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Horizon Cascade Expiry Scalp

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

On Kalshi's 15-minute SOL market, this strategy checks every 10 seconds and holds at most 50 contracts. It buys YES or NO when expiry is within 50 seconds, the spread is 0.03 or less, the side's best bid is between 0.84 and 0.97, and SOL price changes over 1 hour, 15 minutes, 5 minutes, and 1 minute all point the same direction; separate rules buy the leading side in the final 35 seconds when its bid is 0.91 to 0.99. It exits on price or bid falling to 0.75, a loss of 25 or more, or quotes near 0.99 before the last 30 seconds, and cancels everything at expiry.

Kalshi·Aug 24 to Sep 21 UTC·Created 2d ago
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Net P&L
+$131
Return +262.9% on risk capital
Sharpe
0.41
Return Sharpe
Win rate
91.5%
118 trades
Max drawdown
-$39
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.