TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will the price of Bitcoin be above $60,000 on June 17?
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 · price · above” (27 markets)
Top terms: cryptopriceabovebitcoin00015
- Will the price of Bitcoin be above $52,000 on June 16?100.0¢ YES · $25.8k 24h
- Will the price of Bitcoin be above $54,000 on June 16?100.0¢ YES · $36.8k 24h
- Will the price of Bitcoin be above $56,000 on June 15?100.0¢ YES · $99.9k 24h
- Will the price of Bitcoin be above $56,000 on June 16?100.0¢ YES · $58.4k 24h
- Will the price of Bitcoin be above $58,000 on June 15?100.0¢ YES · $163.1k 24h
- Will the price of Bitcoin be above $58,000 on June 16?100.0¢ YES · $35.6k 24h
- Will the price of Bitcoin be above $60,000 on June 15?99.9¢ YES · $100.6k 24h
- Will the price of Bitcoin be above $60,000 on June 16?99.4¢ YES · $24.5k 24h
- ★ Will the price of Bitcoin be above $60,000 on June 17?98.7¢ YES · $26.1k 24h
- Will the price of Bitcoin be above $60,000 on June 19?97.8¢ YES · $28.2k 24h
- Will the price of Bitcoin be above $62,000 on June 15?99.8¢ YES · $175.3k 24h
- Will the price of Bitcoin be above $62,000 on June 16?98.6¢ YES · $27.3k 24h
- Will the price of Bitcoin be above $64,000 on June 15?96.4¢ YES · $83.9k 24h
- Will the price of Bitcoin be above $66,000 on June 15?38.5¢ YES · $110.3k 24h
- Will the price of Bitcoin be above $68,000 on June 15?1.8¢ YES · $201.6k 24h
- Will the price of Bitcoin be above $70,000 on June 15?0.4¢ YES · $97.3k 24h
- Will the price of Bitcoin be above $72,000 on June 15?0.1¢ YES · $54.3k 24h
- Will the price of Bitcoin be above $74,000 on June 15?0.1¢ YES · $34.8k 24h
- Bitcoin Up or Down on June 15?96.3¢ YES · $145.4k 24h
- Will the price of Ethereum be above $1,700 on June 15?72.0¢ YES · $22.6k 24h
- Will the price of Ethereum be above $1,800 on June 15?2.9¢ YES · $52.6k 24h
- Will the price of Ethereum be above $1,800 on June 16?8.2¢ YES · $26.4k 24h
- Will the price of Ethereum be above $1,900 on June 15?0.7¢ YES · $29.5k 24h
- Ethereum Up or Down on June 15?95.5¢ YES · $22.1k 24h
- Will Bitcoin reach $100,000 in June?0.3¢ YES · $93.1k 24h
- Will Microstrategy announce a Bitcoin purchase June 9-15?99.3¢ YES · $40.0k 24h
- Will the price of Ethereum be between $1,400 and $1,500 on June 15?0.1¢ YES · $23.3k 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 |
|---|---|---|---|
| -6.605 | 109 | ▲ cointegrated · pair candidate | |
| -4.970 | 109 | ▲ cointegrated · pair candidate | |
| -3.685 | 109 | ▲ cointegrated · pair candidate | |
| -3.661 | 109 | ▲ cointegrated · pair candidate | |
| -3.464 | 109 | ▲ cointegrated · pair candidate | |
| -3.392 | 109 | ▲ cointegrated · pair candidate | |
| -3.193 | 109 | no rejection · independent | |
| -2.982 | 109 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · bitcoin-above-60k-on-june-17-2026 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
34.62%
max drawdown
0.10%
sharpe
—
ulcer index
0.06%
RMS drawdown
pain index
0.03%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.10%
cond. drawdown
gain/pain
13.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
13.00
upside/downside
roll spread
0.3 bps
implied (price-only)
bars used
884
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-bitcoin-above-60k-on-june-17-2026/bundle · venue execution: polymarket →