Dual-Band Expiry Momentum

This strategy trades Kalshi's KXETH15M ETH markets, checking conditions every 10 seconds with a 100-contract position limit and YES prices bounded from 0.01 to 0.99. Rules run top to bottom and the first match ends the tick. Rule 1 skips when position size exceeds 100. Rule 2 sells everything when price is at or above 0.98. Rule 3 sells everything when position size is between 1 and 1000, unrealized profit exceeds 500, and price sits between 0.10 and 0.90. Rule 4 sells everything when position size is between 1 and 1000 and unrealized loss falls below -1200. Rules 5 through 8 buy 100 contracts based on ETH spot signals (price versus one-hour VWAP and 12-period EMA, five-minute change, one-minute velocity), with rules 5-6 requiring price between 0.35 and 0.91 and rules 7-8 from 0.20 to 0.91, all requiring spread at or below 0.015. Rules 9-10 buy YES or NO when expiry is within 5 minutes, price is 0.40 to 0.60, momentum and trend align, and spread is at most 0.015. Rules 11-12 buy when expiry is within 5 minutes, price is 0.88-0.91 (YES) or at most 0.12 (NO), spread is at most 0.03, and ETH's 15-minute high or low exceeds 30 with price above 1800.