← Strategies
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On Kalshi it checks the Chicago high-temperature market every 60 seconds, capped at 100 contracts. It buys 40 YES at best bid plus one cent when the current temperature is above 71, the reading is under 900 seconds old, price is between 0.15 and 0.5, spread is at least 0.02, and more than 45 minutes remain. It exits by cancelling all orders if temperature drops to 71 or below, data goes stale, price or spread leaves range, or time runs short, and sells the position when the next-hour temperature tops 72 with price above 0.66, under 45 minutes remain, or unrealized loss exceeds 3.