{"ok":true,"asset":"pm-2026-us-open-winner-chris-gotterup-win","type":"pm","now":1781783669830,"market":{"id":"2553345","slug":"2026-us-open-winner-chris-gotterup-win","question":"Will Chris Gotterup win the 2026 U.S. Open?","yesProb":0.022,"noProb":0.978,"liquidity":6027.15415,"volume24h":28587.443841,"endDate":"2026-06-21T00:00:00Z","category":"PGA Tour: U.S. Open Winner"},"snapshot":{"fetchedAt":1781783664092,"ageMs":5738,"stale":false},"stats":{"n":68,"range":{"min":0.01,"max":0.495,"span":0.485},"moments":{"mean":0.024220588235294088,"stdev":0.058253139198797564,"cv":2.4051083579345716,"skew":8.117831987135682,"kurtosis":66.49762743214559,"ci95":{"lo":0.01037469593990339,"hi":0.03806648053068479,"halfWidth":0.013845892295390698}},"returns":{"mean":-0.007052238805970149,"stdev":0.05964491737905439,"annualisedVol":5.582458386928738,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":0.12011173184357542,"skew":-8.003486011627803,"kurtosis":64.99936188921437,"gainToPain":0.12011173184357542,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":2.5038214120370372,"barsPerDay":24,"totalBars":60.09171388888889,"perDayMove":0.2921992266582877,"perHorizonMove":0.46236051279484464,"terminalVariance":0.02199375,"resolvedFrom":"endDate","available":true},"risk":{"var95":0.0008499999999999993,"var99":0.1904699999999997,"es95":0.134,"es90":0.009421052631578948,"es99":0.4845,"esTailConcentration":2.813476975073933,"ulcerIndex":0.9582165085748822,"cdar95":0.9738636363636362,"drawdownAtRisk95":0.9707070707070706,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.9797979797979798,"drawdownPeak":0.495,"drawdownTrough":0.01,"drawdownDurationBars":3},"structure":{"hurst":0.6406228011150397,"autocorr1":-0.005773392669835852,"autocorr2":0.0014241405571839452,"trendT":-1.3042657899037282,"halfLifeMR":null,"permEntropy":0.6268508826387805,"permEntropyTieFrac":0.8615384615384616,"rollSpreadBps":4079.7500223110983},"tests":{"jarqueBera":{"stat":12509.849723208703,"p":0,"reject":true},"ljungBox":{"stat":0.011492191019669026,"p":0.9999531803139996,"reject":false},"ljungBoxProfile":[{"lag":1,"stat":0.0023347594981771008,"p":0.9144216090033677,"reject":false},{"lag":2,"stat":0.0024790096390685883,"p":0.9904713748210758,"reject":false},{"lag":3,"stat":0.01138491656642582,"p":0.9976649689272997,"reject":false},{"lag":5,"stat":0.011492191019669026,"p":0.9999531803139996,"reject":false},{"lag":10,"stat":0.013535655475836596,"p":0.9999999969964162,"reject":false}],"adf":{"stat":-79.48989869108829,"p":2.3100607658878723e-100,"reject":true,"criticalValue":-2.86},"kpss":{"stat":0.2488750408777478,"p":0.27139730851048416,"reject":false,"criticalValue":0.463},"runs":{"stat":0.2773500981126146,"p":0.7815114238324772,"reject":false,"runs":9,"n1":10,"n2":6},"varianceRatio":{"stat":-3.2520590990318374,"p":0.001145844628981596,"reject":true,"vr":0.2567155448735561,"horizon":4}},"verdict":{"regime":"stressed","stationary":"yes","autocorrelated":false,"efficient":false,"tailRisk":"fat"}}}