Dual-Band Expiry Momentum

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This trades Kalshi's 15-minute ETH market, checking every 10 seconds and holding at most 1 contract. It buys YES when ETH's Coinbase price sits above its 1-hour VWAP and 12-period EMA with positive 5-minute change and upward 1-minute velocity, or on faster momentum and late-session setups, and buys NO on the mirror-image bearish conditions; all entries require price between 0.20 and 0.91 and a tight spread. It exits by selling everything if price reaches 0.98, if unrealized profit exceeds 5 while price is between 0.10 and 0.90, or if unrealized loss drops below -12.

Kalshi·Aug 16 to Sep 15 UTC·Created 1mo ago

Net P&L

+$93

Return +9299.0% on Risk Capital

Sharpe

0.81

Return Sharpe

Win rate

70.3%

3752 trades

Max drawdown

-$7

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.