TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will Bitcoin reach $70,000 in June?

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” (43 markets)

Top terms: cryptobitcoin000juneprice14

§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 $56,000 on June 15?-3.482141▲ cointegrated · pair candidate
Will the price of Bitcoin be above $62,000 on June 15?-3.241141no rejection · independent
Will the price of Bitcoin be above $64,000 on June 14?-2.187165no rejection · independent
Will the price of Bitcoin be above $66,000 on June 15?-1.910141no rejection · independent
Will the price of Bitcoin be above $62,000 on June 14?-1.889165no rejection · independent
Will the price of Bitcoin be above $60,000 on June 14?-1.856165no rejection · independent
Will the price of Bitcoin be above $58,000 on June 14?-1.790165no rejection · independent
Will the price of Bitcoin be above $66,000 on June 14?-1.317165no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · will-bitcoin-reach-70000-in-june-2026-from-june-2 · fresh · feed 16s old
24h sparkline · 60 pts
realized vol (ann.)
36.26%
max drawdown
3.64%
sharpe
ulcer index
3.14%
RMS drawdown
pain index
2.73%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
3.64%
cond. drawdown
gain/pain
1.00
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 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-will-bitcoin-reach-70000-in-june-2026-from-june-2/bundle · venue execution: polymarket