Stack Momentum Graded Unwind

This strategy trades Kalshi's KXETH15M ETH market, checking conditions every 10 seconds against Coinbase ETH-USD data. Rules run top to bottom and the first match ends the tick. It skips when position size exceeds 50, sells everything when the YES price is at or above 0.98, and has tiered per-position exits: positions of 10 or fewer contracts sell all on unrealized profit above 5 (with price between 0.10 and 0.90) or loss below -12; positions of 11 to 16 sell on profit above 8 (same price band) or loss below -20; positions of 17 or more sell on profit above 15 (price at or below 0.90) or loss below -40. Entry rules buy 20 contracts: YES when ETH price sits above its 1-hour VWAP and 12-period EMA with 5-minute change above 0.001 and positive 1-minute velocity, or NO on the mirrored bearish conditions, both requiring market price 0.35 to 0.91 and spread at most 0.015; a looser momentum pair (5-minute change beyond 0.0015, price 0.20 to 0.91, same spread cap); within 5 minutes of expiry, YES or NO in the 0.40 to 0.60 price band on trend and VWAP/EMA-vs-SMA confirmation, or YES at 0.88 to 0.91 and NO at or below 0.12 with wider 0.03 spread allowed, both requiring ETH above 1800.