TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Bitcoin Up or Down on June 20?
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” (43 markets)
Top terms: cryptobitcoin000junepriceabove
- Will the price of Bitcoin be above $54,000 on June 20?100.0¢ YES · $32.5k 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 · $113.1k 24h
- Will the price of Bitcoin be above $60,000 on June 20?100.0¢ YES · $80.7k 24h
- Will the price of Bitcoin be above $60,000 on June 21?99.1¢ YES · $18.8k 24h
- Will the price of Bitcoin be above $60,000 on June 22?98.4¢ YES · $18.1k 24h
- Will the price of Bitcoin be above $60,000 on June 23?96.5¢ YES · $18.0k 24h
- Will the price of Bitcoin be above $60,000 on June 24?94.5¢ YES · $17.4k 24h
- Will the price of Bitcoin be above $62,000 on June 20?99.7¢ YES · $138.3k 24h
- Will the price of Bitcoin be above $62,000 on June 21?96.8¢ YES · $23.0k 24h
- Will the price of Bitcoin be above $62,000 on June 22?88.0¢ YES · $19.7k 24h
- Will the price of Bitcoin be above $64,000 on June 20?13.4¢ YES · $150.9k 24h
- Will the price of Bitcoin be above $66,000 on June 20?0.1¢ YES · $161.9k 24h
- Will the price of Bitcoin be above $66,000 on June 21?2.7¢ YES · $39.0k 24h
- Will the price of Bitcoin be above $68,000 on June 20?0.1¢ YES · $55.1k 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, 7AM ET93.8¢ YES · $21.4k 24h
- ★ Bitcoin Up or Down on June 20?93.5¢ YES · $179.5k 24h
- Bitcoin Up or Down - June 20, 7:55AM-8:00AM ET47.5¢ YES · $20.4k 24h
- Will the price of Ethereum be above $1,700 on June 20?97.4¢ YES · $18.4k 24h
- Ethereum Up or Down on June 20?94.5¢ YES · $28.6k 24h
- Will Bitcoin dip to $47,500 in June?0.8¢ YES · $86.8k 24h
- Will Bitcoin dip to $50,000 in June?2.1¢ YES · $82.5k 24h
- Will Bitcoin dip to $52,500 in June?3.6¢ YES · $60.4k 24h
- Will Bitcoin dip to $55,000 in June?6.2¢ YES · $24.1k 24h
- Will Bitcoin dip to $57,500 in June?15.8¢ YES · $36.3k 24h
- Will Bitcoin dip to $60,000 June 15-21?2.0¢ YES · $54.4k 24h
- Will Bitcoin dip to $62,000 June 15-21?13.0¢ YES · $57.9k 24h
- Will Bitcoin hit $150k by June 30, 2026?0.1¢ YES · $68.2k 24h
- Will Bitcoin reach $100,000 in June?0.2¢ YES · $81.9k 24h
- Will Bitcoin reach $64,000 on June 20?52.5¢ YES · $39.5k 24h
- Will Bitcoin reach $65,000 on June 20?4.0¢ YES · $18.0k 24h
- Will Bitcoin reach $67,500 in June?28.5¢ YES · $55.6k 24h
- Will Bitcoin reach $68,000 June 15-21?1.0¢ YES · $39.8k 24h
- Will Bitcoin reach $70,000 in June?8.5¢ YES · $64.8k 24h
- Will Bitcoin reach $72,500 in June?4.3¢ YES · $93.8k 24h
- Will Bitcoin reach $75,000 in June?1.5¢ YES · $129.1k 24h
- Will Bitcoin reach $77,500 in June?0.8¢ YES · $37.6k 24h
- Will Bitcoin reach $80,000 in June?0.5¢ YES · $21.9k 24h
- Will Bitcoin reach $85,000 in June?0.7¢ YES · $68.4k 24h
- Will Bitcoin reach $90,000 in June?0.3¢ YES · $17.5k 24h
- Will the price of Bitcoin be between $62,000 and $64,000 on June 20?86.0¢ YES · $30.6k 24h
- Will the price of XRP be between $0.90 and $1.00 on June 20?0.4¢ 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 |
|---|---|---|---|
| -2.077 | 44 | no rejection · independent | |
| -2.034 | 44 | no rejection · independent | |
| -1.865 | 44 | no rejection · independent | |
| -1.832 | 44 | no rejection · independent | |
| -1.732 | 44 | no rejection · independent | |
| -1.722 | 44 | no rejection · independent | |
| -1.324 | 44 | no rejection · independent | |
| -1.041 | 44 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · bitcoin-up-or-down-on-june-20-2026 · fresh · feed 9s old24h sparkline · 60 pts▼ —
realized vol (ann.)
701.40%
max drawdown
24.31%
sharpe
—
ulcer index
8.87%
RMS drawdown
pain index
5.20%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
20.79%
cond. drawdown
gain/pain
1.20
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.20
upside/downside
roll spread
1.8 bps
implied (price-only)
bars used
1020
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-bitcoin-up-or-down-on-june-20-2026/bundle · venue execution: polymarket →