TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Iran agrees to end enrichment of uranium 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 · “31 · hormuz · agrees” (14 markets)

Top terms: 31hormuzagreesuraniumtrafficreturns

§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
Iran agrees to end enrichment of uranium by June 30?-5.367169▲ cointegrated · pair candidate
Iran agrees to end enrichment of uranium by December 31?-4.870169▲ cointegrated · pair candidate
Iran agrees to surrender enriched uranium stockpile by June 30, 2026?-3.693169▲ cointegrated · pair candidate
Modi out by December 31, 2026?-2.916169no rejection · independent
Iran agrees to unrestricted shipping through Hormuz by June 30?-2.913169no rejection · independent
Strait of Hormuz traffic returns to normal by December 31?-2.689169no rejection · independent
Starmer out by December 31, 2026?-1.674169no rejection · independent
Strait of Hormuz traffic returns to normal by end of June?-1.290169no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · iran-agrees-to-end-enrichment-of-uranium-by-july-31 · fresh · feed 11s old
24h sparkline · 60 pts 13.22%
realized vol (ann.)
291.11%
max drawdown
12.40%
sharpe
ulcer index
5.08%
RMS drawdown
pain index
4.14%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
9.39%
cond. drawdown
gain/pain
1.62
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
1.62
upside/downside
roll spread
1.9 bps
implied (price-only)
bars used
2000
store
spread
24h Δ
13.22%
flow lean
carry
flat
signalNEUTRALconfidence 25%
  • 24h change +13.22%
Same bundle via M2M API: /api/m2m/pm-iran-agrees-to-end-enrichment-of-uranium-by-july-31/bundle · venue execution: polymarket