TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will the price of Bitcoin be between $64,000 and $66,000 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 · “000 · crypto · bitcoin” (34 markets)

Top terms: 000cryptobitcoinpriceabove14

§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 the price of Bitcoin be above $54,000 on June 14?-3.141169no rejection · independent
Will the price of Bitcoin be above $56,000 on June 15?-2.638146no rejection · independent
Will the price of Bitcoin be above $52,000 on June 14?-2.605169no rejection · independent
Will the price of Bitcoin be above $54,000 on June 15?-2.536146no rejection · independent
Will the price of Bitcoin be above $62,000 on June 14?-2.045169no rejection · independent
Will the price of Bitcoin be above $58,000 on June 15?-2.038146no rejection · independent
Will the price of Bitcoin be above $60,000 on June 15?-1.931146no rejection · independent
Will the price of Bitcoin be above $60,000 on June 14?-1.917169no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · will-the-price-of-bitcoin-be-between-64000-66000-on-june-14-2026 · fresh · feed 0s old
24h sparkline · 60 pts
realized vol (ann.)
1837.70%
max drawdown
60.85%
sharpe
ulcer index
15.57%
RMS drawdown
pain index
8.04%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
51.09%
cond. drawdown
gain/pain
1.30
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
1.30
upside/downside
roll spread
3.7 bps
implied (price-only)
bars used
2000
store
spread
24h Δ
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-the-price-of-bitcoin-be-between-64000-66000-on-june-14-2026/bundle · venue execution: polymarket