TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Bitcoin reach $72,500 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” (41 markets)
Top terms: cryptobitcoin000junepriceabove
- Will the price of Bitcoin be above $54,000 on June 20?100.0¢ YES · $32.5k 24h
- Will the price of Bitcoin be above $56,000 on June 20?100.0¢ YES · $38.3k 24h
- Will the price of Bitcoin be above $58,000 on June 20?100.0¢ YES · $113.1k 24h
- Will the price of Bitcoin be above $60,000 on June 20?100.0¢ YES · $80.7k 24h
- Will the price of Bitcoin be above $60,000 on June 21?99.1¢ YES · $18.8k 24h
- Will the price of Bitcoin be above $60,000 on June 22?98.4¢ YES · $18.3k 24h
- Will the price of Bitcoin be above $60,000 on June 23?96.5¢ YES · $18.0k 24h
- Will the price of Bitcoin be above $60,000 on June 24?94.5¢ YES · $17.4k 24h
- Will the price of Bitcoin be above $62,000 on June 20?99.7¢ YES · $138.3k 24h
- Will the price of Bitcoin be above $62,000 on June 21?96.5¢ YES · $22.8k 24h
- Will the price of Bitcoin be above $62,000 on June 22?87.5¢ YES · $19.7k 24h
- Will the price of Bitcoin be above $64,000 on June 20?16.4¢ YES · $148.1k 24h
- Will the price of Bitcoin be above $66,000 on June 20?0.1¢ YES · $159.1k 24h
- Will the price of Bitcoin be above $66,000 on June 21?2.5¢ YES · $38.8k 24h
- Will the price of Bitcoin be above $68,000 on June 20?0.1¢ YES · $55.1k 24h
- Will the price of Bitcoin be above $72,000 on June 22?0.1¢ YES · $30.1k 24h
- Bitcoin Up or Down on June 20?94.5¢ YES · $178.3k 24h
- Will the price of Ethereum be above $1,700 on June 20?96.7¢ YES · $18.4k 24h
- Will the price of Ethereum be above $1,800 on June 20?0.9¢ YES · $16.7k 24h
- Ethereum Up or Down on June 20?96.7¢ YES · $28.3k 24h
- Will Bitcoin dip to $47,500 in June?0.8¢ YES · $86.9k 24h
- Will Bitcoin dip to $50,000 in June?2.1¢ YES · $82.5k 24h
- Will Bitcoin dip to $55,000 in June?6.2¢ YES · $24.1k 24h
- Will Bitcoin dip to $57,500 in June?15.4¢ YES · $36.5k 24h
- Will Bitcoin dip to $60,000 June 15-21?2.4¢ YES · $54.4k 24h
- Will Bitcoin dip to $62,000 June 15-21?13.5¢ YES · $57.9k 24h
- Will Bitcoin reach $100,000 in June?0.1¢ YES · $55.1k 24h
- Will Bitcoin reach $64,000 on June 20?57.0¢ YES · $38.3k 24h
- Will Bitcoin reach $65,000 on June 20?4.5¢ YES · $18.0k 24h
- Will Bitcoin reach $67,500 in June?28.5¢ YES · $55.6k 24h
- Will Bitcoin reach $68,000 June 15-21?1.0¢ YES · $39.8k 24h
- Will Bitcoin reach $70,000 in June?8.5¢ YES · $64.8k 24h
- ★ Will Bitcoin reach $72,500 in June?4.3¢ YES · $93.8k 24h
- Will Bitcoin reach $75,000 in June?1.5¢ YES · $129.1k 24h
- Will Bitcoin reach $77,500 in June?0.8¢ YES · $37.6k 24h
- Will Bitcoin reach $80,000 in June?0.5¢ YES · $21.9k 24h
- Will Bitcoin reach $85,000 in June?0.7¢ YES · $68.4k 24h
- Will Bitcoin reach $90,000 in June?0.3¢ YES · $17.5k 24h
- Will Ethereum reach $1,900 June 15-21?0.6¢ YES · $17.9k 24h
- Will the price of Bitcoin be between $62,000 and $64,000 on June 20?84.5¢ YES · $30.7k 24h
- Will the price of XRP be between $0.90 and $1.00 on June 20?0.4¢ YES · $123.6k 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 |
|---|---|---|---|
| -4.970 | 65 | ▲ cointegrated · pair candidate | |
| -3.082 | 115 | no rejection · independent | |
| -1.868 | 91 | no rejection · independent | |
| -1.345 | 163 | no rejection · independent | |
| -1.335 | 163 | no rejection · independent | |
| -1.192 | 163 | no rejection · independent | |
| -1.182 | 163 | no rejection · independent | |
| -0.824 | 139 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-bitcoin-reach-72pt5k-in-june-2026 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
51.64%
max drawdown
17.48%
sharpe
—
ulcer index
8.55%
RMS drawdown
pain index
7.13%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
11.59%
cond. drawdown
gain/pain
0.82
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.82
upside/downside
roll spread
1.4 bps
implied (price-only)
bars used
961
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-will-bitcoin-reach-72pt5k-in-june-2026/bundle · venue execution: polymarket →