{"ok":true,"asset":"hl-pred-uruguay-458","type":"hl-pred","now":1781955797567,"prediction":{"outcomeId":458,"name":"Uruguay","slug":"uruguay-458","sides":[{"name":"Yes","price":0.67585},{"name":"No","price":0.32415}]},"snapshot":{"fetchedAt":1781955795240,"ageMs":2327,"stale":false},"stats":{"n":44,"range":{"min":0.6672,"max":0.9,"span":0.2328},"moments":{"mean":0.6890870454545455,"stdev":0.057930361384488385,"cv":0.08406827811757153,"skew":3.502135815879834,"kurtosis":10.883326663923416,"ci95":{"lo":0.6719697175246909,"hi":0.7062043733844,"halfWidth":0.017117327929854594}},"returns":{"mean":-0.005049069767441861,"stdev":0.03549295669995019,"annualisedVol":3.32195872696633,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":0.0739603326935377,"skew":-6.549276100306017,"kurtosis":42.92755888325731,"gainToPain":0.0739603326935377,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":0,"barsPerDay":24,"totalBars":0,"perDayMove":0.17387926675515092,"perHorizonMove":0.03549295669995019,"terminalVariance":0.2165512479,"resolvedFrom":null,"available":false},"risk":{"var95":0.0003879999999999994,"var99":0.13503059999999995,"es95":0.07780000000000002,"es90":0.046814,"es99":0.23229,"esTailConcentration":4.985800038727162,"ulcerIndex":0.24283289509676706,"cdar95":0.2586428571428572,"drawdownAtRisk95":0.2586333333333334,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.25866666666666666,"drawdownPeak":0.9,"drawdownTrough":0.6672,"drawdownDurationBars":15},"structure":{"hurst":0.943690276028628,"autocorr1":-0.021999732064821163,"autocorr2":-0.021840498001965542,"trendT":-2.501385857604287,"halfLifeMR":1.662099302431137,"permEntropy":0.9320606589238546,"permEntropyTieFrac":0.6097560975609756,"rollSpreadBps":154.70241157771767},"tests":{"jarqueBera":{"stat":3609.0390583912636,"p":0,"reject":true},"ljungBox":{"stat":0.04499835306660791,"p":0.999804351114568,"reject":false},"ljungBoxProfile":[{"lag":1,"stat":0.02229802828899491,"p":0.8537931449119366,"reject":false},{"lag":2,"stat":0.044810448484224684,"p":0.9656909328687853,"reject":false},{"lag":3,"stat":0.0449032571714854,"p":0.9937300237782578,"reject":false},{"lag":5,"stat":0.04499835306660791,"p":0.999804351114568,"reject":false},{"lag":10,"stat":0.0470519390978994,"p":0.9999999725452166,"reject":false}],"adf":{"stat":-4.362826494690053,"p":0.0006346754016024944,"reject":true,"criticalValue":-2.86},"kpss":{"stat":0.3138102065349385,"p":0.15797343836691957,"reject":false,"criticalValue":0.463},"runs":{"stat":0.05470793129408981,"p":0.9563710132816095,"reject":false,"runs":10,"n1":10,"n2":8},"varianceRatio":{"stat":-0.7993398569769522,"p":0.4240932437388565,"reject":false,"vr":0.7719493770840195,"horizon":4}},"verdict":{"regime":"stressed","stationary":"yes","autocorrelated":false,"efficient":false,"tailRisk":"fat"}},"kelly":{"implied":{"b":0.4796182584893099,"f":0,"raw":0}}}