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Starter is $19/month with 10 deploys per week. Upgrade as you grow.
The strategy trades the KXETH15M market on Kalshi, evaluating every 10 minutes. It buys 50 contracts when ETH price momentum, VWAP, or EMA crossovers align, limited to mid-range contract prices, and with separate conditions near expiry. It sells all if contract price exceeds $0.92, or when unrealized profit or loss reaches tiered dollar amounts depending on position size (max 100 contracts).
Over the May 14 to Jun 11 window, this custom strategy on Kalshi turned in +$20,033 of simulated profit (+20033.5% on its configured risk capital), at a 2.17 Sharpe. It placed 3168 simulated trades and won 66.5% of them — a high hit rate — against shallow worst peak-to-trough drawdown of -$180.
Under the hood it simulated 1653 Ethereum (ETH) markets, closing 856 winning and 432 losing positions after $1,722 in modeled fees, an average of 105.6 trades a day. That trade-by-trade detail, the equity curve above, and the full rule set below are what separate this page from a one-line leaderboard entry.
Net PnL is the headline here; the Sharpe is unannualized over this short window, so read it as a within-sample texture of the equity curve rather than an industry-standard risk score. Because every figure comes from a single 30-day historical replay, it is best treated as a hypothesis to pressure-test rather than a forecast — the same rules can behave very differently once live fills, API latency, and shifting volatility enter the picture.
This backtest runs against Ethereum (ETH) markets on Kalshi's 15-minute series across 30 days (May 14 to Jun 11). These are short-horizon contracts that open and settle on a fixed 15-minute cadence, so the strategy is measured across many independent events rather than one long trend. Rules are evaluated once per 15-minute candle, and a signal can fill no earlier than the next tradable candle at top-of-book prices, net of Kalshi-style taker fees.
Compare other Ethereum (ETH) 15-minute strategies backtested on Turbine: