{"ok":true,"asset":"kalshi-kxmlb-26-tb","type":"kalshi","now":1781958753919,"market":{"ticker":"KXMLB-26-TB","title":"Will Tampa Bay win the 2026 Pro Baseball Championship?","yesProb":0.028,"noProb":0.971,"yesBid":0.025,"yesAsk":0.033,"volume24hUsd":213.63496,"openInterestUsd":510612.67,"closeTime":"2028-10-31T04:00:00Z","category":"Sports"},"snapshot":{"fetchedAt":1781958692719,"ageMs":61200,"stale":false},"stats":{"n":329,"range":{"min":0.019,"max":0.066,"span":0.047},"moments":{"mean":0.04304255319148935,"stdev":0.010474621515852657,"cv":0.24335502285965152,"skew":0.03621879059385955,"kurtosis":-0.8241161231083223,"ci95":{"lo":0.04191068341935725,"hi":0.04417442296362145,"halfWidth":0.0011318697721320998}},"returns":{"mean":-0.00007317073170731707,"stdev":0.0037702537258526635,"annualisedVol":0.35287641357563077,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":0.9363395225464193,"skew":0.006572132910986024,"kurtosis":5.592778684684259,"gainToPain":0.9363395225464193,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":863.644051863426,"barsPerDay":24,"totalBars":20727.457244722224,"perDayMove":0.018470395658332316,"perHorizonMove":0.5428046904364153,"terminalVariance":0.027216,"resolvedFrom":"closeTime","available":true},"risk":{"var95":0.006649999999999983,"var99":0.011729999999999994,"es95":0.009529411764705883,"es90":0.007303030303030306,"es99":0.014249999999999999,"esTailConcentration":2.1202962369895926,"ulcerIndex":0.3800383101450418,"cdar95":0.6550802139037435,"drawdownAtRisk95":0.6151515151515147,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.712121212121212,"drawdownPeak":0.066,"drawdownTrough":0.019,"drawdownDurationBars":192},"structure":{"hurst":0.9028409039628028,"autocorr1":-0.31889945068263437,"autocorr2":-0.11581315274790499,"trendT":-32.732506558373785,"halfLifeMR":10.661927499554222,"permEntropy":0.9836582379397361,"permEntropyTieFrac":0.32515337423312884,"rollSpreadBps":990.8240878466856},"tests":{"jarqueBera":{"stat":427.484397896962,"p":1.4891637189861634e-93,"reject":true},"ljungBox":{"stat":39.44161318819377,"p":4.5631143774649274e-7,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":33.66259354143439,"p":1.0008697115537757e-7,"reject":true},{"lag":2,"stat":38.11593455511566,"p":4.489054061806996e-8,"reject":true},{"lag":3,"stat":38.11754703574273,"p":1.1624765683393434e-7,"reject":true},{"lag":5,"stat":39.44161318819377,"p":4.5631143774649274e-7,"reject":true},{"lag":10,"stat":41.022093945195,"p":0.000014621911637924256,"reject":true}],"adf":{"stat":-3.201374489656956,"p":0.021062524694018273,"reject":true,"criticalValue":-2.86},"kpss":{"stat":4.702090452883775,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":6.138597198889944,"p":8.358076453163221e-10,"reject":true,"runs":153,"n1":102,"n2":113},"varianceRatio":{"stat":-5.730949233250623,"p":1.0016507179244627e-8,"reject":true,"vr":0.4079973351572634,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"normal"}}}