Midpoint Reversion Fade

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This Kalshi strategy trades the most liquid market in the KXBTCD series and re-evaluates every 30 seconds. When flat and at least 60 seconds have passed since the last entry, it buys YES if the YES price is above 0.05 and at or below 0.15, and buys NO if the YES price is at or above 0.85 and below 0.95; no entry occurs between those two extremes. With a position open, it exits when the YES price is less than 0.02 away from 0.50. Position size is capped at 50 contracts, and orders are only placed within the 0.05 to 0.95 YES price bounds, though other runtime checks may also block orders.

Kalshi·Sep 20 to Sep 21 UTC·Created 21d ago

Net P&L

+$2

Return +3.5% on Risk Capital

Sharpe

0.00

Return Sharpe

Win rate

28.6%

58 trades

Max drawdown

-$6

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.