{"ok":true,"asset":"pm-will-bitcoin-reach-72pt5k-in-june-2026","type":"pm","now":1781955420396,"market":{"id":"2410569","slug":"will-bitcoin-reach-72pt5k-in-june-2026","question":"Will Bitcoin reach $72,500 in June?","yesProb":0.0475,"noProb":0.9525,"liquidity":88096.2426,"volume24h":81780.45745200002,"endDate":"2026-07-01T04:00:00Z","category":"Crypto"},"snapshot":{"fetchedAt":1781955404533,"ageMs":15863,"stale":false},"stats":{"n":453,"range":{"min":0.025,"max":0.945,"span":0.9199999999999999},"moments":{"mean":0.18616335540838855,"stdev":0.1780431078586675,"cv":0.9563810636529001,"skew":2.5828020648965424,"kurtosis":6.517945696958774,"ci95":{"lo":0.16976757334566137,"hi":0.20255913747111573,"halfWidth":0.01639578206272719}},"returns":{"mean":-0.0018727876106194692,"stdev":0.016985544609848347,"annualisedVol":1.5897598677385143,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":0.6616706634692249,"skew":-0.6497931706547434,"kurtosis":7.159124641136049,"gainToPain":0.6616706634692249,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":10.682634305555556,"barsPerDay":24,"totalBars":256.3832233333334,"perDayMove":0.08321183459481925,"perHorizonMove":0.27197205197042185,"terminalVariance":0.04160775,"resolvedFrom":"endDate","available":true},"risk":{"var95":0.030000000000000013,"var99":0.050000000000000044,"es95":0.04804347826086959,"es90":0.035543478260869586,"es99":0.0666666666666667,"esTailConcentration":1.4898550724637678,"ulcerIndex":0.8247340241673295,"cdar95":0.9631930066712673,"drawdownAtRisk95":0.9573544973544974,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.9735449735449735,"drawdownPeak":0.945,"drawdownTrough":0.025,"drawdownDurationBars":421},"structure":{"hurst":0.8941767150285952,"autocorr1":0.06797799289382804,"autocorr2":-0.13327772120532808,"trendT":-18.01640703622936,"halfLifeMR":32.37182422545651,"permEntropy":0.9182986964960558,"permEntropyTieFrac":0.54,"rollSpreadBps":0},"tests":{"jarqueBera":{"stat":997.0741503833113,"p":3.0767996683205505e-217,"reject":true},"ljungBox":{"stat":12.678553834454474,"p":0.026451113812912208,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":2.1025891590415773,"p":0.14282372629210693,"reject":false},{"lag":2,"stat":10.202810587013026,"p":0.006249944183544631,"reject":true},{"lag":3,"stat":10.208077489463053,"p":0.016821818185464243,"reject":true},{"lag":5,"stat":12.678553834454474,"p":0.026451113812912208,"reject":true},{"lag":10,"stat":30.876535195927147,"p":0.0006658311144452922,"reject":true}],"adf":{"stat":-4.833144109816257,"p":0.00015805766103183883,"reject":true,"criticalValue":-2.86},"kpss":{"stat":3.3021814900625746,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":1.2677021748575674,"p":0.20490446541335494,"reject":false,"runs":125,"n1":100,"n2":134},"varianceRatio":{"stat":-0.33258796104443084,"p":0.7394454593880078,"reject":false,"vr":0.9707334635122506,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"fat"}}}