{"ok":true,"asset":"kalshi-kxmlb-26-sea","type":"kalshi","now":1781958779615,"market":{"ticker":"KXMLB-26-SEA","title":"Will Seattle win the 2026 Pro Baseball Championship?","yesProb":0.09,"noProb":0.914,"yesBid":0.083,"yesAsk":0.089,"volume24hUsd":620.2197,"openInterestUsd":1095051.03,"closeTime":"2028-10-31T04:00:00Z","category":"Sports"},"snapshot":{"fetchedAt":1781958692719,"ageMs":86896,"stale":false},"stats":{"n":487,"range":{"min":0.051,"max":0.11,"span":0.059000000000000004},"moments":{"mean":0.08145790554414793,"stdev":0.013966220790759574,"cv":0.17145322725232934,"skew":-0.27074796856108324,"kurtosis":-0.7458305146639868,"ci95":{"lo":0.08021748059087176,"hi":0.0826983304974241,"halfWidth":0.0012404249532761706}},"returns":{"mean":0.00004115226337448557,"stdev":0.007237812643708589,"annualisedVol":0.6774221454463594,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":1.0211416490486258,"skew":-0.13650387246802884,"kurtosis":4.8810736803262635,"gainToPain":1.0211416490486258,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":863.6437544560185,"barsPerDay":24,"totalBars":20727.450106944445,"perDayMove":0.03545789566190117,"perHorizonMove":1.0420301286654088,"terminalVariance":0.0819,"resolvedFrom":"closeTime","available":true},"risk":{"var95":0.013749999999999978,"var99":0.021999999999999992,"es95":0.019400000000000008,"es90":0.014176470588235304,"es99":0.02633333333333333,"esTailConcentration":1.3273273273273258,"ulcerIndex":0.13833334985332307,"cdar95":0.2740527475611073,"drawdownAtRisk95":0.2502718776550551,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.3271028037383178,"drawdownPeak":0.107,"drawdownTrough":0.072,"drawdownDurationBars":43},"structure":{"hurst":0.8479423131702362,"autocorr1":-0.47364527626467434,"autocorr2":0.04835631436804942,"trendT":27.23916766977932,"halfLifeMR":4.801653544626312,"permEntropy":0.9863989805967437,"permEntropyTieFrac":0.35330578512396693,"rollSpreadBps":1224.2713955917902},"tests":{"jarqueBera":{"stat":483.96312340676917,"p":8.104813577390567e-106,"reject":true},"ljungBox":{"stat":115.24876373864062,"p":0,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":109.70357320807481,"p":0,"reject":true},{"lag":2,"stat":110.84939509644754,"p":0,"reject":true},{"lag":3,"stat":110.99382682130529,"p":0,"reject":true},{"lag":5,"stat":115.24876373864062,"p":0,"reject":true},{"lag":10,"stat":123.1379656165042,"p":0,"reject":true}],"adf":{"stat":-5.91266433385602,"p":0.000006502191938988834,"reject":true,"criticalValue":-2.86},"kpss":{"stat":6.055206081939509,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":5.644178827046778,"p":1.664303095338937e-8,"reject":true,"runs":216,"n1":166,"n2":162},"varianceRatio":{"stat":-7.9155530409503765,"p":2.4424906541753444e-15,"reject":true,"vr":0.32826627819272247,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"normal"}}}