TF-IDF basket · Engle-Granger pairs · Polymarket
Related to US obtains Iranian enriched uranium by June 30?
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 · “iran · end · agrees” (10 markets)
Top terms: iranendagreesuraniumenrichedsurrender
- Iran agrees to end enrichment of uranium by June 30?31.5¢ YES · $283.5k 24h
- Iran agrees to surrender enriched uranium stockpile by December 31, 2026?33.5¢ YES · $34.5k 24h
- Iran agrees to surrender enriched uranium stockpile by July 31, 2026?9.0¢ YES · $53.0k 24h
- Iran agrees to surrender enriched uranium stockpile by June 30, 2026?6.0¢ YES · $75.9k 24h
- Iran agrees to unrestricted shipping through Hormuz by June 30?34.5¢ YES · $63.7k 24h
- ★ US obtains Iranian enriched uranium by June 30?2.1¢ YES · $64.9k 24h
- Will Hassan Khomeini be head of state in Iran end of 2026?1.1¢ YES · $37.2k 24h
- Will Hassan Rouhani be head of state in Iran end of 2026?1.3¢ YES · $37.9k 24h
- Will Maryam Rajavi be head of state in Iran end of 2026?0.3¢ YES · $36.5k 24h
- Will Masoud Pezeshkian be head of state in Iran end of 2026?0.6¢ YES · $38.0k 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 |
|---|---|---|---|
| -3.703 | 169 | ▲ cointegrated · pair candidate | |
| -3.105 | 169 | no rejection · independent | |
| -3.105 | 169 | no rejection · independent | |
| -3.057 | 169 | no rejection · independent | |
| -3.022 | 169 | no rejection · independent | |
| -2.982 | 169 | no rejection · independent | |
| -2.673 | 169 | no rejection · independent | |
| -2.615 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · us-obtains-iranian-enriched-uranium-by-june-30 · fresh · feed 0s old24h sparkline · 60 pts▼ -10.64%
realized vol (ann.)
11.37%
max drawdown
9.09%
sharpe
—
ulcer index
3.31%
RMS drawdown
pain index
2.08%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
7.22%
cond. drawdown
gain/pain
1.56
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.56
upside/downside
roll spread
1.2 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-10.64%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
- 24h change -10.64%
Same bundle via M2M API:
/api/m2m/pm-us-obtains-iranian-enriched-uranium-by-june-30/bundle · venue execution: polymarket →