{"ok":true,"asset":"kalshi-kxperupres-26-rpal","type":"kalshi","now":1781941949861,"market":{"ticker":"KXPERUPRES-26-RPAL","title":"Will Roberto Sánchez Palomino win the next Peruvian presidential election?","yesProb":0.014,"noProb":0.9884999999999999,"yesBid":0.01,"yesAsk":0.013,"volume24hUsd":189.4746,"openInterestUsd":1961305.02,"closeTime":"2027-04-12T14:00:00Z","category":"Elections"},"snapshot":{"fetchedAt":1781941907810,"ageMs":42051,"stale":false},"stats":{"n":433,"range":{"min":0.007,"max":0.59,"span":0.583},"moments":{"mean":0.14319399538106242,"stdev":0.14090569889958166,"cv":0.9840196058822771,"skew":0.5596541042623078,"kurtosis":-1.0831606107059748,"ci95":{"lo":0.12992186371085268,"hi":0.15646612705127216,"halfWidth":0.013272131670209731}},"returns":{"mean":-0.0004537037037037036,"stdev":0.02539603135382631,"annualisedVol":2.3769382950920024,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":0.9217564870259474,"skew":0.02095710265736635,"kurtosis":19.064686072507214,"gainToPain":0.9217564870259474,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":296.2552099421296,"barsPerDay":24,"totalBars":7110.125038611111,"perDayMove":0.12441463661719507,"perHorizonMove":2.1414329149690934,"terminalVariance":0.013804,"resolvedFrom":"closeTime","available":true},"risk":{"var95":0.03,"var99":0.10689999999999994,"es95":0.0643913043478261,"es90":0.042577777777777784,"es99":0.12999999999999998,"esTailConcentration":3.007706958408998,"ulcerIndex":0.7377025669043645,"cdar95":0.9833611840534734,"drawdownAtRisk95":0.983050847457627,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.988135593220339,"drawdownPeak":0.59,"drawdownTrough":0.007,"drawdownDurationBars":210},"structure":{"hurst":0.8654147897517216,"autocorr1":0.051703696605093476,"autocorr2":-0.2382290939981278,"trendT":-27.460116443063804,"halfLifeMR":44.312960444897676,"permEntropy":0.971374837681266,"permEntropyTieFrac":0.30697674418604654,"rollSpreadBps":0},"tests":{"jarqueBera":{"stat":6542.352213189439,"p":0,"reject":true},"ljungBox":{"stat":72.78240630850235,"p":9.056089211867402e-13,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":1.162892033008132,"p":0.2806729174050766,"reject":false},{"lag":2,"stat":25.908300039704468,"p":0.000005965037449762178,"reject":true},{"lag":3,"stat":55.15009779634193,"p":1.5433720967905629e-10,"reject":true},{"lag":5,"stat":72.78240630850235,"p":9.056089211867402e-13,"reject":true},{"lag":10,"stat":106.36218443473496,"p":1.1102230246251565e-16,"reject":true}],"adf":{"stat":-1.792650003619664,"p":0.393976188752541,"reject":false,"criticalValue":-2.86},"kpss":{"stat":5.469375751809663,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":4.470051338010199,"p":0.000007827030295448623,"reject":true,"runs":193,"n1":151,"n2":155},"varianceRatio":{"stat":-3.1857822551536867,"p":0.001443761714034597,"reject":true,"vr":0.7132468233716657,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"fat"}}}