TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will the price of Bitcoin be above $70,000 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 · “crypto · bitcoin · 000” (25 markets)
Top terms: cryptobitcoin000priceabovejune
- Will the price of Bitcoin be above $52,000 on June 16?99.9¢ 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 · $106.7k 24h
- Will the price of Bitcoin be above $58,000 on June 15?99.9¢ YES · $160.5k 24h
- Will the price of Bitcoin be above $60,000 on June 15?99.5¢ YES · $52.4k 24h
- Will the price of Bitcoin be above $62,000 on June 15?98.7¢ YES · $100.8k 24h
- Will the price of Bitcoin be above $64,000 on June 15?85.5¢ YES · $59.4k 24h
- Will the price of Bitcoin be above $66,000 on June 15?33.5¢ YES · $88.9k 24h
- Will the price of Bitcoin be above $68,000 on June 15?5.1¢ YES · $141.8k 24h
- ★ Will the price of Bitcoin be above $70,000 on June 15?1.3¢ YES · $60.0k 24h
- Will the price of Bitcoin be above $72,000 on June 15?0.5¢ YES · $33.0k 24h
- Will the price of Bitcoin be above $74,000 on June 15?0.1¢ YES · $26.9k 24h
- Bitcoin Up or Down on June 15?87.5¢ YES · $90.7k 24h
- Will the price of Ethereum be above $1,800 on June 15?7.5¢ YES · $48.0k 24h
- Will the price of Ethereum be above $1,800 on June 16?15.0¢ YES · $24.0k 24h
- Will Bitcoin reach $100,000 in June?0.3¢ YES · $109.2k 24h
- Will Bitcoin reach $190,000 by December 31, 2026?1.9¢ YES · $30.6k 24h
- Will Bitcoin reach $65,000 in June?100.0¢ YES · $204.6k 24h
- Will Bitcoin reach $66,000 June 8-14?47.0¢ YES · $103.5k 24h
- Will Bitcoin reach $66,000 on June 14?45.7¢ YES · $73.3k 24h
- Will Bitcoin reach $68,000 June 8-14?2.0¢ YES · $46.0k 24h
- Will Bitcoin reach $70,000 in June?34.5¢ YES · $63.7k 24h
- Will Bitcoin reach $75,000 in June?8.5¢ YES · $25.5k 24h
- Will Bitcoin reach $80,000 in June?2.4¢ YES · $114.3k 24h
- Will Microstrategy announce a Bitcoin purchase June 9-15?99.4¢ YES · $31.0k 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 |
|---|---|---|---|
| -3.758 | 152 | ▲ cointegrated · pair candidate | |
| -3.678 | 152 | ▲ cointegrated · pair candidate | |
| -3.617 | 152 | ▲ cointegrated · pair candidate | |
| -3.568 | 152 | ▲ cointegrated · pair candidate | |
| -3.412 | 128 | ▲ cointegrated · pair candidate | |
| -3.384 | 152 | ▲ cointegrated · pair candidate | |
| -3.378 | 152 | ▲ cointegrated · pair candidate | |
| -3.100 | 152 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · bitcoin-above-70k-on-june-15-2026 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
49.56%
max drawdown
26.09%
sharpe
—
ulcer index
9.21%
RMS drawdown
pain index
4.05%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
26.09%
cond. drawdown
gain/pain
4.14
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
4.14
upside/downside
roll spread
70.1 bps
implied (price-only)
bars used
657
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-bitcoin-above-70k-on-june-15-2026/bundle · venue execution: polymarket →