VWAP Momentum Tiered Exit

On Kalshi's KXETH15M ETH market, this strategy checks every 10 seconds, with position capped at 120 contracts and prices bounded 0.01 to 0.99. Rules run top to bottom, first match firing. Rule 1 skips if position exceeds 120. Rules 2-7 exit all on per-fill gates by position tier: at 40 or fewer, take profit above 20 with price 0.10-0.90, stop below -48; at 44-64, profit above 32 with price 0.10-0.90, stop below -80; at 68 or more, profit above 60, stop below -160. Entries, each buying 60 contracts, require spread at or under 0.015: rules 8-9 buy yes/no when ETH is beyond both its 1-hour VWAP and 12-period 1-minute EMA, 5-minute change above 0.001 or below -0.001, velocity signed, price 0.35-0.65. Rules 10-11 buy yes/no on 5-minute change beyond 0.0015 in the velocity's direction, price 0.20-0.80. Rules 12-13, within 5 minutes of expiry, buy yes/no on signed change and velocity, ETH beyond VWAP, and 12-period EMA versus 20-period SMA aligned, price 0.40-0.60. Rules 14-15, within 5 minutes of expiry, buy yes at price 0.88 or above or no at 0.12 or below, spread at or under 0.03, ETH above 1800 with 15-minute high or low above 30.