{"ok":true,"asset":"hl-SPX","type":"hl-perp","now":1781959391761,"quote":{"name":"SPX","markPx":0.36441,"midPx":0.36435,"prevDayPx":0.35695,"changePct":2.089928561423175,"funding":0.0000125,"openInterestUsd":3294177.994134,"dayVolumeUsd":950525.8295160002,"oraclePx":0.3642,"premium":0,"impactBid":0.364,"impactAsk":0.36466,"oracleBasisBps":5.766062602965073},"snapshot":{"fetchedAt":1781959389831,"ageMs":1930,"stale":false},"stats":{"n":721,"range":{"min":0.26923,"max":0.48414,"span":0.21491},"moments":{"mean":0.3394922468793345,"stdev":0.0346453537280906,"cv":0.10205050055356514,"skew":1.1397779448546743,"kurtosis":1.9852735250295717,"ci95":{"lo":0.3369633365004091,"hi":0.3420211572582599,"halfWidth":0.0025289103789253664}},"returns":{"mean":-0.00006379498789700895,"stdev":0.016196320228266246,"annualisedVol":1.5158925130378296,"sharpe":-0.3686568072414857,"sortino":-0.3908311383044529,"calmar":-1.7030083177165265,"sharpeAdjAC":-0.38375494315749475,"omega":0.988149567944318,"skew":1.3459214910767372,"kurtosis":13.51384575857834,"gainToPain":0.988149567944318,"returnMode":"log","framing":"annualised","sharpeSuppressedReason":null},"horizon":null,"risk":{"var95":0.02316834563096485,"var99":0.047091934685476934,"es95":0.03606341038435123,"es90":0.02806515347409845,"es99":0.053169163098889256,"esTailConcentration":2.138685079321541,"ulcerIndex":0.18500808600742588,"cdar95":0.285558585311536,"drawdownAtRisk95":0.2661642502433059,"sterling":-1.957020810171461,"tailIndex":2.375937949262079,"tailIndexWide":1.9567303420005144,"maxDrawdown":0.3281511241983379,"drawdownPeak":0.40073,"drawdownTrough":0.26923,"drawdownDurationBars":342},"structure":{"hurst":0.9305703714148159,"autocorr1":-0.040116489358501206,"autocorr2":-0.049364922441297254,"trendT":2.3009702262819167,"halfLifeMR":47.44141249078594,"permEntropy":0.9983554190340181,"permEntropyTieFrac":0,"rollSpreadBps":35.51059089019649},"tests":{"jarqueBera":{"stat":5696.1013748164405,"p":0,"reject":true},"ljungBox":{"stat":21.983390200514535,"p":0.0006014744763722657,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":1.1635542703191,"p":0.2805302517246797,"reject":false},{"lag":2,"stat":2.9278938133268033,"p":0.2297291279809438,"reject":false},{"lag":3,"stat":3.096066794457117,"p":0.37791053036029876,"reject":false},{"lag":5,"stat":21.983390200514535,"p":0.0006014744763722657,"reject":true},{"lag":10,"stat":35.484921882532824,"p":0.00012002418755996391,"reject":true}],"adf":{"stat":-2.3450679827998653,"p":0.16615647564709843,"reject":false,"criticalValue":-2.86},"kpss":{"stat":1.816534228593556,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":1.198811040000883,"p":0.23060155814023253,"reject":false,"runs":377,"n1":365,"n2":355},"varianceRatio":{"stat":-1.4130300825171342,"p":0.15764697769397107,"reject":false,"vr":0.901481184472314,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"fat"}},"benchmark":{"benchmarkAsset":"BTC","up":2.1879514952973227,"down":1.8986083332529136,"captureSpread":0.28934316204440913,"alignedBars":720}}