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Deep Favorite Trend Hold

Starter is $49/month with 30 deploys per week. Upgrade as you grow.

This Kalshi strategy trades 15-minute BNB markets and evaluates every 10 seconds. Rules run top to bottom and the first match ends the tick. Rule 1 buys 10 YES contracts when there is no position, expiry is between 270 seconds and 5 minutes away, spread is 0.03 or less, YES best ask is between 0.89 and 0.99, and BNB's price is above its 1-hour VWAP, 12-period 1-minute EMA, and 20-period 1-minute SMA while 5-minute change and 1-minute velocity are both positive. Rule 2 buys 10 NO contracts under the mirrored conditions: same position, timing, and spread gates, NO best ask between 0.89 and 0.99, and price below all three averages with negative change and velocity. Rule 3 cancels all orders once time to expiry reaches zero. Entries are capped at one per market, position at 10 contracts, and spend at $10 per market, with a 0.01 to 0.99 price range.

Kalshi·Sep 15 to Oct 15 UTC·Created 10d ago
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Describe an idea, review the backtest, and start from the same workspace.

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Net P&L
+$48
Return +481.6% on Risk Capital
Sharpe
0.21
Return Sharpe
Win rate
95.0%
802 trades
Max drawdown
-$33
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.