TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will the price of Ethereum be above $1,800 on June 15?
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 · “price · above · crypto” (21 markets)
Top terms: priceabovecryptobitcoin00015
- Will the price of Bitcoin be above $52,000 on June 16?100.0¢ YES · $25.8k 24h
- Will the price of Bitcoin be above $54,000 on June 16?100.0¢ YES · $36.8k 24h
- Will the price of Bitcoin be above $56,000 on June 15?100.0¢ YES · $102.6k 24h
- Will the price of Bitcoin be above $58,000 on June 15?100.0¢ YES · $158.5k 24h
- Will the price of Bitcoin be above $60,000 on June 15?99.9¢ YES · $73.1k 24h
- Will the price of Bitcoin be above $60,000 on June 17?97.4¢ YES · $25.3k 24h
- Will the price of Bitcoin be above $60,000 on June 19?95.6¢ YES · $28.0k 24h
- Will the price of Bitcoin be above $62,000 on June 15?99.6¢ YES · $110.5k 24h
- Will the price of Bitcoin be above $62,000 on June 16?98.3¢ YES · $25.4k 24h
- Will the price of Bitcoin be above $64,000 on June 15?94.5¢ YES · $68.2k 24h
- Will the price of Bitcoin be above $66,000 on June 15?29.5¢ YES · $108.2k 24h
- Will the price of Bitcoin be above $68,000 on June 15?1.8¢ YES · $156.1k 24h
- Will the price of Bitcoin be above $70,000 on June 15?0.4¢ YES · $66.1k 24h
- Will the price of Bitcoin be above $72,000 on June 15?0.1¢ YES · $38.8k 24h
- Will the price of Bitcoin be above $74,000 on June 15?0.1¢ YES · $34.8k 24h
- Bitcoin Up or Down on June 15?92.0¢ YES · $130.6k 24h
- ★ Will the price of Ethereum be above $1,800 on June 15?3.8¢ YES · $47.4k 24h
- Will the price of Ethereum be above $1,800 on June 16?8.3¢ YES · $25.2k 24h
- Will Bitcoin reach $100,000 in June?0.2¢ YES · $107.6k 24h
- Will Bitcoin reach $190,000 by December 31, 2026?2.0¢ YES · $31.0k 24h
- Will Microstrategy announce a Bitcoin purchase June 9-15?99.4¢ YES · $32.0k 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 |
|---|---|---|---|
| -3.899 | 130 | ▲ cointegrated · pair candidate | |
| -3.778 | 130 | ▲ cointegrated · pair candidate | |
| -3.711 | 106 | ▲ cointegrated · pair candidate | |
| -3.423 | 58 | ▲ cointegrated · pair candidate | |
| -3.291 | 154 | no rejection · independent | |
| -2.948 | 154 | no rejection · independent | |
| -2.906 | 154 | no rejection · independent | |
| -2.846 | 154 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · ethereum-above-1800-on-june-15-2026 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
250.02%
max drawdown
63.11%
sharpe
—
ulcer index
38.25%
RMS drawdown
pain index
34.24%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
63.11%
cond. drawdown
gain/pain
0.69
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.69
upside/downside
roll spread
8.9 bps
implied (price-only)
bars used
812
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-ethereum-above-1800-on-june-15-2026/bundle · venue execution: polymarket →