{"ok":true,"asset":"pm-will-abbas-araghchi-attend-the-us-iran-signing-ceremonywill-abbas-araghchi-attend-the-us-iran-signing-ceremony-20260615232204723","type":"pm","now":1781785114126,"market":{"id":"2566363","slug":"will-abbas-araghchi-attend-the-us-iran-signing-ceremonywill-abbas-araghchi-attend-the-us-iran-signing-ceremony-20260615232204723","question":"Will Abbas Araghchi attend the US-Iran Signing Ceremony?","yesProb":0.485,"noProb":0.515,"liquidity":10135.8418,"volume24h":38709.661324000015,"endDate":"2026-07-07T23:59:00Z","category":"Who will attend US-Iran signing ceremony?"},"snapshot":{"fetchedAt":1781785104088,"ageMs":10038,"stale":false},"stats":{"n":45,"range":{"min":0.165,"max":0.905,"span":0.74},"moments":{"mean":0.6316666666666666,"stdev":0.27064737205448713,"cv":0.4284654966561802,"skew":-0.5020427748175273,"kurtosis":-1.3933129613461392,"ci95":{"lo":0.55258903954552,"hi":0.7107442937878132,"halfWidth":0.07907762712114666}},"returns":{"mean":-0.00625,"stdev":0.11139770048981533,"annualisedVol":10.42625347993741,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":0.8141891891891893,"skew":-0.6637800958275459,"kurtosis":2.5720900651598106,"gainToPain":0.8141891891891893,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":19.486410578703705,"barsPerDay":24,"totalBars":467.6738538888889,"perDayMove":0.5457350494388705,"perHorizonMove":2.4090608582034325,"terminalVariance":0.249775,"resolvedFrom":"endDate","available":true},"risk":{"var95":0.2332499999999999,"var99":0.31495,"es95":0.28833333333333333,"es90":0.24700000000000003,"es99":0.32999999999999996,"esTailConcentration":1.008064516129032,"ulcerIndex":0.4210022741592194,"cdar95":0.7882136279926336,"drawdownAtRisk95":0.7657458563535912,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.8176795580110497,"drawdownPeak":0.905,"drawdownTrough":0.165,"drawdownDurationBars":23},"structure":{"hurst":0.8599541516535334,"autocorr1":-0.3021451913278754,"autocorr2":-0.01567752439181502,"trendT":-10.407783281003029,"halfLifeMR":8.045703550280296,"permEntropy":0.9101157619605802,"permEntropyTieFrac":0.38095238095238093,"rollSpreadBps":1961.6478852374273},"tests":{"jarqueBera":{"stat":15.35978283722869,"p":0.00046202506337972,"reject":true},"ljungBox":{"stat":4.599755066384546,"p":0.4678346294971736,"reject":false},"ljungBoxProfile":[{"lag":1,"stat":4.297079871733447,"p":0.03602092779002897,"reject":true},{"lag":2,"stat":4.308924356891001,"p":0.11352392629338248,"reject":false},{"lag":3,"stat":4.373431391314442,"p":0.22241229668703388,"reject":false},{"lag":5,"stat":4.599755066384546,"p":0.4678346294971736,"reject":false},{"lag":10,"stat":13.519189210330902,"p":0.19534990823851195,"reject":false}],"adf":{"stat":-1.3378496301458316,"p":0.610068349933713,"reject":false,"criticalValue":-2.86},"kpss":{"stat":1.001451416164832,"p":0.0023282563440763992,"reject":true,"criticalValue":0.463},"runs":{"stat":-0.5143295477813133,"p":0.6070215885645307,"reject":false,"runs":14,"n1":16,"n2":13},"varianceRatio":{"stat":-1.8428940431995946,"p":0.0653443609837423,"reject":false,"vr":0.48023378090346486,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":true,"tailRisk":"normal"}}}