{"ok":true,"asset":"pm-cs2-ts7-fal2-2026-06-20","type":"pm","now":1781959810871,"market":{"id":"2613057","slug":"cs2-ts7-fal2-2026-06-20","question":"Counter-Strike: Spirit vs Team Falcons (BO3) - IEM Cologne Major Playoffs","yesProb":0.575,"noProb":0.425,"liquidity":366721.8206,"volume24h":372103.0011840007,"endDate":"2026-06-20T23:00:00Z","category":"Sports"},"snapshot":{"fetchedAt":1781959802281,"ageMs":8590,"stale":false},"stats":{"n":13,"range":{"min":0.545,"max":0.575,"span":0.029999999999999916},"moments":{"mean":0.5634615384615386,"stdev":0.010681880176381085,"cv":0.0189576030434067,"skew":-0.13196194031814043,"kurtosis":-1.4869334679964505,"ci95":{"lo":0.5576548022522435,"hi":0.5692682746708336,"halfWidth":0.005806736209295113}},"returns":{"mean":0.001666666666666659,"stdev":0.005773502691896249,"annualisedVol":0.5403702434442511,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":2.999999999999989,"skew":0.06298366572977061,"kurtosis":0.6545454545454623,"gainToPain":2.999999999999989,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":0.42348528935185187,"barsPerDay":24,"totalBars":10.163646944444444,"perDayMove":0.028284271247461856,"perHorizonMove":0.018406200897563858,"terminalVariance":0.244375,"resolvedFrom":"endDate","available":true},"risk":{"var95":0.004499999999999999,"var99":0.008900000000000007,"es95":0.010000000000000009,"es90":0.0011111111111111122,"es99":0.010000000000000009,"esTailConcentration":0,"ulcerIndex":0.004997299065092158,"cdar95":0.018018018018018032,"drawdownAtRisk95":0.007207207207207187,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.018018018018018032,"drawdownPeak":0.555,"drawdownTrough":0.545,"drawdownDurationBars":4},"structure":{"hurst":0.5,"autocorr1":-0.09848484848485087,"autocorr2":-0.10606060606060538,"trendT":5.62418129518041,"halfLifeMR":5.3065856113012835,"permEntropy":0.9464119282150146,"permEntropyTieFrac":0.6,"rollSpreadBps":67.68608142084821},"tests":{"jarqueBera":{"stat":0.2221487603305819,"p":0.8948721857124826,"reject":false},"ljungBox":{"stat":4.863974455296797,"p":0.30101571426862017,"reject":false},"ljungBoxProfile":[{"lag":1,"stat":0.1481342349111016,"p":0.7010729594262275,"reject":false},{"lag":2,"stat":0.33711495116454276,"p":0.8436285069310762,"reject":false},{"lag":3,"stat":0.8095667417981635,"p":0.8479599115340553,"reject":false},{"lag":5,"stat":5.030641121963462,"p":0.41274545818267105,"reject":false},{"lag":10,"stat":null,"p":null,"reject":false}],"adf":{"stat":-0.7261843774138922,"p":0.8334454936246762,"reject":false,"criticalValue":-2.86},"kpss":{"stat":0.45220456446410845,"p":0.05465320497236706,"reject":false,"criticalValue":0.463},"runs":{"stat":null,"p":null,"reject":false,"runs":2,"n1":3,"n2":1},"varianceRatio":{"stat":0,"p":0.9999999989503827,"reject":false,"vr":1,"horizon":1}},"verdict":{"regime":"calm","stationary":"ambiguous","autocorrelated":false,"efficient":true,"tailRisk":"fat"}}}