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VWAP Momentum Tiered Exit

Starter is $19/month with 10 deploys per week. Upgrade as you grow.

This strategy trades Kalshi's 15-minute ETH markets, checking conditions every 11 seconds with a 100-contract position limit. It exits by selling everything once unrealized profit or loss crosses thresholds that scale with position size, and it enters by buying 50 contracts of YES or NO when ETH price, momentum, and spread conditions line up, including special cases near expiry.

Kalshi·Aug 12 to Sep 11·Created 6d ago

Net P&L

+$1,817

Return +1816.7% on risk capital

Sharpe

0.28

Return Sharpe

Win rate

70.5%

3055 trades

Max drawdown

-$843

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.