{"ok":true,"asset":"pm-will-australia-advance-to-the-knockout-stages-at-the-2026-fifa-world-cup","type":"pm","now":1781957544537,"market":{"id":"2070744","slug":"will-australia-advance-to-the-knockout-stages-at-the-2026-fifa-world-cup","question":"Will Australia advance to the knockout stages at the 2026 FIFA World Cup?","yesProb":0.89,"noProb":0.11,"liquidity":17392.0602,"volume24h":30371.093699,"endDate":"2026-06-28T00:00:00Z","category":"Sports"},"snapshot":{"fetchedAt":1781957537604,"ageMs":6933,"stale":false},"stats":{"n":743,"range":{"min":0.405,"max":0.915,"span":0.51},"moments":{"mean":0.5397644683714687,"stdev":0.16399733653565382,"cv":0.30383129336107023,"skew":1.4393358672248644,"kurtosis":0.1663383769693132,"ci95":{"lo":0.527972170000701,"hi":0.5515567667422365,"halfWidth":0.011792298370767793}},"returns":{"mean":0.0005929919137466307,"stdev":0.015117135247159255,"annualisedVol":1.4148863332397856,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":1.5534591194968548,"skew":14.765677128512587,"kurtosis":280.64647514346944,"gainToPain":1.5534591194968548,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":7.4913826736111115,"barsPerDay":24,"totalBars":179.79318416666666,"perDayMove":0.07405853545636527,"perHorizonMove":0.20270110234455863,"terminalVariance":0.09789999999999999,"resolvedFrom":"endDate","available":true},"risk":{"var95":0.0050000000000000044,"var99":0.019999999999999962,"es95":0.009352941176470592,"es90":0.009352941176470592,"es99":0.03166666666666666,"esTailConcentration":null,"ulcerIndex":0.0809863234369934,"cdar95":0.1837556239640066,"drawdownAtRisk95":0.16504854368932043,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.2135922330097087,"drawdownPeak":0.515,"drawdownTrough":0.405,"drawdownDurationBars":236},"structure":{"hurst":0.9874594824650355,"autocorr1":0.28575052434355747,"autocorr2":-0.07418027461196955,"trendT":27.04126883788208,"halfLifeMR":503.4312308208557,"permEntropy":0.5896403153487515,"permEntropyTieFrac":0.8554054054054054,"rollSpreadBps":0},"tests":{"jarqueBera":{"stat":2462034.6796613866,"p":0,"reject":true},"ljungBox":{"stat":65.9167472716748,"p":1.2603695864754627e-11,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":60.83208539156404,"p":1.0993206345233375e-11,"reject":true},{"lag":2,"stat":64.93716888391914,"p":2.5435209494162336e-12,"reject":true},{"lag":3,"stat":65.01361355916677,"p":3.935407555388792e-12,"reject":true},{"lag":5,"stat":65.9167472716748,"p":1.2603695864754627e-11,"reject":true},{"lag":10,"stat":68.85353224432573,"p":2.7854940576332865e-10,"reject":true}],"adf":{"stat":-0.4051070947670005,"p":0.9047152574639189,"reject":false,"criticalValue":-2.86},"kpss":{"stat":5.834654093960938,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":3.963909367584434,"p":0.0000737648170723304,"reject":true,"runs":110,"n1":82,"n2":85},"varianceRatio":{"stat":5.314702060312188,"p":1.0705758612949978e-7,"reject":true,"vr":1.3650152361118708,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"fat"}}}