Buffered Strike VWAP Trigger

This strategy trades Kalshi's KXHYPE15M market, choosing the most liquid contract, and re-evaluates every 10 seconds. Rules run top to bottom, and only the first match fires each tick. Rule 1 sells YES when a YES position is held and the HYPE spot price sits below the strike. Rule 2 sells NO when a NO position is held and spot sits above the strike. Otherwise, with no position and no open orders, it may enter: Rule 3 buys YES at size 50 when spot is at least 0.50 above the strike, HYPE price is positive and above its one-hour VWAP, the five-minute change is positive, the one-minute velocity is non-negative, at most five minutes remain, the YES ask is between 0.45 and 0.99, and the spread is 0.02 or tighter. Rule 4 mirrors this for NO, requiring spot at least 0.50 below the strike, price below VWAP, negative five-minute change, non-positive velocity, and a NO ask between 0.45 and 0.99 with spread at most 0.02. Entry orders are immediate-or-cancel and capped at one entry per market; position size is limited to 50 contracts, with YES prices bounded between 0.05 and 0.95. A $250 maximum loss can halt and liquidate only this strategy's attributed Kalshi inventory.