{"ok":true,"asset":"kalshi-kximpeach-27-jan01","type":"kalshi","now":1781950784667,"market":{"ticker":"KXIMPEACH-27-JAN01","title":"Will the President be impeached before Jan 1, 2027?","yesProb":0.04,"noProb":0.956,"yesBid":0.04,"yesAsk":0.048,"volume24hUsd":76.9924,"openInterestUsd":435108.97,"closeTime":"2027-01-01T15:00:00Z","category":"Politics"},"snapshot":{"fetchedAt":1781950729046,"ageMs":55621,"stale":false},"stats":{"n":311,"range":{"min":0.031,"max":0.11,"span":0.079},"moments":{"mean":0.0652797427652733,"stdev":0.01831081668510589,"cv":0.2804976844186746,"skew":0.2533227981392653,"kurtosis":-1.0273456027854637,"ci95":{"lo":0.0632446528993618,"hi":0.0673148326311848,"halfWidth":0.002035089865911502}},"returns":{"mean":-0.00011290322580645161,"stdev":0.007447561749325872,"annualisedVol":0.6970535860662302,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":0.9521857923497268,"skew":0.05103750615251669,"kurtosis":1.3350513524994594,"gainToPain":0.9521857923497268,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":195.19462190972223,"barsPerDay":24,"totalBars":4684.670925833334,"perDayMove":0.03648545222743613,"perHorizonMove":0.5097458014749152,"terminalVariance":0.0384,"resolvedFrom":"closeTime","available":true},"risk":{"var95":0.014549999999999985,"var99":0.019000000000000003,"es95":0.017187500000000005,"es90":0.014176470588235304,"es99":0.0204,"esTailConcentration":1.0669108669108676,"ulcerIndex":0.437849766419126,"cdar95":0.6640692640692641,"drawdownAtRisk95":0.6363636363636365,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.7181818181818181,"drawdownPeak":0.11,"drawdownTrough":0.031,"drawdownDurationBars":280},"structure":{"hurst":0.8108902027370047,"autocorr1":-0.4989227488658535,"autocorr2":0.10239908617921047,"trendT":-38.85214226591353,"halfLifeMR":8.27893478792016,"permEntropy":0.9400986670284122,"permEntropyTieFrac":0.36038961038961037,"rollSpreadBps":1614.3070205468784},"tests":{"jarqueBera":{"stat":23.156760033491235,"p":0.00000936641614490782,"reject":true},"ljungBox":{"stat":87.98148673841435,"p":2.9976021664879227e-15,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":77.91560035910788,"p":6.339373470609644e-14,"reject":true},{"lag":2,"stat":81.20834258665538,"p":1.0547118733938987e-14,"reject":true},{"lag":3,"stat":85.03048922842378,"p":3.1086244689504383e-15,"reject":true},{"lag":5,"stat":87.98148673841435,"p":2.9976021664879227e-15,"reject":true},{"lag":10,"stat":99.01049724699747,"p":2.220446049250313e-15,"reject":true}],"adf":{"stat":-3.529677001211407,"p":0.007448123710984924,"reject":true,"criticalValue":-2.86},"kpss":{"stat":4.858021868789797,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":4.9225041606605915,"p":8.556893198452542e-7,"reject":true,"runs":132,"n1":90,"n2":105},"varianceRatio":{"stat":-6.619628339762074,"p":3.620059807474263e-11,"reject":true,"vr":0.2966252369812212,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"normal"}}}