Momentum VWAP Tiered Exit

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

This strategy trades Kalshi's KXBTC15M market, checking conditions every 10 seconds with a position cap of 21 contracts and YES prices limited to 0.01–0.99. Rules run top to bottom and the first match fires. Rule 1 skips the tick if position size exceeds 21. Rules 2–4 take profit by tier: 4 or fewer contracts sell all when unrealized PnL exceeds 0.5 and price sits between 0.10 and 0.90; 5–12 contracts sell all above 0.75 PnL with the same price band; 13 or more sell all above 2.0833 PnL. Rules 5–7 mirror this for losses: 4 or fewer sell all below -1.6667, 5–12 below -2.5, 13 or more below -6.25. Rules 8–15 are per-fill entries, each buying size 4, only when time to expiry is 7 minutes or less; several also require a maximum spread of 0.015 or 0.03.

Kalshi·Sep 25 to Oct 25 UTC·Created 2d ago

Net P&L

+$655

Return +3120.1% on Risk Capital

Sharpe

0.60

Return Sharpe

Win rate

80.3%

10999 trades

Max drawdown

-$89

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.