Dual-Band Expiry Momentum

Trades Kalshi's KXETH15M ETH market every 10 seconds, max 20 contracts, prices 0.01-0.99. Rules run top to bottom; first match fires. Rule 1 skips if position exceeds 20. Exits: rule 2 sells all at price 0.98 or above; rule 3 sells all when holding 1-20 contracts, unrealized profit exceeds 100, and price is 0.10-0.90; rule 4 sells all when holding 1-20 contracts and unrealized loss is below -240. Entries, each buying 20: rule 5 buys yes when ETH price is above its 1-hour VWAP and 12-period 1-minute EMA, 5-minute change above 0.0010, velocity above 0, price 0.35-0.91, spread at most 0.015; rule 6 mirrors this for no. Rule 7 buys yes on 5-minute change above 0.0015 with positive velocity, price 0.20-0.91, spread at most 0.015; rule 8 mirrors for no. Rule 9 buys yes within 5 minutes of expiry, price 0.40-0.60, positive change and velocity, price above VWAP, EMA above SMA, spread at most 0.015; rule 10 mirrors for no. Rule 11 buys yes within 5 minutes, price 0.88-0.91, spread at most 0.03, 15-minute high above 30, ETH price above 1800. Rule 12 buys no within 5 minutes, price at most 0.12, spread at most 0.03, 15-minute low above 30, ETH price above 1800.