TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Satoshi move any Bitcoin in 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 · “bitcoin · crypto · 000” (23 markets)
Top terms: bitcoincrypto000junepriceabove
- Will the price of Bitcoin be above $54,000 on June 15?100.0¢ YES · $38.5k 24h
- Will the price of Bitcoin be above $56,000 on June 15?100.0¢ YES · $102.7k 24h
- Will the price of Bitcoin be above $58,000 on June 15?99.9¢ YES · $91.2k 24h
- Will the price of Bitcoin be above $60,000 on June 15?98.7¢ YES · $38.3k 24h
- Will the price of Bitcoin be above $62,000 on June 15?91.8¢ YES · $67.1k 24h
- Will the price of Bitcoin be above $64,000 on June 15?41.5¢ YES · $28.4k 24h
- Will the price of Bitcoin be above $66,000 on June 15?6.5¢ YES · $59.8k 24h
- Will the price of Bitcoin be above $68,000 on June 15?0.6¢ YES · $65.1k 24h
- Will Bitcoin dip to $47,500 in June?2.9¢ YES · $100.4k 24h
- Will Bitcoin dip to $50,000 in June?4.9¢ YES · $58.3k 24h
- Will Bitcoin dip to $52,500 in June?8.6¢ YES · $52.3k 24h
- Will Bitcoin dip to $55,000 in June?13.5¢ YES · $86.9k 24h
- Will Bitcoin dip to $62,000 on June 14?5.7¢ YES · $32.4k 24h
- Will Bitcoin hit $150k by June 30, 2026?0.1¢ YES · $120.4k 24h
- Will Bitcoin reach $100,000 in June?0.1¢ YES · $102.1k 24h
- Will Bitcoin reach $190,000 by December 31, 2026?1.9¢ YES · $30.7k 24h
- Will Bitcoin reach $65,000 in June?80.5¢ YES · $133.4k 24h
- Will Bitcoin reach $66,000 June 8-14?2.5¢ YES · $51.4k 24h
- Will Bitcoin reach $70,000 in June?20.5¢ YES · $51.3k 24h
- Will Bitcoin reach $80,000 in June?1.8¢ YES · $93.6k 24h
- Will Microstrategy announce a Bitcoin purchase June 9-15?99.3¢ YES · $28.6k 24h
- ★ Will Satoshi move any Bitcoin in 2026?5.0¢ YES · $61.3k 24h
- Will the price of Bitcoin be between $64,000 and $66,000 on June 14?100.0¢ YES · $60.7k 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 |
|---|---|---|---|
| -1.874 | 148 | no rejection · independent | |
| -1.848 | 147 | no rejection · independent | |
| -1.812 | 148 | no rejection · independent | |
| -1.651 | 148 | no rejection · independent | |
| -1.607 | 148 | no rejection · independent | |
| -1.510 | 148 | no rejection · independent | |
| -1.503 | 147 | no rejection · independent | |
| -1.331 | 148 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-satoshi-move-any-bitcoin-in-2026 · fresh · feed 0s oldrealized vol (ann.)
—
max drawdown
—
sharpe
—
ulcer index
—
RMS drawdown
pain index
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mean drawdown
mod. VaR 95%
—
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
—
cond. drawdown
gain/pain
—
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
—
upside/downside
roll spread
—
implied (price-only)
bars used
0
insufficient
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 0%
- insufficient history for risk metrics — directional read only
Same bundle via M2M API:
/api/m2m/pm-will-satoshi-move-any-bitcoin-in-2026/bundle · venue execution: polymarket →