{"ok":true,"asset":"kalshi-kxpgatour-uso26-bhar","type":"kalshi","now":1781955152422,"market":{"ticker":"KXPGATOUR-USO26-BHAR","title":"Will Brian Harman win the U.S. Open?","yesProb":0.007,"noProb":0.994,"yesBid":0.005,"yesAsk":0.007,"volume24hUsd":4477.19195,"openInterestUsd":2652232.87,"closeTime":"2026-07-05T04:00:00Z","category":"Sports"},"snapshot":{"fetchedAt":1781955039537,"ageMs":112885,"stale":false},"stats":{"n":149,"range":{"min":0.003,"max":0.015,"span":0.012},"moments":{"mean":0.006140939597315441,"stdev":0.0029409047473206856,"cv":0.47890142879866865,"skew":1.0423837972404035,"kurtosis":-0.18758714926298614,"ci95":{"lo":0.0056687201206500675,"hi":0.006613159073980814,"halfWidth":0.0004722194766653734}},"returns":{"mean":-0.00002027027027027027,"stdev":0.001352596870395614,"annualisedVol":0.12659613048479454,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":0.9302325581395349,"skew":-0.49782384286430303,"kurtosis":10.431713710831854,"gainToPain":0.9302325581395349,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":14.68573585648148,"barsPerDay":24,"totalBars":352.45766055555555,"perDayMove":0.006626344320309368,"perHorizonMove":0.025393458562743138,"terminalVariance":0.006951,"resolvedFrom":"closeTime","available":true},"risk":{"var95":0.0016499999999999935,"var99":0.005,"es95":0.0037500000000000003,"es90":0.0021578947368421056,"es99":0.006,"esTailConcentration":1.4132231404958677,"ulcerIndex":0.5083273737135525,"cdar95":0.7025641025641025,"drawdownAtRisk95":0.7,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.7333333333333333,"drawdownPeak":0.015,"drawdownTrough":0.004,"drawdownDurationBars":25},"structure":{"hurst":0.9383771835881216,"autocorr1":-0.24563627894406972,"autocorr2":-0.15267998948877257,"trendT":6.425456491469692,"halfLifeMR":5.90918894090071,"permEntropy":0.7180763488194805,"permEntropyTieFrac":0.7876712328767124,"rollSpreadBps":2190.7461230851773},"tests":{"jarqueBera":{"stat":677.1737857629331,"p":8.986297180958103e-148,"reject":true},"ljungBox":{"stat":15.574897395141313,"p":0.00831247240562738,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":9.112145782608517,"p":0.0027108114632410363,"reject":true},{"lag":2,"stat":12.656722344419995,"p":0.001973486214905562,"reject":true},{"lag":3,"stat":13.770468558635235,"p":0.003423488686848719,"reject":true},{"lag":5,"stat":15.574897395141313,"p":0.00831247240562738,"reject":true},{"lag":10,"stat":26.31910025512295,"p":0.003439062284287031,"reject":true}],"adf":{"stat":-3.0057151249764167,"p":0.035988930290729165,"reject":true,"criticalValue":-2.86},"kpss":{"stat":1.1226094443744978,"p":0.001188028874864395,"reject":true,"criticalValue":0.463},"runs":{"stat":3.124404705204619,"p":0.00178178687972963,"reject":true,"runs":32,"n1":21,"n2":21},"varianceRatio":{"stat":-3.040916205262349,"p":0.0023587327977070416,"reject":true,"vr":0.5323643441073714,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"fat"}}}