Adaptive BTC Momentum

This strategy trades the KXBTC15M market every 10 seconds. It enters a YES or NO position of 5 contracts when momentum indicators (like moving averages, VWAP, and short‑term price change) align and bid‑ask spread is low, with at least 3 minutes left. Exits occur if momentum flips while loss is under $3, a $5 loss stop is hit, or at 1 minute before expiry; total position limited to 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.