TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will the next diplomatic US-Iran meeting be in Switzerland?
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 · deal” (16 markets)
Top terms: iranusdealdiplomaticmeetingpermanent
- US-Iran nuclear deal before 2027?82.0¢ YES · $35.3k 24h
- US-Iran nuclear deal by June 30?58.5¢ YES · $612.7k 24h
- US x Iran diplomatic meeting by June 14, 2026? 0.3¢ YES · $62.6k 24h
- US x Iran diplomatic meeting by June 15, 2026?1.5¢ YES · $39.9k 24h
- US x Iran diplomatic meeting by June 21, 2026?25.5¢ YES · $53.7k 24h
- US x Iran diplomatic meeting by June 30, 2026?56.0¢ YES · $74.4k 24h
- US x Iran permanent peace deal by August 31, 2026?67.0¢ YES · $95.6k 24h
- US x Iran permanent peace deal by December 31, 2026?85.5¢ YES · $287.9k 24h
- US x Iran permanent peace deal by July 31, 2026?61.5¢ YES · $222.4k 24h
- US x Iran permanent peace deal by June 15, 2026?16.5¢ YES · $5.64M 24h
- US x Iran permanent peace deal by June 30, 2026?49.5¢ YES · $1.76M 24h
- US x Iran permanent peace deal by October 31, 2026?78.5¢ YES · $51.4k 24h
- Will no qualifying diplomatic US-Iran meeting occur by June 30, 2026?44.7¢ YES · $25.1k 24h
- Will Pete Hegseth sign a U.S. x Iran deal by July 31?4.9¢ YES · $26.8k 24h
- ★ Will the next diplomatic US-Iran meeting be in Switzerland?23.1¢ YES · $39.6k 24h
- Will the U.S. invade Iran before 2027?15.5¢ YES · $273.3k 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 |
|---|---|---|---|
| -4.513 | 169 | ▲ cointegrated · pair candidate | |
| -4.434 | 169 | ▲ cointegrated · pair candidate | |
| -4.421 | 69 | ▲ cointegrated · pair candidate | |
| -3.735 | 169 | ▲ cointegrated · pair candidate | |
| -2.982 | 169 | no rejection · independent | |
| -2.948 | 169 | no rejection · independent | |
| -2.894 | 169 | no rejection · independent | |
| -2.806 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-the-next-diplomatic-us-iran-meeting-be-in-switzerland-861 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
153.82%
max drawdown
3.11%
sharpe
—
ulcer index
2.39%
RMS drawdown
pain index
1.92%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
3.11%
cond. drawdown
gain/pain
1.86
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.86
upside/downside
roll spread
3.6 bps
implied (price-only)
bars used
154
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-will-the-next-diplomatic-us-iran-meeting-be-in-switzerland-861/bundle · venue execution: polymarket →