{"ok":true,"asset":"kalshi-kxpresnomr-28-itru","type":"kalshi","now":1781959780186,"market":{"ticker":"KXPRESNOMR-28-ITRU","title":"Will Ivanka Trump be the nominee for the Presidency for the Republican party?","yesProb":0.013,"noProb":0.988,"yesBid":0.011,"yesAsk":0.013,"volume24hUsd":24.924249999999997,"openInterestUsd":1122046.17,"closeTime":"2028-11-07T15:00:00Z","category":"Elections"},"snapshot":{"fetchedAt":1781959694165,"ageMs":86021,"stale":false},"stats":{"n":70,"range":{"min":0.011,"max":0.016,"span":0.005000000000000001},"moments":{"mean":0.013242857142857153,"stdev":0.001134897228134117,"cv":0.08569881981595268,"skew":-0.13014970089838027,"kurtosis":-0.374170394097765,"ci95":{"lo":0.012976990662255994,"hi":0.013508723623458313,"halfWidth":0.00026586648060115893}},"returns":{"mean":0.000014492753623188393,"stdev":0.0012425395439699578,"annualisedVol":0.11629532914336095,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":1.032258064516129,"skew":0.16132945537509788,"kurtosis":-0.49759247834752607,"gainToPain":1.032258064516129,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":871.0905071064815,"barsPerDay":24,"totalBars":20906.172170555554,"perDayMove":0.006087175735913798,"perHorizonMove":0.17965838047551858,"terminalVariance":0.012830999999999999,"resolvedFrom":"closeTime","available":true},"risk":{"var95":0.002,"var99":0.002,"es95":0.002,"es90":0.002,"es99":0.002,"esTailConcentration":null,"ulcerIndex":0.1820640585853546,"cdar95":0.31250000000000006,"drawdownAtRisk95":0.31250000000000006,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.31250000000000006,"drawdownPeak":0.016,"drawdownTrough":0.011,"drawdownDurationBars":32},"structure":{"hurst":0.8343930108788061,"autocorr1":-0.4762582126937635,"autocorr2":0.07647308317128021,"trendT":-4.028287352426566,"halfLifeMR":0.7574144924039822,"permEntropy":0.9650630977386511,"permEntropyTieFrac":0.44776119402985076,"rollSpreadBps":1304.6556589146744},"tests":{"jarqueBera":{"stat":1.011157760684291,"p":0.6031563190116404,"reject":false},"ljungBox":{"stat":18.98836855534581,"p":0.0020657772095293847,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":16.34118257926921,"p":0.00009455783130940532,"reject":true},{"lag":2,"stat":16.76879453257049,"p":0.00030414701036718395,"reject":true},{"lag":3,"stat":17.57519457503024,"p":0.0006376327305246399,"reject":true},{"lag":5,"stat":18.98836855534581,"p":0.0020657772095293847,"reject":true},{"lag":10,"stat":20.871693842601733,"p":0.02201927080998778,"reject":true}],"adf":{"stat":-5.410617344645953,"p":0.00002867650256214858,"reject":true,"criticalValue":-2.86},"kpss":{"stat":0.7770146703364686,"p":0.008096882348662515,"reject":true,"criticalValue":0.463},"runs":{"stat":3.246677417042747,"p":0.0011677298190058139,"reject":true,"runs":33,"n1":21,"n2":22},"varianceRatio":{"stat":-3.2607336250303867,"p":0.0011113654498147163,"reject":true,"vr":0.26561330717874065,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"normal"}}}