BTC Price Band Sweep

Starter is $9/month with 10 deploys per week. Upgrade as you grow.

This strategy trades Kalshi's KXBTC15M series, picking the most liquid market, and re-checks conditions every 30 seconds. Rules run top to bottom and the first match ends the tick. Rule 1 sells an existing YES position when YES size is above zero and the spot-versus-strike distance is below zero. Rule 2 sells an existing NO position when NO size is above zero and spot-versus-strike is above zero. Rule 3 buys YES at size 50 when BTC price and its 26-period EMA (15-minute) come from Coinbase and are both positive, position size is zero, spot-versus-strike is at least 25 and EMA-versus-strike at least 25, the YES best ask sits between 0.45 and 0.65, the portfolio holds fewer than three positions, no live orders exist, spread is at most 0.03, and time to expiry is between 2 and 5 minutes. Rule 4 mirrors this for NO when spot and EMA are at or below -25 and the NO best ask is between 0.45 and 0.65. Position size caps at 50 contracts, at most three portfolio positions, and one entry per market.

Kalshi·Sep 6 to Oct 6 UTC·Created 9d ago

Net P&L

+$1,339

Return +2678.5% on Risk Capital

Sharpe

1.05

Return Sharpe

Win rate

70.2%

270 trades

Max drawdown

-$91

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.