{"ok":true,"asset":"kalshi-kxlamayor1r-26-nram","type":"kalshi","now":1781942809759,"market":{"ticker":"KXLAMAYOR1R-26-NRAM","title":"Who will win the first round of the Los Angeles mayoral election?","yesProb":0.01,"noProb":0.99,"yesBid":0,"yesAsk":0.01,"volume24hUsd":2.7414,"openInterestUsd":540651.09,"closeTime":"2027-06-02T14:00:00Z","category":"Elections"},"snapshot":{"fetchedAt":1781942805397,"ageMs":4362,"stale":false},"stats":{"n":253,"range":{"min":0.01,"max":0.15,"span":0.13999999999999999},"moments":{"mean":0.04822134387351763,"stdev":0.0437207773035672,"cv":0.9066685785084047,"skew":0.6027988910722712,"kurtosis":-1.1922735133065654,"ci95":{"lo":0.04283388850484184,"hi":0.053608799242193424,"halfWidth":0.005387455368675788}},"returns":{"mean":-0.000039682539682539655,"stdev":0.010580671540945904,"annualisedVol":0.9902965948919906,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":0.9838709677419355,"skew":-3.0637242159189424,"kurtosis":33.26780472808582,"gainToPain":0.9838709677419355,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":347.2452574189815,"barsPerDay":24,"totalBars":8333.886178055556,"perDayMove":0.05183449282260975,"perHorizonMove":0.9659107844148367,"terminalVariance":0.0099,"resolvedFrom":"closeTime","available":true},"risk":{"var95":0.010000000000000009,"var99":0.024899999999999978,"es95":0.018500000000000006,"es90":0.015666666666666672,"es99":0.056666666666666664,"esTailConcentration":13.470588235294112,"ulcerIndex":0.6963819769283709,"cdar95":0.9333333333333335,"drawdownAtRisk95":0.9333333333333332,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.9333333333333332,"drawdownPeak":0.15,"drawdownTrough":0.01,"drawdownDurationBars":99},"structure":{"hurst":0.9010212576028005,"autocorr1":-0.20287813995359502,"autocorr2":0.09605840990089273,"trendT":-12.809080283285557,"halfLifeMR":23.92016596292864,"permEntropy":0.7705523867451027,"permEntropyTieFrac":0.72,"rollSpreadBps":1980.5620944624648},"tests":{"jarqueBera":{"stat":12015.070784964259,"p":0,"reject":true},"ljungBox":{"stat":14.474636054003783,"p":0.012947812889053112,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":10.49617456280207,"p":0.0013736368696832812,"reject":true},{"lag":2,"stat":12.858637670629786,"p":0.0017972197566323844,"reject":true},{"lag":3,"stat":13.409178450001122,"p":0.004020762443376125,"reject":true},{"lag":5,"stat":14.474636054003783,"p":0.012947812889053112,"reject":true},{"lag":10,"stat":24.775913801740597,"p":0.005900905118362609,"reject":true}],"adf":{"stat":-1.8800902321729562,"p":0.3523379846795447,"reject":false,"criticalValue":-2.86},"kpss":{"stat":2.268836676895727,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":4.53458995281147,"p":0.00000577709100646473,"reject":true,"runs":68,"n1":46,"n2":45},"varianceRatio":{"stat":-1.900179034898101,"p":0.057409494597441046,"reject":false,"vr":0.7760617531591739,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"fat"}}}