{"ok":true,"asset":"pm-atp-zverev-fritz-2026-06-20","type":"pm","now":1781952985040,"market":{"id":"2607969","slug":"atp-zverev-fritz-2026-06-20","question":"Halle Open: Alexander Zverev vs Taylor Fritz","yesProb":0.555,"noProb":0.445,"liquidity":328097.3787,"volume24h":282899.522914,"endDate":"2026-06-27T09:30:00Z","category":"Halle Open: Alexander Zverev vs Taylor Fritz"},"snapshot":{"fetchedAt":1781952974330,"ageMs":10710,"stale":false},"stats":{"n":19,"range":{"min":0.545,"max":0.575,"span":0.029999999999999916},"moments":{"mean":0.5647368421052631,"stdev":0.009785715810206628,"cv":0.017327921751530844,"skew":-0.7629129028225886,"kurtosis":-0.20667450477657479,"ci95":{"lo":0.5603366476441304,"hi":0.5691370365663958,"halfWidth":0.0044001944611327315}},"returns":{"mean":-0.001111111111111106,"stdev":0.006542970083711206,"annualisedVol":0.6123884452234031,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":0.6000000000000013,"skew":-0.07073030345868121,"kurtosis":-0.6624264320261029,"gainToPain":0.6000000000000013,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":6.939987962962963,"barsPerDay":24,"totalBars":166.5597111111111,"perDayMove":0.03205387621477558,"perHorizonMove":0.0844422728048935,"terminalVariance":0.246975,"resolvedFrom":"endDate","available":true},"risk":{"var95":0.010000000000000009,"var99":0.010000000000000009,"es95":0.010000000000000009,"es90":0.010000000000000009,"es99":0.010000000000000009,"esTailConcentration":null,"ulcerIndex":0.024351094909698844,"cdar95":0.05217391304347812,"drawdownAtRisk95":0.05217391304347812,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.05217391304347812,"drawdownPeak":0.575,"drawdownTrough":0.545,"drawdownDurationBars":15},"structure":{"hurst":0.929877358141952,"autocorr1":-0.13528413910093604,"autocorr2":0.2561492790500449,"trendT":-2.6786170208885656,"halfLifeMR":2.6847292598700867,"permEntropy":0.7737056144690831,"permEntropyTieFrac":0.875,"rollSpreadBps":85.21964126613713},"tests":{"jarqueBera":{"stat":0.3441149108671962,"p":0.8419307982797384,"reject":false},"ljungBox":{"stat":3.870064613994998,"p":0.5704051440446389,"reject":false},"ljungBoxProfile":[{"lag":1,"stat":0.3875674932483122,"p":0.5411287765130646,"reject":false},{"lag":2,"stat":1.8638476893001121,"p":0.396024420987689,"reject":false},{"lag":3,"stat":2.5823761355833645,"p":0.4629180439988454,"reject":false},{"lag":5,"stat":3.870064613994998,"p":0.5704051440446389,"reject":false},{"lag":10,"stat":6.559268876184511,"p":0.7674931171687767,"reject":false}],"adf":{"stat":-1.445513418798895,"p":0.5592793243814786,"reject":false,"criticalValue":-2.86},"kpss":{"stat":0.3240282767953023,"p":0.14012528070689556,"reject":false,"criticalValue":0.463},"runs":{"stat":0.4016096644512493,"p":0.687971413362358,"reject":false,"runs":6,"n1":4,"n2":5},"varianceRatio":{"stat":-0.9726091842370465,"p":0.3307475658597956,"reject":false,"vr":0.7707538167938894,"horizon":2}},"verdict":{"regime":"calm","stationary":"ambiguous","autocorrelated":false,"efficient":true,"tailRisk":"normal"}}}