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On Kalshi's KXSOL15M market, the strategy checks every 10 seconds, using Coinbase SOL-USD reference data refreshed every 5 seconds. Rules run top to bottom; only the first match acts each tick. If position size is 500 or more, it skips. Per-fill exits: with 100 or fewer contracts, it sells all when unrealized profit exceeds 12 and price is between 0.10 and 0.90; with 101 to 300, when profit exceeds 18 and price is 0.10 to 0.90; with 301 or more, when profit exceeds 50. Stop losses sell all at a loss beyond 12 (100 or fewer), 18 (101 to 300), or 50 (301 or more). Entries only when size is 250 or less, buying 100: yes when SOL price is at or above its 15-minute high, price is 0.35 to 0.65, and spread is 0.01 or less; no when SOL is at or below its 15-minute low, same price and spread gates. Near expiry (5 minutes or less), it buys yes at 0.88 or higher with spread 0.03 or less, SOL at/above its 15-minute high and rising 1-minute velocity; or no at 0.12 or lower with spread 0.03 or less, SOL at/below its 15-minute low and falling velocity.
Over the Sep 27 to Oct 27 window, this custom strategy on Kalshi turned in +$3,675 of simulated profit (+585.4% on its configured risk capital), at a 0.51 Sharpe. It placed 1477 simulated trades and won 75.2% of them — a high hit rate — against shallow worst peak-to-trough drawdown of -$736.
Under the hood it simulated 2740 Solana (SOL) markets, closing 307 winning and 101 losing positions after $1,077 in modeled fees, an average of 49.2 trades a day. That trade-by-trade detail, the equity curve above, and the full rule set below are what separate this page from a one-line leaderboard entry.
Net PnL is the headline here; the Sharpe is unannualized over this short window, so read it as a within-sample texture of the equity curve rather than an industry-standard risk score. Because every figure comes from a single 30-day historical replay, it is best treated as a hypothesis to pressure-test rather than a forecast — the same rules can behave very differently once live fills, API latency, and shifting volatility enter the picture.
This backtest runs against Solana (SOL) markets on Kalshi's 15-minute series across 30 days (Sep 27 to Oct 27). These are short-horizon contracts that open and settle on a fixed 15-minute cadence, so the strategy is measured across many independent events rather than one long trend. Rules are evaluated once per 15-minute candle, and a signal can fill no earlier than the next tradable candle at top-of-book prices, net of Kalshi-style taker fees.
Compare other Solana (SOL) 15-minute strategies backtested on Turbine: