{"ok":true,"asset":"pm-will-miguel-daz-canel-be-the-next-leader-out-before-2027-767","type":"pm","now":1781956939423,"market":{"id":"2099591","slug":"will-miguel-daz-canel-be-the-next-leader-out-before-2027-767","question":"Will Miguel Díaz-Canel be the next leader out before 2027?","yesProb":0.012,"noProb":0.988,"liquidity":15736.60475,"volume24h":24474.61896500001,"endDate":"2026-12-31T00:00:00Z","category":"Next leader out of power before 2027? (No Orban)"},"snapshot":{"fetchedAt":1781956934735,"ageMs":4688,"stale":false},"stats":{"n":743,"range":{"min":0.0025,"max":0.226,"span":0.2235},"moments":{"mean":0.11531426648721417,"stdev":0.03824213304183316,"cv":0.3316340137850452,"skew":0.3356496282165749,"kurtosis":0.7396190866058809,"ci95":{"lo":0.11256444961402456,"hi":0.11806408336040378,"halfWidth":0.0027498168731896013}},"returns":{"mean":-0.00010714285714285716,"stdev":0.006067126987495654,"annualisedVol":0.5678519717054853,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":0.9238870272857836,"skew":0.31871160742212307,"kurtosis":19.163078290636264,"gainToPain":0.9238870272857836,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":193.49838630787036,"barsPerDay":24,"totalBars":4643.961271388889,"perDayMove":0.02972273064806721,"perHorizonMove":0.4134541730017058,"terminalVariance":0.013804,"resolvedFrom":"endDate","available":true},"risk":{"var95":0.007500000000000007,"var99":0.017974999999999988,"es95":0.01519736842105263,"es90":0.010006493506493502,"es99":0.030312500000000003,"esTailConcentration":2.911865885373802,"ulcerIndex":0.4887674771565215,"cdar95":0.8291220307405683,"drawdownAtRisk95":0.6652654867256637,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.9889380530973452,"drawdownPeak":0.226,"drawdownTrough":0.0025,"drawdownDurationBars":519},"structure":{"hurst":0.9138350074461221,"autocorr1":-0.036361224258654484,"autocorr2":0.04471954212210836,"trendT":-29.253225933948467,"halfLifeMR":84.92566196229505,"permEntropy":0.9349124012805234,"permEntropyTieFrac":0.3621621621621622,"rollSpreadBps":200.79038414409536},"tests":{"jarqueBera":{"stat":11365.890392603538,"p":0,"reject":true},"ljungBox":{"stat":5.285484513632495,"p":0.38230569294628447,"reject":false},"ljungBoxProfile":[{"lag":1,"stat":0.9849986318311557,"p":0.32249135418320174,"reject":false},{"lag":2,"stat":2.4768989876132776,"p":0.2894470867411738,"reject":false},{"lag":3,"stat":5.1710915994793,"p":0.15784606865292483,"reject":false},{"lag":5,"stat":5.285484513632495,"p":0.38230569294628447,"reject":false},{"lag":10,"stat":12.550365094303414,"p":0.2492812213245822,"reject":false}],"adf":{"stat":-1.3898971864349143,"p":0.5857632445548027,"reject":false,"criticalValue":-2.86},"kpss":{"stat":6.495873746471559,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":1.4035283120147795,"p":0.16045946316786663,"reject":false,"runs":257,"n1":209,"n2":284},"varianceRatio":{"stat":-1.0638547222217896,"p":0.2873945751483753,"reject":false,"vr":0.9269341576980695,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":false,"efficient":true,"tailRisk":"fat"}}}