XRP Momentum Sweep

Historical research only. Not investment advice. These results are based on simulated backtests and may not reflect live execution, liquidity, fees, slippage, or market availability.

Intro / Thesis

This research tested the thesis: Momentum entries in the final minutes of 15-minute crypto markets — buying YES above a threshold and NO below a threshold — produce better results with a specific combination of remaining-time window and price-entry level.

The run explored one Kalshi crypto strategy shape across 100 deterministic variants. Each variant changed risk bounds, loop cadence, position sizing, and signal sensitivity while keeping the underlying thesis intact.

Variant and Strategy Explanation

The base DSL was treated as the control shape. The research runner generated a family around that shape, persisted every successful candidate as a runnable Turbine strategy, and ranked the family by ROI with PnL as a tie-breaker.

version: 1
platform: kalshi
strategy: custom
market:
  series_ticker: "KXXRP15M"
risk:
  max_position: 1
  price_floor: 0.01
  price_ceiling: 0.99
loop:
  interval: 10
rules:
  - name: momentum_entry_low_buy_no
    when:
      all:
        - field: price
          op: "<"
          value: 0.15
        - field: time_to_expiry
          op: "<"
          value: "7m"
        - field: position_size
          op: "<"
          value: 1
    action: buy_no
    size: 1

  - name: momentum_entry_high_buy_yes
    when:
      all:
        - field: price
          op: ">"
          value: 0.85
        - field: time_to_expiry
          op: "<"
          value: "7m"
        - field: position_size
          op: "<"
          value: 1
    action: buy_yes
    size: 1

  - name: placeholder_exit
    when:
      all:
        - field: price
          op: "<"
          value: 0.001
    action: sell_all

Top Results

• #1 XRP strategy · floor 0.05 / ceil 0.82: ROI 11.00%, PnL 0.11, Sharpe 0.02, win rate 75.00%, max drawdown -1.12, trades 24.
• #2 XRP strategy · floor 0.09 / ceil 0.82: ROI 11.00%, PnL 0.11, Sharpe 0.02, win rate 75.00%, max drawdown -1.12, trades 24.
• #3 XRP strategy · floor 0.14 / ceil 0.82: ROI 11.00%, PnL 0.11, Sharpe 0.02, win rate 75.00%, max drawdown -1.12, trades 24.
• #4 XRP strategy · floor 0.18 / ceil 0.82: ROI 11.00%, PnL 0.11, Sharpe 0.02, win rate 75.00%, max drawdown -1.12, trades 24.
• #5 XRP strategy · floor 0.23 / ceil 0.82: ROI 11.00%, PnL 0.11, Sharpe 0.02, win rate 75.00%, max drawdown -1.12, trades 24.

Bottom Results

• #91 XRP strategy · floor 0.05 / ceil 0.95: ROI -362.00%, PnL -3.62, Sharpe -0.21, win rate 86.47%, max drawdown -6.48, trades 340.
• #92 XRP strategy · floor 0.09 / ceil 0.95: ROI -362.00%, PnL -3.62, Sharpe -0.21, win rate 86.47%, max drawdown -6.48, trades 340.
• #93 XRP strategy · floor 0.14 / ceil 0.95: ROI -362.00%, PnL -3.62, Sharpe -0.21, win rate 86.47%, max drawdown -6.48, trades 340.
• #94 XRP strategy · floor 0.18 / ceil 0.95: ROI -362.00%, PnL -3.62, Sharpe -0.21, win rate 86.47%, max drawdown -6.48, trades 340.
• #95 XRP strategy · floor 0.23 / ceil 0.95: ROI -362.00%, PnL -3.62, Sharpe -0.21, win rate 86.47%, max drawdown -6.48, trades 340.

Conclusion

The best-performing branch of this thesis was XRP strategy · floor 0.05 / ceil 0.82, which suggests that this parameter region deserves manual inspection before any live deployment. The gap between the top and bottom variants was 373.00 percentage points of ROI, so the shape appears sensitive to parameter choices rather than uniformly robust.

Long Disclaimer

This report is educational research generated from historical simulations. It is not financial, investment, legal, tax, or trading advice, and it is not a recommendation to buy, sell, deploy, or automate any strategy. Prediction markets can be illiquid and volatile; live fills, fees, spreads, latency, market resolution, settlement behavior, outages, data quality, and position limits can materially change outcomes. Backtested performance is not evidence of future performance. Review every DSL, market, risk rule, and live deployment setting yourself before running any strategy.