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This Kalshi strategy trades the KXXRP15M series, evaluating every 10 seconds; a 50-contract position limit applies, with YES prices bounded from 0.01 to 0.99. Rules run top to bottom and the first match ends the tick: rule 1 cancels all orders when flat with pending orders; rule 2 skips when position exceeds 50. Rules 3-6 sell all when unrealized profit exceeds 7.5 (position up to 12) or 12.5 (13-25) with price between 0.10 and 0.90, or exceeds 25 (26-37) or 37.5 (38+). Rules 7-10 sell all at losses beyond 12.5, 25, 30, and 37.5 at those same position tiers. Entries buy 12 contracts: rules 11-12 go long or short when XRP price is above/below both VWAP and 12-period EMA with 5-minute change beyond ±0.001, velocity signed, price 0.35-0.65, spread at most 0.015. Rules 13-14 buy on 5-minute change beyond ±0.0015 with matching velocity, price 0.20-0.80, same spread. Rules 15-16 act within 5 minutes of expiry, price 0.40-0.60, with change, velocity, VWAP and EMA-vs-20-period SMA conditions. Rules 17-18 act within 5 minutes, at price 0.88+ or 0.12 or below, spread at most 0.03, with XRP 15-minute high or low and price above 15. Entries are immediate-or-cancel.
Over the Sep 19 to Oct 19 window, this custom strategy on Kalshi turned in +$1,496 of simulated profit (+2992.3% on its configured risk capital), at a 0.45 Sharpe. It placed 7899 simulated trades and won 61.4% of them — a high hit rate — against shallow worst peak-to-trough drawdown of -$433.
Under the hood it simulated 2737 XRP markets, closing 1108 winning and 696 losing positions after $1,066 in modeled fees, an average of 263.3 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 (Sep 19 to Oct 19). 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.
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