{"ok":true,"asset":"kalshi-kxpresnomd-28-joss","type":"kalshi","now":1781950876091,"market":{"ticker":"KXPRESNOMD-28-JOSS","title":"Will Jon Ossoff be the Democratic Presidential nominee in 2028?","yesProb":0.11,"noProb":0.885,"yesBid":0.11,"yesAsk":0.12,"volume24hUsd":3424.421,"openInterestUsd":3204697.16,"closeTime":"2028-11-07T15:00:00Z","category":"Elections"},"snapshot":{"fetchedAt":1781950817949,"ageMs":58142,"stale":false},"stats":{"n":503,"range":{"min":0.063,"max":0.15,"span":0.087},"moments":{"mean":0.0883499005964211,"stdev":0.014941480636657017,"cv":0.16911711881724822,"skew":0.8728391189647801,"kurtosis":0.18946321084584872,"ci95":{"lo":0.08704413351685793,"hi":0.08965566767598428,"halfWidth":0.0013057670795631685}},"returns":{"mean":0.00007370517928286854,"stdev":0.0051446681715677095,"annualisedVol":0.48151455722225733,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":1.0750507099391482,"skew":0.26909946157914466,"kurtosis":78.24999809381295,"gainToPain":1.0750507099391482,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":871.1935637615741,"barsPerDay":24,"totalBars":20908.645530277776,"perDayMove":0.025203623832556383,"perHorizonMove":0.743909865491518,"terminalVariance":0.0979,"resolvedFrom":"closeTime","available":true},"risk":{"var95":0.00594999999999997,"var99":0.009999999999999995,"es95":0.01134615384615385,"es90":0.0075090909090909114,"es99":0.013000000000000003,"esTailConcentration":0.4310187716420628,"ulcerIndex":0.22890560798983065,"cdar95":0.4183333333333333,"drawdownAtRisk95":0.41333333333333333,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.4333333333333333,"drawdownPeak":0.15,"drawdownTrough":0.085,"drawdownDurationBars":21},"structure":{"hurst":0.7584578511025231,"autocorr1":-0.4895927080352265,"autocorr2":0.028772031639415045,"trendT":41.84668880504128,"halfLifeMR":11.526444107588535,"permEntropy":0.9334179906093082,"permEntropyTieFrac":0.57,"rollSpreadBps":815.7155328379453},"tests":{"jarqueBera":{"stat":128080.1097333681,"p":0,"reject":true},"ljungBox":{"stat":122.00629636538213,"p":0,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":121.05045031488726,"p":0,"reject":true},{"lag":2,"stat":121.46934544132185,"p":0,"reject":true},{"lag":3,"stat":121.6557611746127,"p":0,"reject":true},{"lag":5,"stat":122.00629636538213,"p":0,"reject":true},{"lag":10,"stat":127.69076808855986,"p":0,"reject":true}],"adf":{"stat":-3.8414544596306204,"p":0.002963638237919921,"reject":true,"criticalValue":-2.86},"kpss":{"stat":6.936798623131642,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":7.073350159217055,"p":1.5225598559709397e-12,"reject":true,"runs":175,"n1":136,"n2":107},"varianceRatio":{"stat":-8.636110731988682,"p":0,"reject":true,"vr":0.2788919134165486,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"fat"}}}