TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will the price of Ethereum be above $1,900 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 · “crypto · price · above” (27 markets)
Top terms: cryptopriceabovebitcoin00015
- 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 · $99.9k 24h
- Will the price of Bitcoin be above $56,000 on June 16?100.0¢ YES · $58.3k 24h
- Will the price of Bitcoin be above $58,000 on June 15?100.0¢ YES · $163.1k 24h
- Will the price of Bitcoin be above $58,000 on June 16?100.0¢ YES · $35.6k 24h
- Will the price of Bitcoin be above $60,000 on June 15?99.9¢ YES · $110.3k 24h
- Will the price of Bitcoin be above $60,000 on June 16?99.5¢ YES · $24.5k 24h
- Will the price of Bitcoin be above $60,000 on June 17?98.7¢ YES · $26.1k 24h
- Will the price of Bitcoin be above $60,000 on June 19?98.0¢ YES · $28.5k 24h
- Will the price of Bitcoin be above $62,000 on June 15?99.8¢ YES · $177.4k 24h
- Will the price of Bitcoin be above $62,000 on June 16?98.8¢ YES · $27.2k 24h
- Will the price of Bitcoin be above $64,000 on June 15?97.3¢ YES · $86.1k 24h
- Will the price of Bitcoin be above $66,000 on June 15?34.5¢ YES · $111.1k 24h
- Will the price of Bitcoin be above $68,000 on June 15?1.5¢ YES · $202.7k 24h
- Will the price of Bitcoin be above $70,000 on June 15?0.3¢ YES · $98.3k 24h
- Will the price of Bitcoin be above $72,000 on June 15?0.1¢ YES · $54.3k 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?97.2¢ YES · $147.0k 24h
- Will the price of Ethereum be above $1,700 on June 15?73.5¢ YES · $22.8k 24h
- Will the price of Ethereum be above $1,800 on June 15?2.9¢ YES · $52.7k 24h
- Will the price of Ethereum be above $1,800 on June 16?8.7¢ YES · $26.5k 24h
- ★ Will the price of Ethereum be above $1,900 on June 15?0.5¢ YES · $30.0k 24h
- Ethereum Up or Down on June 15?96.0¢ YES · $22.5k 24h
- Will Bitcoin reach $100,000 in June?0.3¢ YES · $93.1k 24h
- Will Microstrategy announce a Bitcoin purchase June 9-15?99.3¢ YES · $40.7k 24h
- Will the price of Ethereum be between $1,400 and $1,500 on June 15?0.1¢ YES · $23.3k 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 |
|---|---|---|---|
| -4.328 | 134 | ▲ cointegrated · pair candidate | |
| -4.214 | 158 | ▲ cointegrated · pair candidate | |
| -4.116 | 134 | ▲ cointegrated · pair candidate | |
| -4.019 | 134 | ▲ cointegrated · pair candidate | |
| -3.959 | 134 | ▲ cointegrated · pair candidate | |
| -3.954 | 158 | ▲ cointegrated · pair candidate | |
| -3.936 | 134 | ▲ cointegrated · pair candidate | |
| -3.922 | 158 | ▲ cointegrated · pair candidate |
▸ Advanced metrics · M2M bundle
polymarket · ethereum-above-1900-on-june-15-2026 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
24.55%
max drawdown
56.00%
sharpe
—
ulcer index
27.32%
RMS drawdown
pain index
19.48%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
56.00%
cond. drawdown
gain/pain
0.26
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.26
upside/downside
roll spread
19.2 bps
implied (price-only)
bars used
727
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-ethereum-above-1900-on-june-15-2026/bundle · venue execution: polymarket →