Midpoint Reversion Fade

Starter is $29/month with 30 deploys per week. Upgrade as you grow.

This strategy trades the most liquid market in Kalshi's KXBTCD Daily Bitcoin Bracket series, checking conditions every 10 seconds. It enters only when no position is open and at least 60 seconds have passed since the last entry, measured from that entry. It buys YES when the YES price is above 0.05 and at or below 0.15, and buys NO when the YES price is at or above 0.85 and below 0.95; it does not enter at prices 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 10 contracts, and the YES price must stay within 0.05 to 0.95. Other runtime checks may block orders.

Kalshi·Sep 20 to Sep 21 UTC·Created 1mo ago

Net P&L

+$14

Return +139.6% on Risk Capital

Sharpe

0.01

Return Sharpe

Win rate

34.3%

71 trades

Max drawdown

-$15

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.