BTC VWAP Anti-Chop

Starter is $19/month with 10 deploys per week. Upgrade as you grow.

This strategy trades the Kalshi KXBTC15M market every 15 minutes. It enters a Yes position when Bitcoin’s price is above its 1‑hour VWAP with positive 5‑minute change and 1‑minute velocity, while contract price is between 10¢ and 90¢ and more than 2 minutes left; it enters No when the opposite conditions hold below VWAP. Exits occur when price crosses the VWAP against the position, each trade is 1 contract, max 5 total.

Kalshi·May 26 to Jun 11·Created 1mo ago

Net P&L

-$104

Return -2083.4% on risk capital

Sharpe

-1.58

Return Sharpe

Win rate

2.1%

3514 trades

Max drawdown

-$105

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.

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