TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Ethereum dip to $800 by December 31, 2026?
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
- Will Bitcoin dip to $47,500 in June?1.6¢ YES · $148.1k 24h
- Will Bitcoin dip to $50,000 in June?2.7¢ YES · $80.1k 24h
- Will Bitcoin dip to $52,500 in June?5.1¢ YES · $82.0k 24h
- Will Bitcoin dip to $55,000 in June?7.6¢ YES · $135.8k 24h
- Will Bitcoin dip to $56,000 June 8-14?0.1¢ YES · $25.4k 24h
- Will Bitcoin dip to $57,500 in June?15.9¢ YES · $41.7k 24h
- Will Bitcoin dip to $58,000 June 8-14?0.1¢ YES · $51.0k 24h
- Will Bitcoin dip to $60,000 June 8-14?0.1¢ YES · $39.3k 24h
- Will Bitcoin dip to $62,000 on June 14?0.1¢ YES · $61.6k 24h
- Will Bitcoin dip to $63,000 on June 14?0.1¢ YES · $94.4k 24h
- Will Bitcoin hit $150k by June 30, 2026?0.1¢ YES · $111.4k 24h
- Will Bitcoin reach $66,000 June 8-14?5.1¢ YES · $128.6k 24h
- Will Bitcoin reach $66,000 on June 14?4.3¢ YES · $102.3k 24h
- Will Bitcoin reach $67,500 in June?68.5¢ YES · $52.2k 24h
- Will Bitcoin reach $67,000 on June 14?0.9¢ YES · $80.0k 24h
- Will Bitcoin reach $68,000 June 8-14?0.1¢ YES · $48.4k 24h
- Will Bitcoin reach $68,000 on June 14?0.5¢ YES · $68.4k 24h
- Will Bitcoin reach $69,000 on June 14?0.1¢ YES · $74.2k 24h
- Will Bitcoin reach $70,000 in June?33.5¢ YES · $51.1k 24h
- Will Bitcoin reach $72,500 in June?17.5¢ YES · $28.0k 24h
- Will Bitcoin reach $75,000 in June?8.5¢ YES · $31.9k 24h
- Will Bitcoin reach $77,500 in June?4.2¢ YES · $69.8k 24h
- Will Bitcoin reach $80,000 in June?2.4¢ YES · $128.2k 24h
- Will Bitcoin reach $82,500 in June?1.3¢ YES · $27.5k 24h
- Will Bitcoin reach $90,000 in June?0.4¢ YES · $25.4k 24h
- Will Ethereum dip to $1,650 on June 14?1.1¢ YES · $31.6k 24h
- ★ Will Ethereum dip to $800 by December 31, 2026?16.5¢ YES · $30.7k 24h
- Will Ethereum reach $1,750 on June 14?5.7¢ YES · $34.9k 24h
- Will Ethereum reach $1,800 June 8-14?0.4¢ YES · $39.6k 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 |
|---|---|---|---|
| -3.116 | 168 | no rejection · independent | |
| -2.771 | 168 | no rejection · independent | |
| -2.302 | 168 | no rejection · independent | |
| -2.293 | 169 | no rejection · independent | |
| -2.285 | 169 | no rejection · independent | |
| -2.235 | 169 | no rejection · independent | |
| -2.220 | 169 | no rejection · independent | |
| -2.031 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-ethereum-dip-to-800-by-december-31-2026-568 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
24.13%
max drawdown
5.71%
sharpe
—
ulcer index
4.93%
RMS drawdown
pain index
4.30%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
5.71%
cond. drawdown
gain/pain
0.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.00
upside/downside
roll spread
0.8 bps
implied (price-only)
bars used
1504
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-will-ethereum-dip-to-800-by-december-31-2026-568/bundle · venue execution: polymarket →