BTC VWAP Anti-Chop

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

This strategy trades Kalshi's Bitcoin 15-minute market, checking every 15 seconds. It buys 1 'yes' contract if Bitcoin's price is above its 1-hour VWAP with a 5-minute rise of at least 0.05% and positive 1-minute velocity, or buys 1 'no' contract if below with a similar drop; position size maxes at 5 contracts. It exits all positions when Bitcoin's price crosses that VWAP, and only trades when the contract price is between 10¢ and 90¢ with over 2 minutes left.

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

Net P&L

-$104

Return -2077.0% on risk capital

Sharpe

-1.57

Return Sharpe

Win rate

2.1%

3490 trades

Max drawdown

-$104

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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BTC VWAP Anti-Chop

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

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

Net P&L

-$104

Return -2077.0% on risk capital

Sharpe

-1.57

Return Sharpe

Win rate

2.1%

3490 trades

Max drawdown

-$104

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.