← Strategies

VWAP Momentum Tiered Exit

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

This strategy trades Kalshi's 15-minute ETH markets, checking conditions every 10 seconds against Coinbase ETH data, with a 100-contract position cap. It buys 50 contracts of YES or NO when ETH price, momentum, and speed line up in a direction, provided the market price sits in a set band and the spread is tight. It exits everything when unrealized profit or loss crosses tiered thresholds that vary with how large the position is.

Kalshi·Aug 10 to Sep 8·Created 9d ago

Net P&L

+$1,726

Return +1725.5% on risk capital

Sharpe

0.27

Return Sharpe

Win rate

70.7%

3017 trades

Max drawdown

-$781

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.