Coinbase VWAP Momentum

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

This strategy trades the KXBTC15M market on Kalshi, checking every 30 seconds. It buys a single “yes” contract if Bitcoin’s price is above its 1-hour VWAP and has risen at least 0.05% in 5 minutes, or a “no” contract if below and fallen 0.05%, provided the contract costs $0.25–$0.75, the spread is ≤$0.03, and more than 2 minutes remain. It sells everything if an unrealized loss exceeds $25 or when expiry is within 2 minutes, never holding more than 10 contracts total.

Kalshi·May 14 to Jun 11 UTC·Created 2mo ago

Net P&L

+$10

Return +95.4% on risk capital

Sharpe

0.09

Return Sharpe

Win rate

12.2%

5909 trades

Max drawdown

-$29

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.