TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Iran agrees to end enrichment of 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 · “uranium · agrees · enriched” (6 markets)

Top terms: uraniumagreesenriched30iransurrender

§2 · Engle-Granger cointegration screen (5 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?-4.822169▲ cointegrated · pair candidate
Iran agrees to surrender enriched uranium stockpile by July 31, 2026?-4.061169▲ cointegrated · pair candidate
Iran agrees to surrender enriched uranium stockpile by June 30, 2026?-2.237169no rejection · independent
US obtains Iranian enriched uranium by June 30?-1.677169no rejection · independent
Will Trump agree to Iranian enrichment of uranium by June 30?-1.651169no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · iran-agrees-to-end-enrichment-of-uranium-by-june-30 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
119.95%
max drawdown
1.37%
sharpe
—
ulcer index
1.10%
RMS drawdown
pain index
0.89%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
1.37%
cond. drawdown
gain/pain
2.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
2.00
upside/downside
roll spread
1.8 bps
implied (price-only)
bars used
154
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-iran-agrees-to-end-enrichment-of-uranium-by-june-30/bundle · venue execution: polymarket →