TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will the price of Bitcoin be above $70,000 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 · “crypto · bitcoin · 000” (52 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 $56,000 on June 18?-2.336142no rejection · independent
Will the price of Bitcoin be above $54,000 on June 18?-2.287142no rejection · independent
Will the price of Bitcoin be above $52,000 on June 18?-2.110142no rejection · independent
Will the price of Bitcoin be above $60,000 on June 18?-2.107142no rejection · independent
Will the price of Bitcoin be above $60,000 on June 19?-2.105142no rejection · independent
Will the price of Bitcoin be above $62,000 on June 18?-2.102142no rejection · independent
Will the price of Bitcoin be above $58,000 on June 18?-2.086142no rejection · independent
Will the price of Bitcoin be above $58,000 on June 19?-2.051142no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · bitcoin-above-70k-on-june-19-2026 · fresh · feed 3s old
24h sparkline · 60 pts -82.76%
realized vol (ann.)
17.76%
max drawdown
72.22%
sharpe
ulcer index
41.83%
RMS drawdown
pain index
35.79%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
69.04%
cond. drawdown
gain/pain
0.57
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
0.57
upside/downside
roll spread
10.8 bps
implied (price-only)
bars used
2000
store
spread
24h Δ
-82.76%
flow lean
carry
flat
signalNEUTRALconfidence 25%
  • 24h change -82.76%
Same bundle via M2M API: /api/m2m/pm-bitcoin-above-70k-on-june-19-2026/bundle · venue execution: polymarket