{"ok":true,"asset":"kalshi-kxpgatour-uso26-rfow","type":"kalshi","now":1781955009090,"market":{"ticker":"KXPGATOUR-USO26-RFOW","title":"Will Rickie Fowler win the U.S. Open?","yesProb":0.001,"noProb":0.999,"yesBid":0,"yesAsk":1,"volume24hUsd":266.57113,"openInterestUsd":2456877.21,"closeTime":"2026-06-20T01:10:47Z","category":"Sports"},"snapshot":{"fetchedAt":1781954943184,"ageMs":65906,"stale":false},"stats":{"n":245,"range":{"min":0.001,"max":0.01,"span":0.009000000000000001},"moments":{"mean":0.0067959183673469035,"stdev":0.0021403576367002137,"cv":0.31494752011504806,"skew":0.28843699877754625,"kurtosis":-0.8918938675177546,"ci95":{"lo":0.006527903197724845,"hi":0.007063933536968962,"halfWidth":0.00026801516962205867}},"returns":{"mean":-0.000036885245901639346,"stdev":0.0007874217781698387,"annualisedVol":0.0736986402656703,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":0.7567567567567568,"skew":-1.3624524713512947,"kurtosis":25.205923879967497,"gainToPain":0.7567567567567568,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":0,"barsPerDay":24,"totalBars":0,"perDayMove":0.0038575631377422218,"perHorizonMove":0.0007874217781698387,"terminalVariance":0.000999,"resolvedFrom":null,"available":false},"risk":{"var95":0.001,"var99":0.0027099999999999924,"es95":0.0014230769230769238,"es90":0.0014230769230769238,"es99":0.004666666666666666,"esTailConcentration":null,"ulcerIndex":0.3850788416489723,"cdar95":0.7,"drawdownAtRisk95":0.5799999999999983,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.9000000000000001,"drawdownPeak":0.01,"drawdownTrough":0.001,"drawdownDurationBars":244},"structure":{"hurst":1.0151986988803692,"autocorr1":-0.14798389596097014,"autocorr2":-0.008613658690156633,"trendT":-20.782341951595036,"halfLifeMR":11.460403742320585,"permEntropy":0.5427969824740579,"permEntropyTieFrac":0.8925619834710744,"rollSpreadBps":893.2859900682776},"tests":{"jarqueBera":{"stat":6534.764340159721,"p":0,"reject":true},"ljungBox":{"stat":34.63067301596268,"p":0.0000032566250990351264,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":5.409381026462408,"p":0.019044000168313646,"reject":true},{"lag":2,"stat":5.427783867969083,"p":0.06451786953920757,"reject":false},{"lag":3,"stat":9.4985950693604,"p":0.02311983277863061,"reject":true},{"lag":5,"stat":34.63067301596268,"p":0.0000032566250990351264,"reject":true},{"lag":10,"stat":45.49047438014034,"p":0.0000026099136199997375,"reject":true}],"adf":{"stat":-2.4798903943438884,"p":0.12650282519297398,"reject":false,"criticalValue":-2.86},"kpss":{"stat":3.1257915282669555,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":1.2507295409730317,"p":0.2110333059709424,"reject":false,"runs":27,"n1":19,"n2":26},"varianceRatio":{"stat":-2.461524511046301,"p":0.013834807219265777,"reject":true,"vr":0.7051892784588752,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"normal"}}}