Prediction Market Strategies & Backtests

On Kalshi's KXSOL15M market, the strategy checks every 10 seconds, using Coinbase SOL-USD reference data refreshed every 5 seconds. Rules run top to bottom; only the first match acts each tick. If position size is 500 or more, it skips. Per-fill exits: with 100 or fewer contracts, it sells all when unrealized profit exceeds 12 and price is between 0.10 and 0.90; with 101 to 300, when profit exceeds 18 and price is 0.10 to 0.90; with 301 or more, when profit exceeds 50. Stop losses sell all at a loss beyond 12 (100 or fewer), 18 (101 to 300), or 50 (301 or more). Entries only when size is 250 or less, buying 100: yes when SOL price is at or above its 15-minute high, price is 0.35 to 0.65, and spread is 0.01 or less; no when SOL is at or below its 15-minute low, same price and spread gates. Near expiry (5 minutes or less), it buys yes at 0.88 or higher with spread 0.03 or less, SOL at/above its 15-minute high and rising 1-minute velocity; or no at 0.12 or lower with spread 0.03 or less, SOL at/below its 15-minute low and falling velocity.

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.

This strategy trades Kalshi's KXSOL15M series, checking conditions every 10 seconds against a SOL-USD price feed, with a 500-contract position cap and accepted YES prices between 0.01 and 0.99. Rules run top to bottom and the first match ends the tick. Rule 1 skips when position size is 500 or more. Rules 2 through 7 are size-tiered exits: with 100 contracts or fewer, sell all if unrealized profit exceeds 12 (only while price is between 0.10 and 0.90) or loss exceeds 12; with 101 to 300 contracts, sell all if profit exceeds 18 (same price band) or loss exceeds 18; with 301 or more, sell all if profit exceeds 50 or loss exceeds 50. Rules 8 and 9 buy 250 contracts (YES or NO) when size is 250 or less, SOL price is at or above its 15-minute high or at or below its low, the market price sits between 0.35 and 0.65, and spread is 0.015 or less. Rules 10 and 11 buy 250 YES or NO within 5 minutes of expiry when price is at least 0.88 or at most 0.12, spread is 0.03 or less, SOL is at its 15-minute high or low, and 1-minute velocity is positive or negative respectively.