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VWAP Momentum Tiered Exit

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

This strategy trades Kalshi's ETH 15-minute markets, checking every 10 seconds and using Coinbase ETH-USD data on price, moving averages, momentum, and spread. It can buy Yes or No contracts in size 15 under several momentum and trend conditions, and it sells the whole position when unrealized profit or loss crosses thresholds that vary with position size. Position size is capped at 30 contracts, and orders are skipped above that limit.

Kalshi·Aug 22 to Sep 21 UTC·Created 1mo ago

Net P&L

+$2,921

Return +9737.8% on Risk Capital

Sharpe

0.94

Return Sharpe

Win rate

74.6%

5883 trades

Max drawdown

-$179

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.