VWAP Momentum Tiered Exit

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

This strategy trades 15-minute ETH markets on Kalshi, checking conditions every 10 seconds with a 100-contract position cap. It buys 50 contracts of YES or NO when short-term ETH price, trend, and momentum signals line up with a tight spread and mid-range market price, with variations for early entries near expiry and extreme-price late entries. It sells the entire position when tiered profit targets are hit (about 5, 8, or 15 dollars depending on position size) or when tiered losses reach roughly 12, 20, or 40 dollars.

Kalshi·Aug 10 to Sep 8 UTC·Created 1mo ago

Net P&L

+$1,725

Return +1724.7% on Risk Capital

Sharpe

0.27

Return Sharpe

Win rate

70.7%

3015 trades

Max drawdown

-$781

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.