TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Ethereum Up or Down 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 · bitcoin · 000” (46 markets)

Top terms: cryptobitcoin000pricejune14

§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 $54,000 on June 15?-0.02648no rejection · independent
Will the price of Bitcoin be above $56,000 on June 15?0.09448no rejection · independent
Will the price of Bitcoin be above $58,000 on June 15?0.28948no rejection · independent
Will the price of Bitcoin be above $60,000 on June 14?0.29048no rejection · independent
Will the price of Bitcoin be above $58,000 on June 14?0.51948no rejection · independent
Will the price of Bitcoin be above $56,000 on June 14?0.55748no rejection · independent
Will the price of Bitcoin be above $52,000 on June 14?0.58148no rejection · independent
Will the price of Bitcoin be above $54,000 on June 14?0.60448no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · ethereum-up-or-down-on-june-14-2026 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
929.62%
max drawdown
97.62%
sharpe
—
ulcer index
56.15%
RMS drawdown
pain index
47.52%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
97.62%
cond. drawdown
gain/pain
0.56
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.56
upside/downside
roll spread
15.3 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-ethereum-up-or-down-on-june-14-2026/bundle · venue execution: polymarket →