{"ok":true,"asset":"kalshi-kxpgatour-uso26-bkoe","type":"kalshi","now":1781959110951,"market":{"ticker":"KXPGATOUR-USO26-BKOE","title":"Will Brooks Koepka win the U.S. Open?","yesProb":0.001,"noProb":0.999,"yesBid":0,"yesAsk":1,"volume24hUsd":122.16514000000001,"openInterestUsd":4405571.67,"closeTime":"2026-06-20T01:10:54Z","category":"Sports"},"snapshot":{"fetchedAt":1781959056856,"ageMs":54095,"stale":false},"stats":{"n":495,"range":{"min":0.001,"max":0.045,"span":0.044},"moments":{"mean":0.02567878787878786,"stdev":0.008052450437100378,"cv":0.3135837437152616,"skew":-0.8743140720933855,"kurtosis":1.1990435704059856,"ci95":{"lo":0.024969403644435666,"hi":0.026388172113140054,"halfWidth":0.0007093842343521927}},"returns":{"mean":-0.000058704453441295544,"stdev":0.002864519461645614,"annualisedVol":0.268104331364197,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":0.8982456140350875,"skew":-0.051509684363647654,"kurtosis":12.453574291702775,"gainToPain":0.8982456140350875,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":0,"barsPerDay":24,"totalBars":0,"perDayMove":0.014033222078607445,"perHorizonMove":0.002864519461645614,"terminalVariance":0.000999,"resolvedFrom":null,"available":false},"risk":{"var95":0.004,"var99":0.010069999999999994,"es95":0.008111111111111114,"es90":0.004533333333333336,"es99":0.0126,"esTailConcentration":1.254658385093167,"ulcerIndex":0.3626088683697306,"cdar95":0.9093333333333335,"drawdownAtRisk95":0.8733333333333324,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.9777777777777777,"drawdownPeak":0.045,"drawdownTrough":0.001,"drawdownDurationBars":158},"structure":{"hurst":0.8709509157373487,"autocorr1":-0.46491162699988375,"autocorr2":0.1491338196655081,"trendT":-14.884365322621568,"halfLifeMR":12.262503403592158,"permEntropy":0.725361248714709,"permEntropyTieFrac":0.7398373983739838,"rollSpreadBps":1522.7666821103771},"tests":{"jarqueBera":{"stat":3192.518752536286,"p":0,"reject":true},"ljungBox":{"stat":134.32196951381565,"p":0,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":107.42429726779602,"p":0,"reject":true},{"lag":2,"stat":118.50062520006021,"p":0,"reject":true},{"lag":3,"stat":121.9785576785262,"p":0,"reject":true},{"lag":5,"stat":134.32196951381565,"p":0,"reject":true},{"lag":10,"stat":140.797162570383,"p":0,"reject":true}],"adf":{"stat":-3.438006144557983,"p":0.009766134312513499,"reject":true,"criticalValue":-2.86},"kpss":{"stat":2.991031394747545,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":4.330867214006745,"p":0.000014863398954734208,"reject":true,"runs":97,"n1":68,"n2":73},"varianceRatio":{"stat":-6.979361332016058,"p":2.9842794901924208e-12,"reject":true,"vr":0.412529273517761,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"fat"}}}