{"ok":true,"asset":"kalshi-kxmlb-26-mil","type":"kalshi","now":1781958754243,"market":{"ticker":"KXMLB-26-MIL","title":"Will Milwaukee win the 2026 Pro Baseball Championship?","yesProb":0.076,"noProb":0.9255,"yesBid":0.073,"yesAsk":0.076,"volume24hUsd":363.38792,"openInterestUsd":813526.56,"closeTime":"2028-10-31T04:00:00Z","category":"Sports"},"snapshot":{"fetchedAt":1781958692719,"ageMs":61524,"stale":false},"stats":{"n":514,"range":{"min":0.01,"max":0.08,"span":0.07},"moments":{"mean":0.06066342412451367,"stdev":0.009634932016271287,"cv":0.15882604972141487,"skew":0.0963788905469494,"kurtosis":0.20123911345869105,"ci95":{"lo":0.05983046600398709,"hi":0.061496382245040254,"halfWidth":0.0008329581205265813}},"returns":{"mean":0.00004873294346978558,"stdev":0.0043700377385950135,"annualisedVol":0.40901312126860045,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":1.047438330170778,"skew":-1.0202024490954982,"kurtosis":35.87415519538931,"gainToPain":1.047438330170778,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":863.6440481134259,"barsPerDay":24,"totalBars":20727.457154722222,"perDayMove":0.02140872523252776,"perHorizonMove":0.629155794072507,"terminalVariance":0.070224,"resolvedFrom":"closeTime","available":true},"risk":{"var95":0.005999999999999998,"var99":0.011879999999999993,"es95":0.010592592592592598,"es90":0.00716071428571429,"es99":0.019,"esTailConcentration":2.4497976488726128,"ulcerIndex":0.1250160926783725,"cdar95":0.2561641483516484,"drawdownAtRisk95":0.2078645833333329,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.84375,"drawdownPeak":0.064,"drawdownTrough":0.01,"drawdownDurationBars":124},"structure":{"hurst":0.830284473331958,"autocorr1":-0.4732283237374275,"autocorr2":0.009902620324478896,"trendT":35.9519986745099,"halfLifeMR":6.464864208428479,"permEntropy":0.9777475994792338,"permEntropyTieFrac":0.410958904109589,"rollSpreadBps":992.0801833975733},"tests":{"jarqueBera":{"stat":27597.65287443452,"p":0,"reject":true},"ljungBox":{"stat":132.3435529950368,"p":0,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":115.5569561138713,"p":0,"reject":true},{"lag":2,"stat":115.60765564585012,"p":0,"reject":true},{"lag":3,"stat":122.38908229548436,"p":0,"reject":true},{"lag":5,"stat":132.3435529950368,"p":0,"reject":true},{"lag":10,"stat":134.49562269167495,"p":0,"reject":true}],"adf":{"stat":-5.191257569551349,"p":0.000054842011945677426,"reject":true,"criticalValue":-2.86},"kpss":{"stat":6.292381848288874,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":5.750888537046909,"p":8.904172510426633e-9,"reject":true,"runs":204,"n1":158,"n2":148},"varianceRatio":{"stat":-7.78947374231981,"p":6.8833827526759706e-15,"reject":true,"vr":0.3565964433411365,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"fat"}}}