{"ok":true,"asset":"hl-pred-netherlands-434","type":"hl-pred","now":1781944200139,"prediction":{"outcomeId":434,"name":"Netherlands","slug":"netherlands-434","sides":[{"name":"Yes","price":0.57291},{"name":"No","price":0.42709}]},"snapshot":{"fetchedAt":1781944195735,"ageMs":4404,"stale":false},"stats":{"n":45,"range":{"min":0.54824,"max":0.63976,"span":0.09152000000000005},"moments":{"mean":0.5660204444444442,"stdev":0.014800172289469461,"cv":0.026147769810675313,"skew":2.8757011071728544,"kurtosis":13.228155758824787,"ci95":{"lo":0.5616961367788972,"hi":0.5703447521099912,"halfWidth":0.004324307665547087}},"returns":{"mean":-0.001424318181818182,"stdev":0.010623841200333065,"annualisedVol":0.9943370536216952,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":0.4788790952935318,"skew":-4.974418429173795,"kurtosis":29.534626180552216,"gainToPain":0.4788790952935318,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":0,"barsPerDay":24,"totalBars":0,"perDayMove":0.05204598009834633,"perHorizonMove":0.010623841200333065,"terminalVariance":0.2440571319,"resolvedFrom":null,"available":false},"risk":{"var95":0.009355000000000056,"var99":0.04090400000000001,"es95":0.02788333333333337,"es90":0.02023200000000005,"es99":0.06420999999999999,"esTailConcentration":4.747756382329878,"ulcerIndex":0.11750935639029246,"cdar95":0.1406855695885958,"drawdownAtRisk95":0.13989621107915473,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.14305364511691893,"drawdownPeak":0.63976,"drawdownTrough":0.54824,"drawdownDurationBars":21},"structure":{"hurst":0.8395288470645956,"autocorr1":-0.02901139459935984,"autocorr2":-0.014227291941781147,"trendT":0.8418245732266194,"halfLifeMR":0.8906102122852304,"permEntropy":0.9727442420448369,"permEntropyTieFrac":0.3333333333333333,"rollSpreadBps":61.77673100916731},"tests":{"jarqueBera":{"stat":1780.6680805081226,"p":0,"reject":true},"ljungBox":{"stat":1.3179188706707692,"p":0.9320538367928205,"reject":false},"ljungBoxProfile":[{"lag":1,"stat":0.03961678831623081,"p":0.8229740982280312,"reject":false},{"lag":2,"stat":0.04937130384140371,"p":0.9635258595971088,"reject":false},{"lag":3,"stat":1.2828464170036082,"p":0.7369435026271396,"reject":false},{"lag":5,"stat":1.3179188706707692,"p":0.9320538367928205,"reject":false},{"lag":10,"stat":2.3196128494809356,"p":0.9926036827788696,"reject":false}],"adf":{"stat":-7.511417110681392,"p":5.764702531544665e-8,"reject":true,"criticalValue":-2.86},"kpss":{"stat":0.28648001256055594,"p":0.20571176845317735,"reject":false,"criticalValue":0.463},"runs":{"stat":-1.6432368279488114,"p":0.10033391607387454,"reject":false,"runs":10,"n1":16,"n2":11},"varianceRatio":{"stat":-2.027429070252376,"p":0.04261841352090223,"reject":true,"vr":0.4281878840403033,"horizon":4}},"verdict":{"regime":"calm","stationary":"yes","autocorrelated":false,"efficient":false,"tailRisk":"fat"}},"kelly":{"implied":{"b":0.7454748564346929,"f":0,"raw":0}}}