Size-Banded Momentum Ladder

On Kalshi's KXBTC15M market, this strategy checks every 10 seconds, holds at most 500 contracts, and prices between 0.01 and 0.99. Rules run top to bottom and the first match ends the tick. Rule 1 skips at 500 contracts. Rule 2 sells all when any position exists, 45 seconds or less remain, and price is 0.25 to 0.75. Rules 3-5 sell all on per-fill profit gates by size: up to 100 contracts above 20 profit, 101-300 above 50, 301+ above 110, each requiring price 0.10 to 0.99. Rules 6-8 sell all on per-fill losses: up to 100 below -25, 101-300 below -55, 301+ below -85. Rules 9-10 buy 250 YES or NO more than 5 minutes out on BTC price versus 1-hour VWAP and 12/1-minute EMA, 5-minute change beyond 0.001, velocity sign, price 0.35-0.65, spread at most 0.03. Rules 11-12 buy 250 YES or NO with change beyond 0.0015, price 0.20-0.80, spread at most 0.03. Rules 13-14 buy 250 within 5 minutes with price 0.40-0.60, change and velocity signs, price versus VWAP, EMA versus 20/1-minute SMA, spread at most 0.02. Rules 15-16 buy 250 YES or NO within 5 minutes at price 0.88+ or 0.12- against 15-minute high/low, velocity sign, spread at most 0.03.