BTC Ladder Bands

On Kalshi's KXBTC15M series, the strategy checks every 10 seconds, holds at most 50 contracts, and only works prices between 0.05 and 0.99. Rules run top to bottom, first match wins. Rules 1 and 2 sell an existing YES or NO position if that side's best bid falls to 0.35 or below. Rules 3 and 4 sell YES if bitcoin spot is below the strike, or NO if spot is above it. Rules 5 and 6 sell if the position's best bid reaches 0.995 while expiry is between 2 and 15 minutes away. Rules 7 through 18 are paired entries: buying YES or NO at size 50 when no order is resting, position is under 50, bitcoin price is positive, price change over 5 minutes and 1-minute velocity agree with the direction, the 26-period EMA is on the right side of the strike, the spread is at most 0.03, the side's ask is between 0.84 and 0.99, and expiry is within a time band — 8, 5, 4, 2, 1, or 0.5 minutes — each with its own spot-versus-strike distance threshold (100, 85, 70, 46.7, 35, 23.3). Rules 19 and 20 buy YES or NO at size 50 within 25 seconds of expiry when spread is at most 0.03 and that side's ask is between 0.84 and 0.99, without a bitcoin-price condition. All entries use immediate-or-cancel orders.