TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Modi out by December 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 · “hormuz · 31 · agrees” (14 markets)

Top terms: hormuz31agreesuraniumtrafficreturns

§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 unrestricted shipping through Hormuz by June 30?-2.795169no rejection · independent
Iran agrees to end enrichment of uranium by June 30?-1.993169no rejection · independent
Iran agrees to end enrichment of uranium by July 31?-1.952169no rejection · independent
Iran agrees to end enrichment of uranium by December 31?-1.950169no rejection · independent
Starmer out by December 31, 2026?-1.814169no rejection · independent
Iran agrees to surrender enriched uranium stockpile by June 30, 2026?-1.431169no rejection · independent
Strait of Hormuz traffic returns to normal by December 31?-0.001169no rejection · independent
Strait of Hormuz traffic returns to normal by end of June?0.916169no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · modi-out-before-2027 · fresh · feed 8s old
24h sparkline · 60 pts
realized vol (ann.)
25.40%
max drawdown
15.75%
sharpe
ulcer index
12.46%
RMS drawdown
pain index
11.46%
mean drawdown
mod. VaR 95%
0.01%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
15.75%
cond. drawdown
gain/pain
0.58
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.58
upside/downside
roll spread
2.2 bps
implied (price-only)
bars used
1459
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-modi-out-before-2027/bundle · venue execution: polymarket