TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Bitcoin dip to $60,000 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 · 000” (35 markets)
Top terms: cryptobitcoin000junepriceabove
- Will the price of Bitcoin be above $52,000 on June 16?99.9¢ YES · $25.6k 24h
- Will the price of Bitcoin be above $54,000 on June 15?100.0¢ YES · $25.7k 24h
- Will the price of Bitcoin be above $56,000 on June 15?100.0¢ YES · $102.8k 24h
- Will the price of Bitcoin be above $58,000 on June 15?100.0¢ YES · $158.5k 24h
- Will the price of Bitcoin be above $60,000 on June 15?99.7¢ YES · $62.9k 24h
- Will the price of Bitcoin be above $60,000 on June 17?97.5¢ YES · $25.3k 24h
- Will the price of Bitcoin be above $60,000 on June 19?96.3¢ YES · $28.0k 24h
- Will the price of Bitcoin be above $62,000 on June 15?99.0¢ YES · $102.7k 24h
- Will the price of Bitcoin be above $62,000 on June 16?98.7¢ YES · $24.1k 24h
- Will the price of Bitcoin be above $64,000 on June 15?93.5¢ YES · $67.6k 24h
- Will the price of Bitcoin be above $66,000 on June 15?42.5¢ YES · $95.6k 24h
- Will the price of Bitcoin be above $68,000 on June 15?4.7¢ YES · $144.0k 24h
- Will the price of Bitcoin be above $70,000 on June 15?0.9¢ YES · $64.0k 24h
- Will the price of Bitcoin be above $72,000 on June 15?0.3¢ YES · $37.9k 24h
- Will the price of Bitcoin be above $74,000 on June 15?0.1¢ YES · $34.8k 24h
- Bitcoin Up or Down on June 15?94.5¢ YES · $116.3k 24h
- Will the price of Ethereum be above $1,800 on June 15?5.9¢ YES · $49.3k 24h
- Will the price of Ethereum be above $1,800 on June 16?12.7¢ YES · $24.7k 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 $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 hit $150k by June 30, 2026?0.1¢ YES · $128.9k 24h
- Will Bitcoin reach $100,000 in June?0.3¢ YES · $112.6k 24h
- Will Bitcoin reach $190,000 by December 31, 2026?2.0¢ YES · $31.0k 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 $70,000 in June?37.5¢ YES · $67.7k 24h
- Will Bitcoin reach $75,000 in June?8.5¢ YES · $26.6k 24h
- Will Bitcoin reach $80,000 in June?2.6¢ YES · $119.7k 24h
- Will Bitcoin reach $90,000 in June?0.5¢ YES · $28.3k 24h
- Will Microstrategy announce a Bitcoin purchase June 9-15?99.4¢ YES · $32.0k 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 |
|---|---|---|---|
| -8.286 | 153 | ▲ cointegrated · pair candidate | |
| -7.208 | 153 | ▲ cointegrated · pair candidate | |
| -5.270 | 153 | ▲ cointegrated · pair candidate | |
| -4.011 | 153 | ▲ cointegrated · pair candidate | |
| -3.750 | 57 | ▲ cointegrated · pair candidate | |
| -3.110 | 105 | no rejection · independent | |
| -3.088 | 129 | no rejection · independent | |
| -2.329 | 153 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-bitcoin-dip-to-60k-june-8-14-2026 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
35.39%
max drawdown
90.48%
sharpe
—
ulcer index
55.35%
RMS drawdown
pain index
43.50%
mean drawdown
mod. VaR 95%
0.01%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
90.48%
cond. drawdown
gain/pain
0.27
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.27
upside/downside
roll spread
53.8 bps
implied (price-only)
bars used
598
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-will-bitcoin-dip-to-60k-june-8-14-2026/bundle · venue execution: polymarket →