TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Starmer 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 · “uranium · agrees · 31” (13 markets)
Top terms: uraniumagrees31iranenricheddecember
- Iran agrees to end enrichment of uranium by December 31?74.5¢ YES · $32.2k 24h
- Iran agrees to end enrichment of uranium by July 31?67.0¢ YES · $33.6k 24h
- Iran agrees to end enrichment of uranium by June 30?62.0¢ YES · $911.7k 24h
- Iran agrees to surrender enriched uranium stockpile by July 31, 2026?4.5¢ YES · $29.7k 24h
- Iran agrees to surrender enriched uranium stockpile by June 30, 2026?1.3¢ YES · $148.1k 24h
- Iran agrees to unrestricted shipping through Hormuz by June 30?5.5¢ YES · $128.8k 24h
- Modi out by December 31, 2026?6.3¢ YES · $53.0k 24h
- ★ Starmer out by December 31, 2026?86.5¢ YES · $23.8k 24h
- Strait of Hormuz traffic returns to normal by December 31?90.5¢ YES · $140.7k 24h
- Strait of Hormuz traffic returns to normal by end of June?12.0¢ YES · $1.37M 24h
- US obtains Iranian enriched uranium by July 31? 1.9¢ YES · $42.4k 24h
- US obtains Iranian enriched uranium by June 30?0.4¢ YES · $85.7k 24h
- US x Iran diplomatic meeting by July 31, 2026?95.4¢ YES · $182.7k 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 |
|---|---|---|---|
| -4.614 | 169 | ▲ cointegrated · pair candidate | |
| -2.955 | 169 | no rejection · independent | |
| -1.947 | 169 | no rejection · independent | |
| -1.803 | 169 | no rejection · independent | |
| -1.765 | 169 | no rejection · independent | |
| -1.745 | 169 | no rejection · independent | |
| -1.537 | 169 | no rejection · independent | |
| -1.470 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · starmer-out-by-december-31-2026-936-416-977-234-134-475-773-619 · fresh · feed 16s old24h sparkline · 60 pts▲ 4.85%
realized vol (ann.)
79.72%
max drawdown
2.30%
sharpe
—
ulcer index
0.86%
RMS drawdown
pain index
0.67%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
2.30%
cond. drawdown
gain/pain
1.13
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.13
upside/downside
roll spread
0.1 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
4.85%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
- 24h change +4.85%
Same bundle via M2M API:
/api/m2m/pm-starmer-out-by-december-31-2026-936-416-977-234-134-475-773-619/bundle · venue execution: polymarket →