KXBTC 30s Fade on 0.3% BTC Moves

Starter is $19/month with 10 deploys per week. Upgrade as you grow.

It trades the KXBTC market every 30 seconds. It buys Yes after a quick 0.3% Bitcoin drop, or buys No after a 0.3% rise, only with tight spread and over 15 minutes left, each order limited to 25 contracts (maximum 100 total). It exits on a 0.4% adverse Bitcoin move, a $2.50 loss, a $3.75 profit, or within one minute of expiry.

Kalshi·May 14 to Jun 11·Created 16d ago

Net P&L

-$204

Return -204.2% on risk capital

Sharpe

-1.20

Return Sharpe

Win rate

4.8%

288 trades

Max drawdown

-$204

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.

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KXBTC 30s Fade on 0.3% BTC Moves

Starter is $19/month with 10 deploys per week. Upgrade as you grow.

Kalshi·May 14 to Jun 11·Created 16d ago

Net P&L

-$204

Return -204.2% on risk capital

Sharpe

-1.20

Return Sharpe

Win rate

4.8%

288 trades

Max drawdown

-$204

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.