{"ok":true,"asset":"pm-will-mohammad-bagher-ghalibaf-sign-a-us-x-iran-deal-by-july-31","type":"pm","now":1781792681454,"market":{"id":"2555825","slug":"will-mohammad-bagher-ghalibaf-sign-a-us-x-iran-deal-by-july-31","question":"Will Mohammad Bagher Ghalibaf sign a U.S. x Iran deal by July 31?","yesProb":0.31,"noProb":0.69,"liquidity":18992.0135,"volume24h":37484.79083100018,"endDate":"2026-08-01T03:59:00Z","category":"Who will sign U.S. x Iran deal?"},"snapshot":{"fetchedAt":1781792668731,"ageMs":12723,"stale":false},"stats":{"n":63,"range":{"min":0.22,"max":0.955,"span":0.735},"moments":{"mean":0.7232539682539683,"stdev":0.2745247487670499,"cv":0.3795689492444671,"skew":-0.8637353127884501,"kurtosis":-1.1058667126282695,"ci95":{"lo":0.6554637082834256,"hi":0.7910442282245109,"halfWidth":0.06779025997054264}},"returns":{"mean":-0.003145161290322581,"stdev":0.07776716968696429,"annualisedVol":7.27860826577587,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":0.8311688311688312,"skew":-1.6744881225764279,"kurtosis":15.897064293667126,"gainToPain":0.8311688311688312,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":43.56549243055556,"barsPerDay":24,"totalBars":1045.5718183333333,"perDayMove":0.3809797689469958,"perHorizonMove":2.5146249931537925,"terminalVariance":0.21577500000000002,"resolvedFrom":"endDate","available":true},"risk":{"var95":0.06474999999999999,"var99":0.27774999999999983,"es95":0.19124999999999998,"es90":0.13285714285714284,"es99":0.415,"esTailConcentration":3.8318042813455664,"ulcerIndex":0.3640941044596185,"cdar95":0.7630890052356021,"drawdownAtRisk95":0.7455497382198952,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.7696335078534031,"drawdownPeak":0.955,"drawdownTrough":0.22,"drawdownDurationBars":22},"structure":{"hurst":0.8730315880958236,"autocorr1":0.049557785751611946,"autocorr2":-0.1848397416945976,"trendT":-7.689773861344585,"halfLifeMR":25.053377748690586,"permEntropy":0.8852952416340168,"permEntropyTieFrac":0.26666666666666666,"rollSpreadBps":0},"tests":{"jarqueBera":{"stat":681.8250955395931,"p":8.78135818375408e-149,"reject":true},"ljungBox":{"stat":7.5084035511090255,"p":0.1842502265515713,"reject":false},"ljungBoxProfile":[{"lag":1,"stat":0.15975910397205578,"p":0.6910624783236978,"reject":false},{"lag":2,"stat":2.4192527218952393,"p":0.298121485777482,"reject":false},{"lag":3,"stat":7.193852371275041,"p":0.06478020419340802,"reject":false},{"lag":5,"stat":7.5084035511090255,"p":0.1842502265515713,"reject":false},{"lag":10,"stat":8.554850257414119,"p":0.5757470236622747,"reject":false}],"adf":{"stat":-0.7418616867804725,"p":0.8297996077254716,"reject":false,"criticalValue":-2.86},"kpss":{"stat":1.030692802292182,"p":0.001979281926313773,"reject":true,"criticalValue":0.463},"runs":{"stat":-1.3544850452742168,"p":0.17558180608439455,"reject":false,"runs":19,"n1":23,"n2":22},"varianceRatio":{"stat":-0.49165547044647406,"p":0.6229629185310852,"reject":false,"vr":0.8831848816905877,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":false,"efficient":true,"tailRisk":"fat"}}}