{"ok":true,"asset":"kalshi-kxmjschedule-26jul","type":"kalshi","now":1781941715689,"market":{"ticker":"KXMJSCHEDULE-26JUL","title":"When will marijuana be rescheduled?","yesProb":0.005,"noProb":0.9924999999999999,"yesBid":0.007,"yesAsk":0.008,"volume24hUsd":4.09975,"openInterestUsd":448521.58,"closeTime":"2026-07-01T03:59:00Z","category":"Politics"},"snapshot":{"fetchedAt":1781941644552,"ageMs":71137,"stale":false},"stats":{"n":98,"range":{"min":0.004,"max":0.014,"span":0.01},"moments":{"mean":0.010234693877551026,"stdev":0.0027761911919370634,"cv":0.27125297787620345,"skew":-0.5610266456034042,"kurtosis":-0.4156662544429661,"ci95":{"lo":0.009685036064598088,"hi":0.010784351690503964,"halfWidth":0.0005496578129529372}},"returns":{"mean":-0.00005154639175257731,"stdev":0.0020174815882091457,"annualisedVol":0.18882593031351116,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":0.9107142857142857,"skew":0.6624309186888054,"kurtosis":4.701699100442989,"gainToPain":0.9107142857142857,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":10.840559155092592,"barsPerDay":24,"totalBars":260.1734197222222,"perDayMove":0.009883600913144434,"perHorizonMove":0.03254176036685818,"terminalVariance":0.004975,"resolvedFrom":"closeTime","available":true},"risk":{"var95":0.0031999999999999963,"var99":0.00504,"es95":0.004600000000000001,"es90":0.003727272727272728,"es99":0.006,"esTailConcentration":1.6041666666666656,"ulcerIndex":0.3039138011025902,"cdar95":0.5318681318681319,"drawdownAtRisk95":0.5,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.6428571428571429,"drawdownPeak":0.014,"drawdownTrough":0.005,"drawdownDurationBars":85},"structure":{"hurst":0.9381571613435953,"autocorr1":-0.42175235428100727,"autocorr2":0.16161375484360868,"trendT":1.1681733565050672,"halfLifeMR":2.3851649929149215,"permEntropy":0.9009235307407623,"permEntropyTieFrac":0.6210526315789474,"rollSpreadBps":2575.1817653596095},"tests":{"jarqueBera":{"stat":96.43915133195253,"p":1.1442063892837333e-21,"reject":true},"ljungBox":{"stat":22.57199182687767,"p":0.0004716406177200927,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":17.793063429417902,"p":0.00005052963323082249,"reject":true},{"lag":2,"stat":20.433282505859,"p":0.000060797160482906065,"reject":true},{"lag":3,"stat":22.163645089790517,"p":0.00008705020382493434,"reject":true},{"lag":5,"stat":22.57199182687767,"p":0.0004716406177200927,"reject":true},{"lag":10,"stat":27.91782621098198,"p":0.0019475067798777612,"reject":true}],"adf":{"stat":-3.55100510735844,"p":0.006993079615587727,"reject":true,"criticalValue":-2.86},"kpss":{"stat":0.43169938247762624,"p":0.0634916454837818,"reject":false,"criticalValue":0.463},"runs":{"stat":2.6695168035255357,"p":0.007596137491036714,"reject":true,"runs":31,"n1":20,"n2":23},"varianceRatio":{"stat":-3.140986745605041,"p":0.0016839299473259128,"reject":true,"vr":0.40335739966167045,"horizon":4}},"verdict":{"regime":"stressed","stationary":"yes","autocorrelated":true,"efficient":false,"tailRisk":"normal"}}}