{"ok":true,"asset":"kalshi-kxrecssnber-26","type":"kalshi","now":1781950733723,"market":{"ticker":"KXRECSSNBER-26","title":"Will there be a recession in 2026?","yesProb":0.11,"noProb":0.895,"yesBid":0.1,"yesAsk":0.11,"volume24hUsd":836.275,"openInterestUsd":884579.51,"closeTime":"2027-01-31T13:25:00Z","category":"Economics"},"snapshot":{"fetchedAt":1781950729046,"ageMs":4677,"stale":false},"stats":{"n":617,"range":{"min":0.09,"max":0.21,"span":0.12},"moments":{"mean":0.1541329011345218,"stdev":0.02469164056538194,"cv":0.16019707916762002,"skew":-0.44324956342061805,"kurtosis":0.1171795553794337,"ci95":{"lo":0.1521845670165244,"hi":0.15608123525251918,"halfWidth":0.001948334117997372}},"returns":{"mean":-0.00011363636363636362,"stdev":0.008675921773810408,"annualisedVol":0.8120217849032323,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":0.9625668449197861,"skew":-0.05300160167763203,"kurtosis":1.2792198547212026,"gainToPain":0.9625668449197861,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":225.12923931712962,"barsPerDay":24,"totalBars":5403.101743611111,"perDayMove":0.04250316278827566,"perHorizonMove":0.637730518196101,"terminalVariance":0.0979,"resolvedFrom":"closeTime","available":true},"risk":{"var95":0.010000000000000009,"var99":0.020000000000000014,"es95":0.012164948453608255,"es90":0.012164948453608255,"es99":0.02571428571428572,"esTailConcentration":null,"ulcerIndex":0.2702965538259929,"cdar95":0.5125541125541124,"drawdownAtRisk95":0.47619047619047616,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.5714285714285714,"drawdownPeak":0.21,"drawdownTrough":0.09,"drawdownDurationBars":188},"structure":{"hurst":0.877910015998271,"autocorr1":-0.4084250524986199,"autocorr2":0.03225513102897257,"trendT":-13.558903067475251,"halfLifeMR":11.156571103464229,"permEntropy":0.9567384859559326,"permEntropyTieFrac":0.5684039087947883,"rollSpreadBps":720.0452809194098},"tests":{"jarqueBera":{"stat":42.289429639752484,"p":6.560954596078478e-10,"reject":true},"ljungBox":{"stat":106.29497391308985,"p":0,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":103.25683726407155,"p":0,"reject":true},{"lag":2,"stat":103.90189477585854,"p":0,"reject":true},{"lag":3,"stat":105.31327596654279,"p":0,"reject":true},{"lag":5,"stat":106.29497391308985,"p":0,"reject":true},{"lag":10,"stat":110.7655845342595,"p":0,"reject":true}],"adf":{"stat":-4.303959117596881,"p":0.0007552980976518334,"reject":true,"criticalValue":-2.86},"kpss":{"stat":2.3291789444651183,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":12.723684200933366,"p":0,"reject":true,"runs":280,"n1":162,"n2":166},"varianceRatio":{"stat":-8.010867997931976,"p":1.1102230246251565e-15,"reject":true,"vr":0.39615810467713813,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"normal"}}}