BTC Price Band Sweep

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

This strategy trades Kalshi's KXBTC15M bitcoin market, choosing the most liquid contract, and re-checks conditions every 30 seconds using Coinbase BTC-USD price and its 26-period EMA on 15-minute bars. Rules run top to bottom and the first match ends the tick. Rule 1 exits by selling any YES position when spot sits below the strike. Rule 2 exits by selling any NO position when spot sits above the strike. Rules 3 and 4 are entries, only when flat (position size zero), BTC price and EMA are above zero, portfolio position count is under 3, order count is zero, spread is at most 0.03, time to expiry is between 2 and 5 minutes, and the relevant ask is 0.45 to 0.65. Rule 3 buys 50 YES contracts when both spot-versus-strike and EMA-versus-strike are at least 25; Rule 4 buys 50 NO contracts when both are at most -25. Entries are immediate-or-cancel. Position limit is 50 contracts, with a maximum of one entry per market.

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

Net P&L

+$1,277

Return +2553.2% on Risk Capital

Sharpe

1.07

Return Sharpe

Win rate

69.8%

259 trades

Max drawdown

-$92

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.