{"ok":true,"asset":"kalshi-kxnextag-29-tbla","type":"kalshi","now":1781950731130,"market":{"ticker":"KXNEXTAG-29-TBLA","title":"Who will be Trump's next Attorney General?","yesProb":0.74,"noProb":0.265,"yesBid":0.73,"yesAsk":0.74,"volume24hUsd":8113.574600000001,"openInterestUsd":595409.15,"closeTime":"2029-01-20T15:00:00Z","category":"Politics"},"snapshot":{"fetchedAt":1781950729046,"ageMs":2084,"stale":false},"stats":{"n":671,"range":{"min":0.33,"max":0.8,"span":0.47000000000000003},"moments":{"mean":0.545797317436663,"stdev":0.14078960928401418,"cv":0.2579521825890104,"skew":-0.10137721334355482,"kurtosis":-1.582065410974353,"ci95":{"lo":0.5351444771726248,"hi":0.5564501577007013,"halfWidth":0.010652840264038258}},"returns":{"mean":0.00031343283582089545,"stdev":0.019223886607543,"annualisedVol":1.7992571997313556,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":1.066037735849057,"skew":3.533629069659429,"kurtosis":38.03086935989395,"gainToPain":1.066037735849057,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":945.195241550926,"barsPerDay":24,"totalBars":22684.685797222224,"perDayMove":0.09417742612320697,"perHorizonMove":2.8953934010192137,"terminalVariance":0.19240000000000002,"resolvedFrom":"closeTime","available":true},"risk":{"var95":0.020000000000000018,"var99":0.043099999999999965,"es95":0.028970588235294137,"es90":0.028970588235294137,"es99":0.06428571428571431,"esTailConcentration":null,"ulcerIndex":0.23576042049673018,"cdar95":0.3570247933884298,"drawdownAtRisk95":0.3454545454545455,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.4,"drawdownPeak":0.55,"drawdownTrough":0.33,"drawdownDurationBars":47},"structure":{"hurst":0.8970520051670201,"autocorr1":-0.2020868837321752,"autocorr2":-0.11151027662932987,"trendT":40.90075913231971,"halfLifeMR":87.19344379713296,"permEntropy":0.9562838196903072,"permEntropyTieFrac":0.5553892215568862,"rollSpreadBps":316.9083383903815},"tests":{"jarqueBera":{"stat":41771.517435735404,"p":0,"reject":true},"ljungBox":{"stat":75.26550764333722,"p":3.523847880160247e-13,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":27.48490320705552,"p":0.0000010087216424370382,"reject":true},{"lag":2,"stat":35.86593329284579,"p":1.077557267858964e-7,"reject":true},{"lag":3,"stat":45.718510707880725,"p":5.754213883157888e-9,"reject":true},{"lag":5,"stat":75.26550764333722,"p":3.523847880160247e-13,"reject":true},{"lag":10,"stat":89.20810911447475,"p":9.725553695716371e-14,"reject":true}],"adf":{"stat":-1.5002737737238718,"p":0.5332029648933944,"reject":false,"criticalValue":-2.86},"kpss":{"stat":7.5443425328424745,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":9.942257748925563,"p":0,"reject":true,"runs":284,"n1":186,"n2":188},"varianceRatio":{"stat":-6.544541578168033,"p":5.998002094997901e-11,"reject":true,"vr":0.5269839773637787,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"normal"}}}