Position-Graded Profit Ratchet

On Kalshi's KXBTC15M series, evaluated every 10 seconds against Coinbase BTC-USD data refreshed every 5 seconds, with a 500-contract cap and price bounds 0.01–0.99. Rules run top to bottom, first match wins. Rule 1 skips at size 500 or more. Exits sell all: size up to 100 with profit above 12 and price 0.10–0.90; size 101–300 with profit above 18 and price 0.10–0.90; size 301+ with profit above 50; losses below -25 (size up to 100), -40 (101–300), -60 (301+). Entries, only at size 250 or less, each buy 250: buy yes when price is above the 1-hour VWAP and 12-minute EMA, 5-minute change above 0.001, velocity positive, price 0.35–0.65, spread at most 0.015; buy no mirrored. Buy yes when change above 0.0015, velocity positive, price 0.20–0.80, spread at most 0.015; buy no mirrored. With 5 minutes or less to expiry: buy yes at price 0.40–0.60 with positive change and velocity, price above VWAP, 12-minute EMA above 20-minute SMA, spread at most 0.015; buy no mirrored; buy yes at price 0.88+ with spread at most 0.03, price at or above the 15-minute high, velocity positive; buy no at price 0.12 or less with price at or below the 15-minute low, velocity negative.