{"ok":true,"asset":"hl-pred-new-zealand-201","type":"hl-pred","now":1781959746349,"prediction":{"outcomeId":201,"name":"New Zealand","slug":"new-zealand-201","sides":[{"name":"Yes","price":0.00066},{"name":"No","price":0.99934}]},"snapshot":{"fetchedAt":1781959743340,"ageMs":3009,"stale":false},"stats":{"n":333,"range":{"min":0.00011,"max":0.005,"span":0.00489},"moments":{"mean":0.00019081081081081063,"stdev":0.0002788275856750494,"cv":1.4612777152941696,"skew":15.785286980035732,"kurtosis":269.4196057879349,"ci95":{"lo":0.0001608626819685304,"hi":0.00022075893965309087,"halfWidth":0.000029948128842280234}},"returns":{"mean":3.012048192771079e-7,"stdev":0.0003914284394381193,"annualisedVol":0.03663569455108531,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":1.0162601626016257,"skew":0.010806129371146828,"kurtosis":147.38317679760155,"gainToPain":1.0162601626016257,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":0,"barsPerDay":24,"totalBars":0,"perDayMove":0.001917599894874599,"perHorizonMove":0.0003914284394381193,"terminalVariance":0.0002099559,"resolvedFrom":null,"available":false},"risk":{"var95":0,"var99":0.000010000000000000018,"es95":0.000019099378881987576,"es90":0.000019099378881987576,"es99":0.0015350000000000001,"esTailConcentration":null,"ulcerIndex":0.946909136566393,"cdar95":0.976882352941176,"drawdownAtRisk95":0.976,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.978,"drawdownPeak":0.005,"drawdownTrough":0.00011,"drawdownDurationBars":1},"structure":{"hurst":0.9075449161268136,"autocorr1":-0.49988299922034757,"autocorr2":9.585752605625869e-7,"trendT":1.9448690828105357,"halfLifeMR":0.17122720400246774,"permEntropy":0.20506659453082182,"permEntropyTieFrac":0.9787878787878788,"rollSpreadBps":29051.636795936305},"tests":{"jarqueBera":{"stat":300484.9175689255,"p":0,"reject":true},"ljungBox":{"stat":83.71307421510011,"p":1.4654943925052066e-14,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":83.71307412541378,"p":1.1879386363489175e-14,"reject":true},{"lag":2,"stat":83.71307412572254,"p":4.6629367034256575e-15,"reject":true},{"lag":3,"stat":83.71307419914577,"p":4.884981308350689e-15,"reject":true},{"lag":5,"stat":83.71307421510011,"p":1.4654943925052066e-14,"reject":true},{"lag":10,"stat":83.71307421987964,"p":8.277822871605167e-13,"reject":true}],"adf":{"stat":-17.853669570664113,"p":3.0525350857280487e-21,"reject":true,"criticalValue":-2.86},"kpss":{"stat":0.6180916921282819,"p":0.020991664351974373,"reject":true,"criticalValue":0.463},"runs":{"stat":0.20291986247835678,"p":0.8391977232053223,"reject":false,"runs":8,"n1":10,"n2":5},"varianceRatio":{"stat":-7.281251710406208,"p":3.33288951992472e-13,"reject":true,"vr":0.25239701792105373,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"normal"}},"kelly":{"implied":{"b":1514.1515151515152,"f":0,"raw":0}}}