Adaptive BTC Momentum

This strategy trades the KXBTC15M market on Kalshi, evaluating conditions every 10 seconds. It enters a yes position of 5 contracts when 1-minute EMA is above 50-period SMA, price is above hourly VWAP, and velocity and 15-minute change are positive; enters a no position when the opposite holds. Exits are triggered by momentum flips (when EMA crosses below/above SMA while unrealized P&L is above -3), a hard stop at -5 unrealized P&L, or cancelling orders when less than 1 minute to expiry. Maximum position size is 10 contracts.

Kalshi·May 14 to Jun 11 UTC·Created 2mo ago

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Net P&L

Return 0.0% on risk capital

Sharpe

0.00

Return Sharpe

Win rate

0.0%

0 trades

Max drawdown

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.