TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will the price of Bitcoin be above $54,000 on June 15?
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 · “bitcoin · crypto · 000” (36 markets)
Top terms: bitcoincrypto000junereachprice
- Will the price of Bitcoin be above $52,000 on June 16?100.0¢ YES · $25.1k 24h
- ★ Will the price of Bitcoin be above $54,000 on June 15?100.0¢ YES · $38.5k 24h
- Will the price of Bitcoin be above $56,000 on June 15?100.0¢ YES · $107.1k 24h
- Will the price of Bitcoin be above $58,000 on June 15?99.9¢ YES · $116.4k 24h
- Will the price of Bitcoin be above $60,000 on June 15?99.5¢ YES · $46.6k 24h
- Will the price of Bitcoin be above $62,000 on June 15?97.0¢ YES · $75.5k 24h
- Will the price of Bitcoin be above $64,000 on June 15?75.5¢ YES · $36.2k 24h
- Will the price of Bitcoin be above $66,000 on June 15?19.5¢ YES · $72.1k 24h
- Will the price of Bitcoin be above $68,000 on June 15?2.5¢ YES · $89.6k 24h
- Will the price of Bitcoin be above $70,000 on June 15?0.4¢ YES · $44.0k 24h
- Will the price of Bitcoin be above $72,000 on June 15?0.1¢ YES · $28.2k 24h
- Will the price of Bitcoin be above $74,000 on June 15?0.1¢ YES · $25.9k 24h
- Bitcoin Up or Down on June 15?76.5¢ YES · $54.8k 24h
- Will Bitcoin dip to $47,500 in June?2.6¢ YES · $98.2k 24h
- Will Bitcoin dip to $50,000 in June?4.3¢ YES · $58.9k 24h
- Will Bitcoin dip to $52,500 in June?7.1¢ YES · $53.2k 24h
- Will Bitcoin dip to $55,000 in June?10.5¢ YES · $99.7k 24h
- Will Bitcoin dip to $58,000 June 8-14?0.4¢ YES · $39.2k 24h
- Will Bitcoin dip to $60,000 June 8-14?1.1¢ YES · $30.8k 24h
- Will Bitcoin dip to $62,000 on June 14?4.4¢ YES · $45.1k 24h
- Will Bitcoin dip to $63,000 on June 14?10.5¢ YES · $77.1k 24h
- Will Bitcoin hit $150k by June 30, 2026?0.1¢ YES · $127.2k 24h
- Will Bitcoin reach $100,000 in June?0.1¢ YES · $104.0k 24h
- Will Bitcoin reach $190,000 by December 31, 2026?1.9¢ YES · $30.7k 24h
- Will Bitcoin reach $65,000 in June?97.5¢ YES · $177.9k 24h
- Will Bitcoin reach $65,000 on June 14?93.5¢ YES · $62.7k 24h
- Will Bitcoin reach $66,000 June 8-14?35.2¢ YES · $85.6k 24h
- Will Bitcoin reach $66,000 on June 14?35.7¢ YES · $45.8k 24h
- Will Bitcoin reach $67,500 in June?59.5¢ YES · $33.8k 24h
- Will Bitcoin reach $67,000 on June 14?8.3¢ YES · $36.1k 24h
- Will Bitcoin reach $68,000 June 8-14?2.3¢ YES · $40.5k 24h
- Will Bitcoin reach $70,000 in June?28.5¢ YES · $53.9k 24h
- Will Bitcoin reach $72,500 in June?11.5¢ YES · $27.5k 24h
- Will Bitcoin reach $77,500 in June?3.5¢ YES · $25.3k 24h
- Will Bitcoin reach $80,000 in June?1.8¢ YES · $93.1k 24h
- Will Microstrategy announce a Bitcoin purchase June 9-15?99.4¢ YES · $30.9k 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 |
|---|---|---|---|
| -6.520 | 150 | ▲ cointegrated · pair candidate | |
| -5.549 | 150 | ▲ cointegrated · pair candidate | |
| -5.024 | 150 | ▲ cointegrated · pair candidate | |
| -4.694 | 150 | ▲ cointegrated · pair candidate | |
| -4.596 | 126 | ▲ cointegrated · pair candidate | |
| -3.496 | 150 | ▲ cointegrated · pair candidate | |
| -3.034 | 150 | no rejection · independent | |
| -2.127 | 150 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · bitcoin-above-54k-on-june-15-2026 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
0.00%
max drawdown
0.00%
sharpe
—
ulcer index
0.00%
RMS drawdown
pain index
0.00%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.00%
cond. drawdown
gain/pain
—
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
363
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-bitcoin-above-54k-on-june-15-2026/bundle · venue execution: polymarket →