TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Bitcoin dip to $47,500 in June?
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” (43 markets)
Top terms: cryptobitcoin000junepriceabove
- Will the price of Bitcoin be above $54,000 on June 20?100.0¢ YES · $32.5k 24h
- Will the price of Bitcoin be above $56,000 on June 20?100.0¢ YES · $38.3k 24h
- Will the price of Bitcoin be above $58,000 on June 20?100.0¢ YES · $115.0k 24h
- Will the price of Bitcoin be above $60,000 on June 20?99.9¢ YES · $81.3k 24h
- Will the price of Bitcoin be above $60,000 on June 21?99.0¢ YES · $18.3k 24h
- Will the price of Bitcoin be above $60,000 on June 22?98.4¢ YES · $20.2k 24h
- Will the price of Bitcoin be above $60,000 on June 23?96.5¢ YES · $19.9k 24h
- Will the price of Bitcoin be above $60,000 on June 24?93.5¢ YES · $17.3k 24h
- Will the price of Bitcoin be above $62,000 on June 20?99.7¢ YES · $125.6k 24h
- Will the price of Bitcoin be above $62,000 on June 21?97.8¢ YES · $22.0k 24h
- Will the price of Bitcoin be above $62,000 on June 22?87.5¢ YES · $19.4k 24h
- Will the price of Bitcoin be above $64,000 on June 20?16.7¢ YES · $134.4k 24h
- Will the price of Bitcoin be above $64,000 on June 21?31.5¢ YES · $17.0k 24h
- Will the price of Bitcoin be above $66,000 on June 20?0.1¢ YES · $142.1k 24h
- Will the price of Bitcoin be above $66,000 on June 21?1.3¢ YES · $25.8k 24h
- Will the price of Bitcoin be above $68,000 on June 20?0.1¢ YES · $55.1k 24h
- Will the price of Bitcoin be above $72,000 on June 22?0.1¢ YES · $30.1k 24h
- Bitcoin Up or Down - June 20, 5AM ET98.8¢ YES · $25.8k 24h
- Bitcoin Up or Down on June 20?90.5¢ YES · $161.0k 24h
- Bitcoin Up or Down - June 20, 5:30AM-5:45AM ET99.7¢ YES · $16.6k 24h
- Bitcoin Up or Down - June 20, 5:40AM-5:45AM ET100.0¢ YES · $39.6k 24h
- Will the price of Ethereum be above $1,700 on June 20?97.5¢ YES · $17.5k 24h
- Ethereum Up or Down on June 20?93.5¢ YES · $27.3k 24h
- ★ Will Bitcoin dip to $47,500 in June?0.8¢ YES · $82.4k 24h
- Will Bitcoin dip to $50,000 in June?2.5¢ YES · $80.6k 24h
- Will Bitcoin dip to $52,500 in June?3.9¢ YES · $61.9k 24h
- Will Bitcoin dip to $55,000 in June?6.9¢ YES · $28.4k 24h
- Will Bitcoin dip to $57,500 in June?16.0¢ YES · $34.3k 24h
- Will Bitcoin dip to $58,000 June 15-21?1.3¢ YES · $20.3k 24h
- Will Bitcoin dip to $60,000 June 15-21?4.7¢ YES · $57.4k 24h
- Will Bitcoin dip to $62,000 June 15-21?13.5¢ YES · $60.0k 24h
- Will Bitcoin reach $100,000 in June?0.1¢ YES · $55.5k 24h
- Will Bitcoin reach $64,000 on June 20?52.0¢ YES · $26.7k 24h
- Will Bitcoin reach $67,500 in June?28.5¢ YES · $56.5k 24h
- Will Bitcoin reach $68,000 June 15-21?1.0¢ YES · $37.9k 24h
- Will Bitcoin reach $70,000 in June?8.5¢ YES · $64.2k 24h
- Will Bitcoin reach $72,500 in June?4.2¢ YES · $53.3k 24h
- Will Bitcoin reach $75,000 in June?1.4¢ YES · $127.4k 24h
- Will Bitcoin reach $77,500 in June?0.9¢ YES · $38.6k 24h
- Will Bitcoin reach $80,000 in June?0.5¢ YES · $22.0k 24h
- Will Bitcoin reach $85,000 in June?0.7¢ YES · $78.0k 24h
- Will the price of Bitcoin be between $62,000 and $64,000 on June 20?84.5¢ YES · $28.8k 24h
- Will the price of XRP be between $0.90 and $1.00 on June 20?0.6¢ YES · $123.6k 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 |
|---|---|---|---|
| -4.570 | 161 | ▲ cointegrated · pair candidate | |
| -3.771 | 137 | ▲ cointegrated · pair candidate | |
| -3.056 | 113 | no rejection · independent | |
| -3.055 | 161 | no rejection · independent | |
| -2.771 | 89 | no rejection · independent | |
| -2.294 | 63 | no rejection · independent | |
| -1.628 | 161 | no rejection · independent | |
| -1.353 | 161 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-bitcoin-dip-to-47pt5k-in-june-2026-352-889 · fresh · feed 3s old24h sparkline · 60 pts▼ —
realized vol (ann.)
4.82%
max drawdown
5.88%
sharpe
—
ulcer index
4.68%
RMS drawdown
pain index
3.72%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
5.88%
cond. drawdown
gain/pain
2.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
2.00
upside/downside
roll spread
2.2 bps
implied (price-only)
bars used
568
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-will-bitcoin-dip-to-47pt5k-in-june-2026-352-889/bundle · venue execution: polymarket →