{"ok":true,"asset":"kalshi-kxpgatour-uso26-ssch","type":"kalshi","now":1781959672539,"market":{"ticker":"KXPGATOUR-USO26-SSCH","title":"Will Scottie Scheffler win the U.S. Open?","yesProb":0.078,"noProb":0.9245000000000001,"yesBid":0.073,"yesAsk":0.078,"volume24hUsd":150035.80254,"openInterestUsd":7268767.04,"closeTime":"2026-07-05T04:00:00Z","category":"Sports"},"snapshot":{"fetchedAt":1781959602006,"ageMs":70533,"stale":false},"stats":{"n":694,"range":{"min":0.05,"max":0.16,"span":0.11},"moments":{"mean":0.1447881844380404,"stdev":0.02189782989216366,"cv":0.15124044808735382,"skew":-2.963530211456782,"kurtosis":8.510734393812836,"ci95":{"lo":0.14315897313717363,"hi":0.14641739573890716,"halfWidth":0.00162921130086676}},"returns":{"mean":-0.00010389610389610389,"stdev":0.006450178054687084,"annualisedVol":0.6037035871763408,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":0.9329608938547489,"skew":-2.780963545701844,"kurtosis":34.6320332371635,"gainToPain":0.9329608938547489,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":14.6334196875,"barsPerDay":24,"totalBars":351.2020725,"perDayMove":0.03159928996816233,"perHorizonMove":0.12087882738624929,"terminalVariance":0.07191600000000001,"resolvedFrom":"closeTime","available":true},"risk":{"var95":0.010000000000000009,"var99":0.01999999999999999,"es95":0.013477272727272734,"es90":0.011738636363636363,"es99":0.026777777777777772,"esTailConcentration":7.649963689179336,"ulcerIndex":0.16411263157276687,"cdar95":0.6048214285714286,"drawdownAtRisk95":0.5209375000000002,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.6875,"drawdownPeak":0.16,"drawdownTrough":0.05,"drawdownDurationBars":542},"structure":{"hurst":0.6722806661928218,"autocorr1":-0.33439797154042916,"autocorr2":-0.029332645729187184,"trendT":-17.26245815739095,"halfLifeMR":18.31516747152667,"permEntropy":0.7834262396968544,"permEntropyTieFrac":0.7452966714905933,"rollSpreadBps":515.6017915555962},"tests":{"jarqueBera":{"stat":35525.280919303776,"p":0,"reject":true},"ljungBox":{"stat":82.45649514302815,"p":2.353672812205332e-14,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":77.82859912323741,"p":6.505906924303417e-14,"reject":true},{"lag":2,"stat":78.42831074601594,"p":2.6423307986078726e-14,"reject":true},{"lag":3,"stat":81.03662544209995,"p":1.2545520178264269e-14,"reject":true},{"lag":5,"stat":82.45649514302815,"p":2.353672812205332e-14,"reject":true},{"lag":10,"stat":99.56612958627828,"p":1.7763568394002505e-15,"reject":true}],"adf":{"stat":-3.320496404051109,"p":0.01529856109430119,"reject":true,"criticalValue":-2.86},"kpss":{"stat":3.569161451174565,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":10.166768821332086,"p":0,"reject":true,"runs":176,"n1":105,"n2":100},"varianceRatio":{"stat":-7.8763656534480955,"p":3.3306690738754696e-15,"reject":true,"vr":0.4402510668020468,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"normal"}}}