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This strategy trades the Kalshi 15‑minute Bitcoin market, evaluating every 10 seconds. It enters YES or NO positions of 250 contracts when current BTC price, momentum, and contract price conditions align, and limits total position to 1,250 contracts. It exits all positions based on tiered profit and loss thresholds tied to position size.
Over the May 14 to Jun 11 window, this custom strategy on Kalshi turned in +$287,900 of simulated profit (+23032.0% on its configured risk capital), at a 2.13 Sharpe. It placed 5841 simulated trades and won 68.7% of them — a high hit rate — against shallow worst peak-to-trough drawdown of -$1,522.
Under the hood it simulated 1653 Bitcoin (BTC) markets, closing 1174 winning and 534 losing positions after $18,458 in modeled fees, an average of 194.7 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 14 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.
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