{"ok":true,"asset":"kalshi-kxsb-27-buf","type":"kalshi","now":1781950638045,"market":{"ticker":"KXSB-27-BUF","title":"Will Buffalo win the 2027 Pro Football Championship?","yesProb":0.07,"noProb":0.935,"yesBid":0.06,"yesAsk":0.07,"volume24hUsd":3228.7045000000003,"openInterestUsd":1436036.87,"closeTime":"2029-02-13T23:30:00Z","category":"Sports"},"snapshot":{"fetchedAt":1781950629764,"ageMs":8281,"stale":false},"stats":{"n":379,"range":{"min":0.06,"max":0.07,"span":0.010000000000000009},"moments":{"mean":0.06844327176781016,"stdev":0.003630241273122092,"cv":0.053040148130812266,"skew":-1.907056970106933,"kurtosis":1.6455219804990748,"ci95":{"lo":0.06807778474904815,"hi":0.06880875878657218,"halfWidth":0.00036548701876202135}},"returns":{"mean":0,"stdev":0.0052522573143889036,"annualisedVol":0.4915843492360118,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":1,"skew":0,"kurtosis":0.6591329787234099,"gainToPain":1,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":969.5504855902777,"barsPerDay":24,"totalBars":23269.211654166666,"perDayMove":0.02573070083610708,"perHorizonMove":0.8011924157226492,"terminalVariance":0.0651,"resolvedFrom":"closeTime","available":true},"risk":{"var95":0.010000000000000009,"var99":0.010000000000000009,"es95":0.010000000000000009,"es90":0.010000000000000009,"es99":0.010000000000000009,"esTailConcentration":null,"ulcerIndex":0.05636485068040578,"cdar95":0.14285714285714302,"drawdownAtRisk95":0.14285714285714296,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.14285714285714296,"drawdownPeak":0.07,"drawdownTrough":0.06,"drawdownDurationBars":4},"structure":{"hurst":0.5499671946467515,"autocorr1":-0.4807692307692317,"autocorr2":-0.04807692307692314,"trendT":0.48966591797600084,"halfLifeMR":null,"permEntropy":0.8079822545607358,"permEntropyTieFrac":0.7446808510638298,"rollSpreadBps":1065.5904351908634},"tests":{"jarqueBera":{"stat":6.842686467342523,"p":0.03266852399287375,"reject":true},"ljungBox":{"stat":92.63871561585559,"p":5.551115123125783e-16,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":88.06581859275221,"p":3.4416913763379853e-15,"reject":true},{"lag":2,"stat":88.94881895470613,"p":8.881784197001252e-16,"reject":true},{"lag":3,"stat":90.22373019730969,"p":4.440892098500626e-16,"reject":true},{"lag":5,"stat":92.63871561585559,"p":5.551115123125783e-16,"reject":true},{"lag":10,"stat":100.70429359329428,"p":1.1102230246251565e-15,"reject":true}],"adf":{"stat":-20.27095453868628,"p":2.407944469043336e-24,"reject":true,"criticalValue":-2.86},"kpss":{"stat":0.12144636746554888,"p":0.4939801441649801,"reject":false,"criticalValue":0.463},"runs":{"stat":10.050832342111311,"p":0,"reject":true,"runs":104,"n1":52,"n2":52},"varianceRatio":{"stat":-7.672660896897694,"p":1.709743457922741e-14,"reject":true,"vr":0.26169786096256675,"horizon":4}},"verdict":{"regime":"calm","stationary":"yes","autocorrelated":true,"efficient":false,"tailRisk":"normal"}}}