BTC Range Beyond Strike

Starter is $49/month with 30 deploys per week. Upgrade as you grow.

This Kalshi strategy trades the most liquid KXBTC15M market, evaluating every 30 seconds against Coinbase BTC-USD prices, the 15-minute low and high, and signed distances from the strike. Rules fire top-to-bottom, first match only. Rule 1 buys 50 YES when position size is zero, time to expiry is between 2 and 5 minutes, the 15-minute range low is more than 25 below the strike, spot is above the strike, the YES best ask is between 0.05 and 0.95, the spread is at most 0.03, and balance is non-negative. Rule 2 buys 50 NO under the mirror conditions: zero position, 2 to 5 minutes to expiry, range high less than 25 above the strike, spot below the strike, NO best ask between 0.05 and 0.95, spread at most 0.03, and non-negative balance. Rule 3 cancels all resting orders once time to expiry falls below 2 minutes. Position is capped at 50 contracts, YES price bounds are 0.45 to 0.64, entries are limited to one per market, entry spend is capped at $50 notional per market with spent budget not released by later sells, and a $25 max loss can halt and liquidate only this strategy's attributed Kalshi inventory.

Kalshi·Sep 21 to Oct 21 UTC·Created 6d ago

Net P&L

+$333

Return +666.0% on Risk Capital

Sharpe

0.44

Return Sharpe

Win rate

61.6%

350 trades

Max drawdown

-$224

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.