BTC Price Band Sweep

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

This strategy trades Kalshi's KXBTC15M series (the most liquid market), checking conditions every 30 seconds. Rules are checked in order and the first match ends the tick. Rule 1 exits a long YES position by selling when the YES size is above zero and spot is below the strike. Rule 2 exits a long NO position by selling when the NO size is above zero and spot is above the strike. Rule 3 buys 50 YES when BTC price and its 15-minute EMA are both positive, no position is open, spot and EMA are each at least 25 above the strike, the YES ask is between 0.45 and 0.65, fewer than 3 positions are held, no orders are working, spread is at most 0.03, and expiry is 2 to 5 minutes away. Rule 4 mirrors this for NO when spot and EMA are each at least 25 below the strike and the NO ask is 0.45 to 0.65. Total position is capped at 50 contracts, and each market allows only one entry.

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

Net P&L

+$146

Return +292.9% on Risk Capital

Sharpe

0.24

Return Sharpe

Win rate

59.3%

55 trades

Max drawdown

-$77

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.