{"ok":true,"asset":"kalshi-kxpresnomd-28-rema","type":"kalshi","now":1781942063250,"market":{"ticker":"KXPRESNOMD-28-REMA","title":"Will Rahm Emanuel be the Democratic Presidential nominee in 2028?","yesProb":0.054,"noProb":0.945,"yesBid":0.054,"yesAsk":0.056,"volume24hUsd":113.50368,"openInterestUsd":3391388.15,"closeTime":"2028-11-07T15:00:00Z","category":"Elections"},"snapshot":{"fetchedAt":1781941990052,"ageMs":73198,"stale":false},"stats":{"n":233,"range":{"min":0.049,"max":0.079,"span":0.03},"moments":{"mean":0.057072961373390525,"stdev":0.004377528656758617,"cv":0.07670056978679188,"skew":1.7291971660084904,"kurtosis":4.97266964682059,"ci95":{"lo":0.05651086975594466,"hi":0.05763505299083639,"halfWidth":0.0005620916174458659}},"returns":{"mean":-0.00004310344827586208,"stdev":0.004062055951365357,"annualisedVol":0.38018760542095403,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":0.965034965034965,"skew":0.574806302067625,"kurtosis":5.717288989346617,"gainToPain":0.965034965034965,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":871.2955642361111,"barsPerDay":24,"totalBars":20911.093541666665,"perDayMove":0.019899928774961613,"perHorizonMove":0.5874004481499602,"terminalVariance":0.052864,"resolvedFrom":"closeTime","available":true},"risk":{"var95":0.006000000000000005,"var99":0.012379999999999997,"es95":0.009076923076923081,"es90":0.0070000000000000045,"es99":0.013333333333333334,"esTailConcentration":2.049382716049381,"ulcerIndex":0.2818786087020581,"cdar95":0.3622200584225901,"drawdownAtRisk95":0.3544303797468355,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.37974683544303794,"drawdownPeak":0.079,"drawdownTrough":0.049,"drawdownDurationBars":110},"structure":{"hurst":0.7766502813070847,"autocorr1":-0.4828544121961751,"autocorr2":0.06521336802546981,"trendT":-8.36578456930985,"halfLifeMR":1.2041158962602696,"permEntropy":0.9645408116135726,"permEntropyTieFrac":0.41304347826086957,"rollSpreadBps":991.2784484718198},"tests":{"jarqueBera":{"stat":328.7536910971433,"p":4.093012072277802e-72,"reject":true},"ljungBox":{"stat":61.4762101877206,"p":7.052958217457217e-11,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":54.792897994751556,"p":7.44408978903266e-11,"reject":true},{"lag":2,"stat":55.796702792788544,"p":6.323963575027847e-11,"reject":true},{"lag":3,"stat":58.40132036268395,"p":4.549005616638624e-11,"reject":true},{"lag":5,"stat":61.4762101877206,"p":7.052958217457217e-11,"reject":true},{"lag":10,"stat":75.05650320120817,"p":2.4447111002245947e-11,"reject":true}],"adf":{"stat":-8.133076791341091,"p":9.178387516583021e-9,"reject":true,"criticalValue":-2.86},"kpss":{"stat":1.7299284397722423,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":5.419525901503512,"p":5.989524565208626e-8,"reject":true,"runs":107,"n1":70,"n2":77},"varianceRatio":{"stat":-5.764146586518335,"p":8.232049486522897e-9,"reject":true,"vr":0.29201338609707744,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"fat"}}}