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Starter is $19/month with 10 deploys per week. Upgrade as you grow.
This strategy runs every 30 seconds on the KXBTC market. It looks for a bid-ask spread of at least 0.05 and, if found, places up to three post-only limit orders on each side to earn that spread. Total position is limited to 50 contracts, orders are capped between 0.05 and 0.95, and when a fill occurs, the strategy refreshes its quotes.
Over the Mar 27 to Apr 19 window, this spread capture strategy on Kalshi turned in +$1,355 of simulated profit (+2710.7% on its configured risk capital), at a 2.84 Sharpe. It placed 40098 simulated trades and won 100.0% of them — a high hit rate — against shallow worst peak-to-trough drawdown of -$41.
Under the hood it simulated 541 Bitcoin (BTC) markets, closing 398 winning and 0 losing positions after $315 in modeled fees, an average of 1743.4 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 23-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 Bitcoin (BTC) markets on Kalshi's hourly series across 23 days (Mar 27 to Apr 19). These are short-horizon contracts that open and settle on a fixed hourly cadence, so the strategy is measured across many independent events rather than one long trend. Rules are evaluated once per hour, and a signal can fill no earlier than the next tradable candle at top-of-book prices, net of Kalshi-style taker fees.
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