Momentum VWAP Tiered Exit

Starter is $49/month with 30 deploys per week. Upgrade as you grow.

On Kalshi's KXBTC15M market it checks every 10 seconds, first skipping if position size exceeds 501, and otherwise selling everything on profit or loss thresholds that scale with position size. Entries come from eight buy rules, each placing 2 contracts, using Coinbase BTC price versus VWAP, EMA, SMA, 5-minute change, 1-minute velocity, spread, and price-band conditions, mostly when under 7 minutes to expiry. The position limit is 2 contracts, with prices bounded from 0.01 to 0.99.

Kalshi·Aug 19 to Sep 18 UTC·Created 1mo ago

Net P&L

+$136

Return +6791.5% on Risk Capital

Sharpe

1.03

Return Sharpe

Win rate

75.8%

3715 trades

Max drawdown

-$11

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.