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This strategy trades the Kalshi ETH 15-minute market, checking every 30 seconds. It places two post-only orders when the bid-ask spread reaches at least $0.04, refreshing them as fills occur. Position size is capped at 24 contracts, with a loss limit of $14.40 and contract prices restricted between 15¢ and 85¢.
Over the Apr 30 to May 30 window, this spread capture strategy on Kalshi turned in +$1,308 of simulated profit (+5447.9% on its configured risk capital), at a 2.53 Sharpe. It placed 74923 simulated trades and won 99.7% of them — a high hit rate — against shallow worst peak-to-trough drawdown of -$23.
Under the hood it simulated 2820 Ethereum (ETH) markets, closing 1526 winning and 5 losing positions after $651 in modeled fees, an average of 2497.4 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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