BTC ladder variants

This strategy trades the most liquid KXBTC15M market on Kalshi, checking every 10 seconds, with a maximum position of 5 contracts and allowed prices from 0.05 to 0.99. Rules are checked in order and the first match ends that tick. Six exit rules come first: a held YES position is sold if its bid is at or below 0.35, and a held NO position likewise; a YES position is sold when spot is below the strike and a NO position when spot is above it; and a held YES is sold if expiry is within 15 minutes but more than 2 minutes away and its bid is at least 0.995, with the matching NO version. Eight pairs of entry rules follow, each requiring no open order, fewer than 5 contracts held, a live BTC price, and a spread of at most 0.02: with 4 minutes or less left, buys YES at 5 contracts if spot is at least 60.1 above strike with positive EMA distance, 5-minute change, and 1-minute velocity, buying NO on the mirrored negative conditions; the same pattern with thresholds of 40.1 at 2 minutes, 30 at 1 minute, and 20 at 30 seconds. Finally, with 25 seconds or less left and a spread of at most 0.03, it buys YES or NO at 5 contracts when that side's ask is between 0.9 and 0.99.