{"ok":true,"asset":"pm-will-morocco-win-group-c-in-the-2026-fifa-world-cup","type":"pm","now":1781948536629,"market":{"id":"839400","slug":"will-morocco-win-group-c-in-the-2026-fifa-world-cup","question":"Will Morocco win Group C in the 2026 FIFA World Cup?","yesProb":0.285,"noProb":0.715,"liquidity":29823.4161,"volume24h":72952.74189199999,"endDate":"2026-06-27T00:00:00Z","category":"Sports"},"snapshot":{"fetchedAt":1781948528188,"ageMs":8441,"stale":false},"stats":{"n":743,"range":{"min":0.17,"max":0.38,"span":0.21},"moments":{"mean":0.21159488559892284,"stdev":0.045128374250430224,"cv":0.21327724497070716,"skew":1.301119602534168,"kurtosis":0.11138213898301208,"ci95":{"lo":0.2083499106170697,"hi":0.21483986058077598,"halfWidth":0.0032449749818531464}},"returns":{"mean":0.00013477088948787058,"stdev":0.005551443005932081,"annualisedVol":0.5195865956368226,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":1.2777777777777777,"skew":2.995754795431322,"kurtosis":110.61508395897317,"gainToPain":1.2777777777777777,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":6.595640868055556,"barsPerDay":24,"totalBars":158.29538083333335,"perDayMove":0.02719640540135209,"perHorizonMove":0.06984575343396629,"terminalVariance":0.203775,"resolvedFrom":"endDate","available":true},"risk":{"var95":0,"var99":0.010000000000000009,"es95":0.0005157593123209169,"es90":0.0005157593123209169,"es99":0.019230769230769232,"esTailConcentration":null,"ulcerIndex":0.05955408200966298,"cdar95":0.11755579144860265,"drawdownAtRisk95":0.10000000000000009,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.26315789473684204,"drawdownPeak":0.38,"drawdownTrough":0.28,"drawdownDurationBars":3},"structure":{"hurst":0.9640414991888027,"autocorr1":-0.1866963402768388,"autocorr2":-0.003875958510796332,"trendT":39.10190249189005,"halfLifeMR":114.66636451578816,"permEntropy":0.3760900891803573,"permEntropyTieFrac":0.95,"rollSpreadBps":226.87772705971997},"tests":{"jarqueBera":{"stat":379396.8116637349,"p":0,"reject":true},"ljungBox":{"stat":44.697787159252975,"p":5.4337900179390886e-8,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":25.967506102689704,"p":0.000001813850586507293,"reject":true},{"lag":2,"stat":25.978713463666654,"p":0.000005792957378680796,"reject":true},{"lag":3,"stat":43.91442440026853,"p":1.1654487375167832e-8,"reject":true},{"lag":5,"stat":44.697787159252975,"p":5.4337900179390886e-8,"reject":true},{"lag":10,"stat":50.57338020925971,"p":3.61425111172764e-7,"reject":true}],"adf":{"stat":-1.3328273296799205,"p":0.6123512137818543,"reject":false,"criticalValue":-2.86},"kpss":{"stat":7.697730609364689,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":2.644023813557584,"p":0.008192771735453963,"reject":true,"runs":50,"n1":44,"n2":33},"varianceRatio":{"stat":-5.224285717005384,"p":1.7516961570152034e-7,"reject":true,"vr":0.6411945838415296,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"normal"}}}