TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Bitcoin reach $67,000 on June 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 · 500” (14 markets)
Top terms: cryptobitcoin500reachjune14
- Bitcoin Up or Down - June 14, 6PM ET100.0¢ YES · $73.3k 24h
- Bitcoin Up or Down - June 14, 7PM ET100.0¢ YES · $37.8k 24h
- Bitcoin Up or Down - June 14, 8PM ET53.5¢ YES · $25.7k 24h
- Will Bitcoin dip to $47,500 in June?1.7¢ YES · $145.6k 24h
- Will Bitcoin dip to $57,500 in June?15.4¢ YES · $32.0k 24h
- Will Bitcoin hit $150k by June 30, 2026?0.1¢ YES · $128.9k 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 $72,500 in June?17.5¢ YES · $35.4k 24h
- Will Bitcoin reach $77,500 in June?5.1¢ YES · $63.9k 24h
- Will Bitcoin reach $82,500 in June?1.4¢ YES · $31.8k 24h
- Will Ethereum dip to $1,650 on June 14?0.5¢ YES · $31.3k 24h
- Will Ethereum reach $1,750 on June 14?34.5¢ YES · $31.8k 24h
- Will Ethereum reach $1,800 June 8-14?3.3¢ YES · $29.9k 24h
§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-reach-67k-on-june-14 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
914.14%
max drawdown
78.76%
sharpe
—
ulcer index
58.02%
RMS drawdown
pain index
50.47%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
73.40%
cond. drawdown
gain/pain
0.75
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.75
upside/downside
roll spread
19.1 bps
implied (price-only)
bars used
578
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-will-bitcoin-reach-67k-on-june-14/bundle · venue execution: polymarket →