TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will Bitcoin dip to $62,000 on June 18?

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” (53 markets)

Top terms: cryptobitcoin000junepriceabove

§2 · Engle-Granger cointegration screen (0 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.

Not enough history to test pairs (minimum 24 aligned points required).

▸ Advanced metrics · M2M bundle

polymarket · will-bitcoin-dip-to-62k-on-june-18 · fresh · feed 14s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
269.57%
max drawdown
50.00%
sharpe
—
ulcer index
23.14%
RMS drawdown
pain index
18.28%
mean drawdown
mod. VaR 95%
0.01%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
48.44%
cond. drawdown
gain/pain
0.70
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.70
upside/downside
roll spread
17.3 bps
implied (price-only)
bars used
482
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-bitcoin-dip-to-62k-on-june-18/bundle · venue execution: polymarket →