BTC Price Band Sweep

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

This strategy trades the most liquid KXBTC15M market on Kalshi, checking conditions every 30 seconds. Rules are evaluated in order and the first match ends that tick. Rule 1 sells the YES position if it holds YES contracts and spot is below strike. Rule 2 sells the NO position if it holds NO contracts and spot is above strike. Rule 3 buys 50 YES contracts when both live BTC price and its 26-period 15-minute EMA are positive, there is no position, spot is at least 25 above strike, the EMA is at least 25 above strike, the YES best ask sits between 0.45 and 0.65, fewer than 3 portfolio positions are open, there are no working orders, spread is at most 0.03, and expiry is between 2 and 5 minutes away. Rule 4 mirrors this for 50 NO contracts when spot and EMA are each at least 25 below strike, using the NO best ask band. Entry orders are immediate-or-cancel, capped at one entry per market, with a 50-contract position limit and a price floor of 0.48 and ceiling of 0.65.

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

Net P&L

+$1,229

Return +2458.8% on Risk Capital

Sharpe

0.99

Return Sharpe

Win rate

70.7%

254 trades

Max drawdown

-$101

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.