TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will the price of Bitcoin be above $60,000 on June 22?
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 · “crypto · bitcoin · 000” (42 markets)
Top terms: cryptobitcoin000junepriceabove
- Will the price of Bitcoin be above $54,000 on June 20?100.0¢ YES · $31.0k 24h
- Will the price of Bitcoin be above $56,000 on June 20?100.0¢ YES · $38.3k 24h
- Will the price of Bitcoin be above $58,000 on June 20?100.0¢ YES · $112.5k 24h
- Will the price of Bitcoin be above $60,000 on June 20?100.0¢ YES · $80.8k 24h
- Will the price of Bitcoin be above $60,000 on June 21?99.2¢ YES · $19.0k 24h
- ★ Will the price of Bitcoin be above $60,000 on June 22?98.4¢ YES · $17.8k 24h
- Will the price of Bitcoin be above $60,000 on June 23?96.6¢ YES · $17.5k 24h
- Will the price of Bitcoin be above $62,000 on June 20?99.8¢ YES · $152.0k 24h
- Will the price of Bitcoin be above $62,000 on June 21?97.2¢ YES · $24.3k 24h
- Will the price of Bitcoin be above $62,000 on June 22?86.5¢ YES · $19.7k 24h
- Will the price of Bitcoin be above $64,000 on June 20?6.4¢ YES · $157.7k 24h
- Will the price of Bitcoin be above $66,000 on June 20?0.1¢ YES · $224.1k 24h
- Will the price of Bitcoin be above $66,000 on June 21?2.3¢ YES · $41.2k 24h
- Will the price of Bitcoin be above $68,000 on June 20?0.1¢ YES · $55.6k 24h
- Will the price of Bitcoin be above $72,000 on June 22?0.1¢ YES · $30.1k 24h
- Bitcoin Up or Down - June 20, 8AM ET16.5¢ YES · $50.5k 24h
- Bitcoin Up or Down on June 20?94.3¢ YES · $197.6k 24h
- Bitcoin Up or Down - June 20, 8:50AM-8:55AM ET6.5¢ YES · $18.1k 24h
- Will the price of Ethereum be above $1,700 on June 20?96.9¢ YES · $18.4k 24h
- Ethereum Up or Down on June 20?94.5¢ YES · $29.2k 24h
- Will Bitcoin dip to $47,500 in June?0.9¢ YES · $96.2k 24h
- Will Bitcoin dip to $50,000 in June?2.1¢ YES · $80.3k 24h
- Will Bitcoin dip to $52,500 in June?3.9¢ YES · $61.0k 24h
- Will Bitcoin dip to $55,000 in June?6.8¢ YES · $24.9k 24h
- Will Bitcoin dip to $57,500 in June?16.1¢ YES · $34.8k 24h
- Will Bitcoin dip to $60,000 June 15-21?2.5¢ YES · $54.2k 24h
- Will Bitcoin dip to $62,000 June 15-21?15.0¢ YES · $58.0k 24h
- Will Bitcoin hit $150k by June 30, 2026?0.1¢ YES · $68.6k 24h
- Will Bitcoin reach $100,000 in June?0.3¢ YES · $82.2k 24h
- Will Bitcoin reach $64,000 on June 20?38.5¢ YES · $40.1k 24h
- Will Bitcoin reach $65,000 on June 20?3.4¢ YES · $18.0k 24h
- Will Bitcoin reach $67,500 in June?28.5¢ YES · $55.5k 24h
- Will Bitcoin reach $68,000 June 15-21?1.0¢ YES · $38.9k 24h
- Will Bitcoin reach $70,000 in June?8.5¢ YES · $45.3k 24h
- Will Bitcoin reach $72,500 in June?4.5¢ YES · $87.5k 24h
- Will Bitcoin reach $75,000 in June?1.5¢ YES · $58.7k 24h
- Will Bitcoin reach $77,500 in June?0.8¢ YES · $35.8k 24h
- Will Bitcoin reach $80,000 in June?0.5¢ YES · $21.9k 24h
- Will Bitcoin reach $85,000 in June?0.5¢ YES · $188.8k 24h
- Will Bitcoin reach $90,000 in June?0.3¢ YES · $17.4k 24h
- Will the price of Bitcoin be between $62,000 and $64,000 on June 20?92.5¢ YES · $31.4k 24h
- Will the price of XRP be between $0.90 and $1.00 on June 20?0.1¢ YES · $123.6k 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 |
|---|---|---|---|
| -5.377 | 92 | ▲ cointegrated · pair candidate | |
| -4.465 | 116 | ▲ cointegrated · pair candidate | |
| -4.346 | 116 | ▲ cointegrated · pair candidate | |
| -4.095 | 116 | ▲ cointegrated · pair candidate | |
| -2.979 | 116 | no rejection · independent | |
| -2.769 | 116 | no rejection · independent | |
| -2.412 | 116 | no rejection · independent | |
| -2.237 | 116 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · bitcoin-above-60k-on-june-22-2026 · fresh · feed 4s old24h sparkline · 60 pts▼ —
realized vol (ann.)
70.47%
max drawdown
1.37%
sharpe
—
ulcer index
0.48%
RMS drawdown
pain index
0.30%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
1.28%
cond. drawdown
gain/pain
1.02
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.02
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
1045
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-bitcoin-above-60k-on-june-22-2026/bundle · venue execution: polymarket →