Forecast Breakout

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

This strategy trades Kalshi's KXHIGHNY series (NYC high temperature) and re-evaluates every 60 seconds using National Weather Service forecast data from station KLGA. Positions are capped at 50 contracts, with a price floor of 0.1 and ceiling of 0.9; other runtime checks may also block orders. Rules run top to bottom and the first match ends that tick. Rule 1 buys 6 YES contracts when the forecast high is above 77, price is below 0.42, and spread is below 0.08. Rule 2 sells the entire position when price is above 0.6 and a position exists. Rule 3 sells the entire position when the forecast high drops below 73 and a position exists. Rule 4 sells the entire position when less than 30 minutes remain to expiry and a position exists. Rule 5 sells the entire position when unrealized loss is below -25.

Kalshi·Sep 19 to Oct 19 UTC·Created 8d ago

Net P&L

-$32

Return -63.3% on Risk Capital

Sharpe

-0.31

Return Sharpe

Win rate

16.7%

54 trades

Max drawdown

-$52

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.