{"ok":true,"asset":"pm-lol-dkc-t1a-2026-06-18","type":"pm","now":1781780546653,"market":{"id":"2584912","slug":"lol-dkc-t1a-2026-06-18","question":"LoL: Dplus KIA Challengers vs T1 Academy (BO5) - Asia Masters Playoffs","yesProb":0.9995,"noProb":0.0005,"liquidity":563605.78695,"volume24h":610337.4587679993,"endDate":"2026-06-18T12:00:00Z","category":"Sports"},"snapshot":{"fetchedAt":1781780531841,"ageMs":14812,"stale":false},"stats":{"n":17,"range":{"min":0.225,"max":0.9995,"span":0.7745000000000001},"moments":{"mean":0.47729411764705887,"stdev":0.23117377519570706,"cv":0.4843423931879492,"skew":1.7246862573490436,"kurtosis":1.7923701611129537,"ci95":{"lo":0.3674010805712238,"hi":0.587187154722894,"halfWidth":0.1098930370758351}},"returns":{"mean":0.040906250000000005,"stdev":0.15224697246579325,"annualisedVol":14.249535847703955,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":3.0138461538461536,"skew":2.1859977088470655,"kurtosis":6.641449054790212,"gainToPain":3.0138461538461536,"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":0.7458547948495069,"perHorizonMove":0.37292739742475345,"terminalVariance":0.000499749999999945,"resolvedFrom":"endDate","available":true},"risk":{"var95":0.11124999999999996,"var99":0.16225,"es95":0.17500000000000002,"es90":0.1325,"es99":0.17500000000000002,"esTailConcentration":0,"ulcerIndex":0.14283049475508863,"cdar95":0.48275862068965514,"drawdownAtRisk95":0.3172413793103447,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.48275862068965514,"drawdownPeak":0.435,"drawdownTrough":0.225,"drawdownDurationBars":6},"structure":{"hurst":0.9874056798621064,"autocorr1":-0.11994097434047986,"autocorr2":0.2380397638861269,"trendT":2.985207505310721,"halfLifeMR":9.888433631871608,"permEntropy":0.954644448337665,"permEntropyTieFrac":0.21428571428571427,"rollSpreadBps":2289.640284059812},"tests":{"jarqueBera":{"stat":42.14879298647485,"p":7.038917799580223e-10,"reject":true},"ljungBox":{"stat":2.421525248258106,"p":0.7903275549164034,"reject":false},"ljungBoxProfile":[{"lag":1,"stat":0.27620807665427805,"p":0.6058092967832618,"reject":false},{"lag":2,"stat":1.4418454771540894,"p":0.49069572993714294,"reject":false},{"lag":3,"stat":2.3110536165303373,"p":0.5135136093938986,"reject":false},{"lag":5,"stat":2.421525248258106,"p":0.7903275549164034,"reject":false},{"lag":10,"stat":3.0820769923277713,"p":0.9787125066926505,"reject":false}],"adf":{"stat":-0.3241947059694557,"p":0.9156493640581816,"reject":false,"criticalValue":-2.86},"kpss":{"stat":0.35180454237826664,"p":0.09792907656109197,"reject":false,"criticalValue":0.463},"runs":{"stat":-0.48765241519834623,"p":0.6257960726453309,"reject":false,"runs":7,"n1":8,"n2":6},"varianceRatio":{"stat":-0.24900161510543262,"p":0.8033596338735833,"reject":false,"vr":0.9377495962236418,"horizon":2}},"verdict":{"regime":"stressed","stationary":"ambiguous","autocorrelated":false,"efficient":true,"tailRisk":"fat"}}}