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On Kalshi's 15-minute SOL series, this strategy checks every 10 seconds, using SOL-USD data (price, high and low over 15 minutes, one-minute velocity) refreshed every 5 seconds. Rules run top to bottom and the first match acts. At 500 contracts it skips. Profit exits are per-fill: at 100 or fewer contracts, sell all if unrealized profit exceeds 12 and price is between 0.10 and 0.90; at 101 to 300 contracts, sell all if profit exceeds 18 with the same price band; at 301 or more, sell all if profit exceeds 50. Loss exits mirror this: sell all at a loss beyond 12 (100 or fewer), 18 (101 to 300), or 50 (301 or more). Entries require 250 or fewer contracts and buy 250: buy yes when SOL price is at or above its 15-minute high, market price is 0.35 to 0.65, and spread is 0.015 or less; buy no when SOL is at or below its 15-minute low under the same price and spread limits. With 5 minutes or less to expiry, buy 250 yes if price is at least 0.88, spread is 0.03 or less, SOL is at or above its 15-minute high, and one-minute velocity is positive; buy 250 no if price is 0.12 or less, spread is 0.03 or less, SOL is at or below its 15-minute low, and velocity is negative.
Over the Sep 20 to Oct 20 window, this custom strategy on Kalshi turned in +$3,020 of simulated profit (+604.1% on its configured risk capital), at a 0.20 Sharpe. It placed 1756 simulated trades and won 68.7% of them — a high hit rate — against deep worst peak-to-trough drawdown of -$5,850.
Under the hood it simulated 2713 Solana (SOL) markets, closing 458 winning and 209 losing positions after $4,105 in modeled fees, an average of 58.5 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 20 to Oct 20). 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: