TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Trump agree to Iranian enrichment of uranium by June 30?
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 · “republican · president · politics” (21 markets)
Top terms: republicanpresidentpoliticstrump2028nomination
- Trump out as President before 2027?9.5¢ YES · $33.2k 24h
- Trump out as President by June 30?0.4¢ YES · $109.2k 24h
- Will Donald Trump Jr. win the 2028 Republican presidential nomination?2.1¢ YES · $55.1k 24h
- Will Donald Trump win the 2028 Republican presidential nomination?1.9¢ YES · $21.8k 24h
- Will Eric Trump win the 2028 US Presidential Election?0.7¢ YES · $18.9k 24h
- Will Glenn Youngkin win the 2028 Republican presidential nomination?1.4¢ YES · $26.6k 24h
- Will Ivanka Trump win the 2028 US Presidential Election?0.8¢ YES · $19.0k 24h
- Will J.D. Vance win the 2028 Republican presidential nomination?37.6¢ YES · $56.4k 24h
- Will Joe Kent win the 2028 Republican presidential nomination?0.8¢ YES · $18.0k 24h
- Will Kristi Noem win the 2028 Republican presidential nomination?0.7¢ YES · $17.4k 24h
- Will Marco Rubio win the 2028 Republican presidential nomination?23.4¢ YES · $68.0k 24h
- Will Michel Barnier win the 2027 French presidential election?0.8¢ YES · $19.3k 24h
- Will Mike Pence win the 2028 Republican presidential nomination?0.7¢ YES · $45.8k 24h
- Will Pete Hegseth win the 2028 Republican presidential nomination?0.8¢ YES · $17.2k 24h
- Will Ron DeSantis win the 2028 Republican presidential nomination?2.9¢ YES · $32.8k 24h
- Will Thomas Massie win the 2028 Republican presidential nomination?1.3¢ YES · $48.8k 24h
- Will Trump acquire Greenland before 2027?5.8¢ YES · $34.0k 24h
- ★ Will Trump agree to Iranian enrichment of uranium by June 30?5.1¢ YES · $79.4k 24h
- Will Trump agree to withdraw troops from the Iranian region by June 30?100.0¢ YES · $849.4k 24h
- Will Tucker Carlson win the 2028 Republican presidential nomination?6.6¢ YES · $28.2k 24h
- Will Vivek Ramaswamy win the 2028 Republican presidential nomination?1.3¢ YES · $36.5k 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 |
|---|---|---|---|
| -6.370 | 168 | ▲ cointegrated · pair candidate | |
| -5.133 | 168 | ▲ cointegrated · pair candidate | |
| -5.009 | 168 | ▲ cointegrated · pair candidate | |
| -4.839 | 168 | ▲ cointegrated · pair candidate | |
| -4.779 | 168 | ▲ cointegrated · pair candidate | |
| -4.779 | 168 | ▲ cointegrated · pair candidate | |
| -4.779 | 168 | ▲ cointegrated · pair candidate | |
| -4.769 | 168 | ▲ cointegrated · pair candidate |
▸ Advanced metrics · M2M bundle
polymarket · will-trump-agree-to-iranian-enrichment-of-uranium-by-june-30 · fresh · feed 13s old24h sparkline · 60 pts▼ —
realized vol (ann.)
19.13%
max drawdown
8.26%
sharpe
—
ulcer index
4.69%
RMS drawdown
pain index
4.43%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
7.57%
cond. drawdown
gain/pain
0.73
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.73
upside/downside
roll spread
1.2 bps
implied (price-only)
bars used
983
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-will-trump-agree-to-iranian-enrichment-of-uranium-by-june-30/bundle · venue execution: polymarket →