TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Ethereum Up or Down 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 · bitcoin · 000” (34 markets)
Top terms: cryptobitcoin000abovepricejune
- Will the price of Bitcoin be above $52,000 on June 16?100.0¢ YES · $25.1k 24h
- Will the price of Bitcoin be above $54,000 on June 15?100.0¢ YES · $22.0k 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 · $50.7k 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 · $174.1k 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?100.0¢ YES · $155.1k 24h
- Will the price of Bitcoin be above $60,000 on June 16?99.6¢ YES · $24.5k 24h
- Will the price of Bitcoin be above $60,000 on June 17?98.9¢ YES · $26.1k 24h
- Will the price of Bitcoin be above $60,000 on June 19?98.0¢ YES · $28.8k 24h
- Will the price of Bitcoin be above $62,000 on June 15?99.8¢ YES · $181.9k 24h
- Will the price of Bitcoin be above $62,000 on June 16?99.2¢ YES · $29.2k 24h
- Will the price of Bitcoin be above $64,000 on June 15?97.5¢ YES · $94.9k 24h
- Will the price of Bitcoin be above $66,000 on June 15?36.5¢ YES · $118.7k 24h
- Will the price of Bitcoin be above $68,000 on June 15?2.1¢ YES · $227.9k 24h
- Will the price of Bitcoin be above $70,000 on June 15?0.1¢ YES · $129.7k 24h
- Will the price of Bitcoin be above $70,000 on June 16?1.7¢ YES · $29.1k 24h
- Will the price of Bitcoin be above $72,000 on June 15?0.1¢ YES · $55.3k 24h
- Will the price of Bitcoin be above $74,000 on June 15?0.1¢ YES · $33.9k 24h
- Bitcoin Up or Down on June 15?97.6¢ YES · $167.6k 24h
- Bitcoin Up or Down - June 15, 3:45AM-4:00AM ET0.5¢ YES · $36.7k 24h
- Will the price of Ethereum be above $1,700 on June 15?76.0¢ YES · $33.1k 24h
- Will the price of Ethereum be above $1,800 on June 15?1.3¢ YES · $54.1k 24h
- Will the price of Ethereum be above $1,800 on June 16?7.7¢ YES · $26.4k 24h
- Will the price of Ethereum be above $1,900 on June 15?0.3¢ YES · $30.2k 24h
- Will the price of Ethereum be above $2,000 on June 15?0.1¢ YES · $61.1k 24h
- ★ Ethereum Up or Down on June 15?97.5¢ YES · $23.9k 24h
- Will Bitcoin reach $100,000 in June?0.2¢ YES · $93.9k 24h
- Will Bitcoin reach $70,000 in June?37.5¢ YES · $58.6k 24h
- Will Bitcoin reach $75,000 in June?8.5¢ YES · $40.9k 24h
- Will Bitcoin reach $80,000 in June?1.9¢ YES · $130.8k 24h
- Will Bitcoin reach $90,000 in June?0.4¢ YES · $25.1k 24h
- Will Microstrategy announce a Bitcoin purchase June 9-15?99.3¢ YES · $41.4k 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 |
|---|---|---|---|
| -1.878 | 41 | no rejection · independent | |
| -1.870 | 41 | no rejection · independent | |
| -1.517 | 41 | no rejection · independent | |
| -1.477 | 41 | no rejection · independent | |
| -1.266 | 41 | no rejection · independent | |
| -0.544 | 41 | no rejection · independent | |
| -0.378 | 41 | no rejection · independent | |
| -0.207 | 41 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · ethereum-up-or-down-on-june-15-2026 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
96.89%
max drawdown
1.03%
sharpe
—
ulcer index
0.29%
RMS drawdown
pain index
0.11%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
1.03%
cond. drawdown
gain/pain
2.18
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
2.18
upside/downside
roll spread
0.6 bps
implied (price-only)
bars used
712
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-ethereum-up-or-down-on-june-15-2026/bundle · venue execution: polymarket →