VWAP Momentum Tiered Exit

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

This strategy trades 15-minute ETH markets on Kalshi and checks every 10 seconds, capping positions at 50 contracts. It first applies exit rules by position size: smaller positions sell at modest profit or loss, larger ones only at bigger gains or deeper losses. Otherwise it buys 25 contracts of YES or NO when ETH spot price, momentum, short-term trend, market price, and bid-ask spread line up, with extra entries near expiry.

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

Net P&L

+$3,571

Return +7141.0% on Risk Capital

Sharpe

0.76

Return Sharpe

Win rate

76.3%

5993 trades

Max drawdown

-$432

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.