BTC Strike Disagreement

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

This strategy trades Kalshi's KXBTC15M series, selecting the most liquid market, and evaluates every 10 seconds against Coinbase BTC-USD price and one-minute velocity. Rules run top to bottom, and the first match ends the tick. Rule 1 skips the tick if any position is open, time to expiry is under 2 minutes or over 6 minutes, or the spread exceeds 0.03. Rule 2 buys 10 YES contracts when flat, spot sits above the strike, one-minute velocity is positive, the YES ask is at least 0.35 but below 0.5, time to expiry is 2 to 6 minutes, and spread is 0.03 or less. Rule 3 buys 10 NO contracts under the mirror conditions: flat, spot below strike, negative velocity, NO ask between 0.35 and 0.5, expiry 2 to 6 minutes, spread at most 0.03. Rule 4 cancels all resting orders whenever time to expiry is at least zero. Position limit is 10 contracts, YES prices are bounded 0.05 to 0.6, and entry orders are capped at one per market, with partial fills counting toward that cap.

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.