{"ok":true,"asset":"pm-will-mojtaba-khamenei-sign-a-uptspt-x-iran-deal-by-july-31-20260611235950074","type":"pm","now":1781792764829,"market":{"id":"2512442","slug":"will-mojtaba-khamenei-sign-a-uptspt-x-iran-deal-by-july-31-20260611235950074","question":"Will Mojtaba Khamenei sign a U.S. x Iran deal by July 31?","yesProb":0.0215,"noProb":0.9785,"liquidity":47640.62261,"volume24h":33342.794021,"endDate":"2026-08-01T03:59:00Z","category":"Who will sign U.S. x Iran deal?"},"snapshot":{"fetchedAt":1781792758769,"ageMs":6060,"stale":false},"stats":{"n":159,"range":{"min":0.0215,"max":0.46,"span":0.4385},"moments":{"mean":0.08081446540880492,"stdev":0.0710259034905069,"cv":0.8788761161905609,"skew":2.322179783411143,"kurtosis":5.9840835816302125,"ci95":{"lo":0.06977433315232369,"hi":0.09185459766528616,"halfWidth":0.01104013225648123}},"returns":{"mean":-0.002775316455696203,"stdev":0.017673034216971684,"annualisedVol":1.6541053692809438,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":0.23339160839160866,"skew":-6.469213828983695,"kurtosis":61.27951917078781,"gainToPain":0.23339160839160866,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":43.56452744212963,"barsPerDay":24,"totalBars":1045.548658611111,"perDayMove":0.08657983207665655,"perHorizonMove":0.5714565867812763,"terminalVariance":0.021037749999999997,"resolvedFrom":"endDate","available":true},"risk":{"var95":0.010000000000000009,"var99":0.0693,"es95":0.05000000000000002,"es90":0.028416666666666677,"es99":0.125,"esTailConcentration":3.4749034749034733,"ulcerIndex":0.8385631701357062,"cdar95":0.9490489130434782,"drawdownAtRisk95":0.9457608695652173,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.9532608695652174,"drawdownPeak":0.46,"drawdownTrough":0.0215,"drawdownDurationBars":157},"structure":{"hurst":0.9726390662727342,"autocorr1":0.025292278387196596,"autocorr2":-0.09274800612620114,"trendT":-15.035820838993155,"halfLifeMR":5.430072747127922,"permEntropy":0.7519281310763274,"permEntropyTieFrac":0.6346153846153846,"rollSpreadBps":0},"tests":{"jarqueBera":{"stat":25823.66733541742,"p":0,"reject":true},"ljungBox":{"stat":6.57521993868115,"p":0.25327272700043146,"reject":false},"ljungBoxProfile":[{"lag":1,"stat":0.10300381826287024,"p":0.7439349759265232,"reject":false},{"lag":2,"stat":1.4970001640894994,"p":0.47719446757971107,"reject":false},{"lag":3,"stat":2.89274180056495,"p":0.4098833814396009,"reject":false},{"lag":5,"stat":6.57521993868115,"p":0.25327272700043146,"reject":false},{"lag":10,"stat":7.044304569608257,"p":0.7225226715424069,"reject":false}],"adf":{"stat":-6.872376699242531,"p":3.811524063513689e-7,"reject":true,"criticalValue":-2.86},"kpss":{"stat":2.157247985656988,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":-0.618806133717951,"p":0.5360439725058095,"reject":false,"runs":21,"n1":14,"n2":48},"varianceRatio":{"stat":-3.053954991140637,"p":0.0022585975117381807,"reject":true,"vr":0.5454641830290368,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":false,"efficient":false,"tailRisk":"fat"}}}