← Strategies
Starter is $29/month with 30 deploys per week. Upgrade as you grow.
On Kalshi's KXHYPE15M series, this strategy checks conditions every 10 seconds, up to 20 contracts, with YES (or NO) prices only allowed between 0.35 and 0.70. Rules run top to bottom and the first match ends that tick: Rule 1 cancels all resting orders whenever there is both a position and a working order. Rule 2 buys 20 YES only when there is no position and no order, expiry is 2 to 10 minutes away, the YES ask is 0.35 to 0.70, spread is 0.03 or less, HYPE's 5-minute change exceeds 0.0007, HYPE price is above both its 12-period 1-minute EMA and 1-hour VWAP, and BTC's 5-minute change is above -0.0015. Rule 3 mirrors this for 20 NO contracts, requiring the NO ask in 0.35 to 0.70, HYPE's 5-minute change below -0.0007, HYPE price below both the EMA and VWAP, and BTC's 5-minute change below 0.0015. Entry orders are immediate-or-cancel; entries are capped at one per market and $14 notional per market, and spent budget is not released by later sells.
Over the Sep 28 to Oct 28 window, this custom strategy on Kalshi turned in +$690 of simulated profit (+3452.1% on its configured risk capital), at a 0.59 Sharpe. It placed 1563 simulated trades and won 64.6% of them — a high hit rate — against shallow worst peak-to-trough drawdown of -$119.
Under the hood it simulated 2708 Hyperliquid (HYPE) markets, closing 454 winning and 249 losing positions after $192 in modeled fees, an average of 52.1 trades a day. That trade-by-trade detail, the equity curve above, and the full rule set below are what separate this page from a one-line leaderboard entry.
Net PnL is the headline here; the Sharpe is unannualized over this short window, so read it as a within-sample texture of the equity curve rather than an industry-standard risk score. Because every figure comes from a single 30-day historical replay, it is best treated as a hypothesis to pressure-test rather than a forecast — the same rules can behave very differently once live fills, API latency, and shifting volatility enter the picture.
This backtest runs against Hyperliquid (HYPE) markets on Kalshi's 15-minute series across 30 days (Sep 28 to Oct 28). These are short-horizon contracts that open and settle on a fixed 15-minute cadence, so the strategy is measured across many independent events rather than one long trend. Rules are evaluated once per 15-minute candle, and a signal can fill no earlier than the next tradable candle at top-of-book prices, net of Kalshi-style taker fees.