TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will Bitcoin dip to $55,000 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 · “dip · crypto · 500” (11 markets)

Top terms: dipcrypto500bitcoinjunereach

Will Bitcoin dip to $47,500 in June?0.8¢ YES · $83.7k 24h
Will Bitcoin dip to $50,000 in June?2.5¢ YES · $86.1k 24h
Will Bitcoin dip to $52,500 in June?4.0¢ YES · $69.7k 24h
★ Will Bitcoin dip to $55,000 in June?7.2¢ YES · $31.3k 24h
Will Bitcoin dip to $57,500 in June?16.7¢ YES · $33.9k 24h
Will Bitcoin dip to $62,000 June 15-21?14.5¢ YES · $58.8k 24h
Will Bitcoin reach $67,500 in June?29.5¢ YES · $59.5k 24h
Will Bitcoin reach $72,500 in June?4.2¢ YES · $58.2k 24h
Will Bitcoin reach $77,500 in June?0.9¢ YES · $37.9k 24h
Will Solana dip to $10 in June?0.1¢ YES · $36.5k 24h
Will Solana dip to $60 June 15-21?0.9¢ YES · $18.4k 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
Will Bitcoin dip to $50,000 in June?	-6.069	168	▲ cointegrated · pair candidate
Will Bitcoin dip to $52,500 in June?	-5.879	168	▲ cointegrated · pair candidate
Will Bitcoin dip to $62,000 June 15-21?	-4.079	124	▲ cointegrated · pair candidate
Will Bitcoin dip to $57,500 in June?	-3.956	168	▲ cointegrated · pair candidate
Will Bitcoin dip to $47,500 in June?	-3.827	168	▲ cointegrated · pair candidate
Will Bitcoin reach $77,500 in June?	-2.156	168	no rejection · independent
Will Bitcoin reach $72,500 in June?	-2.154	168	no rejection · independent
Will Bitcoin reach $67,500 in June?	-1.976	168	no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · will-bitcoin-dip-to-55k-in-june-2026-779 · fresh · feed 11s old

24h sparkline · 60 pts▼ —

realized vol (ann.)

32.57%

max drawdown

1.38%

sharpe

—

ulcer index

0.80%

RMS drawdown

pain index

0.47%

mean drawdown

mod. VaR 95%

0.00%

Cornish-Fisher

martin ratio

—

ret / ulcer

CDaR 95%

1.38%

cond. drawdown

gain/pain

6.00

Σgain / Σ|loss|

sterling

—

ret / CDaR

omega (θ=0)

6.00

upside/downside

roll spread

5.7 bps

implied (price-only)

bars used

248

store

spread

—

24h Δ

—

flow lean

—

carry

flat

signalNEUTRALconfidence 20%

Same bundle via M2M API: /api/m2m/pm-will-bitcoin-dip-to-55k-in-june-2026-779/bundle · venue execution: polymarket →