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Tight-Spread Favorite Stop

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

This strategy trades Kalshi's KXNEAR15M series, checking every 10 seconds. It enters with a 5-contract buy on the side whose ask is between 0.91 and 0.99, only when there's no open position, under 50 seconds remain, and the spread is 0.03 or less; it exits by selling yes or no once that side's bid falls to 0.55 or below. Position size is capped at 5 contracts, with prices allowed between 0.05 and 0.99.

Kalshi·Aug 21 to Sep 19 UTC·Created 5d ago
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Net P&L
+$10
Return +195.0% on risk capital
Sharpe
0.78
Return Sharpe
Win rate
96.0%
100 trades
Max drawdown
-$3
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.