Buffered Strike VWAP Trigger

Starter is $49/month with 30 deploys per week. Upgrade as you grow.

This Kalshi strategy trades the most liquid KXHYPE15M market, re-evaluating every 10 seconds. It tracks Coinbase HYPE-USD price plus its one-hour VWAP, five-minute change, and one-minute velocity, and computes a signed distance between spot and the strike. Rules run top to bottom, first match ends the tick. Rule 1 sells YES when a YES position exists and spot sits below strike. Rule 2 sells NO when a NO position exists and spot sits above strike. Rule 3 buys 50 YES (immediate-or-cancel) only with no position and no orders, positive HYPE price, expiry within 5 minutes or less, spot at least 0.40 above strike, price above VWAP, positive five-minute change, non-negative velocity, YES ask between 0.45 and 0.99, and spread at most 0.02. Rule 4 mirrors this for 50 NO with spot at least 0.40 below strike, price below VWAP, negative change, non-positive velocity, and NO ask between 0.45 and 0.99. Position limit is 50 contracts, one position, one entry per market, prices bounded 0.05 to 0.95, and a $250 max loss halts and liquidates only this strategy's attributed Kalshi inventory.

Kalshi·Sep 23 to Oct 23 UTC·Created 4d ago

Net P&L

+$60

Return +120.7% on Risk Capital

Sharpe

0.44

Return Sharpe

Win rate

100.0%

32 trades

Max drawdown

-$1

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.