TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Iran agrees to surrender enriched uranium stockpile by July 31, 2026?
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 · “uranium · agrees · 31” (16 markets)
Top terms: uraniumagrees31enrichedhormuziran
- Iran agrees to end enrichment of uranium by December 31?38.5¢ YES · $287.0k 24h
- Iran agrees to end enrichment of uranium by July 31?13.5¢ YES · $295.3k 24h
- Iran agrees to end enrichment of uranium by June 30?5.5¢ YES · $3.63M 24h
- ★ Iran agrees to surrender enriched uranium stockpile by July 31, 2026?4.0¢ YES · $18.9k 24h
- Iran agrees to surrender enriched uranium stockpile by June 30, 2026?1.4¢ YES · $22.4k 24h
- Iran agrees to unrestricted shipping through Hormuz by June 30?2.1¢ YES · $122.8k 24h
- Putin out as President of Russia by December 31, 2026?9.5¢ YES · $16.3k 24h
- Strait of Hormuz traffic returns to normal by December 31?87.5¢ YES · $100.0k 24h
- Strait of Hormuz traffic returns to normal by end of June?9.5¢ YES · $1.25M 24h
- Strait of Hormuz traffic returns to normal by July 15?25.5¢ YES · $284.3k 24h
- Strait of Hormuz traffic returns to normal by July 31?49.5¢ YES · $341.1k 24h
- Strait of Hormuz traffic returns to normal by June 15?0.1¢ YES · $60.1k 24h
- US obtains Iranian enriched uranium by December 31?14.0¢ YES · $17.3k 24h
- US obtains Iranian enriched uranium by July 31? 2.5¢ YES · $21.9k 24h
- US obtains Iranian enriched uranium by June 30?0.5¢ YES · $109.7k 24h
- US x Iran diplomatic meeting by July 31, 2026?89.0¢ YES · $158.5k 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 |
|---|---|---|---|
| -5.050 | 168 | ▲ cointegrated · pair candidate | |
| -4.868 | 168 | ▲ cointegrated · pair candidate | |
| -4.307 | 168 | ▲ cointegrated · pair candidate | |
| -2.794 | 168 | no rejection · independent | |
| -2.291 | 168 | no rejection · independent | |
| -2.284 | 168 | no rejection · independent | |
| -2.074 | 168 | no rejection · independent | |
| -2.060 | 168 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · iran-agrees-to-surrender-enriched-uranium-stockpile-by-july-31-2026 · fresh · feed 4s old24h sparkline · 60 pts▼ —
realized vol (ann.)
0.00%
max drawdown
0.00%
sharpe
—
ulcer index
0.00%
RMS drawdown
pain index
0.00%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.00%
cond. drawdown
gain/pain
—
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
496
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-iran-agrees-to-surrender-enriched-uranium-stockpile-by-july-31-2026/bundle · venue execution: polymarket →