{"ok":true,"asset":"hl-pred-cape-verde-460","type":"hl-pred","now":1781959468731,"prediction":{"outcomeId":460,"name":"Cape Verde","slug":"cape-verde-460","sides":[{"name":"Yes","price":0.102975},{"name":"No","price":0.897025}]},"snapshot":{"fetchedAt":1781959467557,"ageMs":1174,"stale":false},"stats":{"n":35,"range":{"min":0.09868,"max":0.12017,"span":0.021489999999999995},"moments":{"mean":0.11666457142857144,"stdev":0.003999305338840396,"cv":0.034280375694766885,"skew":-2.579312016439251,"kurtosis":11.373175397034796,"ci95":{"lo":0.1153395996987243,"hi":0.11798954315841857,"halfWidth":0.0013249717298471372}},"returns":{"mean":-0.0006320588235294117,"stdev":0.002923082411481709,"annualisedVol":0.27358552313780826,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":0,"skew":-5.184187202859788,"kurtosis":27.914698761476572,"gainToPain":0,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":0,"barsPerDay":24,"totalBars":0,"perDayMove":0.014320120768468725,"perHorizonMove":0.002923082411481709,"terminalVariance":0.0889422576,"resolvedFrom":null,"available":false},"risk":{"var95":0.001770999999999991,"var99":0.012677899999999995,"es95":0.010744999999999998,"es90":0.0006320588235294117,"es99":0.01643,"esTailConcentration":0.5621510004653331,"ulcerIndex":0.04389603951373888,"cdar95":0.048617632956486204,"drawdownAtRisk95":0.04210701506199547,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.17882999084630102,"drawdownPeak":0.12017,"drawdownTrough":0.09868,"drawdownDurationBars":34},"structure":{"hurst":1.1009193652572193,"autocorr1":-0.012759416632297136,"autocorr2":-0.014176250525895369,"trendT":-6.213993421610035,"halfLifeMR":null,"permEntropy":0.20694873640000402,"permEntropyTieFrac":1,"rollSpreadBps":55.01137658868203},"tests":{"jarqueBera":{"stat":1256.2059259116468,"p":1.6532903133038708e-273,"reject":true},"ljungBox":{"stat":0.049461842283694366,"p":0.9997795322747227,"reject":false},"ljungBoxProfile":[{"lag":1,"stat":0.006038500620089877,"p":0.8968173522405416,"reject":false},{"lag":2,"stat":0.013725453140805165,"p":0.9819839442926517,"reject":false},{"lag":3,"stat":0.02332573058652348,"p":0.9962542238850137,"reject":false},{"lag":5,"stat":0.049461842283694366,"p":0.9997795322747227,"reject":false},{"lag":10,"stat":0.17298938683583653,"p":0.9999992962829308,"reject":false}],"adf":{"stat":0.4461576717502467,"p":0.9837631488547397,"reject":false,"criticalValue":-2.86},"kpss":{"stat":0.8545986870559471,"p":0.005262643905554058,"reject":true,"criticalValue":0.463},"runs":{"stat":null,"p":null,"reject":false,"runs":1,"n1":0,"n2":2},"varianceRatio":{"stat":-2.1167414501857524,"p":0.03428167449140429,"reject":true,"vr":0.3208552029060916,"horizon":4}},"verdict":{"regime":"calm","stationary":"no","autocorrelated":false,"efficient":false,"tailRisk":"fat"}},"kelly":{"implied":{"b":8.711094925952901,"f":0,"raw":0}}}