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KXBTC15M 12h Pre-Event Drift 5-95c Max1000

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

This strategy trades the KXBTC15M market, checking every 60 seconds. It begins entering positions 2 hours before a scheduled announcement and stops opening new ones 30 minutes before, while capping the total position at 200 contracts and only trading when the contract price is between 5 and 95 cents.

Kalshi·Mar 29 to Apr 20·Created 3mo ago

Net P&L

Return 0.0% on risk capital

Sharpe

0.00

Return Sharpe

Win rate

0.0%

0 trades

Max drawdown

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.