{"ok":true,"asset":"kalshi-kxmlb-26-az","type":"kalshi","now":1781950592002,"market":{"ticker":"KXMLB-26-AZ","title":"Will Arizona win the 2026 Pro Baseball Championship?","yesProb":0.012,"noProb":0.988,"yesBid":0.01,"yesAsk":0.014,"volume24hUsd":202.278,"openInterestUsd":542381.48,"closeTime":"2028-10-31T04:00:00Z","category":"Sports"},"snapshot":{"fetchedAt":1781950546039,"ageMs":45963,"stale":false},"stats":{"n":118,"range":{"min":0.006,"max":0.014,"span":0.008},"moments":{"mean":0.009644067796610171,"stdev":0.0019149676917174325,"cv":0.19856431249794113,"skew":-0.5404778760042105,"kurtosis":-0.06891057170043302,"ci95":{"lo":0.00929854514899645,"hi":0.009989590444223892,"halfWidth":0.0003455226476137203}},"returns":{"mean":0.000025641025641025633,"stdev":0.0010542323441935203,"annualisedVol":0.09867074094868945,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":1.0967741935483872,"skew":0.4871630699797628,"kurtosis":2.9314215793380347,"gainToPain":1.0967741935483872,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":863.7385184953704,"barsPerDay":24,"totalBars":20729.72444388889,"perDayMove":0.005164662627224585,"perHorizonMove":0.15178648397058395,"terminalVariance":0.008919,"resolvedFrom":"closeTime","available":true},"risk":{"var95":0.002,"var99":0.0028399999999999983,"es95":0.002285714285714286,"es90":0.0017142857142857146,"es99":0.003,"esTailConcentration":1.2500000000000002,"ulcerIndex":0.20861487951291333,"cdar95":0.38095238095238104,"drawdownAtRisk95":0.3571428571428572,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.5,"drawdownPeak":0.014,"drawdownTrough":0.007,"drawdownDurationBars":45},"structure":{"hurst":0.8764494289621501,"autocorr1":-0.23329865573302325,"autocorr2":-0.1941231666768662,"trendT":4.525588274680096,"halfLifeMR":3.8305876422394705,"permEntropy":0.779512762452531,"permEntropyTieFrac":0.7391304347826086,"rollSpreadBps":1060.5772593582103},"tests":{"jarqueBera":{"stat":46.51990152623349,"p":7.91282815675397e-11,"reject":true},"ljungBox":{"stat":14.783588100980111,"p":0.011436966684360117,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":6.532799159505634,"p":0.010288452774851908,"reject":true},{"lag":2,"stat":11.09516090623112,"p":0.004095675475198179,"reject":true},{"lag":3,"stat":12.969750811584937,"p":0.004890550447911313,"reject":true},{"lag":5,"stat":14.783588100980111,"p":0.011436966684360117,"reject":true},{"lag":10,"stat":19.898296001907756,"p":0.030168372155786938,"reject":true}],"adf":{"stat":-3.39488678877717,"p":0.011699026349491787,"reject":true,"criticalValue":-2.86},"kpss":{"stat":0.7592893036745463,"p":0.008934435483413267,"reject":true,"criticalValue":0.463},"runs":{"stat":1.943173687247866,"p":0.05199503909300862,"reject":false,"runs":27,"n1":19,"n2":21},"varianceRatio":{"stat":-2.79579565860711,"p":0.005177332167718873,"reject":true,"vr":0.5164442883244614,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"normal"}}}