{"ok":true,"asset":"kalshi-kxwcgroupwin-26c-mar","type":"kalshi","now":1781959597134,"market":{"ticker":"KXWCGROUPWIN-26C-MAR","title":"Will Morocco finish first in World Cup Group C?","yesProb":0.29,"noProb":0.705,"yesBid":0.29,"yesAsk":0.3,"volume24hUsd":15820.894899999998,"openInterestUsd":302089.11,"closeTime":"2026-07-11T14:00:00Z","category":"Sports"},"snapshot":{"fetchedAt":1781959515406,"ageMs":81728,"stale":false},"stats":{"n":433,"range":{"min":0.18,"max":0.38,"span":0.2},"moments":{"mean":0.23773672055427245,"stdev":0.044252589015680265,"cv":0.18614116032435943,"skew":0.6000728914143356,"kurtosis":-1.244257729098348,"ci95":{"lo":0.23356849888012746,"hi":0.24190494222841744,"halfWidth":0.004168221674144998}},"returns":{"mean":0.0002546296296296296,"stdev":0.008786193390431489,"annualisedVol":0.8223426427080034,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":1.1506849315068495,"skew":0.5071702023061474,"kurtosis":36.176369102792066,"gainToPain":1.1506849315068495,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":21.050959097222222,"barsPerDay":24,"totalBars":505.22301833333336,"perDayMove":0.04304338117594257,"perHorizonMove":0.1974887326105233,"terminalVariance":0.21,"resolvedFrom":"closeTime","available":true},"risk":{"var95":0.010000000000000009,"var99":0.010000000000000009,"es95":0.013023255813953494,"es90":0.012363636363636367,"es99":0.013023255813953494,"esTailConcentration":0,"ulcerIndex":0.056003360207763225,"cdar95":0.1236831674906648,"drawdownAtRisk95":0.09523809523809519,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.34210526315789475,"drawdownPeak":0.38,"drawdownTrough":0.25,"drawdownDurationBars":3},"structure":{"hurst":0.833029978404814,"autocorr1":-0.337310189533466,"autocorr2":-0.021807911679028655,"trendT":41.090596365160046,"halfLifeMR":36.513071751980746,"permEntropy":0.7955590955007518,"permEntropyTieFrac":0.7465116279069768,"rollSpreadBps":429.79156447314466},"tests":{"jarqueBera":{"stat":23575.654222521793,"p":0,"reject":true},"ljungBox":{"stat":66.4272157420937,"p":1.0350165169370484e-11,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":49.49429328332762,"p":4.1774272929728795e-10,"reject":true},{"lag":2,"stat":49.7016571965658,"p":5.741651598611952e-10,"reject":true},{"lag":3,"stat":63.09992034327303,"p":7.951972413877684e-12,"reject":true},{"lag":5,"stat":66.4272157420937,"p":1.0350165169370484e-11,"reject":true},{"lag":10,"stat":68.85817690322007,"p":2.7804203384107495e-10,"reject":true}],"adf":{"stat":-1.9705580882158669,"p":0.30925805323053956,"reject":false,"criticalValue":-2.86},"kpss":{"stat":6.4255592519527385,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":7.630380207389369,"p":2.353672812205332e-14,"reject":true,"runs":107,"n1":67,"n2":60},"varianceRatio":{"stat":-6.837190494067142,"p":8.12439004960197e-12,"reject":true,"vr":0.38458251808794064,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"normal"}}}