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Observed Heat Momentum

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

This strategy trades Kalshi NYC high-temperature markets, checking every 60 seconds. It buys 5 YES contracts when the current temperature is above 71, the observation is under 90 minutes old, and the price is below 0.5. It sells everything if the prior hour's temperature exceeds 72 while price is above 0.66, if under 45 minutes remain, or if unrealized loss passes 20, with positions capped at 100 contracts.

Kalshi·Jul 26 to Aug 20·Created 28d ago

Net P&L

+$22

Return +21.9% on risk capital

Sharpe

0.02

Return Sharpe

Win rate

37.9%

610 trades

Max drawdown

-$122

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.