TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Ethereum Up or Down on June 14?
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 · 000 · bitcoin” (48 markets)
Top terms: crypto000bitcoinpricejune14
- Will the price of Bitcoin be above $52,000 on June 14?100.0¢ YES · $77.0k 24h
- Will the price of Bitcoin be above $54,000 on June 14?100.0¢ YES · $88.0k 24h
- Will the price of Bitcoin be above $54,000 on June 15?100.0¢ YES · $38.6k 24h
- Will the price of Bitcoin be above $56,000 on June 14?100.0¢ YES · $26.0k 24h
- Will the price of Bitcoin be above $56,000 on June 15?99.9¢ YES · $97.6k 24h
- Will the price of Bitcoin be above $58,000 on June 14?100.0¢ YES · $30.0k 24h
- Will the price of Bitcoin be above $58,000 on June 15?99.8¢ YES · $79.8k 24h
- Will the price of Bitcoin be above $60,000 on June 14?100.0¢ YES · $258.9k 24h
- Will the price of Bitcoin be above $60,000 on June 15?98.8¢ YES · $29.6k 24h
- Will the price of Bitcoin be above $62,000 on June 14?100.0¢ YES · $291.5k 24h
- Will the price of Bitcoin be above $62,000 on June 15?91.8¢ YES · $50.8k 24h
- Will the price of Bitcoin be above $64,000 on June 14?90.0¢ YES · $196.9k 24h
- Will the price of Bitcoin be above $66,000 on June 14?0.1¢ YES · $275.6k 24h
- Will the price of Bitcoin be above $66,000 on June 15?8.5¢ YES · $54.5k 24h
- Will the price of Bitcoin be above $68,000 on June 14?0.1¢ YES · $212.1k 24h
- Will the price of Bitcoin be above $68,000 on June 15?0.7¢ YES · $56.9k 24h
- Will the price of Bitcoin be above $70,000 on June 14?0.1¢ YES · $104.1k 24h
- Will the price of Bitcoin be above $72,000 on June 14?0.1¢ YES · $67.8k 24h
- Bitcoin Up or Down on June 14?0.1¢ YES · $294.7k 24h
- Will the price of Ethereum be above $1,700 on June 14?0.3¢ YES · $41.5k 24h
- Will the price of Ethereum be above $1,800 on June 14?0.1¢ YES · $57.7k 24h
- Will the price of Ethereum be above $1,900 on June 14?0.1¢ YES · $44.7k 24h
- Will the price of Ethereum be above $2,000 on June 14?0.1¢ YES · $45.2k 24h
- ★ Ethereum Up or Down on June 14?2.7¢ YES · $83.7k 24h
- Will Bitcoin dip to $47,500 in June?2.8¢ YES · $77.3k 24h
- Will Bitcoin dip to $50,000 in June?4.3¢ YES · $54.8k 24h
- Will Bitcoin dip to $52,500 in June?7.8¢ YES · $138.7k 24h
- Will Bitcoin dip to $55,000 in June?12.0¢ YES · $85.3k 24h
- Will Bitcoin dip to $62,000 on June 14?5.5¢ YES · $25.9k 24h
- Will Bitcoin hit $150k by June 30, 2026?0.1¢ YES · $239.6k 24h
- Will Bitcoin reach $100,000 in June?0.1¢ YES · $101.9k 24h
- Will Bitcoin reach $190,000 by December 31, 2026?1.9¢ YES · $30.8k 24h
- Will Bitcoin reach $65,000 in June?85.5¢ YES · $122.7k 24h
- Will Bitcoin reach $66,000 June 8-14?5.5¢ YES · $39.4k 24h
- Will Bitcoin reach $70,000 in June?23.5¢ YES · $53.4k 24h
- Will Bitcoin reach $72,500 in June?9.5¢ YES · $32.6k 24h
- Will Bitcoin reach $77,500 in June?3.3¢ YES · $55.3k 24h
- Will Bitcoin reach $80,000 in June?1.8¢ YES · $165.3k 24h
- Will Bitcoin reach $82,500 in June?1.1¢ YES · $73.6k 24h
- Will Ethereum reach $1,800 June 8-14?1.1¢ YES · $26.4k 24h
- Will the price of Bitcoin be between $58,000 and $60,000 on June 14?0.1¢ YES · $29.9k 24h
- Will the price of Bitcoin be between $60,000 and $62,000 on June 14?0.1¢ YES · $39.3k 24h
- Will the price of Bitcoin be between $62,000 and $64,000 on June 14?9.0¢ YES · $61.7k 24h
- Will the price of Bitcoin be between $64,000 and $66,000 on June 14?90.5¢ YES · $48.6k 24h
- Will the price of Bitcoin be between $66,000 and $68,000 on June 14?0.1¢ YES · $29.1k 24h
- Will the price of Bitcoin be between $68,000 and $70,000 on June 14?0.1¢ YES · $32.6k 24h
- Will the price of Solana be between $50 and $60 on June 14?0.1¢ YES · $35.7k 24h
- Will the price of Solana be between $80 and $90 on June 14?0.1¢ YES · $63.7k 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 |
|---|---|---|---|
| -0.223 | 49 | no rejection · independent | |
| -0.222 | 49 | no rejection · independent | |
| 0.095 | 49 | no rejection · independent | |
| 0.101 | 49 | no rejection · independent | |
| 0.319 | 49 | no rejection · independent | |
| 0.360 | 49 | no rejection · independent | |
| 0.387 | 49 | no rejection · independent | |
| 0.410 | 49 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · ethereum-up-or-down-on-june-14-2026 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
930.11%
max drawdown
97.62%
sharpe
—
ulcer index
55.79%
RMS drawdown
pain index
47.09%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
97.62%
cond. drawdown
gain/pain
0.57
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.57
upside/downside
roll spread
14.8 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-up-or-down-on-june-14-2026/bundle · venue execution: polymarket →