{"ok":true,"asset":"kalshi-kxwcgame-26jun25turusa-usa","type":"kalshi","now":1781942070995,"market":{"ticker":"KXWCGAME-26JUN25TURUSA-USA","title":"Turkiye vs USA Winner?","yesProb":0.47,"noProb":0.525,"yesBid":0.47,"yesAsk":0.48,"volume24hUsd":626420.8785999999,"openInterestUsd":1548120.53,"closeTime":"2026-07-10T02:00:00Z","category":"Sports"},"snapshot":{"fetchedAt":1781941990052,"ageMs":80943,"stale":false},"stats":{"n":363,"range":{"min":0.37,"max":0.69,"span":0.31999999999999995},"moments":{"mean":0.4107713498622596,"stdev":0.030483399251736917,"cv":0.07421013968466557,"skew":2.766468181749037,"kurtosis":20.154389382520332,"ci95":{"lo":0.4076354213552543,"hi":0.4139072783692649,"halfWidth":0.0031359285070052803}},"returns":{"mean":-0.0005524861878453037,"stdev":0.014441543525444746,"annualisedVol":1.351654412755154,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":0.81981981981982,"skew":-7.449577530557509,"kurtosis":83.22010838167252,"gainToPain":0.81981981981982,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":19.75380792824074,"barsPerDay":24,"totalBars":474.09139027777775,"perDayMove":0.07074882547106744,"perHorizonMove":0.3144449669246994,"terminalVariance":0.2499,"resolvedFrom":"closeTime","available":true},"risk":{"var95":0.010000000000000009,"var99":0.020000000000000018,"es95":0.015714285714285722,"es90":0.015714285714285722,"es99":0.049,"esTailConcentration":null,"ulcerIndex":0.40707695894370166,"cdar95":0.4507246376811589,"drawdownAtRisk95":0.4492753623188405,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.46376811594202894,"drawdownPeak":0.69,"drawdownTrough":0.37,"drawdownDurationBars":61},"structure":{"hurst":0.8033645602305571,"autocorr1":-0.16647014460710052,"autocorr2":0.35780042434818476,"trendT":10.778430586105783,"halfLifeMR":2.7480195198561175,"permEntropy":0.8383510700451192,"permEntropyTieFrac":0.7277777777777777,"rollSpreadBps":287.23561827694994},"tests":{"jarqueBera":{"stat":107809.19984726976,"p":0,"reject":true},"ljungBox":{"stat":58.5666203895059,"p":2.1979051911813485e-10,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":10.115223097807824,"p":0.001652730781087186,"reject":true},{"lag":2,"stat":56.9738065930407,"p":4.155431554409006e-11,"reject":true},{"lag":3,"stat":58.38794648730145,"p":4.5717984953341784e-11,"reject":true},{"lag":5,"stat":58.5666203895059,"p":2.1979051911813485e-10,"reject":true},{"lag":10,"stat":60.08104314477924,"p":8.727766287464078e-9,"reject":true}],"adf":{"stat":-10.015071862300074,"p":3.522830610291126e-11,"reject":true,"criticalValue":-2.86},"kpss":{"stat":2.749049369016218,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":6.0636463321211505,"p":1.3356740158343428e-9,"reject":true,"runs":108,"n1":71,"n2":71},"varianceRatio":{"stat":-3.6552226228156663,"p":0.00025702558481910387,"reject":true,"vr":0.6405871751466479,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"fat"}}}