TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Bitcoin dip to $52,500 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 · $40.1k 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?100.0¢ YES · $78.5k 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?96.2¢ 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?99.6¢ YES · $125.1k 24h
- Will the price of Bitcoin be above $62,000 on June 21?96.4¢ YES · $22.1k 24h
- Will the price of Bitcoin be above $62,000 on June 22?86.0¢ YES · $19.4k 24h
- Will the price of Bitcoin be above $64,000 on June 20?8.6¢ YES · $129.4k 24h
- Will the price of Bitcoin be above $64,000 on June 21?27.0¢ YES · $16.8k 24h
- Will the price of Bitcoin be above $66,000 on June 20?0.1¢ YES · $138.0k 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 on June 20?79.5¢ YES · $159.9k 24h
- Bitcoin Up or Down - June 20, 5:20AM-5:25AM ET78.5¢ YES · $20.0k 24h
- Will the price of Ethereum be above $1,700 on June 20?96.1¢ YES · $17.5k 24h
- Ethereum Up or Down on June 20?91.5¢ YES · $26.3k 24h
- Will Bitcoin dip to $47,500 in June?0.8¢ YES · $82.5k 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 · $62.2k 24h
- Will Bitcoin dip to $55,000 in June?6.9¢ YES · $28.5k 24h
- Will Bitcoin dip to $56,000 June 15-21?0.5¢ YES · $15.4k 24h
- Will Bitcoin dip to $57,500 in June?17.4¢ YES · $36.5k 24h
- Will Bitcoin dip to $58,000 June 15-21?1.3¢ YES · $20.6k 24h
- Will Bitcoin dip to $60,000 June 15-21?3.9¢ YES · $56.2k 24h
- Will Bitcoin dip to $62,000 June 15-21?17.5¢ YES · $61.2k 24h
- Will Bitcoin reach $100,000 in June?0.1¢ YES · $46.0k 24h
- Will Bitcoin reach $64,000 on June 20?39.5¢ YES · $26.4k 24h
- Will Bitcoin reach $67,500 in June?28.5¢ YES · $57.4k 24h
- Will Bitcoin reach $68,000 June 15-21?1.1¢ YES · $37.1k 24h
- Will Bitcoin reach $70,000 in June?8.5¢ YES · $63.1k 24h
- Will Bitcoin reach $72,500 in June?4.2¢ YES · $56.5k 24h
- Will Bitcoin reach $75,000 in June?1.5¢ YES · $127.5k 24h
- Will Bitcoin reach $77,500 in June?0.9¢ YES · $38.6k 24h
- Will Bitcoin reach $80,000 in June?0.4¢ YES · $21.6k 24h
- Will Bitcoin reach $85,000 in June?0.7¢ YES · $79.6k 24h
- Will Ethereum reach $1,900 June 15-21?0.8¢ YES · $15.6k 24h
- Will the price of Bitcoin be between $62,000 and $64,000 on June 20?91.0¢ YES · $28.6k 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 |
|---|---|---|---|
| -4.809 | 161 | ▲ cointegrated · pair candidate | |
| -3.830 | 63 | ▲ cointegrated · pair candidate | |
| -3.702 | 89 | ▲ cointegrated · pair candidate | |
| -3.282 | 161 | no rejection · independent | |
| -2.577 | 137 | no rejection · independent | |
| -2.426 | 113 | no rejection · independent | |
| -2.242 | 161 | no rejection · independent | |
| -2.096 | 161 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-bitcoin-dip-to-52pt5k-in-june-2026-885 · fresh · feed 7s old24h sparkline · 60 pts▼ —
realized vol (ann.)
19.48%
max drawdown
4.94%
sharpe
—
ulcer index
2.69%
RMS drawdown
pain index
1.58%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
4.94%
cond. drawdown
gain/pain
0.67
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.67
upside/downside
roll spread
1.5 bps
implied (price-only)
bars used
498
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-will-bitcoin-dip-to-52pt5k-in-june-2026-885/bundle · venue execution: polymarket →