{"ok":true,"asset":"kalshi-kxpresnomd-28-mo","type":"kalshi","now":1781950778244,"market":{"ticker":"KXPRESNOMD-28-MO","title":"Will Michelle Obama be the Democratic Presidential nominee in 2028?","yesProb":0.017,"noProb":0.9864999999999999,"yesBid":0.011,"yesAsk":0.016,"volume24hUsd":2264.25635,"openInterestUsd":2935414.34,"closeTime":"2028-11-07T15:00:00Z","category":"Elections"},"snapshot":{"fetchedAt":1781950729046,"ageMs":49198,"stale":false},"stats":{"n":137,"range":{"min":0.01,"max":0.018,"span":0.007999999999999998},"moments":{"mean":0.01427737226277371,"stdev":0.002081889438097106,"cv":0.14581740951907143,"skew":-0.4808029246634214,"kurtosis":-0.711050516107933,"ci95":{"lo":0.013928751338717961,"hi":0.01462599318682946,"halfWidth":0.00034862092405574973}},"returns":{"mean":0.000007352941176470594,"stdev":0.0017784567739284605,"annualisedVol":0.16645443349869826,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":1.0144927536231887,"skew":-0.2838989452893448,"kurtosis":3.9370608268664964,"gainToPain":1.0144927536231887,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":871.19469625,"barsPerDay":24,"totalBars":20908.67271,"perDayMove":0.00871262325144205,"perHorizonMove":0.2571618528667268,"terminalVariance":0.016711,"resolvedFrom":"closeTime","available":true},"risk":{"var95":0.0029999999999999996,"var99":0.006000000000000001,"es95":0.004428571428571429,"es90":0.0033571428571428576,"es99":0.0065000000000000014,"esTailConcentration":1.9333333333333336,"ulcerIndex":0.20840850901035068,"cdar95":0.4444444444444443,"drawdownAtRisk95":0.44444444444444436,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.44444444444444436,"drawdownPeak":0.018,"drawdownTrough":0.01,"drawdownDurationBars":45},"structure":{"hurst":0.9480357077213177,"autocorr1":-0.4543405030555906,"autocorr2":0.007128950665868422,"trendT":-2.929983632607279,"halfLifeMR":1.5370156574175395,"permEntropy":0.920801565493801,"permEntropyTieFrac":0.5671641791044776,"rollSpreadBps":1685.5055160632714},"tests":{"jarqueBera":{"stat":89.66277359428976,"p":3.388255078387601e-20,"reject":true},"ljungBox":{"stat":29.538094159323574,"p":0.0000264783878389796,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":28.69770291636323,"p":6.347859046185178e-7,"reject":true},{"lag":2,"stat":28.70482102177225,"p":0.0000018847205470740036,"reject":true},{"lag":3,"stat":29.31128982410178,"p":0.000004241872312293893,"reject":true},{"lag":5,"stat":29.538094159323574,"p":0.0000264783878389796,"reject":true},{"lag":10,"stat":32.72789427054675,"p":0.0003363006874843588,"reject":true}],"adf":{"stat":-5.41601938015501,"p":0.000028222255010328153,"reject":true,"criticalValue":-2.86},"kpss":{"stat":0.3678973259686871,"p":0.09099253191004868,"reject":false,"criticalValue":0.463},"runs":{"stat":3.5397574355009693,"p":0.00040057778601232386,"reject":true,"runs":50,"n1":33,"n2":36},"varianceRatio":{"stat":-4.136261051126629,"p":0.000035321243534003344,"reject":true,"vr":0.3364517494452807,"horizon":4}},"verdict":{"regime":"stressed","stationary":"yes","autocorrelated":true,"efficient":false,"tailRisk":"normal"}}}