{"ok":true,"asset":"hl-SPX","type":"hl-perp","now":1781956609169,"quote":{"name":"SPX","markPx":0.36298,"midPx":0.36304,"prevDayPx":0.35699,"changePct":1.6779181489677726,"funding":0.0000125,"openInterestUsd":3288689.3998080003,"dayVolumeUsd":1011328.4841939998,"oraclePx":0.3628,"premium":0.0002205072,"impactBid":0.36288,"impactAsk":0.36328,"oracleBasisBps":4.961411245865863},"snapshot":{"fetchedAt":1781956605509,"ageMs":3660,"stale":false},"stats":{"n":721,"range":{"min":0.26923,"max":0.48414,"span":0.21491},"moments":{"mean":0.3395092649098476,"stdev":0.034660413761202866,"cv":0.10208974347255736,"skew":1.13798736642526,"kurtosis":1.975770624653475,"ci95":{"lo":0.336979255235636,"hi":0.34203927458405925,"halfWidth":0.00253000967421164}},"returns":{"mean":-0.00005047370928965644,"stdev":0.016203061919087606,"annualisedVol":1.5165235007249884,"sharpe":-0.2915547917101295,"sortino":-0.30923445040669134,"calmar":-1.3473965522975035,"sharpeAdjAC":-0.30346367005368646,"omega":0.9906214339506344,"skew":1.3426173457223687,"kurtosis":13.482661733750662,"gainToPain":0.9906214339506344,"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":0.18477725364110759,"cdar95":0.285558585311536,"drawdownAtRisk95":0.2661642502433059,"sterling":-1.5483677119881307,"tailIndex":2.375937949262079,"tailIndexWide":1.9567303420005144,"maxDrawdown":0.3281511241983379,"drawdownPeak":0.40073,"drawdownTrough":0.26923,"drawdownDurationBars":342},"structure":{"hurst":0.9301627000956152,"autocorr1":-0.040012573231605696,"autocorr2":-0.04989728681580519,"trendT":2.18466815477197,"halfLifeMR":48.101340070229945,"permEntropy":0.9982204807072579,"permEntropyTieFrac":0,"rollSpreadBps":35.387364257560954},"tests":{"jarqueBera":{"stat":5669.779583246483,"p":0,"reject":true},"ljungBox":{"stat":22.602835269086658,"p":0.00046566722315755094,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":1.1575340301487318,"p":0.28183048098420205,"reject":false},{"lag":2,"stat":2.9601329746388227,"p":0.22596651450872884,"reject":false},{"lag":3,"stat":3.132218085015067,"p":0.37245089449736835,"reject":false},{"lag":5,"stat":22.602835269086658,"p":0.00046566722315755094,"reject":true},{"lag":10,"stat":36.024525385310994,"p":0.00009794955509745407,"reject":true}],"adf":{"stat":-2.3128832873905263,"p":0.17562256253219816,"reject":false,"criticalValue":-2.86},"kpss":{"stat":1.8113375155134066,"p":0.001,"reject":true,"criticalValue":0.463},"runs":{"stat":1.1242091429567485,"p":0.2609244131229176,"reject":false,"runs":376,"n1":365,"n2":355},"varianceRatio":{"stat":-1.4226377376071193,"p":0.1548412927293592,"reject":false,"vr":0.9008113227254375,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"fat"}},"benchmark":{"benchmarkAsset":"BTC","up":2.1979368191061823,"down":1.9044460714057905,"captureSpread":0.29349074770039185,"alignedBars":720}}