Position-Graded Profit Ratchet

On Kalshi's KXBTC15M series, this strategy checks every 10 seconds, capped at 500 contracts with prices between 0.01 and 0.99. Rules run top to bottom; the first match fires. At 500 contracts it skips. Exits split by fill size: up to 100 contracts sells at profit above 12 or loss below -25; 101-300 sells at profit above 18 or loss below -40; 301 or more sells at profit above 50 or loss below -60. Entries need position size at or below 250 and buy 250 contracts: yes when price exceeds 1h VWAP and 12-period EMA with 5-minute change above 0.001 and positive velocity, price 0.35-0.65, spread at most 0.015; no on the mirrored bearish version; yes on 5-minute change above 0.0015 with positive velocity, price 0.20-0.80, spread at most 0.015; no on the mirror; within 5 minutes of expiry, yes at price 0.40-0.60 with positive change, velocity, price above VWAP and EMA above SMA20, spread at most 0.015; no mirrored; within 5 minutes, yes at price 0.88 or higher, spread at most 0.03, price at 15-minute high with positive velocity; no at 0.12 or lower, at 15-minute low, negative velocity. Trading runs in New York time, blacked out weekdays 9:00-16:30.