TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will Solana dip to $60 June 15-21?

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 · “solana · dip · crypto” (2 markets)

Top terms: solanadipcrypto$10$6015

Will Solana dip to $10 in June?0.1¢ YES · $36.1k 24h
★ Will Solana dip to $60 June 15-21?0.4¢ YES · $18.4k 24h

§2 · Engle-Granger cointegration screen (1 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
Will Solana dip to $10 in June?	-6.288	128	▲ cointegrated · pair candidate

▸ Advanced metrics · M2M bundle

polymarket · will-solana-dip-to-60-june-15-21-2026 · fresh · feed 12s old

24h sparkline · 60 pts▼ —

realized vol (ann.)

50.09%

max drawdown

77.14%

sharpe

—

ulcer index

58.81%

RMS drawdown

pain index

57.02%

mean drawdown

mod. VaR 95%

0.00%

Cornish-Fisher

martin ratio

—

ret / ulcer

CDaR 95%

77.14%

cond. drawdown

gain/pain

0.34

Σgain / Σ|loss|

sterling

—

ret / CDaR

omega (θ=0)

0.34

upside/downside

roll spread

34.4 bps

implied (price-only)

bars used

1046

store

spread

—

24h Δ

—

flow lean

—

carry

flat

signalNEUTRALconfidence 20%

Same bundle via M2M API: /api/m2m/pm-will-solana-dip-to-60-june-15-21-2026/bundle · venue execution: polymarket →