{"ok":true,"asset":"kalshi-kxpresnomd-28-djoh","type":"kalshi","now":1781955384997,"market":{"ticker":"KXPRESNOMD-28-DJOH","title":"Will Dwayne Johnson be the nominee for the Presidency for the Democratic party?","yesProb":0.004,"noProb":0.997,"yesBid":0.002,"yesAsk":0.004,"volume24hUsd":0.7242000000000001,"openInterestUsd":1180503.81,"closeTime":"2028-11-07T15:00:00Z","category":"Elections"},"snapshot":{"fetchedAt":1781955322203,"ageMs":62794,"stale":false},"stats":{"n":30,"range":{"min":0.002,"max":0.006,"span":0.004},"moments":{"mean":0.003700000000000002,"stdev":0.0009523111632886269,"cv":0.25738139548341255,"skew":0.4055430255884222,"kurtosis":1.0946756357272602,"ci95":{"lo":0.003359219826813853,"hi":0.004040780173186151,"halfWidth":0.00034078017318614885}},"returns":{"mean":0.000034482758620689657,"stdev":0.0009442592947721229,"annualisedVol":0.0883778275026529,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":1.125,"skew":-0.6189058612051637,"kurtosis":0.8082319581052801,"gainToPain":1.125,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":871.141377349537,"barsPerDay":24,"totalBars":20907.39305638889,"perDayMove":0.004625906914143984,"perHorizonMove":0.13653412470116488,"terminalVariance":0.003984,"resolvedFrom":"closeTime","available":true},"risk":{"var95":0.002,"var99":0.002,"es95":0.002,"es90":0.002,"es99":0.002,"esTailConcentration":null,"ulcerIndex":0.2183693778559283,"cdar95":0.5,"drawdownAtRisk95":0.4249999999999995,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.5,"drawdownPeak":0.004,"drawdownTrough":0.002,"drawdownDurationBars":5},"structure":{"hurst":0.6653604700783623,"autocorr1":-0.28319679939035997,"autocorr2":-0.04153172032768144,"trendT":3.0196193264876765,"halfLifeMR":1.0469606184361717,"permEntropy":0.7961891936576556,"permEntropyTieFrac":0.7407407407407407,"rollSpreadBps":2766.30440929275},"tests":{"jarqueBera":{"stat":2.6407119162055994,"p":0.2670402299124095,"reject":false},"ljungBox":{"stat":3.703885739356488,"p":0.5950892990445722,"reject":false},"ljungBoxProfile":[{"lag":1,"stat":2.575006572830874,"p":0.1042558397583373,"reject":false},{"lag":2,"stat":2.6324388146918256,"p":0.26727591612217716,"reject":false},{"lag":3,"stat":2.688311315288341,"p":0.4442355899564936,"reject":false},{"lag":5,"stat":3.703885739356488,"p":0.5950892990445722,"reject":false},{"lag":10,"stat":8.713911479800121,"p":0.5603275159468637,"reject":false}],"adf":{"stat":-2.968943624241627,"p":0.03952465151522816,"reject":true,"criticalValue":-2.86},"kpss":{"stat":0.4177098925023857,"p":0.06952159805931651,"reject":false,"criticalValue":0.463},"runs":{"stat":1.135584536177721,"p":0.2561305906729867,"reject":false,"runs":9,"n1":8,"n2":5},"varianceRatio":{"stat":-1.3577617661484727,"p":0.17453940879921181,"reject":false,"vr":0.624146742010462,"horizon":3}},"verdict":{"regime":"stressed","stationary":"yes","autocorrelated":true,"efficient":false,"tailRisk":"normal"}}}