{"ok":true,"asset":"pm-fifwc-tur-usa-2026-06-25-tur","type":"pm","now":1781956857534,"market":{"id":"1897354","slug":"fifwc-tur-usa-2026-06-25-tur","question":"Will Türkiye win on 2026-06-25?","yesProb":0.305,"noProb":0.695,"liquidity":435083.5043,"volume24h":139168.784015,"endDate":"2026-06-26T02:00:00Z","category":"Türkiye vs. United States"},"snapshot":{"fetchedAt":1781956844807,"ageMs":12727,"stale":false},"stats":{"n":743,"range":{"min":0.285,"max":0.49,"span":0.20500000000000002},"moments":{"mean":0.3583310901749679,"stdev":0.027920530076510096,"cv":0.07791824611946707,"skew":2.131391299197895,"kurtosis":7.417929457248125,"ci95":{"lo":0.35632345256153247,"hi":0.3603387277884033,"halfWidth":0.0020076376134354063}},"returns":{"mean":-0.00023584905660377356,"stdev":0.010265288549681825,"annualisedVol":0.9607783643026545,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":0.8325358851674641,"skew":-0.31444837350621857,"kurtosis":45.798998103274045,"gainToPain":0.8325358851674641,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":5.5826674305555555,"barsPerDay":24,"totalBars":133.98401833333332,"perDayMove":0.05028943801831047,"perHorizonMove":0.11882221964184389,"terminalVariance":0.21197500000000002,"resolvedFrom":"endDate","available":true},"risk":{"var95":0.0050000000000000044,"var99":0.03794999999999995,"es95":0.017931034482758627,"es90":0.0015123010130246022,"es99":0.05937499999999999,"esTailConcentration":2.524187727003326,"ulcerIndex":0.2746745394305745,"cdar95":0.3596371882086169,"drawdownAtRisk95":0.3469387755102041,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.41836734693877553,"drawdownPeak":0.49,"drawdownTrough":0.285,"drawdownDurationBars":730},"structure":{"hurst":0.963274562832614,"autocorr1":-0.2134568778949093,"autocorr2":-0.03638895023216262,"trendT":-9.808719261967536,"halfLifeMR":8.508770175441628,"permEntropy":0.45612040007192417,"permEntropyTieFrac":0.8959459459459459,"rollSpreadBps":264.88966172065744},"tests":{"jarqueBera":{"stat":64861.42724498,"p":0,"reject":true},"ljungBox":{"stat":42.24681477013993,"p":1.4618569232904832e-7,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":33.945244315861125,"p":9.02921037937432e-8,"reject":true},{"lag":2,"stat":34.93307878251098,"p":1.5540299824756687e-7,"reject":true},{"lag":3,"stat":35.544956831844026,"p":3.2803331528885593e-7,"reject":true},{"lag":5,"stat":42.24681477013993,"p":1.4618569232904832e-7,"reject":true},{"lag":10,"stat":70.09227795011087,"p":1.712927577557366e-10,"reject":true}],"adf":{"stat":-5.912937916854357,"p":0.000006496936065465769,"reject":true,"criticalValue":-2.86},"kpss":{"stat":1.3153956407742808,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":2.1746456966674126,"p":0.029656572517057,"reject":true,"runs":67,"n1":51,"n2":59},"varianceRatio":{"stat":-4.946707562087303,"p":7.559252905853242e-7,"reject":true,"vr":0.6602587297912217,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"fat"}}}