LAX Two-Sided Maker

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

The strategy trades the LAX high-temperature market. Every 30 seconds, when the spread is wide (≥5¢), no position exists, expiry is over 2 hours away, and the price is 15–85¢, it places post-only buy orders for both YES and NO contracts, each sized 25 at one cent below the best bid. It cancels all orders if the spread narrows, a fill occurs, time runs short, price leaves the 15–85¢ range, or a $25 loss triggers a full sell.

Kalshi·May 14 to Jun 11·Created 3d ago

Net P&L

+$57

Return +114.2% on risk capital

Sharpe

0.45

Return Sharpe

Win rate

100.0%

19 trades

Max drawdown

-$8

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.

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