TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Bitcoin reach $77,500 in June?
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 · “500 · crypto · dip” (9 markets)
Top terms: 500cryptodipbitcoinjunereach
- Will Bitcoin dip to $47,500 in June?0.8¢ YES · $82.9k 24h
- Will Bitcoin dip to $50,000 in June?2.5¢ YES · $85.5k 24h
- Will Bitcoin dip to $52,500 in June?4.0¢ YES · $69.7k 24h
- Will Bitcoin dip to $55,000 in June?7.4¢ YES · $30.3k 24h
- Will Bitcoin dip to $57,500 in June?17.1¢ YES · $34.9k 24h
- Will Bitcoin reach $67,500 in June?29.5¢ YES · $61.0k 24h
- Will Bitcoin reach $72,500 in June?4.2¢ YES · $57.0k 24h
- ★ Will Bitcoin reach $77,500 in June?0.9¢ YES · $37.9k 24h
- Will Solana dip to $10 in June?0.1¢ YES · $36.4k 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 |
|---|---|---|---|
| -3.845 | 168 | ▲ cointegrated · pair candidate | |
| -3.429 | 168 | ▲ cointegrated · pair candidate | |
| -1.587 | 168 | no rejection · independent | |
| -1.211 | 168 | no rejection · independent | |
| -1.179 | 168 | no rejection · independent | |
| -1.177 | 168 | no rejection · independent | |
| -1.044 | 168 | no rejection · independent | |
| -1.018 | 168 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-bitcoin-reach-77pt5k-in-june-2026 · fresh · feed 13s old24h sparkline · 60 pts▼ —
realized vol (ann.)
0.00%
max drawdown
0.00%
sharpe
—
ulcer index
0.00%
RMS drawdown
pain index
0.00%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.00%
cond. drawdown
gain/pain
—
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
299
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-will-bitcoin-reach-77pt5k-in-june-2026/bundle · venue execution: polymarket →