TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will the price of Bitcoin be above $58,000 on June 15?
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 · “bitcoin · crypto · 000” (28 markets)
Top terms: bitcoincrypto000junepriceabove
- Will the price of Bitcoin be above $52,000 on June 16?100.0¢ YES · $25.1k 24h
- Will the price of Bitcoin be above $54,000 on June 15?100.0¢ YES · $38.5k 24h
- Will the price of Bitcoin be above $56,000 on June 15?100.0¢ YES · $101.1k 24h
- ★ Will the price of Bitcoin be above $58,000 on June 15?99.9¢ YES · $102.3k 24h
- Will the price of Bitcoin be above $60,000 on June 15?98.9¢ YES · $41.9k 24h
- Will the price of Bitcoin be above $62,000 on June 15?92.2¢ YES · $70.5k 24h
- Will the price of Bitcoin be above $64,000 on June 15?43.5¢ YES · $29.5k 24h
- Will the price of Bitcoin be above $66,000 on June 15?5.5¢ YES · $63.3k 24h
- Will the price of Bitcoin be above $68,000 on June 15?0.5¢ YES · $79.3k 24h
- Will the price of Bitcoin be above $70,000 on June 15?0.1¢ YES · $32.1k 24h
- Will the price of Bitcoin be above $72,000 on June 15?0.1¢ YES · $26.2k 24h
- Will Bitcoin dip to $47,500 in June?2.9¢ YES · $97.6k 24h
- Will Bitcoin dip to $50,000 in June?4.9¢ YES · $55.6k 24h
- Will Bitcoin dip to $52,500 in June?8.6¢ YES · $52.1k 24h
- Will Bitcoin dip to $55,000 in June?13.9¢ YES · $95.3k 24h
- Will Bitcoin dip to $62,000 on June 14?3.9¢ YES · $32.8k 24h
- Will Bitcoin dip to $63,000 on June 14?27.5¢ YES · $31.8k 24h
- Will Bitcoin hit $150k by June 30, 2026?0.1¢ YES · $127.4k 24h
- Will Bitcoin reach $100,000 in June?0.1¢ YES · $101.0k 24h
- Will Bitcoin reach $190,000 by December 31, 2026?1.9¢ YES · $30.7k 24h
- Will Bitcoin reach $65,000 in June?81.5¢ YES · $136.2k 24h
- Will Bitcoin reach $66,000 June 8-14?2.5¢ YES · $50.7k 24h
- Will Bitcoin reach $67,500 in June?46.5¢ YES · $24.8k 24h
- Will Bitcoin reach $70,000 in June?21.5¢ YES · $48.0k 24h
- Will Bitcoin reach $72,500 in June?9.5¢ YES · $27.1k 24h
- Will Bitcoin reach $80,000 in June?1.7¢ YES · $93.3k 24h
- Will Microstrategy announce a Bitcoin purchase June 9-15?99.3¢ YES · $30.9k 24h
- Will Satoshi move any Bitcoin in 2026?5.0¢ YES · $61.5k 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 |
|---|---|---|---|
| -6.665 | 149 | ▲ cointegrated · pair candidate | |
| -6.161 | 149 | ▲ cointegrated · pair candidate | |
| -5.297 | 149 | ▲ cointegrated · pair candidate | |
| -4.439 | 149 | ▲ cointegrated · pair candidate | |
| -3.562 | 149 | ▲ cointegrated · pair candidate | |
| -3.435 | 125 | ▲ cointegrated · pair candidate | |
| -2.065 | 149 | no rejection · independent | |
| -1.868 | 149 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · bitcoin-above-58k-on-june-15-2026 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
22.37%
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)
—
upside/downside
roll spread
0.3 bps
implied (price-only)
bars used
141
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-bitcoin-above-58k-on-june-15-2026/bundle · venue execution: polymarket →