Prediction Market Strategies & Backtests

This Kalshi strategy trades KXBTC15M markets, re-evaluating every 10 seconds with the first matching rule firing. Position size is capped at 2500 contracts, spend at $25000 per market (not released by later sells), and a $125 loss limit can liquidate its own Kalshi custom inventory only. Exits: for positions up to 200, sell all at unrealized P&L above 12 (price 0.10 to 0.90) or below -40; for 201 to 600, above 18 (price 0.10 to 0.90) or below -60; for 601 and up, above 50 or below -150. Entries all require time to expiry at most 7 minutes and spread at most 0.015 (or 0.03 for the last two), each buying 250: YES when price is above both VWAP and EMA12 with 5-minute change over 0.001, velocity positive, and price 0.35 to 0.65; NO on the mirrored bearish conditions; YES on 5-minute change over 0.0015 with positive velocity and price 0.20 to 0.80; NO on the mirror; YES at price 0.40 to 0.60 with positive change, velocity, price above VWAP and EMA12 above SMA20; NO on the mirror; YES at price 0.88 or higher with 15-minute high over 15; NO at price 0.12 or lower with 15-minute low over 15.

On Kalshi's KXBTC15M series, this strategy checks every 10 seconds, capped at 999 contracts and 25,000 dollars of entry spend per market, with YES prices between 0.01 and 1. Rules run top to bottom; the first match fires and ends the tick. Rules 1-3 sell all when unrealized profit exceeds 12 (positions up to 200, price 0.10-0.90), 18 (positions 201-600, same price band), or 50 (positions 601+). Rules 4-6 sell all at losses beyond 40, 60, or 150 in the same three size tiers. Rules 7-14 buy 25 contracts, YES or NO, only when time to expiry is 7 minutes or less, using BTC data from Coinbase: price above/below VWAP and recent averages, 5-minute change thresholds (0.001, 0.0015, or just above zero), 1-minute velocity direction, price bands, and spread caps (0.015 or 0.03); rules 13-14 also require BTC above 15 with 15-minute highs/lows above 15. A 125-dollar max loss can halt and liquidate only this strategy's Kalshi inventory.

On Kalshi's KXBTC15M markets the strategy checks every 10 seconds and applies rules top to bottom, stopping at the first match. Rules 1–3 sell all positions when unrealized gain exceeds 12 (size 200 or less, price 0.10–0.90), 18 (size 201–600, price 0.10–0.90), or 50 (size 601 or more). Rules 4–6 sell all on losses past -40, -60, or -150 at the same size tiers. Rules 7–12 buy 250 contracts (yes or no) only when 7 minutes or less remain, spread is 0.015 or less, and BTC on Coinbase confirms direction via price versus 1-hour VWAP and 12-period EMA, 5-minute change above 0.001 or 0.0015, 1-minute velocity, price bands of 0.35–0.65, 0.20–0.80, or 0.40–0.60, and EMA versus 20-period SMA. Rules 13–14 buy 250 yes at price 0.88 or higher or no at 0.12 or lower, with spread 0.03 or less and BTC price and 15-minute high/low above 15. Positions cap at 999 contracts, spend at 25,000 per market, and a 125 loss limit can liquidate only this strategy's inventory.

This Kalshi strategy on the KXBTC15M series evaluates every 10 seconds, with a 999-contract position limit, 0.01–0.99 price bounds, and a $25,000 per-market spend cap that later sells do not release. Rules run top-to-bottom and the first match ends that tick. Exits sell all holdings: Rule 1 (position ≤200, unrealized profit >12, price 0.10–0.90); Rule 2 (position 201–600, profit >18, price 0.10–0.90); Rule 3 (position ≥601, profit >50); Rule 4 (position ≤200, loss below −40); Rule 5 (position 201–600, loss below −60); Rule 6 (position ≥601, loss below −150). Each entry requires time to expiry ≤7 minutes and a 25-contract buy, gated on Coinbase BTC data (price, vwap_1h, change_5m, ema_12_1m, high_15m, low_15m, velocity_1m, sma_20_1m, refreshed every 5s): Rules 7–14 cover above/below VWAP momentum, acceleration, early and late momentum, each with its own price band and spread cap.

