BTC Price Band Sweep

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

On Kalshi's KXBTC15M series (most liquid market), this strategy evaluates every 30 seconds using Coinbase BTC-USD price and its 26-period 15-minute EMA. Rules run top to bottom, first match wins. Rule 1 sells YES if a YES position exists and spot is below the strike; Rule 2 sells NO if a NO position exists and spot is above the strike. Rule 3 buys 50 YES when both BTC price and EMA are positive, no position is open, spot and EMA are each at least 25 above the strike, YES ask is between 0.45 and 0.65, fewer than 3 portfolio positions are open, no working orders exist, 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, using the NO ask. Positions cap at 50 contracts, one entry per market, 3 portfolio positions, and orders are immediate-or-cancel.

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

Net P&L

+$371

Return +743.0% on Risk Capital

Sharpe

0.49

Return Sharpe

Win rate

67.5%

82 trades

Max drawdown

-$79

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.