{"ok":true,"asset":"pm-cs2-fokus-cs1-2026-06-20","type":"pm","now":1781956704361,"market":{"id":"2609101","slug":"cs2-fokus-cs1-2026-06-20","question":"Counter-Strike: FOKUS vs CYBERSHOKE Esports (BO3) - Stake Ranked Episode 3: Closed Qualifier Playoffs","yesProb":0.9995,"noProb":0.0005,"liquidity":307879.06193,"volume24h":178628.4287459999,"endDate":"2026-06-20T15:00:00Z","category":"Sports"},"snapshot":{"fetchedAt":1781956700695,"ageMs":3666,"stale":false},"stats":{"n":18,"range":{"min":0.53,"max":0.9995,"span":0.46950000000000003},"moments":{"mean":0.5969166666666665,"stdev":0.1183971693322199,"cv":0.19834790339056807,"skew":2.9965014876328118,"kurtosis":8.673993015057416,"ci95":{"lo":0.5422199650120382,"hi":0.6516133683212949,"halfWidth":0.05469670165462836}},"returns":{"mean":0.025558823529411773,"stdev":0.14251643352094315,"annualisedVol":13.338807304032757,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":2.357812500000001,"skew":1.4811235291715799,"kurtosis":5.335212726553545,"gainToPain":2.357812500000001,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":0.25,"barsPerDay":24,"totalBars":6,"perDayMove":0.6981850841751818,"perHorizonMove":0.3490925420875909,"terminalVariance":0.000499749999999945,"resolvedFrom":"endDate","available":true},"risk":{"var95":0.08899999999999977,"var99":0.22979999999999987,"es95":0.2649999999999999,"es90":0.15499999999999992,"es99":0.2649999999999999,"esTailConcentration":0,"ulcerIndex":0.08275375088777699,"cdar95":0.32317073170731697,"drawdownAtRisk95":0.11499734888653187,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.32317073170731697,"drawdownPeak":0.82,"drawdownTrough":0.555,"drawdownDurationBars":1},"structure":{"hurst":0.7672117688317475,"autocorr1":-0.559226432449548,"autocorr2":0.3013434850095124,"trendT":2.183419550626149,"halfLifeMR":null,"permEntropy":0.8145523430652634,"permEntropyTieFrac":0.6,"rollSpreadBps":3683.851574075854},"tests":{"jarqueBera":{"stat":26.377910084504474,"p":0.0000018711543047765257,"reject":true},"ljungBox":{"stat":8.302849663724839,"p":0.1390764481345781,"reject":false},"ljungBoxProfile":[{"lag":1,"stat":6.3133217180206485,"p":0.011581277728446748,"reject":true},{"lag":2,"stat":8.268718410975985,"p":0.01584606568849134,"reject":true},{"lag":3,"stat":8.287963499279853,"p":0.03975895107851701,"reject":true},{"lag":5,"stat":8.302849663724839,"p":0.1390764481345781,"reject":false},{"lag":10,"stat":8.333484728758387,"p":0.5973263825229029,"reject":false}],"adf":{"stat":-2.3860830824513206,"p":0.15409321104372922,"reject":false,"criticalValue":-2.86},"kpss":{"stat":0.39389094345801856,"p":0.07978838644050924,"reject":false,"criticalValue":0.463},"runs":{"stat":1.853743141959974,"p":0.06377579461111216,"reject":false,"runs":7,"n1":5,"n2":3},"varianceRatio":{"stat":-3.4426714861172134,"p":0.0005760954999183276,"reject":true,"vr":0.16502951931980034,"horizon":2}},"verdict":{"regime":"stressed","stationary":"ambiguous","autocorrelated":true,"efficient":false,"tailRisk":"fat"}}}