{"ok":true,"asset":"pm-will-bitcoin-dip-to-55k-in-june-2026-779","type":"pm","now":1781957199972,"market":{"id":"2410576","slug":"will-bitcoin-dip-to-55k-in-june-2026-779","question":"Will Bitcoin dip to $55,000 in June?","yesProb":0.062,"noProb":0.938,"liquidity":110378.09624,"volume24h":24087.218940000006,"endDate":"2026-07-01T04:00:00Z","category":"Crypto"},"snapshot":{"fetchedAt":1781957186683,"ageMs":13289,"stale":false},"stats":{"n":454,"range":{"min":0.0205,"max":0.5535,"span":0.533},"moments":{"mean":0.18152863436123362,"stdev":0.119509142581659,"cv":0.6583487117731592,"skew":0.7167946995687644,"kurtosis":-0.6026260995460655,"ci95":{"lo":0.17053530409324844,"hi":0.1925219646292188,"halfWidth":0.010993330267985183}},"returns":{"mean":0.00009161147902869765,"stdev":0.02104501328924012,"annualisedVol":1.9697053177711656,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":1.0157465376588888,"skew":-0.06245986786539663,"kurtosis":8.549768145488624,"gainToPain":1.0157465376588888,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":10.66203736111111,"barsPerDay":24,"totalBars":255.88889666666665,"perDayMove":0.10309908837745868,"perHorizonMove":0.3366471368506047,"terminalVariance":0.058156,"resolvedFrom":"endDate","available":true},"risk":{"var95":0.02749999999999996,"var99":0.07215999999999996,"es95":0.0539782608695652,"es90":0.03740217391304347,"es99":0.09,"esTailConcentration":2.1731147540983633,"ulcerIndex":0.6273899828356808,"cdar95":0.9142953929539294,"drawdownAtRisk95":0.9051490514905149,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.925022583559169,"drawdownPeak":0.5535,"drawdownTrough":0.0415,"drawdownDurationBars":272},"structure":{"hurst":0.9123869772515575,"autocorr1":0.011031145137587208,"autocorr2":-0.11935171602801241,"trendT":-11.388206536941393,"halfLifeMR":41.895240042885995,"permEntropy":0.9885954703492561,"permEntropyTieFrac":0.09534368070953436,"rollSpreadBps":0},"tests":{"jarqueBera":{"stat":1380.0293978225054,"p":2.1400495585381216e-300,"reject":true},"ljungBox":{"stat":16.732608759512544,"p":0.005196739068929812,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":0.05548969800073498,"p":0.7997702211722522,"reject":false},{"lag":2,"stat":6.565630656255538,"p":0.036567747693074915,"reject":true},{"lag":3,"stat":14.459277086201629,"p":0.002520867863423093,"reject":true},{"lag":5,"stat":16.732608759512544,"p":0.005196739068929812,"reject":true},{"lag":10,"stat":26.290776275844443,"p":0.0034736011050932047,"reject":true}],"adf":{"stat":-1.9874933536642534,"p":0.30119364111226027,"reject":false,"criticalValue":-2.86},"kpss":{"stat":3.001395451696926,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":-1.03678723817092,"p":0.2998350717818181,"reject":false,"runs":195,"n1":202,"n2":207},"varianceRatio":{"stat":-1.872949976040351,"p":0.06107516431359161,"reject":false,"vr":0.8353691959451077,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"fat"}}}