BTC Strike Disagreement

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

On Kalshi's KXBTC15M series, using the most liquid market, this strategy evaluates every 10 seconds against Coinbase BTC-USD price and one-minute velocity. Each tick the rules run top to bottom and the first match ends the tick. Rule 1 skips whenever a position is open, time to expiry is under 2 minutes or over 6 minutes, or the spread exceeds 0.03. Otherwise, with no position, Rule 2 buys 10 YES contracts when spot sits above the strike, one-minute velocity is positive, the YES best ask is at least 0.35 and below 0.5, expiry is between 2 and 6 minutes, and spread is at most 0.03. Rule 3 does the mirror: buys 10 NO when spot is below the strike, velocity is negative, the NO best ask is at least 0.35 and below 0.5, and the same expiry and spread conditions hold. Rule 4 cancels all resting orders whenever time to expiry is at least zero. Size is capped at 10 contracts, prices are bounded 0.15 to 0.6, and entries per market are capped at 1.

Kalshi·Sep 4 to Oct 3 UTC·Created 13h ago

Net P&L

+$772

Return +7716.1% on risk capital

Sharpe

1.25

Return Sharpe

Win rate

63.1%

1098 trades

Max drawdown

-$44

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.