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
- Iran agrees to end enrichment of uranium by December 31?76.0¢ YES · $32.4k 24h
- ★ Iran agrees to end enrichment of uranium by July 31?68.5¢ YES · $33.3k 24h
- Iran agrees to end enrichment of uranium by June 30?65.5¢ YES · $876.4k 24h
- Iran agrees to surrender enriched uranium stockpile by June 30, 2026?2.5¢ YES · $134.8k 24h
- Iran agrees to unrestricted shipping through Hormuz by June 30?6.5¢ YES · $127.7k 24h
- Modi out by December 31, 2026?6.2¢ YES · $53.0k 24h
- Starmer out by December 31, 2026?86.5¢ YES · $23.7k 24h
- Strait of Hormuz traffic returns to normal by December 31?90.5¢ YES · $137.4k 24h
- Strait of Hormuz traffic returns to normal by end of June?17.5¢ YES · $1.19M 24h
- Strait of Hormuz traffic returns to normal by July 15?38.5¢ YES · $193.7k 24h
- Strait of Hormuz traffic returns to normal by July 31?55.5¢ YES · $198.4k 24h
- Strait of Hormuz traffic returns to normal by June 15?0.3¢ YES · $231.1k 24h
- US obtains Iranian enriched uranium by June 30?0.4¢ YES · $83.7k 24h
- US x Iran diplomatic meeting by July 31, 2026?95.5¢ YES · $184.5k 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 |
|---|---|---|---|
| -5.367 | 169 | ▲ cointegrated · pair candidate | |
| -4.870 | 169 | ▲ cointegrated · pair candidate | |
| -3.693 | 169 | ▲ cointegrated · pair candidate | |
| -2.916 | 169 | no rejection · independent | |
| -2.913 | 169 | no rejection · independent | |
| -2.689 | 169 | no rejection · independent | |
| -1.674 | 169 | no rejection · independent | |
| -1.290 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · iran-agrees-to-end-enrichment-of-uranium-by-july-31 · fresh · feed 11s old24h 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 →