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BTC Momentum Continuation

Starter is $19/month with 10 deploys per week. Upgrade as you grow.

This strategy trades Kalshi's KXBTC15M bitcoin market, checking conditions every 10 seconds with a position limit of 150 contracts. It sells everything if unrealized loss hits -11 or unrealized gain reaches 4.4. Otherwise, when flat and the spread is 0.03 or less, it buys 50 YES contracts if bitcoin's 5-minute change and 1-minute velocity are positive and price exceeds both its 20-minute average and 1-hour VWAP, or buys 50 NO contracts under the mirror-image negative conditions, in both cases only when 1 to 7 minutes remain before expiry.

Kalshi·Aug 8 to Sep 7·Created 12d ago

Net P&L

+$1,380

Return +920.3% on risk capital

Sharpe

0.63

Return Sharpe

Win rate

59.0%

646 trades

Max drawdown

-$135

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.