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Size-Tiered Momentum Exits

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

This strategy trades Kalshi's 15-minute ETH markets, checking every 10 seconds. It buys yes or no contracts sized at 35 when Coinbase ETH price lines up with its hourly average, short-term trend, and momentum while the market price sits between 0.35 and 0.65 and the spread stays tight, with similar entries near expiry. It exits everything once unrealized profit or loss crosses tiers based on current position size, and skips when price exceeds 0.92 or position size exceeds 100.

Kalshi·Aug 10 to Sep 8 UTC·Created 16d ago
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Net P&L
+$1,699
Return +1699.2% on risk capital
Sharpe
0.54
Return Sharpe
Win rate
64.5%
2085 trades
Max drawdown
-$232
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.