Strike-Cross Confluence Entry

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

This Kalshi strategy trades the most liquid KXNEAR15M market, evaluating every 10 seconds, with positions capped at 50 contracts and YES prices limited to 0.05–0.95. Rules run top to bottom; the first match fires and ends the tick. Rule 1 sells YES when a YES position is held and spot sits below the strike. Rule 2 sells NO when a NO position is held and spot sits above the strike. Rule 3 buys 50 YES only when flat with no working orders, the 5-minute-or-less window is open, spot is at least 0.05 above strike, price is above its 1-hour VWAP with positive 5-minute change and non-negative 1-minute velocity, YES ask is 0.45–0.99, and spread is at most 0.02. Rule 4 mirrors this for 50 NO with spot at least 0.05 below strike and negative momentum readings. Entries are capped at one per market; a $250 max loss can halt and liquidate only this strategy's attributed inventory.

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

Net P&L

+$34

Return +68.8% on Risk Capital

Sharpe

0.17

Return Sharpe

Win rate

95.5%

44 trades

Max drawdown

-$29

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.