On Kalshi's KXBTC15M market the strategy checks every 10 seconds, capped at 999 contracts and 25,000 dollars of entry spend per market. Rules run top to bottom, first match firing. Rules 1-3 sell all when unrealized profit exceeds 12 with size up to 200 and price between 0.10 and 0.90, exceeds 18 with size 201-600 at those prices, or exceeds 50 with size 601 and up. Rules 4-6 sell all at losses below 40 (size up to 200), 60 (size 201-600), or 150 (size 601 and up). Rules 7-14 buy 25 contracts only within 7 minutes of expiry: yes or no on BTC price versus 1-hour VWAP and 12-period EMA with 5-minute change and 1-minute velocity signals at 0.35-0.65; faster momentum at 0.20-0.80; early entry at 0.40-0.60 adding EMA versus 20-period SMA; and late entries near 0.88 or 0.12 using 15-minute high/low above 15, each with spread limits of 0.015 or 0.03.

This Kalshi strategy trades the KXBTC15M series, evaluating every 10 seconds. Rules are checked top to bottom and the first match fires. Rules 1-3 are per-fill profit gates: for positions of 200 contracts or fewer, it sells all when unrealized profit exceeds 12 and the price is between 0.10 and 0.90; for 201-600 contracts, it sells all when profit exceeds 18 within the same price range; for 601 or more, it sells all when profit exceeds 50. Rules 4-6 are per-fill stop gates: sell all at a loss below -40 (up to 200 contracts), below -60 (201-600), or below -150 (601+). Rules 7-14 only open new positions when time to expiry is 7 minutes or less, each buying 25 contracts (YES or NO) based on Bitcoin price versus its 1-hour VWAP and 12-period EMA, 5-minute change, 1-minute velocity, and related high, low, and 20-period average comparisons, with price bands from 0.12-0.88 and spread caps of 0.015 or 0.03. Position size is capped at 999 contracts, YES prices are bounded 0.01-0.99, and entry spend is capped at 25,000 per market, with spent budget not released by later sells; a 200 max-loss limit can halt and liquidate only this strategy's attributed inventory.

This strategy trades Kalshi's KXBTC15M Bitcoin markets and evaluates every 10 seconds, checking rules top to bottom so only the first match fires each tick. Six exits act on current position size and unrealized profit or loss: with 200 or fewer contracts it sells all if profit exceeds 12 (price between 0.10 and 0.90) or loss goes below -40; with 201 to 600 contracts it sells all if profit exceeds 18 (same price bounds) or loss below -60; with 601 or more it sells all if profit exceeds 50 or loss below -150. Eight entry rules buy 25 contracts, all requiring 7 minutes or less to expiry and a spread of at most 0.015 (0.03 for the last two). They buy yes or no depending on BTC price versus its 1-hour VWAP and 12-period 1-minute EMA, 5-minute change and 1-minute velocity thresholds, price bands, and in two cases EMA versus 20-period SMA or 15-minute high/low levels. Spend is capped at $5,000 per market, with sells not releasing spent budget, and a $100 max loss can halt and liquidate only this strategy's Kalshi inventory.

On Kalshi's KXBTC15M market, evaluated every 10 seconds with position size capped at 200 contracts and prices bounded 0.21 to 0.65, rules run top to bottom and the first match fires. Sell-all exits: with size at most 200, profit above 12 and price between 0.10 and 0.90; with size 201 to 600, profit above 18 and price between 0.10 and 0.90; with size 601 or more, profit above 50; and stops at a loss below 40 (size up to 200), below 60 (201 to 600), or below 150 (601 or more). All entries require time to expiry of 7 minutes or less and buy 25 contracts, each in its own rule: YES or NO depending on BTC price versus its one-hour VWAP and 12-period EMA, 5-minute change beyond 0.001 or 0.0015, velocity sign, price bands 0.35 to 0.65, 0.20 to 0.65, or 0.40 to 0.60, EMA versus 20-period SMA, spread at most 0.015, and late rules using price 0.88 or higher or 0.12 or lower with 15-minute high or low and BTC price above 15 and spread at most 0.03. Entry spend is capped at 5000 per market; a 100 maximum loss can halt and liquidate only this strategy's Kalshi inventory.

On Kalshi's KXBTC15M series, evaluated every 10 seconds with a 9-contract limit and prices bounded 0.01–0.99, rules run top to bottom and the first match ends the tick. Rules 1–3 sell all on profit gates: position ≤200 with unrealized PnL >12 and price 0.10–0.90; 201–600 with PnL >18 and price 0.10–0.90; ≥601 with PnL >50. Rules 4–6 sell all on losses: ≤200 with PnL <-40; 201–600 with PnL <-60; ≥601 with PnL <-150. Rules 7–14 buy 9 contracts only within 7 minutes of expiry: bullish or bearish BTC price-versus-VWAP/EMA and 5-minute change, velocity, price bands and spread gates (0.015, or 0.03 in rules 13–14). Spend caps at $100 per market, unreleased by sells; max_loss $10 halts and liquidates only this strategy's attributed Kalshi inventory.