TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will the price of Ethereum be above $1,600 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” (51 markets)
Top terms: cryptobitcoin000junepriceabove
- Will the price of Bitcoin be above $52,000 on June 18?100.0¢ YES · $32.0k 24h
- Will the price of Bitcoin be above $54,000 on June 18?100.0¢ YES · $22.1k 24h
- Will the price of Bitcoin be above $56,000 on June 18?100.0¢ YES · $44.9k 24h
- Will the price of Bitcoin be above $58,000 on June 18?100.0¢ YES · $173.8k 24h
- Will the price of Bitcoin be above $58,000 on June 19?99.6¢ YES · $31.4k 24h
- Will the price of Bitcoin be above $60,000 on June 18?100.0¢ YES · $352.7k 24h
- Will the price of Bitcoin be above $60,000 on June 19?98.7¢ YES · $50.9k 24h
- Will the price of Bitcoin be above $62,000 on June 18?99.6¢ YES · $295.8k 24h
- Will the price of Bitcoin be above $62,000 on June 19?95.3¢ YES · $59.0k 24h
- Will the price of Bitcoin be above $64,000 on June 18?78.5¢ YES · $198.4k 24h
- Will the price of Bitcoin be above $64,000 on June 19?62.5¢ YES · $25.4k 24h
- Will the price of Bitcoin be above $66,000 on June 18?1.4¢ YES · $187.5k 24h
- Will the price of Bitcoin be above $66,000 on June 19?9.5¢ YES · $45.7k 24h
- Will the price of Bitcoin be above $68,000 on June 18?0.1¢ YES · $236.9k 24h
- Will the price of Bitcoin be above $68,000 on June 19?1.6¢ YES · $71.2k 24h
- Will the price of Bitcoin be above $68,000 on June 20?2.4¢ YES · $25.3k 24h
- Will the price of Bitcoin be above $70,000 on June 18?0.1¢ YES · $213.1k 24h
- Will the price of Bitcoin be above $70,000 on June 19?0.3¢ YES · $35.3k 24h
- Will the price of Bitcoin be above $72,000 on June 18?0.1¢ YES · $69.5k 24h
- Will the price of Bitcoin be above $72,000 on June 19?0.1¢ YES · $35.6k 24h
- Will the price of Bitcoin be above $74,000 on June 19?0.1¢ YES · $27.7k 24h
- Will the price of Bitcoin be above $74,000 on June 20?0.1¢ YES · $41.6k 24h
- Bitcoin Up or Down - June 18, 8AM ET100.0¢ YES · $52.7k 24h
- Bitcoin Up or Down on June 18?3.7¢ YES · $231.4k 24h
- Bitcoin Up or Down - June 18, 8:45AM-9:00AM ET100.0¢ YES · $33.4k 24h
- Will the price of Ethereum be above $1,500 on June 18?99.9¢ YES · $196.8k 24h
- ★ Will the price of Ethereum be above $1,600 on June 18?99.9¢ YES · $66.5k 24h
- Will the price of Ethereum be above $1,700 on June 18?98.0¢ YES · $77.2k 24h
- Will the price of Ethereum be above $1,800 on June 18?1.0¢ YES · $63.8k 24h
- Will the price of Ethereum be above $1,800 on June 19?13.5¢ YES · $32.4k 24h
- Will the price of Ethereum be above $1,900 on June 18?0.3¢ YES · $31.3k 24h
- Ethereum Up or Down on June 18?11.0¢ YES · $44.9k 24h
- Will Bitcoin dip to $47,500 in June?1.3¢ YES · $73.1k 24h
- Will Bitcoin dip to $50,000 in June?2.6¢ YES · $129.7k 24h
- Will Bitcoin dip to $52,500 in June?4.0¢ YES · $44.5k 24h
- Will Bitcoin dip to $55,000 in June?7.6¢ YES · $76.3k 24h
- Will Bitcoin dip to $57,500 in June?16.0¢ YES · $81.5k 24h
- Will Bitcoin dip to $60,000 June 15-21?4.5¢ YES · $52.8k 24h
- Will Bitcoin dip to $62,000 on June 18?4.3¢ YES · $23.3k 24h
- Will Bitcoin dip to $63,000 on June 18?15.5¢ YES · $35.0k 24h
- Will Bitcoin reach $100,000 in June?0.1¢ YES · $125.5k 24h
- Will Bitcoin reach $67,500 in June?41.5¢ YES · $92.2k 24h
- Will Bitcoin reach $68,000 June 15-21?5.5¢ YES · $40.9k 24h
- Will Bitcoin reach $70,000 in June?15.5¢ YES · $37.1k 24h
- Will Bitcoin reach $72,500 in June?6.5¢ YES · $27.0k 24h
- Will Bitcoin reach $75,000 in June?3.5¢ YES · $92.6k 24h
- Will Bitcoin reach $77,500 in June?1.8¢ YES · $71.2k 24h
- Will Bitcoin reach $80,000 in June?0.7¢ YES · $59.0k 24h
- Will Bitcoin reach $87,500 in June?0.4¢ YES · $24.4k 24h
- Will Bitcoin reach $90,000 in June?0.4¢ YES · $29.6k 24h
- Will the price of Ethereum be between $1,500 and $1,600 on June 18?0.2¢ YES · $83.4k 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 |
|---|---|---|---|
| -7.510 | 142 | ▲ cointegrated · pair candidate | |
| -6.703 | 166 | ▲ cointegrated · pair candidate | |
| -5.592 | 166 | ▲ cointegrated · pair candidate | |
| -3.805 | 166 | ▲ cointegrated · pair candidate | |
| -3.533 | 142 | ▲ cointegrated · pair candidate | |
| -2.915 | 166 | no rejection · independent | |
| -2.561 | 166 | no rejection · independent | |
| -1.773 | 166 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · ethereum-above-1600-on-june-18-2026 · fresh · feed 17s old24h sparkline · 60 pts▼ —
realized vol (ann.)
25.93%
max drawdown
0.81%
sharpe
—
ulcer index
0.18%
RMS drawdown
pain index
0.08%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.54%
cond. drawdown
gain/pain
1.46
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.46
upside/downside
roll spread
0.1 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-ethereum-above-1600-on-june-18-2026/bundle · venue execution: polymarket →