TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Ethereum dip to $800 by December 31, 2026?
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 · reach” (28 markets)
Top terms: cryptobitcoinreach000junedip
- Will Bitcoin dip to $47,500 in June?1.7¢ YES · $142.9k 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 · $79.9k 24h
- Will Bitcoin dip to $55,000 in June?8.1¢ YES · $135.0k 24h
- Will Bitcoin dip to $56,000 June 8-14?0.1¢ YES · $26.4k 24h
- Will Bitcoin dip to $57,500 in June?16.2¢ YES · $40.5k 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?0.4¢ YES · $50.5k 24h
- Will Bitcoin dip to $63,000 on June 14?0.6¢ YES · $89.9k 24h
- Will Bitcoin hit $150k by June 30, 2026?0.1¢ YES · $111.3k 24h
- Will Bitcoin reach $66,000 June 8-14?39.7¢ YES · $123.5k 24h
- Will Bitcoin reach $66,000 on June 14?39.1¢ YES · $94.8k 24h
- Will Bitcoin reach $67,500 in June?70.5¢ YES · $51.6k 24h
- Will Bitcoin reach $67,000 on June 14?1.5¢ YES · $68.8k 24h
- Will Bitcoin reach $68,000 June 8-14?0.1¢ YES · $47.3k 24h
- Will Bitcoin reach $69,000 on June 14?0.7¢ YES · $39.3k 24h
- Will Bitcoin reach $70,000 in June?35.5¢ YES · $52.7k 24h
- Will Bitcoin reach $72,500 in June?17.5¢ YES · $37.7k 24h
- Will Bitcoin reach $75,000 in June?8.5¢ YES · $27.2k 24h
- Will Bitcoin reach $77,500 in June?4.0¢ YES · $66.2k 24h
- Will Bitcoin reach $80,000 in June?2.4¢ YES · $125.9k 24h
- Will Bitcoin reach $82,500 in June?1.3¢ YES · $29.6k 24h
- Will Bitcoin reach $90,000 in June?0.4¢ YES · $24.7k 24h
- Will Ethereum dip to $1,650 on June 14?0.6¢ YES · $31.4k 24h
- ★ Will Ethereum dip to $800 by December 31, 2026?16.5¢ YES · $30.7k 24h
- Will Ethereum reach $1,750 on June 14?12.0¢ YES · $34.1k 24h
- Will Ethereum reach $1,800 June 8-14?0.6¢ YES · $39.1k 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 |
|---|---|---|---|
| -3.103 | 167 | no rejection · independent | |
| -2.761 | 167 | no rejection · independent | |
| -2.295 | 167 | no rejection · independent | |
| -2.285 | 169 | no rejection · independent | |
| -2.280 | 169 | no rejection · independent | |
| -2.225 | 169 | no rejection · independent | |
| -2.215 | 169 | no rejection · independent | |
| -2.025 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-ethereum-dip-to-800-by-december-31-2026-568 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
26.45%
max drawdown
5.71%
sharpe
—
ulcer index
4.76%
RMS drawdown
pain index
4.02%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
5.71%
cond. drawdown
gain/pain
0.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.00
upside/downside
roll spread
1.0 bps
implied (price-only)
bars used
1252
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-will-ethereum-dip-to-800-by-december-31-2026-568/bundle · venue execution: polymarket →