{"ok":true,"asset":"kalshi-kxsb-27-ne","type":"kalshi","now":1781953385129,"market":{"ticker":"KXSB-27-NE","title":"Will New England win the 2027 Pro Football Championship?","yesProb":0.05,"noProb":0.955,"yesBid":0.04,"yesAsk":0.05,"volume24hUsd":391.3115,"openInterestUsd":1214797.46,"closeTime":"2029-02-13T23:30:00Z","category":"Sports"},"snapshot":{"fetchedAt":1781953321063,"ageMs":64066,"stale":false},"stats":{"n":307,"range":{"min":0.03,"max":0.05,"span":0.020000000000000004},"moments":{"mean":0.045667752442996826,"stdev":0.005524192411088184,"cv":0.12096484095606772,"skew":-0.7936288130680522,"kurtosis":-0.43343807032963566,"ci95":{"lo":0.045049799107802685,"hi":0.046285705778190966,"halfWidth":0.000617953335194144}},"returns":{"mean":0.000032679738562091506,"stdev":0.005521841342509795,"annualisedVol":0.5168160317480577,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":1.0217391304347827,"skew":0.001729990375464696,"kurtosis":0.31496920583226284,"gainToPain":1.0217391304347827,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":969.5186906365741,"barsPerDay":24,"totalBars":23268.448575277776,"perDayMove":0.02705138745950767,"perHorizonMove":0.8423016236400276,"terminalVariance":0.0475,"resolvedFrom":"closeTime","available":true},"risk":{"var95":0.010000000000000002,"var99":0.010000000000000002,"es95":0.010000000000000007,"es90":0.010000000000000007,"es99":0.010000000000000007,"esTailConcentration":null,"ulcerIndex":0.08697785108753013,"cdar95":0.20849056603773572,"drawdownAtRisk95":0.20000000000000004,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.25000000000000006,"drawdownPeak":0.04,"drawdownTrough":0.03,"drawdownDurationBars":2},"structure":{"hurst":0.601898596333314,"autocorr1":-0.5376885570500709,"autocorr2":0.05372995973055104,"trendT":9.835057337044836,"halfLifeMR":1.0009618274811873,"permEntropy":0.8191671576169867,"permEntropyTieFrac":0.743421052631579,"rollSpreadBps":1776.1629497881017},"tests":{"jarqueBera":{"stat":1.2650240441398903,"p":0.5312555976373218,"reject":false},"ljungBox":{"stat":90.44952234671261,"p":1.2212453270876722e-15,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":89.33751986914784,"p":2.4424906541753444e-15,"reject":true},{"lag":2,"stat":90.23253749794652,"p":5.551115123125783e-16,"reject":true},{"lag":3,"stat":90.26874143284512,"p":4.440892098500626e-16,"reject":true},{"lag":5,"stat":90.44952234671261,"p":1.2212453270876722e-15,"reject":true},{"lag":10,"stat":94.95175332597607,"p":1.0436096431476471e-14,"reject":true}],"adf":{"stat":-10.071637120477279,"p":2.980438845272513e-11,"reject":true,"criticalValue":-2.86},"kpss":{"stat":2.4272910582000375,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":9.281645663765197,"p":0,"reject":true,"runs":92,"n1":47,"n2":46},"varianceRatio":{"stat":-7.117709352715929,"p":1.1048939541069558e-12,"reject":true,"vr":0.23877409564286095,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"normal"}}}