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Full-Size Timeframe Confluence

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On Kalshi's KXXRP15M market it checks every 10 seconds, entering only in the final 210 to 30 seconds before expiry when the spread is 0.03 or tighter and recent XRP price changes all point the same direction, buying 3 contracts of YES or NO. It exits on price or best-bid thresholds, a loss of 10 or more, or when the market expires, which cancels all orders, and never holds more than 3 contracts.

Kalshi·Aug 11 to Sep 8·Created 8d ago
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Net P&L
+$5
Return +179.0% on risk capital
Sharpe
0.87
Return Sharpe
Win rate
100.0%
54 trades
Max drawdown
-$0
Peak to trough

A few notes on these numbers

Methodology
Backtests replay supported historical market data, usually a 30-day Studio window, and evaluate strategy rules on the available cadence. Signals can fill no earlier than the next tradable step. Taker fills use top-of-book prices or available L2 depth, with Kalshi-style fees where modeled. Queue position, latency, and future liquidity are not fully modeled. Simulated P&L is net of modeled fees over the window.
Starting capital
Kalshi backtests use the strategy's configured max position as the risk-capital denominator. Return is computed from that configured capital, while total P&L is still shown in dollars.
Past performance
Backtested results are hypothetical. They are derived from historical data and do not reflect live execution risks like slippage beyond the orderbook, partial fills, API latency, or venue outages. Past performance does not guarantee future results.
Not financial advice
Nothing on this page is investment, legal, or tax advice. Prediction markets carry real risk of loss. Only trade with money you can afford to lose, and do your own research before deploying any strategy live.