{"ok":true,"asset":"pm-will-the-netherlands-send-warships-through-the-strait-of-hormuz-by-june-30-2026","type":"pm","now":1781957750126,"market":{"id":"2333698","slug":"will-the-netherlands-send-warships-through-the-strait-of-hormuz-by-june-30-2026","question":"Will the Netherlands send warships through the Strait of Hormuz by June 30, 2026?","yesProb":0.046,"noProb":0.954,"liquidity":20354.50511,"volume24h":22264.446168999995,"endDate":"2026-06-30T00:00:00Z","category":"Which countries will send warships through the Strait of Hormuz by June 30?"},"snapshot":{"fetchedAt":1781957749587,"ageMs":539,"stale":false},"stats":{"n":686,"range":{"min":0.0175,"max":0.5,"span":0.4825},"moments":{"mean":0.11353061224489787,"stdev":0.10277820253116414,"cv":0.9052906568446966,"skew":1.8773829451764974,"kurtosis":3.211168243183265,"ci95":{"lo":0.1058393958308963,"hi":0.12122182865889944,"halfWidth":0.007691216414001569}},"returns":{"mean":-0.0006547445255474452,"stdev":0.022720446940624087,"annualisedVol":2.1265173153378787,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":0.8664184661206255,"skew":-1.1350498263044062,"kurtosis":27.35352366869134,"gainToPain":0.8664184661206255,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":9.489003171296297,"barsPerDay":24,"totalBars":227.73607611111112,"perDayMove":0.11130700346501628,"perHorizonMove":0.3428726049776892,"terminalVariance":0.04433775,"resolvedFrom":"endDate","available":true},"risk":{"var95":0.021299999999999968,"var99":0.09579999999999997,"es95":0.05888571428571427,"es90":0.03513513513513512,"es99":0.13385714285714284,"esTailConcentration":3.1566147543648606,"ulcerIndex":0.7997662450036441,"cdar95":0.9542702702702702,"drawdownAtRisk95":0.947,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.965,"drawdownPeak":0.5,"drawdownTrough":0.0175,"drawdownDurationBars":462},"structure":{"hurst":0.8679910418416612,"autocorr1":-0.16803293930666796,"autocorr2":0.008915201732456558,"trendT":-20.570338225356483,"halfLifeMR":19.931284805116913,"permEntropy":0.981007233977312,"permEntropyTieFrac":0.26939970717423134,"rollSpreadBps":1641.9103949772511},"tests":{"jarqueBera":{"stat":21502.395730233584,"p":0,"reject":true},"ljungBox":{"stat":29.31662476172591,"p":0.000029013025380386637,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":19.42585109814297,"p":0.000025338912487127274,"reject":true},{"lag":2,"stat":19.480614315414325,"p":0.00009196600212901807,"reject":true},{"lag":3,"stat":21.19121374970024,"p":0.00013230362104810212,"reject":true},{"lag":5,"stat":29.31662476172591,"p":0.000029013025380386637,"reject":true},{"lag":10,"stat":35.34849688915971,"p":0.0001263430940731114,"reject":true}],"adf":{"stat":-4.091621356126354,"p":0.0014147887131873837,"reject":true,"criticalValue":-2.86},"kpss":{"stat":4.746536932277834,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":4.376421312587646,"p":0.000012073911150434213,"reject":true,"runs":307,"n1":246,"n2":268},"varianceRatio":{"stat":-3.729912977638941,"p":0.00019160297709297502,"reject":true,"vr":0.7333832465039828,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"fat"}}}