Strike Distance

This Kalshi strategy trades the most liquid market in the KXBTC15M series, evaluating every 10 seconds and checking rules top to bottom, with the first match ending that tick. Rule 1 sells an existing YES position when YES size is above 0 and spot versus strike is below 0; Rule 2 sells an existing NO position when NO size is above 0 and spot versus strike is above 0. Rule 3 buys 50 YES when position and order counts are both 0, BTC price is positive, 5 minutes or less remain to expiry, spot is at least 180 above strike, BTC price is above its 1-hour VWAP, the 5-minute change is positive, the 1-minute velocity is at or above 0, the YES best ask is between 0.45 and 0.99, and the spread is at most 0.02. Rule 4 mirrors this for 50 NO when spot is at least 180 below strike, price is below VWAP, 5-minute change and 1-minute velocity are negative or zero, the NO best ask is between 0.45 and 0.99, and the spread is at most 0.02. Entry orders are immediate-or-cancel, positions are capped at 50 contracts with one entry per market, and YES prices are bounded from 0.05 to 0.95; a $250 loss limit can halt and liquidate only this strategy's attributed Kalshi holdings.