{"ok":true,"asset":"pm-will-hamas-agree-to-disarm-by-june-30","type":"pm","now":1781783725762,"market":{"id":"1294921","slug":"will-hamas-agree-to-disarm-by-june-30","question":"Will Hamas agree to disarm by June 30?","yesProb":0.055,"noProb":0.945,"liquidity":38357.87992,"volume24h":28943.075398999998,"endDate":"2026-06-30T20:00:00Z","category":"Will Hamas agree to disarm by...?"},"snapshot":{"fetchedAt":1781783718043,"ageMs":7719,"stale":false},"stats":{"n":744,"range":{"min":0.0205,"max":0.217,"span":0.1965},"moments":{"mean":0.06341465053763443,"stdev":0.02221396109906605,"cv":0.3502969883257943,"skew":2.1485855657326307,"kurtosis":9.717052429901152,"ci95":{"lo":0.061818420016530866,"hi":0.06501088105873798,"halfWidth":0.0015962305211035574}},"returns":{"mean":0.0000148048452220727,"stdev":0.007023481711086066,"annualisedVol":0.6573618693159906,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":1.0141661300708296,"skew":6.8026976454150825,"kurtosis":106.30582109609695,"gainToPain":1.0141661300708296,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":12.33650738425926,"barsPerDay":24,"totalBars":296.0761772222222,"perDayMove":0.03440789281986112,"perHorizonMove":0.12085209634548309,"terminalVariance":0.052864,"resolvedFrom":"endDate","available":true},"risk":{"var95":0.00544999999999999,"var99":0.018529999999999977,"es95":0.013881578947368424,"es90":0.009273333333333333,"es99":0.026187500000000006,"esTailConcentration":2.6704134465298655,"ulcerIndex":0.4660935668570103,"cdar95":0.8076236606697009,"drawdownAtRisk95":0.7587096774193548,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.8410138248847926,"drawdownPeak":0.217,"drawdownTrough":0.0345,"drawdownDurationBars":181},"structure":{"hurst":1.0153996323627397,"autocorr1":-0.13427725218266204,"autocorr2":-0.01114446025753491,"trendT":-1.029939257966627,"halfLifeMR":13.42760144429035,"permEntropy":0.7012406877409392,"permEntropyTieFrac":0.7112010796221323,"rollSpreadBps":812.2447562773165},"tests":{"jarqueBera":{"stat":355588.48101215786,"p":0,"reject":true},"ljungBox":{"stat":42.46412067086143,"p":1.3388036168571205e-7,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":13.450736717592106,"p":0.00034318003252575835,"reject":true},{"lag":2,"stat":13.543514707312475,"p":0.0013103422531750564,"reject":true},{"lag":3,"stat":13.767307578146548,"p":0.0034283060155388956,"reject":true},{"lag":5,"stat":42.46412067086143,"p":1.3388036168571205e-7,"reject":true},{"lag":10,"stat":90.34551981291811,"p":6.261657858885883e-14,"reject":true}],"adf":{"stat":-4.3901998506443025,"p":0.0005853466090458011,"reject":true,"criticalValue":-2.86},"kpss":{"stat":0.4821173095572915,"p":0.04569429964925868,"reject":true,"criticalValue":0.463},"runs":{"stat":1.433846343492319,"p":0.151616210908319,"reject":false,"runs":135,"n1":112,"n2":136},"varianceRatio":{"stat":-3.179738782849838,"p":0.0014742088710086865,"reject":true,"vr":0.7817616551529379,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"fat"}}}