TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Bitcoin dip to $58,000 June 8-14?
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 · reach” (26 markets)
Top terms: cryptobitcoinreach000dipjune
- Will Bitcoin dip to $47,500 in June?1.7¢ YES · $145.6k 24h
- Will Bitcoin dip to $50,000 in June?3.3¢ YES · $80.3k 24h
- Will Bitcoin dip to $52,500 in June?5.3¢ YES · $79.9k 24h
- Will Bitcoin dip to $55,000 in June?8.2¢ YES · $142.6k 24h
- Will Bitcoin dip to $56,000 June 8-14?0.1¢ YES · $28.6k 24h
- Will Bitcoin dip to $57,500 in June?14.4¢ YES · $32.8k 24h
- ★ Will Bitcoin dip to $58,000 June 8-14?0.1¢ YES · $51.4k 24h
- Will Bitcoin dip to $60,000 June 8-14?0.1¢ YES · $37.4k 24h
- Will Bitcoin dip to $62,000 on June 14?0.6¢ YES · $49.8k 24h
- Will Bitcoin dip to $63,000 on June 14?0.5¢ YES · $88.0k 24h
- Will Bitcoin reach $66,000 June 8-14?72.5¢ YES · $118.9k 24h
- Will Bitcoin reach $66,000 on June 14?71.5¢ YES · $88.5k 24h
- Will Bitcoin reach $67,500 in June?71.5¢ YES · $50.8k 24h
- Will Bitcoin reach $67,000 on June 14?4.1¢ YES · $54.2k 24h
- Will Bitcoin reach $68,000 June 8-14?1.8¢ YES · $47.4k 24h
- Will Bitcoin reach $70,000 in June?37.5¢ YES · $67.7k 24h
- Will Bitcoin reach $72,500 in June?17.5¢ YES · $35.4k 24h
- Will Bitcoin reach $75,000 in June?8.5¢ YES · $26.6k 24h
- Will Bitcoin reach $77,500 in June?5.1¢ YES · $63.9k 24h
- Will Bitcoin reach $80,000 in June?2.6¢ YES · $119.7k 24h
- Will Bitcoin reach $82,500 in June?1.4¢ YES · $31.8k 24h
- Will Bitcoin reach $90,000 in June?0.5¢ YES · $28.3k 24h
- Will Ethereum dip to $1,650 on June 14?0.5¢ YES · $31.3k 24h
- Will Ethereum dip to $800 by December 31, 2026?16.5¢ YES · $30.7k 24h
- Will Ethereum reach $1,750 on June 14?34.5¢ YES · $31.8k 24h
- Will Ethereum reach $1,800 June 8-14?2.4¢ YES · $29.9k 24h
§2 · Engle-Granger cointegration screen (7 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 |
|---|---|---|---|
| -15.066 | 165 | ▲ cointegrated · pair candidate | |
| -8.091 | 165 | ▲ cointegrated · pair candidate | |
| -6.304 | 165 | ▲ cointegrated · pair candidate | |
| -6.015 | 165 | ▲ cointegrated · pair candidate | |
| -5.924 | 165 | ▲ cointegrated · pair candidate | |
| -5.081 | 165 | ▲ cointegrated · pair candidate | |
| -5.024 | 165 | ▲ cointegrated · pair candidate |
▸ Advanced metrics · M2M bundle
polymarket · will-bitcoin-dip-to-58k-june-8-14-2026 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
16.78%
max drawdown
87.50%
sharpe
—
ulcer index
71.89%
RMS drawdown
pain index
68.68%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
75.21%
cond. drawdown
gain/pain
0.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.00
upside/downside
roll spread
97.4 bps
implied (price-only)
bars used
576
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-will-bitcoin-dip-to-58k-june-8-14-2026/bundle · venue execution: polymarket →