{"ok":true,"asset":"hl-pred-jordan-197","type":"hl-pred","now":1781959448599,"prediction":{"outcomeId":197,"name":"Jordan","slug":"jordan-197","sides":[{"name":"Yes","price":0.00258},{"name":"No","price":0.99742}]},"snapshot":{"fetchedAt":1781959448435,"ageMs":164,"stale":false},"stats":{"n":333,"range":{"min":0.00011,"max":0.01,"span":0.00989},"moments":{"mean":0.0019157057057057033,"stdev":0.003654224968163461,"cv":1.9075085266383993,"skew":1.752831673274207,"kurtosis":1.1266606336404963,"ci95":{"lo":0.001523215128059714,"hi":0.0023081962833516926,"halfWidth":0.0003924905776459893}},"returns":{"mean":-0.000002891566265060235,"stdev":0.0010814422283888093,"annualisedVol":0.1012174465676781,"sharpe":null,"sortino":null,"calmar":null,"sharpeAdjAC":null,"omega":0.9535783365570601,"skew":0.03368970615907616,"kurtosis":80.81832854781784,"gainToPain":0.9535783365570601,"returnMode":"diff","framing":"horizon","sharpeSuppressedReason":"bounded binary probability — √periodsPerYear annualisation is dimensionless; see the horizon block"},"horizon":{"daysToResolve":0,"barsPerDay":24,"totalBars":0,"perDayMove":0.005297963291701942,"perHorizonMove":0.0010814422283888093,"terminalVariance":0.00013998039999999997,"resolvedFrom":null,"available":false},"risk":{"var95":0,"var99":0.00003069999999999992,"es95":0.00006304878048780488,"es90":0.00006304878048780488,"es99":0.0051649999999999995,"esTailConcentration":null,"ulcerIndex":0.781959101905964,"cdar95":0.9850540540540539,"drawdownAtRisk95":0.9849999999999999,"sterling":null,"tailIndex":null,"tailIndexWide":null,"maxDrawdown":0.9860000000000001,"drawdownPeak":0.01,"drawdownTrough":0.00014,"drawdownDurationBars":145},"structure":{"hurst":1.1018341909328726,"autocorr1":-0.000007192434083656968,"autocorr2":-0.2463313720233406,"trendT":3.172367267624042,"halfLifeMR":15.618769694609686,"permEntropy":0.16916662523696216,"permEntropyTieFrac":0.9939393939393939,"rollSpreadBps":30.32504605735381},"tests":{"jarqueBera":{"stat":90353.89364126722,"p":0,"reject":true},"ljungBox":{"stat":20.390013908870902,"p":0.00116062517404536,"reject":true},"ljungBoxProfile":[{"lag":1,"stat":1.7330390058002876e-8,"p":0.9499559154867719,"reject":false},{"lag":2,"stat":20.38966369411722,"p":0.00006195599191005652,"reject":true},{"lag":3,"stat":20.389663711763028,"p":0.0001870793473504051,"reject":true},{"lag":5,"stat":20.390013908870902,"p":0.00116062517404536,"reject":true},{"lag":10,"stat":20.390057881358036,"p":0.025751349598123863,"reject":true}],"adf":{"stat":-2.6968722830029583,"p":0.07812546844776579,"reject":false,"criticalValue":-2.86},"kpss":{"stat":0.7758282092867924,"p":0.008150406794250999,"reject":true,"criticalValue":0.463},"runs":{"stat":-0.5619514869490162,"p":0.5741490077122815,"reject":false,"runs":5,"n1":4,"n2":6},"varianceRatio":{"stat":-2.332141284549561,"p":0.01969321571921112,"reject":true,"vr":0.7605472454046767,"horizon":4}},"verdict":{"regime":"stressed","stationary":"no","autocorrelated":true,"efficient":false,"tailRisk":"normal"}},"kelly":{"implied":{"b":386.59689922480624,"f":0,"raw":0}}}