TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will the price of Ethereum be between $1,400 and $1,500 on June 15?
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 · “$2 · ethereum · reach” (4 markets)
Top terms: $2ethereumreach400cryptoripple
- Will Ethereum reach $2,200 in June?2.1¢ YES · $25.8k 24h
- Will Ethereum reach $2,400 in June?0.9¢ YES · $36.3k 24h
- ★ Will the price of Ethereum be between $1,400 and $1,500 on June 15?0.1¢ YES · $23.9k 24h
- Will XRP reach $2.80 in June?0.5¢ YES · $38.0k 24h
§2 · Engle-Granger cointegration screen (3 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 |
|---|---|---|---|
| -5.257 | 161 | ▲ cointegrated · pair candidate | |
| -4.917 | 161 | ▲ cointegrated · pair candidate | |
| -3.866 | 161 | ▲ cointegrated · pair candidate |
▸ Advanced metrics · M2M bundle
polymarket · will-the-price-of-ethereum-be-between-1400-1500-on-june-15-2026 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
12.17%
max drawdown
87.50%
sharpe
—
ulcer index
66.51%
RMS drawdown
pain index
64.85%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
75.98%
cond. drawdown
gain/pain
0.13
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
0.13
upside/downside
roll spread
58.2 bps
implied (price-only)
bars used
858
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-will-the-price-of-ethereum-be-between-1400-1500-on-june-15-2026/bundle · venue execution: polymarket →