Strike-Cross Confluence Entry

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

This strategy trades Kalshi's KXNEAR15M market, selecting the most liquid contract, and re-evaluates every 10 seconds. Rules run top to bottom and the first match ends that tick. Rule 1 sells the YES position when YES contracts are held and the signed distance of Coinbase NEAR-USD spot from the strike is below zero. Rule 2 sells the NO position when NO contracts are held and that spot-versus-strike distance is above zero. Rule 3 buys 50 YES only if there is no position and no open order, price is above zero, expiry is within 5 minutes, spot is at least 0.06 above strike, price exceeds its 1-hour VWAP, the 5-minute change is positive, 1-minute velocity is at least zero, the YES ask is between 0.45 and 0.99, and the spread is 0.02 or less. Rule 4 mirrors this for 50 NO with spot at least 0.06 below strike, price below VWAP, negative change and velocity, and the NO ask between 0.45 and 0.99. Position limit is 50 contracts, price bounds 0.05 to 0.95, one entry per market, and a $250 loss limit can halt and liquidate only this strategy's Kalshi inventory. Entries use immediate-or-cancel orders.

Kalshi·Sep 23 to Oct 23 UTC·Created 4d ago

Net P&L

+$34

Return +68.1% on Risk Capital

Sharpe

0.37

Return Sharpe

Win rate

100.0%

22 trades

Max drawdown

-$1

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.