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Starter is $49/month with 30 deploys per week. Upgrade as you grow.
This strategy trades the Kalshi market KXXRP15M every 10 seconds. It buys yes or no contracts in blocks of 5 when live XRP price data triggers momentum signals, price is within allowed bands, and the bid-ask spread is tight. It sells all positions when unrealized gains or losses hit tiered dollar thresholds based on the number of contracts held, and stops trading if total positions exceed 20 contracts.
Over the May 14 to Jun 11 window, this custom strategy on Kalshi turned in +$3,164 of simulated profit (+15821.1% on its configured risk capital), at a 2.03 Sharpe. It placed 3664 simulated trades and won 65.1% of them — a high hit rate — against shallow worst peak-to-trough drawdown of -$15.
Under the hood it simulated 1574 XRP markets, closing 809 winning and 433 losing positions after $233 in modeled fees, an average of 122.1 trades a day. That trade-by-trade detail, the equity curve above, and the full rule set below are what separate this page from a one-line leaderboard entry.
Net PnL is the headline here; the Sharpe is unannualized over this short window, so read it as a within-sample texture of the equity curve rather than an industry-standard risk score. Because every figure comes from a single 30-day historical replay, it is best treated as a hypothesis to pressure-test rather than a forecast — the same rules can behave very differently once live fills, API latency, and shifting volatility enter the picture.
This backtest runs against XRP markets on Kalshi's 15-minute series across 30 days (May 14 to Jun 11). These are short-horizon contracts that open and settle on a fixed 15-minute cadence, so the strategy is measured across many independent events rather than one long trend. Rules are evaluated once per 15-minute candle, and a signal can fill no earlier than the next tradable candle at top-of-book prices, net of Kalshi-style taker fees.
Compare other XRP 15-minute strategies backtested on Turbine: