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Starter is $49/month with 30 deploys per week. Upgrade as you grow.
This strategy trades Kalshi's 15-minute BNB market series, checking conditions every 10 seconds. It reads BNB-USD price data from Coinbase, refreshing every 10 seconds, comparing the current price against its one-hour VWAP, 12-period one-minute EMA, and 20-period one-minute SMA, plus the five-minute change and one-minute velocity. Rules are checked in order and the first match wins. If holding YES contracts and the YES best bid is 0.55 or lower, it sells YES; if holding NO contracts and the NO best bid is 0.55 or lower, it sells NO. With no position, five minutes or less remaining before expiry (but not past it), a spread of 0.03 or less, and an ask between 0.89 and 0.99, it buys 30 YES when price is above all three moving averages with positive five-minute change and velocity, or 30 NO when price is below all three with negative change and velocity. Once expiry passes, it cancels all orders. Position size is capped at 30 contracts.
Over the Sep 4 to Oct 4 window, this custom strategy on Kalshi turned in +$554 of simulated profit (+1845.2% on its configured risk capital), at a 0.62 Sharpe. It placed 1314 simulated trades and won 95.0% of them — a high hit rate — against shallow worst peak-to-trough drawdown of -$102.
Under the hood it simulated 2673 BNB markets, closing 624 winning and 33 losing positions after $100 in modeled fees, an average of 43.8 trades a day. That trade-by-trade detail, the equity curve above, and the full rule set below are what separate this page from a one-line leaderboard entry.
Net PnL is the headline here; the Sharpe is unannualized over this short window, so read it as a within-sample texture of the equity curve rather than an industry-standard risk score. Because every figure comes from a single 30-day historical replay, it is best treated as a hypothesis to pressure-test rather than a forecast — the same rules can behave very differently once live fills, API latency, and shifting volatility enter the picture.
This backtest runs against BNB markets on Kalshi's 15-minute series across 30 days (Sep 4 to Oct 4). These are short-horizon contracts that open and settle on a fixed 15-minute cadence, so the strategy is measured across many independent events rather than one long trend. Rules are evaluated once per 15-minute candle, and a signal can fill no earlier than the next tradable candle at top-of-book prices, net of Kalshi-style taker fees.