Prediction Market Strategies & Backtests

This trades Kalshi's 15-minute ETH markets, checking every 10 seconds against Coinbase ETH price, moving averages, momentum, and velocity. It enters with 25-contract buys of YES or NO when several price-trend and spread conditions line up, including faster momentum, near-expiry setups, and optional high/low ETH thresholds. It exits fully at a price of 0.98 or more, or via tiered profit and loss triggers based on position size, and it skips any tick once the position exceeds 50.

On Kalshi's 15-minute ETH market, this strategy checks every 10 seconds, with the first matching rule firing and ending that tick. Rules apply in order: skip if position exceeds 90; sell all if price is at or above 0.98; sell all when position is 30 or less with profit over 10 and price between 0.10 and 0.90; sell all when position is 32–60 with profit over 16 and price 0.10–0.90; sell all when position is 62 or more with profit over 30 and price at or below 0.90; sell all when position is 30 or less and loss exceeds 14; sell all when position is 32–60 and loss exceeds 30; sell all when position is 62 or more and loss exceeds 40. It buys yes or no in size 30 on ETH price versus 1-hour VWAP and 12-period EMA with 5-minute change and 1-minute velocity gates, on acceleration signals, on early entries within 5 minutes of expiry at price 0.40–0.60, and on late entries within 5 minutes at 0.88–0.91 or 0.12 or below, all with spread caps.

This strategy trades Kalshi's KXETH15M series, evaluating every 10 seconds with a maximum position of 90 contracts and prices bounded from 0.01 to 0.99. Rules run top to bottom, and the first match acts alone for that tick. It skips if position size exceeds 90, sells everything at a price of 0.98 or higher, and otherwise takes profit or stops out in per-fill tiers based on the size of that fill: 31 or fewer contracts exits at over 10 profit or under -14; 31 to 60 contracts exits at over 16 profit or under -30; 61 or more exits at over 30 profit (price at or under 0.90) or under -40. Entries of 30 contracts are all immediate-or-cancel, buying YES or NO depending on ETH price versus its 1-hour VWAP and 12-period 1-minute EMA, 5-minute change thresholds, 1-minute velocity, bid-ask spread, and price bands, including momentum, early-entry, and near-expiry variants.

This strategy trades Kalshi's KXETH15M ETH market, checking conditions every 10 seconds. It allows up to 45 contracts, with YES prices between 0.01 and 0.99. Rules run in order and only the first match acts. A position limit guard (skip if size exceeds 45) runs first, then profit and stop-loss exits, then entries. Exits scale by position size: gains over 5, 8, or 15 at sizes up to 15, 16–30, and 31+ respectively; losses trigger at under -7, -15, or -20 for those same size tiers. A price at or above 0.98 always sells everything. Entry rules buy 15 contracts of YES or NO when ETH's spot price sits above or below its one-hour VWAP and 12-minute EMA, with short-term change and velocity in the matching direction, and the market price between 0.35 and 0.91 with spread at or below 0.015. Faster momentum entries use a larger change threshold and a 0.20 to 0.91 price band. Late-window entries near expiry (5 minutes) cover three cases: price near 0.50, very high price (0.88–0.91) with a wider spread cap, or very low price. Minimum ETH price of 1800 and 15-minute range thresholds apply to the late rules.

This strategy trades Kalshi's KXETH15M ETH market, checking conditions every 10 seconds against Coinbase ETH-USD data. Rules run top to bottom and the first match ends the tick. It skips when position size exceeds 50, sells everything when the YES price is at or above 0.98, and has tiered per-position exits: positions of 10 or fewer contracts sell all on unrealized profit above 5 (with price between 0.10 and 0.90) or loss below -12; positions of 11 to 16 sell on profit above 8 (same price band) or loss below -20; positions of 17 or more sell on profit above 15 (price at or below 0.90) or loss below -40. Entry rules buy 20 contracts: YES when ETH price sits above its 1-hour VWAP and 12-period EMA with 5-minute change above 0.001 and positive 1-minute velocity, or NO on the mirrored bearish conditions, both requiring market price 0.35 to 0.91 and spread at most 0.015; a looser momentum pair (5-minute change beyond 0.0015, price 0.20 to 0.91, same spread cap); within 5 minutes of expiry, YES or NO in the 0.40 to 0.60 price band on trend and VWAP/EMA-vs-SMA confirmation, or YES at 0.88 to 0.91 and NO at or below 0.12 with wider 0.03 spread allowed, both requiring ETH above 1800.

On Kalshi's KXETH15M market, evaluated every 10 seconds with a 45-contract cap and YES prices 0.01–0.99, rules run top-to-bottom, first match firing. Rule 1 skips when position size exceeds 45. Rule 2 sells all at price 0.98+. Tiered profit exits (sell all): rules 3–5 require price 0.10–0.90 for sizes ≤15 at PnL >5 and 16–30 at >8, and size ≥31 at PnL >15 with price ≤0.90. Tiered stop exits: rules 6–8 sell all at PnL below -7 (≤15), -15 (16–30), -20 (≥31). Entries buy 15 contracts: rules 9–10 use ETH price vs 1h VWAP and 12/1m EMA, 5m change ±0.001, velocity sign, price 0.35–0.91, spread ≤0.015. Rules 11–12 use 5m change ±0.0015, velocity sign, price 0.20–0.91, spread ≤0.015. Rules 13–14 use ≤5m to expiry, price 0.40–0.60, change/velocity sign, VWAP and EMA/SMA alignment, spread ≤0.015. Rules 15–16 use ≤5m to expiry, price 0.88–0.91 or ≤0.12, spread ≤0.03, 15m high/low >30, ETH >1800.

Trades KXETH15M ETH markets on Kalshi, evaluated every 10 seconds with a 45-contract position limit and 0.01–0.99 price bounds. Rules run top to bottom, first match firing. Rule 1 skips when position size exceeds 45. Rule 2 sells all at price 0.98 or higher. Rules 3–5 sell all on profit by size tier: 15 or fewer with unrealized PnL above 5 at price 0.10–0.90; 16–30 with PnL above 8 in that price band; 31 or more with PnL above 15 at price 0.90 or below. Rules 6–8 sell all on loss by tier: 15 or fewer below -7; 16–30 below -15; 31 or more below -20. Rules 9–16 buy size 15: yes/no on ETH price versus one-hour VWAP and 12-period EMA with 5-minute change beyond ±0.001 and velocity sign, price 0.35–0.91, spread ≤0.015; faster momentum with change beyond ±0.0015, price 0.20–0.91; entries within 5 minutes of expiry priced 0.40–0.60 on trend and EMA/SMA alignment, or 0.88–0.91 yes / 0.12 or below no with spread ≤0.03, ETH above 1800 and 15-minute high/low above 30.