{"ok":true,"asset":"kalshi-kxpresperson-28-tgab","type":"kalshi","now":1781953450258,"market":{"ticker":"KXPRESPERSON-28-TGAB","title":"Who will win the next presidential election?","yesProb":0.009,"noProb":0.993,"yesBid":0.006,"yesAsk":0.008,"volume24hUsd":0,"openInterestUsd":1298380.73,"closeTime":"2029-11-07T15:00:00Z","category":"Elections"},"snapshot":{"fetchedAt":1781953414856,"ageMs":35402,"stale":false},"stats":{"n":52,"range":{"min":0.003,"max":0.02,"span":0.017},"moments":{"mean":0.007807692307692312,"stdev":0.0027656042954760087,"cv":0.35421532848461174,"skew":1.4454885629734209,"kurtosis":5.979628305219089,"ci95":{"lo":0.007055992497455192,"hi":0.008559392117929433,"halfWidth":0.0007516998102371205}},"returns":{"mean":0.00007843137254901957,"stdev":0.002711775339182077,"annualisedVol":0.25380826482626123,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":1.1739130434782608,"skew":1.3794225254786792,"kurtosis":18.904601535219633,"gainToPain":1.1739130434782608,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":1236.163770162037,"barsPerDay":24,"totalBars":29667.93048388889,"perDayMove":0.013284931756117741,"perHorizonMove":0.4670865194380359,"terminalVariance":0.008919,"resolvedFrom":"closeTime","available":true},"risk":{"var95":0.002499999999999998,"var99":0.0069999999999999975,"es95":0.005666666666666667,"es90":0.0035,"es99":0.011000000000000001,"esTailConcentration":2.4615384615384617,"ulcerIndex":0.3871289854644167,"cdar95":0.5611111111111111,"drawdownAtRisk95":0.55,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.65,"drawdownPeak":0.02,"drawdownTrough":0.007,"drawdownDurationBars":15},"structure":{"hurst":0.673802873048062,"autocorr1":-0.42514471658970804,"autocorr2":-0.06866613966405682,"trendT":6.052786571793112,"halfLifeMR":1.055210549994039,"permEntropy":0.8728630752053648,"permEntropyTieFrac":0.673469387755102,"rollSpreadBps":4575.268006308598},"tests":{"jarqueBera":{"stat":775.6147685938184,"p":3.7791398056221244e-169,"reject":true},"ljungBox":{"stat":11.452328945775275,"p":0.042709177832393586,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":9.77123850418638,"p":0.001955821632646959,"reject":true},{"lag":2,"stat":10.031335436929057,"p":0.006781882685941487,"reject":true},{"lag":3,"stat":10.329307685346716,"p":0.015932181188326622,"reject":true},{"lag":5,"stat":11.452328945775275,"p":0.042709177832393586,"reject":true},{"lag":10,"stat":11.760103120008727,"p":0.3009833233066893,"reject":false}],"adf":{"stat":-3.988436353694882,"p":0.0019193220248042034,"reject":true,"criticalValue":-2.86},"kpss":{"stat":1.013875161977561,"p":0.00217304005325412,"reject":true,"criticalValue":0.463},"runs":{"stat":2.02419345788133,"p":0.042950113849151705,"reject":true,"runs":14,"n1":10,"n2":8},"varianceRatio":{"stat":-2.4811004722664123,"p":0.013097766026538116,"reject":true,"vr":0.35003003934899457,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"fat"}}}