← Strategies

Observed Heat Momentum

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

This strategy trades Kalshi's KXHIGHNY NYC high temperature market every 60 seconds using NWS LaGuardia data. It buys yes in size 5 when current temp is above 71F, the observation is under 90 minutes old, and price is below 50 cents. It sells all when next-hour temp is above 72F and price is above 66 cents, when fewer than 45 minutes remain, or when unrealized loss exceeds $20. Max position 30.

Kalshi·Jul 26 to Aug 20·Created 29d ago

Net P&L

+$95

Return +317.8% on risk capital

Sharpe

0.15

Return Sharpe

Win rate

100.0%

171 trades

Max drawdown

-$30

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.