{"ok":true,"asset":"kalshi-kxpresperson-28-khar","type":"kalshi","now":1781950764067,"market":{"ticker":"KXPRESPERSON-28-KHAR","title":"Who will win the next presidential election?","yesProb":0.052,"noProb":0.9484999999999999,"yesBid":0.05,"yesAsk":0.053,"volume24hUsd":3831.3085199999996,"openInterestUsd":1592631.54,"closeTime":"2029-11-07T15:00:00Z","category":"Elections"},"snapshot":{"fetchedAt":1781950729046,"ageMs":35021,"stale":false},"stats":{"n":204,"range":{"min":0.047,"max":0.08,"span":0.033},"moments":{"mean":0.05634803921568631,"stdev":0.006545893013807083,"cv":0.11616895822676329,"skew":0.7472591581459908,"kurtosis":-0.1836901425570332,"ci95":{"lo":0.05544976302098392,"hi":0.0572463154103887,"halfWidth":0.0008982761947023901}},"returns":{"mean":-0.000014778325123152723,"stdev":0.0036498716002267475,"annualisedVol":0.34160926397819164,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":0.9870129870129871,"skew":1.3865782701524372,"kurtosis":10.888727546248933,"gainToPain":0.9870129870129871,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":1236.1948603356482,"barsPerDay":24,"totalBars":29668.676648055556,"perDayMove":0.017880646094462084,"perHorizonMove":0.6286757002922623,"terminalVariance":0.04929599999999999,"resolvedFrom":"closeTime","available":true},"risk":{"var95":0.005000000000000004,"var99":0.008000000000000007,"es95":0.007545454545454547,"es90":0.0056666666666666705,"es99":0.010000000000000004,"esTailConcentration":1.3064516129032284,"ulcerIndex":0.3059284526441679,"cdar95":0.40267857142857144,"drawdownAtRisk95":0.4,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.41250000000000003,"drawdownPeak":0.08,"drawdownTrough":0.047,"drawdownDurationBars":108},"structure":{"hurst":0.8322783985104365,"autocorr1":-0.4037279490044641,"autocorr2":0.04482797938368465,"trendT":-21.533703700570815,"halfLifeMR":4.1437788916188465,"permEntropy":0.9900228847870259,"permEntropyTieFrac":0.31343283582089554,"rollSpreadBps":825.1847695620617},"tests":{"jarqueBera":{"stat":1067.905054542318,"p":1.2804534889898082e-232,"reject":true},"ljungBox":{"stat":38.755924658144416,"p":6.032298706104555e-7,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":33.579649638801584,"p":1.0316232157414618e-7,"reject":true},{"lag":2,"stat":33.995706002075195,"p":2.2494459095412367e-7,"reject":true},{"lag":3,"stat":36.94386244034222,"p":1.8636186871479055e-7,"reject":true},{"lag":5,"stat":38.755924658144416,"p":6.032298706104555e-7,"reject":true},{"lag":10,"stat":45.83070959512284,"p":0.000002287494427211101,"reject":true}],"adf":{"stat":-4.0811842528935385,"p":0.0014591147929964429,"reject":true,"criticalValue":-2.86},"kpss":{"stat":3.4921768333374383,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":5.1205496641663375,"p":3.05186876659036e-7,"reject":true,"runs":101,"n1":67,"n2":73},"varianceRatio":{"stat":-5.623947916169074,"p":1.8714987337631328e-8,"reject":true,"vr":0.26153946053896887,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"fat"}}}