Size-Bucketed Exit Gates

Starter is $29/month with 30 deploys per week. Upgrade as you grow.

This Kalshi strategy trades KXBTC15M markets, re-evaluating every 10 seconds with the first matching rule firing. Position size is capped at 2500 contracts, spend at $25000 per market (not released by later sells), and a $125 loss limit can liquidate its own Kalshi custom inventory only. Exits: for positions up to 200, sell all at unrealized P&L above 12 (price 0.10 to 0.90) or below -40; for 201 to 600, above 18 (price 0.10 to 0.90) or below -60; for 601 and up, above 50 or below -150. Entries all require time to expiry at most 7 minutes and spread at most 0.015 (or 0.03 for the last two), each buying 250: YES when price is above both VWAP and EMA12 with 5-minute change over 0.001, velocity positive, and price 0.35 to 0.65; NO on the mirrored bearish conditions; YES on 5-minute change over 0.0015 with positive velocity and price 0.20 to 0.80; NO on the mirror; YES at price 0.40 to 0.60 with positive change, velocity, price above VWAP and EMA12 above SMA20; NO on the mirror; YES at price 0.88 or higher with 15-minute high over 15; NO at price 0.12 or lower with 15-minute low over 15.

Kalshi·Oct 4 to Nov 3 UTC·Created 14h ago

Net P&L

+$99,584

Return +3983.4% on Risk Capital

Sharpe

0.90

Return Sharpe

Win rate

73.9%

17011 trades

Max drawdown

-$6,914

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.