BTC VWAP Directional

This strategy trades the KXBTC15M market on Kalshi, evaluating conditions every 60 seconds. It buys a YES position of 5 contracts when Bitcoin’s price is above its 1-hour volume-weighted average and has risen in the last 5 minutes, with a narrow spread; it buys a NO position when the price is below average and falling. It sells and flips positions if the opposite momentum condition appears, and exits all positions if the unrealized loss reaches $5.

Kalshi·May 10 to Jun 9 UTC·Created 3mo ago

Studio import unavailable

This saved strategy does not pass current Studio validation and cannot be imported or deployed. You can still inspect its original DSL and saved history.

Net P&L

+$1,903

Return +38064.4% on risk capital

Sharpe

3.58

Return Sharpe

Win rate

62.7%

7538 trades

Max drawdown

-$19

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.