{"ok":true,"asset":"pm-fifwc-cze-rsa-2026-06-18-total-3pt5","type":"pm","now":1781784785180,"market":{"id":"2326583","slug":"fifwc-cze-rsa-2026-06-18-total-3pt5","question":"Czechia vs. South Africa: O/U 3.5","yesProb":0.225,"noProb":0.775,"liquidity":147904.7251,"volume24h":59279.263211999976,"endDate":"2026-06-18T16:00:00Z","category":"Czechia vs. South Africa - More Markets"},"snapshot":{"fetchedAt":1781784780203,"ageMs":4977,"stale":false},"stats":{"n":660,"range":{"min":0.15,"max":0.5,"span":0.35},"moments":{"mean":0.21238636363636404,"stdev":0.03168189952672885,"cv":0.14917106251215267,"skew":4.497827631152136,"kurtosis":39.154414497363994,"ci95":{"lo":0.20996925975396624,"hi":0.21480346751876184,"halfWidth":0.002417103882397806}},"returns":{"mean":-0.0004172989377845219,"stdev":0.01362827400178184,"annualisedVol":1.275536556067505,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":0.7764227642276429,"skew":-8.248667527850685,"kurtosis":144.94497786093885,"gainToPain":0.7764227642276429,"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":0.06676463475840654,"perHorizonMove":0.03338231737920327,"terminalVariance":0.174375,"resolvedFrom":"endDate","available":true},"risk":{"var95":0.009999999999999981,"var99":0.04179999999999978,"es95":0.028571428571428577,"es90":0.016956521739130436,"es99":0.0964285714285714,"esTailConcentration":5.842245989304808,"ulcerIndex":0.5787013936654216,"cdar95":0.6532142857142852,"drawdownAtRisk95":0.65,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.7,"drawdownPeak":0.5,"drawdownTrough":0.15,"drawdownDurationBars":115},"structure":{"hurst":0.8602268510239773,"autocorr1":-0.07332248224201213,"autocorr2":0.016684914930975167,"trendT":10.153940057695667,"halfLifeMR":4.117964879962808,"permEntropy":0.7093142310770152,"permEntropyTieFrac":0.8234398782343988,"rollSpreadBps":347.7706422289873},"tests":{"jarqueBera":{"stat":584346.521425863,"p":0,"reject":true},"ljungBox":{"stat":16.783919592365613,"p":0.0050893197656578515,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":3.559059909698337,"p":0.05604280425461572,"reject":false},{"lag":2,"stat":3.7436334735732273,"p":0.1513743812595265,"reject":false},{"lag":3,"stat":14.963889520316897,"p":0.0020154866390569293,"reject":true},{"lag":5,"stat":16.783919592365613,"p":0.0050893197656578515,"reject":true},{"lag":10,"stat":42.819001457621745,"p":0.000007327548184665744,"reject":true}],"adf":{"stat":-9.902450568539734,"p":4.914294468639651e-11,"reject":true,"criticalValue":-2.86},"kpss":{"stat":2.279209705561044,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":4.439761473714964,"p":0.000009013573252003582,"reject":true,"runs":113,"n1":86,"n2":81},"varianceRatio":{"stat":-2.126376433306715,"p":0.03347180847121645,"reject":true,"vr":0.8450357690866666,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"fat"}}}