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Starter is $19/month with 10 deploys per week. Upgrade as you grow.
This strategy trades the Kalshi Ethereum 15-minute market (KXETH15M) every 30 seconds. It places two passive orders on each side of the market to capture price spreads of at least 0.03, and it refreshes the opposite order whenever one fills. It never holds more than 20 contracts, only posts orders between 0.15 and 0.85, and stops trading if total losses reach 12.0.
Over the Apr 30 to May 30 window, this spread capture strategy on Kalshi turned in +$1,224 of simulated profit (+6119.4% on its configured risk capital), at a 4.22 Sharpe. It placed 101050 simulated trades and won 99.1% of them — a high hit rate — against shallow worst peak-to-trough drawdown of -$19.
Under the hood it simulated 2820 Ethereum (ETH) markets, closing 2447 winning and 23 losing positions after $757 in modeled fees, an average of 3368.3 trades a day. That trade-by-trade detail, the equity curve above, and the full rule set below are what separate this page from a one-line leaderboard entry.
Net PnL is the headline here; the Sharpe is unannualized over this short window, so read it as a within-sample texture of the equity curve rather than an industry-standard risk score. Because every figure comes from a single 30-day historical replay, it is best treated as a hypothesis to pressure-test rather than a forecast — the same rules can behave very differently once live fills, API latency, and shifting volatility enter the picture.
This backtest runs against Ethereum (ETH) markets on Kalshi's 15-minute series across 30 days (Apr 30 to May 30). These are short-horizon contracts that open and settle on a fixed 15-minute cadence, so the strategy is measured across many independent events rather than one long trend. Rules are evaluated once per 15-minute candle, and a signal can fill no earlier than the next tradable candle at top-of-book prices, net of Kalshi-style taker fees.
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