Momentum VWAP Tiered Exit

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

This strategy trades Kalshi's KXBTC15M market (YES 0.01–0.99), checking every 10 seconds with a 500-contract cap. Rules run top to bottom, first match fires. Rule 1 skips if position size exceeds 501. Rule 2 sells all when size is 100 or less, unrealized P&L above 12, and price between 0.10 and 0.90. Rule 3 sells all when size is 101–300, P&L above 18, price 0.10–0.90. Rule 4 sells all when size is 301 or more and P&L above 50. Rule 5 sells all when size is 100 or less and P&L below -40. Rule 6 sells all when size is 101–300 and P&L below -60. Rule 7 sells all when size is 301 or more and P&L below -150. Rules 8–15 (only with 7 minutes or less to expiry) buy 100 contracts of YES or NO based on Bitcoin price versus VWAP, EMA, and SMA, 5-minute change, velocity, price bands, and spread limits, using Coinbase BTC-USD data.

Kalshi·Sep 26 to Oct 26 UTC·Created 1d ago

Net P&L

+$16,512

Return +3302.3% on Risk Capital

Sharpe

0.57

Return Sharpe

Win rate

80.3%

10854 trades

Max drawdown

-$1,662

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.