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Starter is $19/month with 10 deploys per week. Upgrade as you grow.
This strategy operates on Kalshi's KXBTC15M market, checking every 10 seconds. It places up to 10 liquidity-providing orders that aim for a spread of at least 2 cents, buying only below 95 cents and selling only above 5 cents. It limits its total contracts to 40, replaces filled orders, and cancels any orders unfilled after one minute.
Over the May 12 to Jun 11 window, this spread capture strategy on Kalshi turned in +$3,086 of simulated profit (+7715.8% on its configured risk capital), at a 3.90 Sharpe. It placed 127012 simulated trades and won 99.4% of them — a high hit rate — against shallow worst peak-to-trough drawdown of -$27.
Under the hood it simulated 2832 Bitcoin (BTC) markets, closing 1562 winning and 10 losing positions after $1,208 in modeled fees, an average of 4233.7 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 15-minute series across 30 days (May 12 to Jun 11). 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.
Compare other Bitcoin (BTC) 15-minute strategies backtested on Turbine: