TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will the price of Bitcoin be above $60,000 on June 19?
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 · “above · price · crypto” (23 markets)
Top terms: abovepricecryptobitcoin00015
- Will the price of Bitcoin be above $52,000 on June 16?100.0¢ YES · $25.8k 24h
- Will the price of Bitcoin be above $54,000 on June 16?100.0¢ YES · $36.8k 24h
- Will the price of Bitcoin be above $56,000 on June 15?100.0¢ YES · $103.6k 24h
- Will the price of Bitcoin be above $56,000 on June 16?100.0¢ YES · $58.4k 24h
- Will the price of Bitcoin be above $58,000 on June 15?100.0¢ YES · $163.1k 24h
- Will the price of Bitcoin be above $60,000 on June 15?99.9¢ YES · $93.0k 24h
- Will the price of Bitcoin be above $60,000 on June 16?99.0¢ YES · $24.6k 24h
- Will the price of Bitcoin be above $60,000 on June 17?97.6¢ YES · $26.1k 24h
- ★ Will the price of Bitcoin be above $60,000 on June 19?96.4¢ YES · $28.0k 24h
- Will the price of Bitcoin be above $62,000 on June 15?99.7¢ YES · $145.0k 24h
- Will the price of Bitcoin be above $62,000 on June 16?98.6¢ YES · $25.9k 24h
- Will the price of Bitcoin be above $64,000 on June 15?93.5¢ YES · $70.0k 24h
- Will the price of Bitcoin be above $66,000 on June 15?30.5¢ YES · $113.5k 24h
- Will the price of Bitcoin be above $68,000 on June 15?2.8¢ YES · $186.9k 24h
- Will the price of Bitcoin be above $70,000 on June 15?0.4¢ YES · $68.8k 24h
- Will the price of Bitcoin be above $72,000 on June 15?0.1¢ YES · $54.3k 24h
- Will the price of Bitcoin be above $74,000 on June 15?0.1¢ YES · $34.8k 24h
- Bitcoin Up or Down on June 15?94.5¢ YES · $135.5k 24h
- Will the price of Ethereum be above $1,800 on June 15?4.3¢ YES · $52.9k 24h
- Will the price of Ethereum be above $1,800 on June 16?7.3¢ YES · $25.2k 24h
- Will the price of Ethereum be above $1,900 on June 15?1.2¢ YES · $25.8k 24h
- Will Bitcoin reach $100,000 in June?0.3¢ YES · $103.7k 24h
- Will Microstrategy announce a Bitcoin purchase June 9-15?99.3¢ YES · $40.3k 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 |
|---|---|---|---|
| -4.135 | 60 | ▲ cointegrated · pair candidate | |
| -3.172 | 60 | no rejection · independent | |
| -2.762 | 60 | no rejection · independent | |
| -2.624 | 60 | no rejection · independent | |
| -2.160 | 60 | no rejection · independent | |
| -1.838 | 60 | no rejection · independent | |
| -1.825 | 60 | no rejection · independent | |
| -1.825 | 60 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · bitcoin-above-60k-on-june-19-2026 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
114.29%
max drawdown
1.82%
sharpe
—
ulcer index
0.64%
RMS drawdown
pain index
0.42%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
1.82%
cond. drawdown
gain/pain
1.04
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.04
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
621
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-bitcoin-above-60k-on-june-19-2026/bundle · venue execution: polymarket →