{"ok":true,"asset":"pm-will-reza-pahlavi-enter-iran-by-june-30-555-947-362-379-213","type":"pm","now":1781788136301,"market":{"id":"1090199","slug":"will-reza-pahlavi-enter-iran-by-june-30-555-947-362-379-213","question":"Will Reza Pahlavi enter Iran by June 30?","yesProb":0.0035,"noProb":0.9965,"liquidity":149637.74113,"volume24h":140983.28646899998,"endDate":"2026-06-30T00:00:00Z","category":"Will Reza Pahlavi enter Iran by...?"},"snapshot":{"fetchedAt":1781788128360,"ageMs":7941,"stale":false},"stats":{"n":744,"range":{"min":0.0025,"max":0.0375,"span":0.034999999999999996},"moments":{"mean":0.015428091397849498,"stdev":0.008195738222997311,"cv":0.5312217831519785,"skew":0.51773529177114,"kurtosis":-0.516284936176171,"ci95":{"lo":0.014839169528571831,"hi":0.016017013267127164,"halfWidth":0.0005889218692776663}},"returns":{"mean":-0.00002826379542395693,"stdev":0.0010569411570960166,"annualisedVol":0.09892427194463432,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":0.8775510204081632,"skew":0.9783161982511319,"kurtosis":25.35127463485989,"gainToPain":0.8775510204081632,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":11.452126145833333,"barsPerDay":24,"totalBars":274.8510275,"perDayMove":0.0051779330460641525,"perHorizonMove":0.017522638122841407,"terminalVariance":0.0034877500000000004,"resolvedFrom":"endDate","available":true},"risk":{"var95":0.0010000000000000009,"var99":0.0037899999999999943,"es95":0.0019285714285714294,"es90":0.0017597402597402606,"es99":0.005124999999999999,"esTailConcentration":18.9326923076923,"ulcerIndex":0.6244040597028957,"cdar95":0.8947263681592039,"drawdownAtRisk95":0.8800000000000001,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.9333333333333332,"drawdownPeak":0.0375,"drawdownTrough":0.0025,"drawdownDurationBars":642},"structure":{"hurst":0.9642361012204482,"autocorr1":-0.188330623443306,"autocorr2":0.05718964066813974,"trendT":-69.29888367949756,"halfLifeMR":89.3833719211959,"permEntropy":0.7709472864431306,"permEntropyTieFrac":0.7206477732793523,"rollSpreadBps":595.0068299254575},"tests":{"jarqueBera":{"stat":20015.043467029984,"p":0,"reject":true},"ljungBox":{"stat":36.734000256092976,"p":0.000001376503274030938,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":26.459587503332497,"p":0.0000014981785734224928,"reject":true},{"lag":2,"stat":28.902802098861695,"p":0.000001738462528155793,"reject":true},{"lag":3,"stat":32.15290552982096,"p":0.0000013097974077558305,"reject":true},{"lag":5,"stat":36.734000256092976,"p":0.000001376503274030938,"reject":true},{"lag":10,"stat":46.50831903234708,"p":0.000001758770869608739,"reject":true}],"adf":{"stat":-1.6322371996381428,"p":0.47036323826755105,"reject":false,"criticalValue":-2.86},"kpss":{"stat":9.382705251030323,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":4.116793402023981,"p":0.00003843937883929449,"reject":true,"runs":160,"n1":116,"n2":139},"varianceRatio":{"stat":-3.731456118771756,"p":0.000190433046420857,"reject":true,"vr":0.7438950609331711,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"fat"}}}