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Starter is $19/month with 10 deploys per week. Upgrade as you grow.
This strategy operates in the KXBTC market on Kalshi, checking every 30 seconds. When the gap between the best buy and sell prices reaches 5 cents, it places up to three maker orders on each side to capture that difference, but only within prices between 5 and 95 cents. The total contracts held are capped at 52, and it only adds orders as a maker, refreshing them after any fill.
Over the May 12 to Jun 11 window, this spread capture strategy on Kalshi turned in +$1,448 of simulated profit (+2785.1% on its configured risk capital), at a 2.28 Sharpe. It placed 41160 simulated trades and won 100.0% of them — a high hit rate — against shallow worst peak-to-trough drawdown of -$44.
Under the hood it simulated 704 Bitcoin (BTC) markets, closing 392 winning and 0 losing positions after $321 in modeled fees, an average of 1372.0 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 Bitcoin (BTC) markets on Kalshi's hourly series across 30 days (May 12 to Jun 11). 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.
Compare other Bitcoin (BTC) hourly strategies backtested on Turbine: