TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will the price of Ethereum be above $1,800 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: cryptobitcoin000priceabovejune
- 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 · $102.6k 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 $60,000 on June 15?99.9¢ YES · $82.6k 24h
- Will the price of Bitcoin be above $60,000 on June 17?97.6¢ YES · $25.3k 24h
- Will the price of Bitcoin be above $60,000 on June 19?96.0¢ YES · $28.0k 24h
- Will the price of Bitcoin be above $62,000 on June 15?99.5¢ YES · $113.2k 24h
- Will the price of Bitcoin be above $62,000 on June 16?98.3¢ YES · $25.9k 24h
- Will the price of Bitcoin be above $64,000 on June 15?93.5¢ YES · $68.4k 24h
- Will the price of Bitcoin be above $66,000 on June 15?29.5¢ YES · $108.6k 24h
- Will the price of Bitcoin be above $68,000 on June 15?2.5¢ YES · $164.5k 24h
- Will the price of Bitcoin be above $70,000 on June 15?0.4¢ YES · $66.2k 24h
- Will the price of Bitcoin be above $72,000 on June 15?0.1¢ YES · $38.8k 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?92.5¢ YES · $133.4k 24h
- ★ Will the price of Ethereum be above $1,800 on June 15?3.7¢ YES · $47.4k 24h
- Will the price of Ethereum be above $1,800 on June 16?8.5¢ YES · $25.2k 24h
- Will the price of Ethereum be above $1,900 on June 15?1.3¢ YES · $25.6k 24h
- Will Bitcoin dip to $50,000 in June?3.0¢ YES · $74.1k 24h
- Will Bitcoin dip to $52,500 in June?5.1¢ YES · $80.0k 24h
- Will Bitcoin dip to $55,000 in June?8.1¢ YES · $134.9k 24h
- Will Bitcoin dip to $56,000 June 8-14?0.1¢ YES · $26.4k 24h
- Will Bitcoin dip to $58,000 June 8-14?0.1¢ YES · $51.1k 24h
- Will Bitcoin dip to $60,000 June 8-14?0.1¢ YES · $38.4k 24h
- Will Bitcoin dip to $62,000 on June 14?0.3¢ YES · $50.7k 24h
- Will Bitcoin hit $150k by June 30, 2026?0.1¢ YES · $111.3k 24h
- Will Bitcoin reach $100,000 in June?0.1¢ YES · $102.8k 24h
- Will Bitcoin reach $190,000 by December 31, 2026?2.0¢ YES · $31.0k 24h
- Will Bitcoin reach $66,000 June 8-14?16.8¢ YES · $124.1k 24h
- Will Bitcoin reach $66,000 on June 14?15.3¢ YES · $97.4k 24h
- Will Bitcoin reach $70,000 in June?35.5¢ YES · $52.5k 24h
- Will Microstrategy announce a Bitcoin purchase June 9-15?99.4¢ YES · $32.0k 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 |
|---|---|---|---|
| -3.863 | 131 | ▲ cointegrated · pair candidate | |
| -3.763 | 131 | ▲ cointegrated · pair candidate | |
| -3.666 | 107 | ▲ cointegrated · pair candidate | |
| -3.390 | 59 | ▲ cointegrated · pair candidate | |
| -3.297 | 155 | no rejection · independent | |
| -2.953 | 155 | no rejection · independent | |
| -2.908 | 155 | no rejection · independent | |
| -2.854 | 155 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · ethereum-above-1800-on-june-15-2026 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
241.43%
max drawdown
64.08%
sharpe
—
ulcer index
40.43%
RMS drawdown
pain index
36.20%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
63.16%
cond. drawdown
gain/pain
0.68
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.68
upside/downside
roll spread
8.9 bps
implied (price-only)
bars used
871
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-ethereum-above-1800-on-june-15-2026/bundle · venue execution: polymarket →