{"ok":true,"asset":"kalshi-kxpresperson-28-pbut","type":"kalshi","now":1781950774466,"market":{"ticker":"KXPRESPERSON-28-PBUT","title":"Who will win the next presidential election?","yesProb":0.031,"noProb":0.9695,"yesBid":0.03,"yesAsk":0.031,"volume24hUsd":173.72028,"openInterestUsd":1444172.84,"closeTime":"2029-11-07T15:00:00Z","category":"Elections"},"snapshot":{"fetchedAt":1781950729046,"ageMs":45420,"stale":false},"stats":{"n":126,"range":{"min":0.028,"max":0.035,"span":0.007000000000000003},"moments":{"mean":0.03131746031746033,"stdev":0.0017962217843052431,"cv":0.057355282519630145,"skew":0.15131003538021937,"kurtosis":-0.5884509908697315,"ci95":{"lo":0.031003820813775593,"hi":0.03163109982114506,"halfWidth":0.0003136395036847325}},"returns":{"mean":0.000023999999999999994,"stdev":0.001388106159368736,"annualisedVol":0.1299196178287722,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":1.0588235294117645,"skew":0.1219406927651337,"kurtosis":3.2328568756387512,"gainToPain":1.0588235294117645,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":1236.194739976852,"barsPerDay":24,"totalBars":29668.673759444446,"perDayMove":0.00680030359853574,"perHorizonMove":0.2390956901838432,"terminalVariance":0.030039,"resolvedFrom":"closeTime","available":true},"risk":{"var95":0.0020000000000000018,"var99":0.0030000000000000027,"es95":0.0026153846153846175,"es90":0.0026153846153846175,"es99":0.003400000000000003,"esTailConcentration":null,"ulcerIndex":0.08037445261050637,"cdar95":0.14318034906270213,"drawdownAtRisk95":0.14285714285714296,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.14705882352941177,"drawdownPeak":0.034,"drawdownTrough":0.029,"drawdownDurationBars":2},"structure":{"hurst":0.853168857112667,"autocorr1":-0.46477841023237065,"autocorr2":0.07094542288890374,"trendT":3.9401884786853607,"halfLifeMR":1.8685797896290062,"permEntropy":0.942411741746384,"permEntropyTieFrac":0.5934959349593496,"rollSpreadBps":606.8020393388643},"tests":{"jarqueBera":{"stat":54.74396723215058,"p":1.2956823918166018e-12,"reject":true},"ljungBox":{"stat":29.663433445310048,"p":0.000025143536886984563,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":27.6556545045388,"p":9.447550193275589e-7,"reject":true},{"lag":2,"stat":28.305271511315674,"p":0.000002219117371193846,"reject":true},{"lag":3,"stat":29.516291795378592,"p":0.000003895206269866058,"reject":true},{"lag":5,"stat":29.663433445310048,"p":0.000025143536886984563,"reject":true},{"lag":10,"stat":31.635158564353894,"p":0.0005037642693613842,"reject":true}],"adf":{"stat":-4.87787795058844,"p":0.0001384814902022057,"reject":true,"criticalValue":-2.86},"kpss":{"stat":0.6668156376158687,"p":0.01656221476219375,"reject":true,"criticalValue":0.463},"runs":{"stat":4.648537735292397,"p":0.0000033466250148883603,"reject":true,"runs":51,"n1":35,"n2":29},"varianceRatio":{"stat":-4.0002902477021625,"p":0.00006329440337538017,"reject":true,"vr":0.3306234110427011,"horizon":4}},"verdict":{"regime":"calm","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"normal"}}}