Momentum VWAP Tiered Exit

Starter is $29/month with 30 deploys per week. Upgrade as you grow.

This Kalshi strategy trades the KXBTC15M series, checks conditions every 10 seconds, and caps positions at 2 contracts with a YES price floor of 0.01 and ceiling of 0.99. Rules are evaluated top to bottom and the first match fires. Rule 1 skips when position size exceeds 501. Rules 2 through 4 sell all positions in three size tiers: at 100 or fewer contracts with unrealized profit above 0.40 and price between 0.10 and 0.90; at 101 to 300 contracts with profit above 18 and price between 0.10 and 0.90; and at 301 or more contracts with profit above 50. Rules 5 through 7 sell all on losses in the same tiers: below -0.60 at 100 or fewer contracts, below -60 at 101 to 300, and below -150 at 301 or more. Rules 8 through 13 buy 2 contracts only when expiry is within 7 minutes, using BTC price versus its one-hour VWAP, 12-period EMA, and 20-period SMA plus 5-minute change and 1-minute velocity thresholds, with price bands and a spread cap of 0.015. Rules 14 and 15 buy 2 contracts near expiry when price is at or above 0.88 or at or below 0.12, spread is within 0.03, and BTC is above 15.

Kalshi·Oct 3 to Nov 2 UTC·Created 22h ago

Net P&L

+$85

Return +2686.1% on Risk Capital

Sharpe

0.62

Return Sharpe

Win rate

74.8%

3613 trades

Max drawdown

-$13

Peak to Trough

A few notes on these numbers

Methodology: Backtests replay supported historical market data, usually a 30-day Studio window, and evaluate strategy rules on the available cadence. Signals can fill no earlier than the next tradable step. Taker fills use top-of-book prices or available L2 depth, with Kalshi-style fees where modeled. Queue position, latency, and future liquidity are not fully modeled. Simulated P&L is net of modeled fees over the window.
Starting Capital: Kalshi backtests use the strategy's configured max position as the risk-capital denominator. Return is computed from that configured capital, while total P&L is still shown in dollars.
Past Performance: Backtested results are hypothetical. They are derived from historical data and do not reflect live execution risks like slippage beyond the orderbook, partial fills, API latency, or venue outages. Past performance does not guarantee future results.
Not Financial Advice: Nothing on this page is investment, legal, or tax advice. Prediction markets carry real risk of loss. Only trade with money you can afford to lose, and do your own research before deploying any strategy live.