TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Steve Witkoff attend the next US x Iran diplomatic meeting?
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 · iran · meeting” (27 markets)
Top terms: diplomaticiranmeetingushappentrump
- Trump announces US x Iran ceasefire over by June 30?3.8¢ YES · $22.0k 24h
- Trump out as President before 2027?9.5¢ YES · $29.3k 24h
- Trump out as President by June 30?0.4¢ YES · $106.6k 24h
- US x Iran diplomatic meeting by June 21, 2026?36.7¢ YES · $526.2k 24h
- US x Iran diplomatic meeting by June 30, 2026?75.0¢ YES · $389.3k 24h
- Will Eric Trump win the 2028 US Presidential Election?0.7¢ YES · $18.2k 24h
- Will Ivanka Trump win the 2028 US Presidential Election?0.8¢ YES · $17.6k 24h
- Will Jared Kushner attend the next US x Iran diplomatic meeting?68.0¢ YES · $18.5k 24h
- Will J.D. Vance attend the next US x Iran diplomatic meeting?41.6¢ YES · $42.5k 24h
- Will JD Vance have a diplomatic meeting with Iran by June 30, 2026?43.0¢ YES · $29.8k 24h
- Will no qualifying diplomatic US-Iran meeting occur by June 30, 2026?24.0¢ YES · $146.3k 24h
- ★ Will Steve Witkoff attend the next US x Iran diplomatic meeting?66.5¢ YES · $21.3k 24h
- Will the next diplomatic US-Iran meeting be in another country?0.4¢ YES · $39.1k 24h
- Will the next diplomatic US-Iran meeting be in another European country?0.1¢ YES · $51.2k 24h
- Will the next diplomatic US-Iran meeting be in another Middle East/North Africa country?0.3¢ YES · $38.4k 24h
- Will the next diplomatic US-Iran meeting be in Austria?0.7¢ YES · $36.4k 24h
- Will the next diplomatic US-Iran meeting be in Egypt?0.4¢ YES · $56.7k 24h
- Will the next diplomatic US-Iran meeting be in Iran?0.1¢ YES · $35.3k 24h
- Will the next diplomatic US-Iran meeting be in Italy?0.1¢ YES · $24.7k 24h
- Will the next diplomatic US-Iran meeting be in Oman?0.4¢ YES · $62.0k 24h
- Will the next diplomatic US-Iran meeting be in Pakistan?1.7¢ YES · $79.1k 24h
- Will the next diplomatic US-Iran meeting be in Qatar?1.9¢ YES · $66.7k 24h
- Will the next diplomatic US-Iran meeting be in Switzerland?71.8¢ YES · $185.9k 24h
- Will the next diplomatic US-Iran meeting be in the UAE?0.1¢ YES · $22.4k 24h
- Will the next diplomatic US-Iran meeting be in the United States?0.1¢ YES · $39.5k 24h
- Will the next diplomatic US-Iran meeting be in Turkey?0.1¢ YES · $50.3k 24h
- Will the U.S. invade Iran before 2027?13.5¢ YES · $76.2k 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 |
|---|---|---|---|
| -5.319 | 168 | ▲ cointegrated · pair candidate | |
| -4.266 | 168 | ▲ cointegrated · pair candidate | |
| -3.840 | 168 | ▲ cointegrated · pair candidate | |
| -2.933 | 168 | no rejection · independent | |
| -2.921 | 168 | no rejection · independent | |
| -2.899 | 168 | no rejection · independent | |
| -2.899 | 168 | no rejection · independent | |
| -2.882 | 168 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-steve-witkoff-attend-the-next-us-x-iran-diplomatic-meeting · fresh · feed 6s old24h sparkline · 60 pts▼ —
realized vol (ann.)
375.10%
max drawdown
14.52%
sharpe
—
ulcer index
6.49%
RMS drawdown
pain index
6.03%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
11.16%
cond. drawdown
gain/pain
0.58
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.58
upside/downside
roll spread
3.0 bps
implied (price-only)
bars used
1019
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-will-steve-witkoff-attend-the-next-us-x-iran-diplomatic-meeting/bundle · venue execution: polymarket →