TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will the price of Ethereum be above $1,700 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” (33 markets)
Top terms: cryptobitcoin000abovepricejune
- 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 · $100.5k 24h
- Will the price of Bitcoin be above $56,000 on June 16?100.0¢ YES · $58.3k 24h
- Will the price of Bitcoin be above $58,000 on June 15?100.0¢ YES · $174.1k 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?100.0¢ YES · $155.3k 24h
- Will the price of Bitcoin be above $60,000 on June 16?99.7¢ YES · $24.5k 24h
- Will the price of Bitcoin be above $60,000 on June 17?98.9¢ YES · $26.1k 24h
- Will the price of Bitcoin be above $60,000 on June 19?98.0¢ YES · $28.8k 24h
- Will the price of Bitcoin be above $62,000 on June 15?99.8¢ YES · $181.4k 24h
- Will the price of Bitcoin be above $62,000 on June 16?99.2¢ YES · $29.2k 24h
- Will the price of Bitcoin be above $64,000 on June 15?97.3¢ YES · $90.6k 24h
- Will the price of Bitcoin be above $66,000 on June 15?43.5¢ YES · $112.8k 24h
- Will the price of Bitcoin be above $68,000 on June 15?1.5¢ YES · $215.3k 24h
- Will the price of Bitcoin be above $70,000 on June 15?0.4¢ YES · $104.9k 24h
- Will the price of Bitcoin be above $70,000 on June 16?1.9¢ YES · $28.8k 24h
- Will the price of Bitcoin be above $72,000 on June 15?0.1¢ YES · $54.8k 24h
- Will the price of Bitcoin be above $74,000 on June 15?0.1¢ YES · $34.6k 24h
- Bitcoin Up or Down - June 15, 2AM ET50.5¢ YES · $28.6k 24h
- Bitcoin Up or Down on June 15?97.7¢ YES · $155.6k 24h
- ★ Will the price of Ethereum be above $1,700 on June 15?79.0¢ YES · $28.3k 24h
- Will the price of Ethereum be above $1,800 on June 15?1.8¢ YES · $54.1k 24h
- Will the price of Ethereum be above $1,800 on June 16?8.3¢ YES · $26.5k 24h
- Will the price of Ethereum be above $1,900 on June 15?0.3¢ YES · $30.1k 24h
- Will the price of Ethereum be above $2,000 on June 15?0.1¢ YES · $25.4k 24h
- Ethereum Up or Down on June 15?97.5¢ YES · $23.1k 24h
- Will Bitcoin reach $100,000 in June?0.2¢ YES · $89.1k 24h
- Will Bitcoin reach $70,000 in June?37.5¢ YES · $56.9k 24h
- Will Bitcoin reach $75,000 in June?9.5¢ YES · $36.8k 24h
- Will Bitcoin reach $80,000 in June?2.4¢ YES · $128.1k 24h
- Will Bitcoin reach $90,000 in June?0.4¢ YES · $25.1k 24h
- Will Microstrategy announce a Bitcoin purchase June 9-15?99.2¢ YES · $41.2k 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 |
|---|---|---|---|
| -2.327 | 159 | no rejection · independent | |
| -2.319 | 159 | no rejection · independent | |
| -2.289 | 159 | no rejection · independent | |
| -1.567 | 135 | no rejection · independent | |
| -1.530 | 135 | no rejection · independent | |
| -1.510 | 135 | no rejection · independent | |
| -1.480 | 135 | no rejection · independent | |
| -1.469 | 135 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · ethereum-above-1700-on-june-15-2026 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
638.92%
max drawdown
5.16%
sharpe
—
ulcer index
2.20%
RMS drawdown
pain index
1.55%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
5.16%
cond. drawdown
gain/pain
2.87
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
2.87
upside/downside
roll spread
7.6 bps
implied (price-only)
bars used
496
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-ethereum-above-1700-on-june-15-2026/bundle · venue execution: polymarket →