TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will the price of Bitcoin be above $62,000 on June 14?
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 · “000 · crypto · price” (34 markets)
Top terms: 000cryptopricebitcoinabove14
- Will the price of Bitcoin be above $52,000 on June 14?100.0¢ YES · $78.0k 24h
- Will the price of Bitcoin be above $54,000 on June 14?100.0¢ YES · $89.0k 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 · $100.6k 24h
- Will the price of Bitcoin be above $58,000 on June 15?99.7¢ YES · $80.7k 24h
- Will the price of Bitcoin be above $60,000 on June 14?100.0¢ YES · $257.9k 24h
- Will the price of Bitcoin be above $60,000 on June 15?98.7¢ YES · $31.3k 24h
- ★ Will the price of Bitcoin be above $62,000 on June 14?100.0¢ YES · $280.6k 24h
- Will the price of Bitcoin be above $62,000 on June 15?93.2¢ YES · $52.4k 24h
- Will the price of Bitcoin be above $64,000 on June 14?100.0¢ YES · $311.7k 24h
- Will the price of Bitcoin be above $66,000 on June 14?0.1¢ YES · $267.4k 24h
- Will the price of Bitcoin be above $66,000 on June 15?9.5¢ YES · $58.2k 24h
- Will the price of Bitcoin be above $68,000 on June 14?0.1¢ YES · $209.8k 24h
- Will the price of Bitcoin be above $68,000 on June 15?0.7¢ YES · $58.2k 24h
- Will the price of Bitcoin be above $70,000 on June 14?0.1¢ YES · $104.0k 24h
- Will the price of Bitcoin be above $72,000 on June 14?0.1¢ YES · $67.8k 24h
- Will the price of Ethereum be above $1,700 on June 14?0.1¢ YES · $42.8k 24h
- Will the price of Ethereum be above $1,800 on June 14?0.1¢ YES · $57.5k 24h
- Will the price of Ethereum be above $1,900 on June 14?0.1¢ YES · $44.7k 24h
- Will the price of Ethereum be above $2,000 on June 14?0.1¢ YES · $45.2k 24h
- Will Bitcoin reach $100,000 in June?0.1¢ YES · $101.3k 24h
- Will Bitcoin reach $190,000 by December 31, 2026?1.9¢ YES · $30.7k 24h
- Will Bitcoin reach $65,000 in June?86.5¢ YES · $121.2k 24h
- Will Bitcoin reach $66,000 June 8-14?7.5¢ YES · $48.1k 24h
- Will Bitcoin reach $70,000 in June?23.5¢ YES · $53.2k 24h
- Will Bitcoin reach $80,000 in June?1.8¢ YES · $114.1k 24h
- Will Ethereum reach $1,800 June 8-14?1.3¢ YES · $26.4k 24h
- Will the price of Bitcoin be between $58,000 and $60,000 on June 14?0.1¢ YES · $29.9k 24h
- Will the price of Bitcoin be between $60,000 and $62,000 on June 14?0.1¢ YES · $38.5k 24h
- Will the price of Bitcoin be between $62,000 and $64,000 on June 14?0.1¢ YES · $67.4k 24h
- Will the price of Bitcoin be between $64,000 and $66,000 on June 14?100.0¢ YES · $61.4k 24h
- Will the price of Bitcoin be between $68,000 and $70,000 on June 14?0.1¢ YES · $32.5k 24h
- Will the price of Solana be between $50 and $60 on June 14?0.1¢ YES · $35.7k 24h
- Will the price of Solana be between $80 and $90 on June 14?0.1¢ YES · $63.6k 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 |
|---|---|---|---|
| -5.358 | 145 | ▲ cointegrated · pair candidate | |
| -4.633 | 169 | ▲ cointegrated · pair candidate | |
| -4.256 | 145 | ▲ cointegrated · pair candidate | |
| -4.229 | 145 | ▲ cointegrated · pair candidate | |
| -3.971 | 145 | ▲ cointegrated · pair candidate | |
| -3.613 | 145 | ▲ cointegrated · pair candidate | |
| -2.872 | 169 | no rejection · independent | |
| -2.834 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · bitcoin-above-62k-on-june-14-2026 · fresh · feed 0s old24h sparkline · 60 pts▲ 2.15%
realized vol (ann.)
13.07%
max drawdown
0.25%
sharpe
—
ulcer index
0.07%
RMS drawdown
pain index
0.04%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.23%
cond. drawdown
gain/pain
1.43
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.43
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
2.15%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
- 24h change +2.15%
Same bundle via M2M API:
/api/m2m/pm-bitcoin-above-62k-on-june-14-2026/bundle · venue execution: polymarket →