{"ok":true,"asset":"pm-will-eury-perez-win-the-2026-nl-cy-young-award","type":"pm","now":1781780523410,"market":{"id":"1395181","slug":"will-eury-perez-win-the-2026-nl-cy-young-award","question":"Will Eury Perez win the 2026 NL Cy Young Award?","yesProb":0.0035,"noProb":0.9965,"liquidity":1806.26733,"volume24h":92332,"endDate":"2026-11-12T00:00:00Z","category":"Sports"},"snapshot":{"fetchedAt":1781780513810,"ageMs":9600,"stale":false},"stats":{"n":744,"range":{"min":0.0005,"max":0.0065,"span":0.006},"moments":{"mean":0.003130376344086012,"stdev":0.002092849292793633,"cv":0.6685615602569633,"skew":0.11250968230008396,"kurtosis":-1.665667734782242,"ci95":{"lo":0.002979990291714306,"hi":0.0032807623964577182,"halfWidth":0.00015038605237170625}},"returns":{"mean":0.000002018842530282638,"stdev":0.00021007947326958209,"annualisedVol":0.01966236133788644,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":1.1875,"skew":6.038037012717062,"kurtosis":237.36401655066186,"gainToPain":1.1875,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":146.54023831018517,"barsPerDay":24,"totalBars":3516.9657194444444,"perDayMove":0.0010291750298862682,"perHorizonMove":0.012458555391450691,"terminalVariance":0.0034877500000000004,"resolvedFrom":"endDate","available":true},"risk":{"var95":0,"var99":0.0004999999999999996,"es95":0.0000108843537414966,"es90":0.0000108843537414966,"es99":0.0007272727272727273,"esTailConcentration":null,"ulcerIndex":0.38356841579066714,"cdar95":0.7501490757304711,"drawdownAtRisk95":0.75,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.7692307692307692,"drawdownPeak":0.0065,"drawdownTrough":0.0015,"drawdownDurationBars":335},"structure":{"hurst":1.1446883041428106,"autocorr1":-0.10697271087352622,"autocorr2":-0.05353277943888766,"trendT":33.36316503455112,"halfLifeMR":132.77058191304528,"permEntropy":0.14684972823842102,"permEntropyTieFrac":0.9919028340080972,"rollSpreadBps":439.28503888307887},"tests":{"jarqueBera":{"stat":1748759.0992616443,"p":0,"reject":true},"ljungBox":{"stat":10.766853859076992,"p":0.05560798997376537,"reject":false},"ljungBoxProfile":[{"lag":1,"stat":8.536644276385829,"p":0.0036206229174599036,"reject":true},{"lag":2,"stat":10.677396796164663,"p":0.0049892851111000835,"reject":true},{"lag":3,"stat":10.722060128219873,"p":0.013361008647264194,"reject":true},{"lag":5,"stat":10.766853859076992,"p":0.05560798997376537,"reject":false},{"lag":10,"stat":12.95313846944619,"p":0.2256210611032159,"reject":false}],"adf":{"stat":-1.4148913030800487,"p":0.5738612842475959,"reject":false,"criticalValue":-2.86},"kpss":{"stat":7.661849670599309,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":-1.0974848858622177,"p":0.27242957130168666,"reject":false,"runs":8,"n1":8,"n2":11},"varianceRatio":{"stat":-3.127910358701506,"p":0.0017606730185610875,"reject":true,"vr":0.7853188497134377,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":false,"efficient":false,"tailRisk":"normal"}}}