{"ok":true,"asset":"kalshi-kxmenworldcup-26-gh","type":"kalshi","now":1781955323932,"market":{"ticker":"KXMENWORLDCUP-26-GH","title":"Will the Ghana win the 2026 Men's World Cup?","yesProb":0.002,"noProb":0.9984999999999999,"yesBid":0.001,"yesAsk":0.002,"volume24hUsd":425.43684,"openInterestUsd":5692996.5,"closeTime":"2028-07-18T14:00:00Z","category":"Sports"},"snapshot":{"fetchedAt":1781955300501,"ageMs":23431,"stale":false},"stats":{"n":271,"range":{"min":0.001,"max":0.003,"span":0.002},"moments":{"mean":0.001845018450184503,"stdev":0.0003824423215178457,"cv":0.20728373826267224,"skew":-1.5095348485374285,"kurtosis":1.5907502700253016,"ci95":{"lo":0.0017994842857321789,"hi":0.0018905526146368273,"halfWidth":0.00004553416445232422}},"returns":{"mean":0,"stdev":0.0005027803736117978,"annualisedVol":0.04705766453853781,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":1,"skew":0,"kurtosis":1.0113604975782176,"gainToPain":1,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":759.1004174537037,"barsPerDay":24,"totalBars":18218.410018888888,"perDayMove":0.0024631107360695856,"perHorizonMove":0.06786307779783463,"terminalVariance":0.001996,"resolvedFrom":"closeTime","available":true},"risk":{"var95":0.001,"var99":0.001,"es95":0.0010000000000000007,"es90":0.0010000000000000007,"es99":0.0010000000000000007,"esTailConcentration":null,"ulcerIndex":0.38591966695141805,"cdar95":0.666666666666667,"drawdownAtRisk95":0.6666666666666666,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.6666666666666666,"drawdownPeak":0.003,"drawdownTrough":0.001,"drawdownDurationBars":4},"structure":{"hurst":0.5848147098990041,"autocorr1":-0.38235294117647123,"autocorr2":-0.2058823529411768,"trendT":-2.766331654756285,"halfLifeMR":0.3506432633580108,"permEntropy":0.7760987671556634,"permEntropyTieFrac":0.746268656716418,"rollSpreadBps":3376.3585435977266},"tests":{"jarqueBera":{"stat":11.507063130693673,"p":0.003171560422545734,"reject":true},"ljungBox":{"stat":61.26053820940658,"p":7.671197010949982e-11,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":39.912530067789326,"p":1.0770679459426447e-8,"reject":true},{"lag":2,"stat":51.527982218799025,"p":2.9476043827969534e-10,"reject":true},{"lag":3,"stat":56.34622412230201,"p":9.83212400385014e-11,"reject":true},{"lag":5,"stat":61.26053820940658,"p":7.671197010949982e-11,"reject":true},{"lag":10,"stat":69.65995723165506,"p":2.0296830882671202e-10,"reject":true}],"adf":{"stat":-14.240411423390054,"p":1.3271458685897777e-16,"reject":true,"criticalValue":-2.86},"kpss":{"stat":0.6496496767012215,"p":0.018122756663525315,"reject":true,"criticalValue":0.463},"runs":{"stat":7.57534936511611,"p":3.597122599785507e-14,"reject":true,"runs":66,"n1":34,"n2":34},"varianceRatio":{"stat":-6.268788474327948,"p":3.6542435744024715e-10,"reject":true,"vr":0.28626703490385036,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"normal"}}}