BTC Momentum Continuation

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This trades Kalshi's BTC 15-minute markets, checking every 10 seconds with a 150-contract limit and a YES price band of 0.05 to 0.73. Rules run top to bottom: it sells everything if unrealized loss hits 11 or gain reaches 4.4; otherwise, with no position and a spread of 0.03 or less, it buys 50 YES when BTC's 5-minute change, 1-minute velocity, and price versus its 20-minute average and 1-hour VWAP are all positive, or 50 NO when all are negative, only between 1 and 7 minutes to expiry.

Kalshi·Aug 8 to Sep 7 UTC·Created 1mo ago

Net P&L

+$3,511

Return +2340.7% on Risk Capital

Sharpe

1.39

Return Sharpe

Win rate

58.3%

1971 trades

Max drawdown

-$239

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.