Size-Banded Momentum Ladder

This strategy trades Kalshi's KXBTC15M bitcoin market, re-checking conditions every 30 seconds with a 1000-contract position cap and YES prices limited to 0.01–0.99. Rules run top to bottom and the first match ends that tick: it skips if already at 1000 contracts; it sells everything when any position is within 45 seconds of expiry at a price between 0.25 and 0.75; it sells everything at tiered profit gates (positions of 100 or fewer at over 20 profit, 101–300 at over 50, 301-plus at over 110, each requiring price 0.10–0.99) and at tiered stop gates (under -25, -55, and -85 for the same size bands). Otherwise it buys 500 contracts: YES or NO when price sits above or below both the 1-hour VWAP and 12-period EMA with 5-minute change beyond 0.001 and matching velocity, only with more than 5 minutes left, price 0.35–0.65, and spread at most 0.03; YES or NO on stronger 0.0015 momentum at price 0.2–0.8 and spread 0.03; late-stage YES or NO in the 0.4–0.6 range with spread 0.02 and EMA versus SMA alignment; and late YES at price 0.88 or higher or NO at 0.12 or lower near the 15-minute high or low with positive or negative velocity and spread 0.03.