{"ok":true,"asset":"pm-fifwc-cze-rsa-2026-06-18-exact-score-3-1","type":"pm","now":1781784822780,"market":{"id":"2322756","slug":"fifwc-cze-rsa-2026-06-18-exact-score-3-1","question":"Exact Score: Czechia 3 - 1 South Africa?","yesProb":0.065,"noProb":0.935,"liquidity":98449.2927,"volume24h":55898.43912099997,"endDate":"2026-06-18T16:00:00Z","category":"Czechia vs. South Africa - Exact Score"},"snapshot":{"fetchedAt":1781784816077,"ageMs":6703,"stale":false},"stats":{"n":666,"range":{"min":0.045,"max":0.495,"span":0.45},"moments":{"mean":0.08557057057057099,"stdev":0.07674176190200695,"cv":0.8968242398093766,"skew":4.2032029881606245,"kurtosis":17.609448016795664,"ci95":{"lo":0.0797421521426605,"hi":0.09139898899848148,"halfWidth":0.005828418427910482}},"returns":{"mean":-0.0006541353383458647,"stdev":0.061111571517882705,"annualisedVol":5.719729692813741,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":0.8894536213468868,"skew":-0.2734700985060103,"kurtosis":33.00632577985706,"gainToPain":0.8894536213468868,"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":0.29938433519682855,"perHorizonMove":0.14969216759841428,"terminalVariance":0.05639999999999999,"resolvedFrom":"endDate","available":true},"risk":{"var95":0.0050000000000000044,"var99":0.3489999999999998,"es95":0.08478260869565214,"es90":0.006316211878009629,"es99":0.37714285714285717,"esTailConcentration":3.725929318847865,"ulcerIndex":0.8415127518408259,"cdar95":0.9090909090909073,"drawdownAtRisk95":0.9090909090909092,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.9090909090909092,"drawdownPeak":0.495,"drawdownTrough":0.045,"drawdownDurationBars":249},"structure":{"hurst":1.007533494780714,"autocorr1":-0.40348437733255976,"autocorr2":-0.29511109497260773,"trendT":-3.4382460528249505,"halfLifeMR":1.6804082620128404,"permEntropy":0.47378639033072045,"permEntropyTieFrac":0.8914027149321267,"rollSpreadBps":9079.661467540775},"tests":{"jarqueBera":{"stat":30194.233148680585,"p":0,"reject":true},"ljungBox":{"stat":387.9130592455405,"p":0,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":108.75089689851883,"p":0,"reject":true},{"lag":2,"stat":167.01553131848308,"p":0,"reject":true},{"lag":3,"stat":338.5892229066029,"p":0,"reject":true},{"lag":5,"stat":387.9130592455405,"p":0,"reject":true},{"lag":10,"stat":536.240196451717,"p":0,"reject":true}],"adf":{"stat":-12.080035732293977,"p":7.873071795836841e-14,"reject":true,"criticalValue":-2.86},"kpss":{"stat":0.4672863661277314,"p":0.04903460222348393,"reject":true,"criticalValue":0.463},"runs":{"stat":4.420346128726452,"p":0.00000986252837709145,"reject":true,"runs":69,"n1":42,"n2":53},"varianceRatio":{"stat":-8.900786928804395,"p":0,"reject":true,"vr":0.3542690475862781,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"fat"}}}