{"ok":true,"asset":"kalshi-kxsb-27-lar","type":"kalshi","now":1781958887767,"market":{"ticker":"KXSB-27-LAR","title":"Will Los Angeles R win the 2027 Pro Football Championship?","yesProb":0.16,"noProb":0.835,"yesBid":0.16,"yesAsk":0.17,"volume24hUsd":3651.9471999999996,"openInterestUsd":2601292.54,"closeTime":"2029-02-13T23:30:00Z","category":"Sports"},"snapshot":{"fetchedAt":1781958780578,"ageMs":107189,"stale":false},"stats":{"n":561,"range":{"min":0.1,"max":0.17,"span":0.07},"moments":{"mean":0.14762923351158644,"stdev":0.026074990774221343,"cv":0.17662484694926558,"skew":-0.8391684375544429,"kurtosis":-1.075087777925085,"ci95":{"lo":0.1454714950437946,"hi":0.14978697197937826,"halfWidth":0.002157738467791819}},"returns":{"mean":0.00010714285714285716,"stdev":0.007494013284864338,"annualisedVol":0.7014012115731018,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":1.048,"skew":0.520035156318585,"kurtosis":3.499874423027133,"gainToPain":1.048,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":969.4550026967593,"barsPerDay":24,"totalBars":23266.920064722224,"perDayMove":0.03671301734711213,"perHorizonMove":1.1430991650801794,"terminalVariance":0.1411,"resolvedFrom":"closeTime","available":true},"risk":{"var95":0.010000000000000009,"var99":0.020000000000000018,"es95":0.011046511627906987,"es90":0.011046511627906987,"es99":0.020000000000000018,"esTailConcentration":null,"ulcerIndex":0.051411929910833945,"cdar95":0.11764705882352952,"drawdownAtRisk95":0.11764705882352951,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.11764705882352951,"drawdownPeak":0.17,"drawdownTrough":0.15,"drawdownDurationBars":24},"structure":{"hurst":0.6767591395507095,"autocorr1":-0.4939367948722156,"autocorr2":0.0953554607891263,"trendT":30.259962790454807,"halfLifeMR":15.96539065769168,"permEntropy":0.8962473496532786,"permEntropyTieFrac":0.6810035842293907,"rollSpreadBps":714.1576269496367},"tests":{"jarqueBera":{"stat":311.05356875106935,"p":2.854800456612897e-68,"reject":true},"ljungBox":{"stat":155.8394198068001,"p":0,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":137.3584221153286,"p":0,"reject":true},{"lag":2,"stat":142.48681491700233,"p":0,"reject":true},{"lag":3,"stat":142.85869410045925,"p":0,"reject":true},{"lag":5,"stat":155.8394198068001,"p":0,"reject":true},{"lag":10,"stat":159.38364050827303,"p":0,"reject":true}],"adf":{"stat":-3.5316820790690486,"p":0.007404112489563854,"reject":true,"criticalValue":-2.86},"kpss":{"stat":5.798459232496261,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":13.722185334280757,"p":0,"reject":true,"runs":222,"n1":117,"n2":116},"varianceRatio":{"stat":-8.374855203260289,"p":0,"reject":true,"vr":0.3379095620896269,"horizon":4}},"verdict":{"regime":"calm","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"normal"}}}