TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will the price of Bitcoin be above $60,000 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 · “crypto · 000 · bitcoin” (47 markets)

Top terms: crypto000bitcoinpricejune14

§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 $58,000 on June 15?-8.150144▲ cointegrated · pair candidate
Will the price of Bitcoin be above $60,000 on June 15?-6.546144▲ cointegrated · pair candidate
Will the price of Bitcoin be above $54,000 on June 14?-6.175168▲ cointegrated · pair candidate
Will the price of Bitcoin be above $56,000 on June 15?-5.373144▲ cointegrated · pair candidate
Will the price of Bitcoin be above $58,000 on June 14?-3.962168▲ cointegrated · pair candidate
Will the price of Bitcoin be above $54,000 on June 15?-3.872144▲ cointegrated · pair candidate
Will the price of Bitcoin be above $52,000 on June 14?-3.784168▲ cointegrated · pair candidate
Will the price of Bitcoin be above $56,000 on June 14?-3.208168no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · bitcoin-above-60k-on-june-14-2026 · fresh · feed 0s old
24h sparkline · 60 pts 0.20%
realized vol (ann.)
5.54%
max drawdown
0.10%
sharpe
ulcer index
0.02%
RMS drawdown
pain index
0.01%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
0.08%
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
2000
store
spread
24h Δ
0.20%
flow lean
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-bitcoin-above-60k-on-june-14-2026/bundle · venue execution: polymarket