agreement by June 30, 2026?83.5¢ YES · $61.9k 24h
- US x Iran diplomatic meeting by July 31, 2026?91.0¢ YES · $43.7k 24h
- US x Iran diplomatic meeting by June 15, 2026?1.6¢ YES · $84.3k 24h
- US x Iran diplomatic meeting by June 16, 2026?4.0¢ YES · $73.4k 24h
- US x Iran diplomatic meeting by June 17, 2026? 8.5¢ YES · $45.9k 24h
- US x Iran diplomatic meeting by June 18, 2026?21.0¢ YES · $48.7k 24h
- US x Iran diplomatic meeting by June 19, 2026?74.5¢ YES · $68.2k 24h
- US x Iran diplomatic meeting by June 21, 2026?77.5¢ YES · $125.9k 24h
- US x Iran diplomatic meeting by June 30, 2026?89.5¢ YES · $329.4k 24h
- Will Benjamin Netanyahu sign a U.S. x Iran deal by July 31?7.4¢ YES · $25.7k 24h
- Will Donald Trump sign a U.S. x Iran deal by July 31?34.5¢ YES · $22.5k 24h
- Will J.D. Vance attend the next US x Iran diplomatic meeting?77.0¢ YES · $22.0k 24h
- ★ Will JD Vance sign a U.S. x Iran deal by July 31?68.5¢ YES · $23.6k 24h
- Will no qualifying diplomatic US-Iran meeting occur by June 30, 2026?11.6¢ YES · $104.4k 24h
- Will the next diplomatic US-Iran meeting be in another European country?1.5¢ YES · $69.9k 24h
- Will the next diplomatic US-Iran meeting be in Austria?0.1¢ YES · $36.4k 24h
- Will the next diplomatic US-Iran meeting be in Oman?0.1¢ YES · $52.2k 24h
- Will the next diplomatic US-Iran meeting be in Pakistan?0.4¢ YES · $121.9k 24h
- Will the next diplomatic US-Iran meeting be in Qatar?40.8¢ YES · $136.0k 24h
- Will the next diplomatic US-Iran meeting be in Switzerland?40.4¢ YES · $227.2k 24h
- Will the next diplomatic US-Iran meeting be in the United States?0.1¢ YES · $24.1k 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 |
|---|---|---|---|
| -3.870 | 80 | ▲ cointegrated · pair candidate | |
| -3.663 | 80 | ▲ cointegrated · pair candidate | |
| -3.479 | 64 | ▲ cointegrated · pair candidate | |
| -3.046 | 80 | no rejection · independent | |
| -2.786 | 63 | no rejection · independent | |
| -2.648 | 80 | no rejection · independent | |
| -2.527 | 80 | no rejection · independent | |
| -2.504 | 80 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-jd-vance-sign-a-uptspt-x-iran-deal-by-july-31-20260611235950068 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
819.47%
max drawdown
19.75%
sharpe
—
ulcer index
12.24%
RMS drawdown
pain index
9.37%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
19.75%
cond. drawdown
gain/pain
0.68
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.68
upside/downside
roll spread
3.2 bps
implied (price-only)
bars used
864
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-will-jd-vance-sign-a-uptspt-x-iran-deal-by-july-31-20260611235950068/bundle · venue execution: polymarket →