TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will Bitcoin dip to $63,000 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 · dip” (20 markets)

Top terms: cryptobitcoindipjune14reach

Will Bitcoin dip to $47,500 in June?2.3¢ YES · $100.6k 24h
Will Bitcoin dip to $50,000 in June?3.5¢ YES · $70.6k 24h
Will Bitcoin dip to $52,500 in June?6.3¢ YES · $66.2k 24h
Will Bitcoin dip to $55,000 in June?7.8¢ YES · $121.8k 24h
Will Bitcoin dip to $56,000 June 8-14?0.1¢ YES · $29.8k 24h
Will Bitcoin dip to $58,000 June 8-14?0.1¢ YES · $51.2k 24h
Will Bitcoin dip to $60,000 June 8-14?0.4¢ YES · $32.5k 24h
Will Bitcoin dip to $62,000 on June 14?1.6¢ YES · $48.1k 24h
★ Will Bitcoin dip to $63,000 on June 14?1.6¢ YES · $84.7k 24h
Will Bitcoin hit $150k by June 30, 2026?0.1¢ YES · $127.9k 24h
Will Bitcoin reach $67,500 in June?69.5¢ YES · $44.3k 24h
Will Bitcoin reach $67,000 on June 14?6.6¢ YES · $42.8k 24h
Will Bitcoin reach $72,500 in June?16.5¢ YES · $33.6k 24h
Will Bitcoin reach $77,500 in June?4.3¢ YES · $60.7k 24h
Will Bitcoin reach $82,500 in June?1.3¢ YES · $25.9k 24h
Will Ethereum dip to $1,650 on June 14?2.6¢ YES · $31.3k 24h
Will Ethereum dip to $800 by December 31, 2026?16.5¢ YES · $30.7k 24h
Will Ethereum reach $1,750 on June 14?33.0¢ YES · $27.8k 24h
Will Ethereum reach $1,800 June 8-14?3.9¢ YES · $29.9k 24h
Will Ethereum reach $1,900 June 8-14?0.9¢ YES · $23.7k 24h

§2 · Engle-Granger cointegration screen (0 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.

Not enough history to test pairs (minimum 24 aligned points required).

▸ Advanced metrics · M2M bundle

polymarket · will-bitcoin-dip-to-63k-on-june-14 · fresh · feed 0s old

24h sparkline · 60 pts▼ —

realized vol (ann.)

627.29%

max drawdown

95.23%

sharpe

—

ulcer index

61.18%

RMS drawdown

pain index

52.18%

mean drawdown

mod. VaR 95%

0.00%

Cornish-Fisher

martin ratio

—

ret / ulcer

CDaR 95%

93.14%

cond. drawdown

gain/pain

0.13

Σgain / Σ|loss|

sterling

—

ret / CDaR

omega (θ=0)

0.13

upside/downside

roll spread

56.3 bps

implied (price-only)

bars used

666

store

spread

—

24h Δ

—

flow lean

—

carry

flat

signalNEUTRALconfidence 20%

Same bundle via M2M API: /api/m2m/pm-will-bitcoin-dip-to-63k-on-june-14/bundle · venue execution: polymarket →