{"ok":true,"asset":"kalshi-kxpresperson-28-dtrujr","type":"kalshi","now":1781959780642,"market":{"ticker":"KXPRESPERSON-28-DTRUJR","title":"Who will win the next presidential election?","yesProb":0.014,"noProb":0.988,"yesBid":0.011,"yesAsk":0.013,"volume24hUsd":0,"openInterestUsd":1459909.98,"closeTime":"2029-11-07T15:00:00Z","category":"Elections"},"snapshot":{"fetchedAt":1781959694165,"ageMs":86477,"stale":false},"stats":{"n":61,"range":{"min":0.01,"max":0.019,"span":0.009},"moments":{"mean":0.014295081967213125,"stdev":0.0016466558261628518,"cv":0.11519037316047465,"skew":-0.4460934234647519,"kurtosis":0.9402288938330532,"ci95":{"lo":0.0138818499255749,"hi":0.01470831400885135,"halfWidth":0.0004132320416382247}},"returns":{"mean":-0.000016666666666666654,"stdev":0.002054277609568663,"annualisedVol":0.19226984921004706,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":0.9772727272727273,"skew":0.047427082031772344,"kurtosis":0.21508952359356792,"gainToPain":0.9772727272727273,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":1236.0905018287037,"barsPerDay":24,"totalBars":29666.172043888888,"perDayMove":0.010063863866935172,"perHorizonMove":0.35382611842560296,"terminalVariance":0.013804,"resolvedFrom":"closeTime","available":true},"risk":{"var95":0.003049999999999998,"var99":0.004409999999999999,"es95":0.004333333333333333,"es90":0.0036666666666666666,"es99":0.004999999999999999,"esTailConcentration":0.9999999999999993,"ulcerIndex":0.23092741302273548,"cdar95":0.40601503759398494,"drawdownAtRisk95":0.3684210526315789,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.47368421052631576,"drawdownPeak":0.019,"drawdownTrough":0.01,"drawdownDurationBars":14},"structure":{"hurst":0.6973995320777943,"autocorr1":-0.34179106142758336,"autocorr2":-0.19673561371800877,"trendT":0.38146609345251076,"halfLifeMR":0.47595080008134905,"permEntropy":0.9794121166688358,"permEntropyTieFrac":0.3448275862068966,"rollSpreadBps":1695.396866672651},"tests":{"jarqueBera":{"stat":0.13815203899975464,"p":0.9332557317475227,"reject":false},"ljungBox":{"stat":12.171182742633752,"p":0.032282550135174004,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":7.365671226763965,"p":0.006615540398438702,"reject":true},{"lag":2,"stat":9.848123543015788,"p":0.007401604897976588,"reject":true},{"lag":3,"stat":9.933728681157431,"p":0.019023018802025282,"reject":true},{"lag":5,"stat":12.171182742633752,"p":0.032282550135174004,"reject":true},{"lag":10,"stat":18.588837124235585,"p":0.045607220319629604,"reject":true}],"adf":{"stat":-6.014219126014282,"p":0.000004816107685904068,"reject":true,"criticalValue":-2.86},"kpss":{"stat":0.10853936707564144,"p":0.5,"reject":false,"criticalValue":0.463},"runs":{"stat":2.9860760832093503,"p":0.002825961580870562,"reject":true,"runs":29,"n1":20,"n2":18},"varianceRatio":{"stat":-3.044775569358605,"p":0.0023286781161235837,"reject":true,"vr":0.2646168352805167,"horizon":4}},"verdict":{"regime":"stressed","stationary":"yes","autocorrelated":true,"efficient":false,"tailRisk":"normal"}}}