VWAP Momentum Tiered Exit

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

On Kalshi's KXDOGE15M series, this strategy checks every 10 seconds with a 15-contract cap and 0.01 to 0.99 price bounds. Rules run top to bottom, first match ends the tick. Rule 1 skips if position exceeds 15. Rules 2-4 sell all at profit above 3, 5, or 8 depending on position tier (5 or fewer, 6-10, 11+), with 0.10-0.90 price gates on the first two tiers. Rules 5-7 sell all at losses below -6, -10, or -15 by the same tiers, with 0.15-0.85 gates. Rules 8-13 buy 15 contracts only when time to expiry is 5 minutes or less, spread is 0.015 or less, and DOGE momentum, trend, and price-band conditions align; price bands vary (0.35-0.65, 0.20-0.80, 0.40-0.60). Rules 14-15 buy 15 contracts when expiry is within 5 minutes, price is at least 0.88 (YES) or at most 0.12 (NO), and spread is 0.03 or less.

Kalshi·Sep 28 to Oct 28 UTC·Created 6d ago

Net P&L

+$80

Return +130.5% on Risk Capital

Sharpe

0.07

Return Sharpe

Win rate

81.9%

3567 trades

Max drawdown

-$197

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.