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On Kalshi's KXSOL15M series, this strategy checks every 10 seconds and acts on the first matching rule, using Coinbase SOL-USD signals refreshed every 5 seconds. Position is capped at 500 contracts. Exits: if size is 100 or less and unrealized PnL exceeds 12 with price 0.10–0.90, or size 101–300 with PnL above 18 in that price band, or size 301+ with PnL above 50, it sells all; stop losses hit at PnL below -25 (size ≤100), -40 (101–300), or -60 (301+). Entries, only when size is 250 or less, each buy 250 contracts: buy yes when SOL is above its 1h VWAP and 12-period 1-minute EMA with 5-minute change above 0.001 and positive 1-minute velocity; buy no on the mirror conditions. Faster momentum uses 5-minute change beyond ±0.0015 with matching velocity. With 5 minutes or less to expiry, it buys yes or no on aligned trend and EMA/SMA signals within tight price bands, and late trades at price ≥0.88 or ≤0.12 near 15-minute highs or lows.
Over the Sep 15 to Oct 15 window, this custom strategy on Kalshi turned in +$5,278 of simulated profit (+1055.6% on its configured risk capital), at a 0.10 Sharpe. It placed 5469 simulated trades and won 63.5% of them — a high hit rate — against deep worst peak-to-trough drawdown of -$16,103.
Under the hood it simulated 2676 Solana (SOL) markets, closing 1263 winning and 726 losing positions after $14,800 in modeled fees, an average of 182.3 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 Solana (SOL) markets on Kalshi's 15-minute series across 30 days (Sep 15 to Oct 15). 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 Solana (SOL) 15-minute strategies backtested on Turbine: