TurbineMangrove
POWERED BY TURBINEFI
Get Started
Tools
No-Vig CalculatorArbitrage CalculatorOdds CalculatorImplied Probability CalculatorHedge CalculatorParlay CalculatorExpected Value CalculatorKelly Criterion CalculatorRound Robin Calculator
Pricing
ArbitrageAnalyticsAI for Sports
BlogXDiscord
TurbineMangrove
Tools
Pricing
Get Started
← Strategies
← Strategies

Position-Graded Profit Ratchet

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

This strategy trades Kalshi's KXBTC15M series, checking conditions every 10 seconds with a maximum position of 500 contracts and prices between 0.01 and 0.99. Rules run top to bottom and the first match ends the tick: at 500 contracts it skips; otherwise it sells the whole position on profit tiers by size (100 or fewer contracts above 12 profit, 101-300 above 18, 301 or more above 50, with the two smaller tiers also needing price between 0.10 and 0.90), and on loss tiers by size (100 or fewer below -25, 101-300 below -40, 301 or more below -60). Entry rules only fire at 250 contracts or fewer and buy 250 contracts: YES when BTC price is above its 1-hour VWAP and 12-period 1-minute EMA with 5-minute change above 0.0010 and positive 1-minute velocity, or NO on the mirrored conditions; YES/NO on 5-minute change beyond 0.0015 with matching velocity; in the last 5 minutes with price 0.40-0.60 plus trend and VWAP/EMA/SMA alignment, or price at or above 0.88 (YES) or at or below 0.12 (NO) with BTC at its 15-minute high or low. Almost all entries require spread at or below 0.015, the late ones 0.03.

Kalshi·Sep 15 to Oct 15 UTC·Created 11d ago
Share to XShare to Reddit
Turbine Studio

Your next trade is a sentence away.

Describe an idea, review the backtest, and start from the same workspace.

Build a Bot
Net P&L
+$17,441
Return +3488.2% on Risk Capital
Sharpe
0.51
Return Sharpe
Win rate
64.9%
3567 trades
Max drawdown
-$3,382
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.