BTC Strike Disagreement

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 10 seconds. It allows at most 10 contracts and one entry per market, with YES prices limited to 0.45 through 0.99. Rules are checked in order and the first match ends the tick. Rule 1 skips whenever a position is already open, time to expiry is under 2 minutes or over 6 minutes, or the spread exceeds 0.03. Rule 2 buys 10 YES when flat, Coinbase BTC spot is above the strike, one-minute BTC velocity is positive, the YES best ask is at least 0.35 but below 0.5, time to expiry is between 2 and 6 minutes inclusive, and spread is at most 0.03. Rule 3 buys 10 NO under the mirror conditions: flat, spot below strike, velocity negative, NO best ask at least 0.35 but below 0.5, expiry between 2 and 6 minutes, spread at most 0.03. Rule 4 cancels all orders when time to expiry is at least 0 seconds.

Kalshi·Sep 4 to Oct 3 UTC·Created 12h ago

Net P&L

+$347

Return +3466.0% on risk capital

Sharpe

0.68

Return Sharpe

Win rate

62.1%

1003 trades

Max drawdown

-$46

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.