BTC EMA/SMA Crossover

This strategy trades the Kalshi KXBTC15M market, evaluating every 15 minutes using Bitcoin 12-period EMA and 20-period SMA from Coinbase. It buys 'yes' when EMA > SMA with time left over 5 minutes, tight spread, and no position, or buys 'no' on the opposite crossover. It sells everything if the moving averages cross back, time drops below 2 minutes, or unrealized loss reaches 5, with a maximum position of 5 contracts.

Kalshi·Jun 3 to Jun 11 UTC·Created 3mo ago

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Net P&L

-$145

Return -2902.8% on risk capital

Sharpe

-1.70

Return Sharpe

Win rate

3.6%

1098 trades

Max drawdown

-$146

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.