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 · “uranium · agrees · hormuz” (15 markets)
Top terms: uraniumagreeshormuziran31traffic
- Iran agrees to end enrichment of uranium by December 31?39.0¢ YES · $294.6k 24h
- Iran agrees to end enrichment of uranium by July 31?13.5¢ YES · $296.1k 24h
- Iran agrees to end enrichment of uranium by June 30?4.5¢ YES · $3.59M 24h
- Iran agrees to surrender enriched uranium stockpile by July 31, 2026?4.0¢ YES · $17.5k 24h
- Iran agrees to surrender enriched uranium stockpile by June 30, 2026?1.8¢ YES · $57.7k 24h
- Iran agrees to unrestricted shipping through Hormuz by June 30?0.9¢ YES · $135.8k 24h
- Putin out as President of Russia by December 31, 2026?8.5¢ YES · $22.1k 24h
- Strait of Hormuz traffic returns to normal by December 31?87.5¢ YES · $77.9k 24h
- Strait of Hormuz traffic returns to normal by end of June?9.5¢ YES · $979.2k 24h
- Strait of Hormuz traffic returns to normal by July 15?26.5¢ YES · $208.1k 24h
- Strait of Hormuz traffic returns to normal by July 31?50.5¢ YES · $307.6k 24h
- Strait of Hormuz traffic returns to normal by June 15?0.1¢ YES · $55.2k 24h
- US obtains Iranian enriched uranium by December 31?14.0¢ YES · $17.3k 24h
- ★ US obtains Iranian enriched uranium by June 30?0.5¢ YES · $118.6k 24h
- US x Iran diplomatic meeting by July 31, 2026?89.8¢ YES · $136.3k 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 |
|---|---|---|---|
| -2.811 | 168 | no rejection · independent | |
| -2.761 | 168 | no rejection · independent | |
| -2.722 | 168 | no rejection · independent | |
| -2.628 | 168 | no rejection · independent | |
| -2.394 | 168 | no rejection · independent | |
| -1.912 | 168 | no rejection · independent | |
| -1.711 | 168 | no rejection · independent | |
| -1.690 | 168 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · us-obtains-iranian-enriched-uranium-by-june-30 · fresh · feed 13s old24h sparkline · 60 pts▼ —
realized vol (ann.)
8.94%
max drawdown
41.18%
sharpe
—
ulcer index
37.91%
RMS drawdown
pain index
37.03%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
41.18%
cond. drawdown
gain/pain
0.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.00
upside/downside
roll spread
12.6 bps
implied (price-only)
bars used
1040
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-us-obtains-iranian-enriched-uranium-by-june-30/bundle · venue execution: polymarket →