TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Bitcoin dip to $57,500 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” (42 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 · $113.1k 24h
- Will the price of Bitcoin be above $60,000 on June 20?99.9¢ YES · $80.9k 24h
- Will the price of Bitcoin be above $60,000 on June 21?99.2¢ YES · $18.7k 24h
- Will the price of Bitcoin be above $60,000 on June 22?98.4¢ YES · $19.7k 24h
- Will the price of Bitcoin be above $60,000 on June 23?96.4¢ YES · $20.0k 24h
- Will the price of Bitcoin be above $60,000 on June 24?94.5¢ YES · $17.4k 24h
- Will the price of Bitcoin be above $62,000 on June 20?99.8¢ YES · $136.8k 24h
- Will the price of Bitcoin be above $62,000 on June 21?96.5¢ YES · $22.4k 24h
- Will the price of Bitcoin be above $62,000 on June 22?87.5¢ YES · $19.9k 24h
- Will the price of Bitcoin be above $64,000 on June 20?14.0¢ YES · $143.0k 24h
- Will the price of Bitcoin be above $64,000 on June 21?32.0¢ YES · $16.6k 24h
- Will the price of Bitcoin be above $66,000 on June 20?0.1¢ YES · $158.8k 24h
- Will the price of Bitcoin be above $66,000 on June 21?1.9¢ YES · $27.1k 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?89.5¢ YES · $174.6k 24h
- Will the price of Ethereum be above $1,700 on June 20?98.2¢ YES · $17.9k 24h
- Ethereum Up or Down on June 20?93.5¢ YES · $28.0k 24h
- Will Bitcoin dip to $47,500 in June?0.7¢ YES · $90.0k 24h
- Will Bitcoin dip to $50,000 in June?2.3¢ YES · $83.9k 24h
- Will Bitcoin dip to $52,500 in June?4.0¢ YES · $61.8k 24h
- Will Bitcoin dip to $55,000 in June?6.2¢ YES · $26.2k 24h
- ★ Will Bitcoin dip to $57,500 in June?15.9¢ YES · $36.7k 24h
- Will Bitcoin dip to $58,000 June 15-21?0.9¢ YES · $17.2k 24h
- Will Bitcoin dip to $60,000 June 15-21?3.4¢ YES · $53.9k 24h
- Will Bitcoin dip to $62,000 June 15-21?14.0¢ YES · $58.5k 24h
- Will Bitcoin reach $100,000 in June?0.1¢ YES · $55.1k 24h
- Will Bitcoin reach $64,000 on June 20?51.5¢ YES · $30.4k 24h
- Will Bitcoin reach $65,000 on June 20?6.0¢ YES · $18.0k 24h
- Will Bitcoin reach $67,500 in June?28.5¢ YES · $55.3k 24h
- Will Bitcoin reach $68,000 June 15-21?0.9¢ YES · $38.2k 24h
- Will Bitcoin reach $70,000 in June?8.5¢ YES · $65.1k 24h
- Will Bitcoin reach $72,500 in June?4.7¢ YES · $81.2k 24h
- Will Bitcoin reach $75,000 in June?1.4¢ YES · $127.9k 24h
- Will Bitcoin reach $77,500 in June?0.8¢ YES · $37.8k 24h
- Will Bitcoin reach $80,000 in June?0.5¢ YES · $21.9k 24h
- Will Bitcoin reach $85,000 in June?0.7¢ YES · $67.7k 24h
- Will Bitcoin reach $90,000 in June?0.3¢ YES · $17.5k 24h
- Will the price of Bitcoin be between $62,000 and $64,000 on June 20?86.0¢ YES · $29.1k 24h
- Will the price of XRP be between $0.90 and $1.00 on June 20?0.4¢ 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 |
|---|---|---|---|
| -4.025 | 64 | ▲ cointegrated · pair candidate | |
| -3.676 | 90 | ▲ cointegrated · pair candidate | |
| -3.120 | 162 | no rejection · independent | |
| -2.386 | 162 | no rejection · independent | |
| -2.071 | 114 | no rejection · independent | |
| -1.966 | 162 | no rejection · independent | |
| -1.948 | 162 | no rejection · independent | |
| -1.617 | 138 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-bitcoin-dip-to-57pt5k-in-june-2026-623 · fresh · feed 1s old24h sparkline · 60 pts▼ —
realized vol (ann.)
114.73%
max drawdown
19.41%
sharpe
—
ulcer index
10.29%
RMS drawdown
pain index
7.67%
mean drawdown
mod. VaR 95%
0.11%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
18.80%
cond. drawdown
gain/pain
0.93
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.93
upside/downside
roll spread
0.8 bps
implied (price-only)
bars used
803
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-will-bitcoin-dip-to-57pt5k-in-june-2026-623/bundle · venue execution: polymarket →