{"ok":true,"asset":"kalshi-kxpresnomd-28-jbp","type":"kalshi","now":1781959077146,"market":{"ticker":"KXPRESNOMD-28-JBP","title":"Will J.B. Pritzker be the Democratic Presidential nominee in 2028?","yesProb":0.037,"noProb":0.9624999999999999,"yesBid":0.037,"yesAsk":0.038,"volume24hUsd":145.51952,"openInterestUsd":2894926.56,"closeTime":"2028-11-07T15:00:00Z","category":"Elections"},"snapshot":{"fetchedAt":1781959056856,"ageMs":20290,"stale":false},"stats":{"n":255,"range":{"min":0.028,"max":0.05,"span":0.022000000000000002},"moments":{"mean":0.036125490196078476,"stdev":0.005386621044264189,"cv":0.14910859382190256,"skew":0.21369263225831361,"kurtosis":-0.9585634962816991,"ci95":{"lo":0.035464336538899896,"hi":0.036786643853257056,"halfWidth":0.0006611536571785832}},"returns":{"mean":0.00003543307086614172,"stdev":0.002187533039716339,"annualisedVol":0.20474187409196806,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":1.0703125,"skew":1.4364302647506921,"kurtosis":20.567876243890154,"gainToPain":1.0703125,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":871.0986441435185,"barsPerDay":24,"totalBars":20906.367459444446,"perDayMove":0.010716679485568956,"perHorizonMove":0.31629615382683707,"terminalVariance":0.035630999999999996,"resolvedFrom":"closeTime","available":true},"risk":{"var95":0.0020000000000000018,"var99":0.005999999999999998,"es95":0.00390909090909091,"es90":0.002066666666666668,"es99":0.007166666666666666,"esTailConcentration":1.7680921052631577,"ulcerIndex":0.15495429761282337,"cdar95":0.263529411764706,"drawdownAtRisk95":0.26000000000000006,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.2800000000000001,"drawdownPeak":0.05,"drawdownTrough":0.036,"drawdownDurationBars":21},"structure":{"hurst":0.7693707933572668,"autocorr1":-0.3562623983299502,"autocorr2":-0.04156454457299552,"trendT":16.019516732236816,"halfLifeMR":7.653154483776155,"permEntropy":0.9613946878655752,"permEntropyTieFrac":0.49603174603174605,"rollSpreadBps":724.2922935739028},"tests":{"jarqueBera":{"stat":4564.494943529616,"p":0,"reject":true},"ljungBox":{"stat":39.87899579201459,"p":3.81957385053866e-7,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":32.620689405781256,"p":1.465850669735147e-7,"reject":true},{"lag":2,"stat":33.06646798290113,"p":3.2518945092263607e-7,"reject":true},{"lag":3,"stat":35.17742445790063,"p":3.807709945125026e-7,"reject":true},{"lag":5,"stat":39.87899579201459,"p":3.81957385053866e-7,"reject":true},{"lag":10,"stat":42.52184039598367,"p":0.000008216179589126682,"reject":true}],"adf":{"stat":-3.47140893704934,"p":0.008847983037866247,"reject":true,"criticalValue":-2.86},"kpss":{"stat":2.8341382259591885,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":7.181818278923697,"p":6.927791673660977e-13,"reject":true,"runs":108,"n1":68,"n2":64},"varianceRatio":{"stat":-5.260871820713964,"p":1.4366281897437716e-7,"reject":true,"vr":0.3824460777825048,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"fat"}}}