TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will the price of Bitcoin be above $66,000 on June 18?

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” (53 markets)

Top terms: cryptobitcoin000junepriceabove

§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.

Peert-statnVerdict
Will the price of Bitcoin be above $58,000 on June 18?-1.457164no rejection · independent
Will the price of Bitcoin be above $52,000 on June 18?-1.367164no rejection · independent
Will the price of Bitcoin be above $56,000 on June 18?-1.172164no rejection · independent
Will the price of Bitcoin be above $58,000 on June 19?-1.081140no rejection · independent
Will the price of Bitcoin be above $60,000 on June 18?-1.038164no rejection · independent
Will the price of Bitcoin be above $62,000 on June 18?-0.744164no rejection · independent
Will the price of Bitcoin be above $60,000 on June 19?-0.656140no rejection · independent
Will the price of Bitcoin be above $62,000 on June 19?-0.640140no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · bitcoin-above-66k-on-june-18-2026 · fresh · feed 18s old
24h sparkline · 60 pts -94.91%
realized vol (ann.)
130.77%
max drawdown
88.57%
sharpe
ulcer index
64.97%
RMS drawdown
pain index
59.23%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
86.94%
cond. drawdown
gain/pain
0.49
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.49
upside/downside
roll spread
19.0 bps
implied (price-only)
bars used
2000
store
spread
24h Δ
-94.91%
flow lean
carry
flat
signalNEUTRALconfidence 25%
  • 24h change -94.91%
Same bundle via M2M API: /api/m2m/pm-bitcoin-above-66k-on-june-18-2026/bundle · venue execution: polymarket