TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will Bitcoin reach $90,000 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 · “crypto · bitcoin · reach” (29 markets)

Top terms: cryptobitcoinreach000junedip

§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.

Peert-statnVerdict
Will Bitcoin dip to $56,000 June 8-14?-3.047168no rejection · independent
Will Bitcoin dip to $58,000 June 8-14?-2.677168no rejection · independent
Will Bitcoin dip to $47,500 in June?-2.647169no rejection · independent
Will Bitcoin dip to $55,000 in June?-2.526169no rejection · independent
Will Bitcoin dip to $57,500 in June?-2.457169no rejection · independent
Will Bitcoin dip to $50,000 in June?-2.432169no rejection · independent
Will Bitcoin dip to $60,000 June 8-14?-2.417168no rejection · independent
Will Bitcoin dip to $52,500 in June?-2.411169no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · will-bitcoin-reach-90k-in-june-2026 · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
7.88%
max drawdown
18.18%
sharpe
ulcer index
12.77%
RMS drawdown
pain index
9.36%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
18.18%
cond. drawdown
gain/pain
1.00
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
567
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-bitcoin-reach-90k-in-june-2026/bundle · venue execution: polymarket