{"ok":true,"asset":"kalshi-kxpgatour-uso26-kkit","type":"kalshi","now":1781959614635,"market":{"ticker":"KXPGATOUR-USO26-KKIT","title":"Will Kurt Kitayama win the U.S. Open?","yesProb":0.004,"noProb":0.997,"yesBid":0.002,"yesAsk":0.004,"volume24hUsd":1940.7962400000001,"openInterestUsd":1710737.02,"closeTime":"2026-07-05T04:00:00Z","category":"Sports"},"snapshot":{"fetchedAt":1781959602006,"ageMs":12629,"stale":false},"stats":{"n":115,"range":{"min":0.001,"max":0.014,"span":0.013000000000000001},"moments":{"mean":0.00897391304347826,"stdev":0.0031663274136794275,"cv":0.35283687264838587,"skew":-1.2276829915562175,"kurtosis":0.5763705471782794,"ci95":{"lo":0.0083952003980853,"hi":0.009552625688871219,"halfWidth":0.00057871264539296}},"returns":{"mean":-0.00005263157894736843,"stdev":0.0011354474012995213,"annualisedVol":0.10627205379492882,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":0.7931034482758621,"skew":0.43700284510852583,"kurtosis":9.868807574271944,"gainToPain":0.7931034482758621,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":14.634089872685186,"barsPerDay":24,"totalBars":351.21815694444444,"perDayMove":0.005562533525905984,"perHorizonMove":0.021279209995349577,"terminalVariance":0.003984,"resolvedFrom":"closeTime","available":true},"risk":{"var95":0.002,"var99":0.003000000000000001,"es95":0.002857142857142857,"es90":0.0020769230769230773,"es99":0.004,"esTailConcentration":1.4647887323943671,"ulcerIndex":0.3747060368068827,"cdar95":0.8968253968253967,"drawdownAtRisk95":0.8571428571428571,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.9285714285714286,"drawdownPeak":0.014,"drawdownTrough":0.001,"drawdownDurationBars":68},"structure":{"hurst":0.7511168127532605,"autocorr1":-0.057461210830544764,"autocorr2":-0.16730681472467315,"trendT":-3.7281330312762337,"halfLifeMR":12.37566269316669,"permEntropy":0.6334730288647108,"permEntropyTieFrac":0.7946428571428571,"rollSpreadBps":609.3200567347578},"tests":{"jarqueBera":{"stat":466.24693220156064,"p":5.698559277807381e-102,"reject":true},"ljungBox":{"stat":4.528487929367203,"p":0.4773664606940521,"reject":false},"ljungBoxProfile":[{"lag":1,"stat":0.38639717592464823,"p":0.5417471052837594,"reject":false},{"lag":2,"stat":3.6914018636911856,"p":0.15546288175377854,"reject":false},{"lag":3,"stat":3.730029705688703,"p":0.291556999231658,"reject":false},{"lag":5,"stat":4.528487929367203,"p":0.4773664606940521,"reject":false},{"lag":10,"stat":7.458009404504924,"p":0.6828633029910114,"reject":false}],"adf":{"stat":-1.6153607649697759,"p":0.47839963572867816,"reject":false,"criticalValue":-2.86},"kpss":{"stat":0.5532101037120724,"p":0.029682409073857573,"reject":true,"criticalValue":0.463},"runs":{"stat":0.6627135046075256,"p":0.5075139295506346,"reject":false,"runs":16,"n1":12,"n2":15},"varianceRatio":{"stat":-1.3162873629071281,"p":0.1880777381778116,"reject":false,"vr":0.7693612326199047,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":false,"efficient":true,"tailRisk":"normal"}}}