{"ok":true,"asset":"kalshi-kxsb-27-gb","type":"kalshi","now":1781950767474,"market":{"ticker":"KXSB-27-GB","title":"Will Green Bay win the 2027 Pro Football Championship?","yesProb":0.04,"noProb":0.965,"yesBid":0.03,"yesAsk":0.04,"volume24hUsd":809.1360000000001,"openInterestUsd":517700.39,"closeTime":"2029-02-13T23:30:00Z","category":"Sports"},"snapshot":{"fetchedAt":1781950729046,"ageMs":38428,"stale":false},"stats":{"n":252,"range":{"min":0.03,"max":0.05,"span":0.020000000000000004},"moments":{"mean":0.04242063492063469,"stdev":0.0052139151459392455,"cv":0.12290987996040195,"skew":0.22311645511119182,"kurtosis":-0.24670308024201137,"ci95":{"lo":0.04177688118842111,"hi":0.04306438865284828,"halfWidth":0.0006437537322135866}},"returns":{"mean":-0.00003984063745019921,"stdev":0.0038468696851468647,"annualisedVol":0.3600472744524488,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":0.9473684210526315,"skew":-0.03950853930434027,"kurtosis":3.8837126610599824,"gainToPain":0.9473684210526315,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":969.5489875694444,"barsPerDay":24,"totalBars":23269.175701666667,"perDayMove":0.018845735671181595,"perHorizonMove":0.5868106321744262,"terminalVariance":0.0384,"resolvedFrom":"closeTime","available":true},"risk":{"var95":0.010000000000000002,"var99":0.010000000000000002,"es95":0.010000000000000005,"es90":0.0008154506437768245,"es99":0.010000000000000005,"esTailConcentration":0,"ulcerIndex":0.183873662631503,"cdar95":0.21222222222222223,"drawdownAtRisk95":0.20000000000000004,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.4000000000000001,"drawdownPeak":0.05,"drawdownTrough":0.03,"drawdownDurationBars":113},"structure":{"hurst":0.6760138806595121,"autocorr1":-0.45950936722633784,"autocorr2":-0.0811983596949698,"trendT":-15.32729452982092,"halfLifeMR":2.1542301398225887,"permEntropy":0.5521888781059103,"permEntropyTieFrac":0.8594377510040161,"rollSpreadBps":1231.906135924812},"tests":{"jarqueBera":{"stat":157.81068336790645,"p":5.393187434185423e-35,"reject":true},"ljungBox":{"stat":57.37752948613487,"p":3.504135870358027e-10,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":53.63434386276518,"p":1.0811829209700363e-10,"reject":true},{"lag":2,"stat":55.315814964010606,"p":7.511602451160115e-11,"reject":true},{"lag":3,"stat":55.50139176900014,"p":1.3517031938192758e-10,"reject":true},{"lag":5,"stat":57.37752948613487,"p":3.504135870358027e-10,"reject":true},{"lag":10,"stat":60.057679589063326,"p":8.80817530024558e-9,"reject":true}],"adf":{"stat":-6.35321382837256,"p":0.0000017682201478509026,"reject":true,"criticalValue":-2.86},"kpss":{"stat":2.9897839409134654,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":5.510769796212486,"p":3.5815663324001434e-8,"reject":true,"runs":36,"n1":18,"n2":19},"varianceRatio":{"stat":-6.443319546479081,"p":1.174451647045771e-10,"reject":true,"vr":0.2391363584920904,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"normal"}}}