TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Bitcoin dip to $60,000 June 15-21?
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” (51 markets)
Top terms: cryptobitcoin000junepriceabove
- Will the price of Bitcoin be above $52,000 on June 18?100.0¢ YES · $32.0k 24h
- Will the price of Bitcoin be above $54,000 on June 18?100.0¢ YES · $22.1k 24h
- Will the price of Bitcoin be above $56,000 on June 18?100.0¢ YES · $44.9k 24h
- Will the price of Bitcoin be above $58,000 on June 18?100.0¢ YES · $173.8k 24h
- Will the price of Bitcoin be above $58,000 on June 19?99.6¢ YES · $31.6k 24h
- Will the price of Bitcoin be above $60,000 on June 18?100.0¢ YES · $352.7k 24h
- Will the price of Bitcoin be above $60,000 on June 19?99.1¢ YES · $52.8k 24h
- Will the price of Bitcoin be above $62,000 on June 18?99.7¢ YES · $298.6k 24h
- Will the price of Bitcoin be above $62,000 on June 19?95.8¢ YES · $59.0k 24h
- Will the price of Bitcoin be above $64,000 on June 18?81.5¢ YES · $207.3k 24h
- Will the price of Bitcoin be above $64,000 on June 19?62.5¢ YES · $25.5k 24h
- Will the price of Bitcoin be above $66,000 on June 18?1.5¢ YES · $190.3k 24h
- Will the price of Bitcoin be above $66,000 on June 19?9.5¢ YES · $50.0k 24h
- Will the price of Bitcoin be above $68,000 on June 18?0.1¢ YES · $235.9k 24h
- Will the price of Bitcoin be above $68,000 on June 19?1.6¢ YES · $72.4k 24h
- Will the price of Bitcoin be above $68,000 on June 20?2.4¢ YES · $25.3k 24h
- Will the price of Bitcoin be above $70,000 on June 18?0.1¢ YES · $212.6k 24h
- Will the price of Bitcoin be above $70,000 on June 19?0.3¢ YES · $35.2k 24h
- Will the price of Bitcoin be above $72,000 on June 18?0.1¢ YES · $69.4k 24h
- Will the price of Bitcoin be above $72,000 on June 19?0.1¢ YES · $35.6k 24h
- Will the price of Bitcoin be above $74,000 on June 19?0.1¢ YES · $27.7k 24h
- Will the price of Bitcoin be above $74,000 on June 20?0.1¢ YES · $41.6k 24h
- Bitcoin Up or Down on June 18?3.7¢ YES · $231.4k 24h
- Will the price of Ethereum be above $1,500 on June 18?100.0¢ YES · $196.8k 24h
- Will the price of Ethereum be above $1,600 on June 18?100.0¢ YES · $66.6k 24h
- Will the price of Ethereum be above $1,700 on June 18?98.0¢ YES · $76.9k 24h
- Will the price of Ethereum be above $1,800 on June 18?1.1¢ YES · $66.4k 24h
- Will the price of Ethereum be above $1,800 on June 19?13.0¢ YES · $32.4k 24h
- Will the price of Ethereum be above $1,900 on June 18?0.3¢ YES · $31.2k 24h
- Ethereum Up or Down on June 18?11.5¢ YES · $44.9k 24h
- Will Bitcoin dip to $47,500 in June?1.3¢ YES · $73.1k 24h
- Will Bitcoin dip to $50,000 in June?2.3¢ YES · $130.7k 24h
- Will Bitcoin dip to $52,500 in June?3.6¢ YES · $44.6k 24h
- Will Bitcoin dip to $55,000 in June?7.0¢ YES · $79.2k 24h
- Will Bitcoin dip to $57,500 in June?15.8¢ YES · $81.5k 24h
- ★ Will Bitcoin dip to $60,000 June 15-21?4.3¢ YES · $53.0k 24h
- Will Bitcoin dip to $62,000 on June 18?3.0¢ YES · $23.3k 24h
- Will Bitcoin dip to $63,000 on June 18?15.0¢ YES · $35.1k 24h
- Will Bitcoin reach $100,000 in June?0.1¢ YES · $142.9k 24h
- Will Bitcoin reach $67,500 in June?43.5¢ YES · $92.2k 24h
- Will Bitcoin reach $68,000 June 15-21?5.5¢ YES · $40.9k 24h
- Will Bitcoin reach $70,000 in June?15.5¢ YES · $37.1k 24h
- Will Bitcoin reach $72,500 in June?6.5¢ YES · $27.1k 24h
- Will Bitcoin reach $75,000 in June?3.4¢ YES · $91.9k 24h
- Will Bitcoin reach $77,500 in June?1.8¢ YES · $71.3k 24h
- Will Bitcoin reach $80,000 in June?0.7¢ YES · $59.0k 24h
- Will Bitcoin reach $87,500 in June?0.4¢ YES · $24.4k 24h
- Will Bitcoin reach $90,000 in June?0.4¢ YES · $29.6k 24h
- Will the price of Bitcoin be between $58,000 and $60,000 on June 18?0.1¢ YES · $35.8k 24h
- Will the price of Bitcoin be between $60,000 and $62,000 on June 18?0.4¢ YES · $22.2k 24h
- Will the price of Ethereum be between $1,500 and $1,600 on June 18?0.2¢ YES · $114.5k 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 |
|---|---|---|---|
| -3.978 | 82 | ▲ cointegrated · pair candidate | |
| -3.622 | 82 | ▲ cointegrated · pair candidate | |
| -3.378 | 82 | ▲ cointegrated · pair candidate | |
| -3.227 | 82 | no rejection · independent | |
| -3.167 | 82 | no rejection · independent | |
| -3.155 | 82 | no rejection · independent | |
| -3.149 | 82 | no rejection · independent | |
| -2.792 | 82 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-bitcoin-dip-to-60k-june-15-21-2026 · fresh · feed 4s old24h sparkline · 60 pts▼ -50.86%
realized vol (ann.)
161.69%
max drawdown
64.61%
sharpe
—
ulcer index
40.84%
RMS drawdown
pain index
33.52%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
62.49%
cond. drawdown
gain/pain
0.92
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.92
upside/downside
roll spread
1.5 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
-50.86%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
- 24h change -50.86%
Same bundle via M2M API:
/api/m2m/pm-will-bitcoin-dip-to-60k-june-15-21-2026/bundle · venue execution: polymarket →