BTC Strike Disagreement

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

On Kalshi's KXBTC15M market, this strategy checks every 10 seconds and trades the most liquid contract, with a position limit of 10 contracts. It only acts while flat: rule 1 skips the tick if a position already exists, if time to expiry is under 2 minutes or over 6 minutes, or if the spread exceeds 0.03. Rule 2 buys 10 YES contracts when the signed distance between Coinbase BTC spot and the strike is positive, 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, and the spread is at most 0.03. Rule 3 mirrors this on the other side, buying 10 NO contracts when spot distance is negative, velocity is negative, the NO best ask is at least 0.35 but 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 seconds. Entry orders are capped at one per market.

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.