BTC EMA/SMA Crossover

This strategy trades the KXBTC15M market on Kalshi every 30 seconds. It uses two Bitcoin moving averages from Coinbase: a 12-minute EMA and a 20-minute SMA. It buys a 5-contract yes position when the EMA is above the SMA, and a 5-contract no when the SMA is above the EMA, only if the spread is under 0.03 and expiry is over 5 minutes away. It sells everything when the moving averages reverse, when under 2 minutes remain, or if the loss exceeds $5. Position size never exceeds 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.