Prediction Market Strategies & Backtests

On Kalshi's KXBTC15M series it evaluates every 10 seconds, up to 999 contracts and $25,000 spend per market, YES prices 0.01–1. Rules run top-to-bottom and the first match ends the tick. Rules 1–6 are per-fill exits: sell_all fires when position size ≤200 and unrealized P&L >$12 (price 0.10–0.90); size 201–600 and P&L >$18 (price 0.10–0.90); size ≥601 and P&L >$50; loss exits at ≤200 and <-$40, 201–600 and <-$60, ≥601 and <-$150. Rules 7–14 buy 25 contracts only when time to expiry ≤7 minutes: rule 7 buy_yes and rule 8 buy_no on price above/below VWAP and EMA with 5-minute change beyond ±0.001 and velocity sign, price 0.35–0.65, spread ≤0.015; rules 9–10 buy on change beyond ±0.0015 with velocity sign, price 0.20–0.80, spread ≤0.015; rules 11–12 buy with price 0.40–0.60, change sign, velocity sign, price vs VWAP and EMA vs SMA, spread ≤0.015; rule 13 buy_yes at price ≥0.88 with spread ≤0.03; rule 14 buy_no at price ≤0.12 with spread ≤0.03. A $100 max-loss can halt and liquidate only this strategy's Kalshi inventory.

This strategy trades Kalshi KXBTC15M markets, evaluating every 10 seconds with a position cap of 999 contracts and YES prices bounded from 0.01 to 0.99. Rules are checked top to bottom and the first match ends that tick. Rules 1–3 sell the entire position when unrealized profit exceeds 12 (at 200 contracts or fewer, with price between 0.10 and 0.90), 18 (201–600 contracts, same price band), or 50 (601 or more contracts). Rules 4–6 sell everything when unrealized loss falls below -40 (200 or fewer), -60 (201–600), or -150 (601 or more). Rules 7–14 only act when time to expiry is 7 minutes or less and enter 25 contracts: buy YES or NO on price-versus-moving-average momentum with 5-minute change and velocity thresholds and spread caps of 0.015, or on faster acceleration with wider price bands, or on tighter 0.40–0.60 directional setups, or on extreme prices (0.88+ YES, 0.12 or less NO) with a 0.03 spread cap. Entry spending is capped at 25,000 dollars per market, and later sells do not release spent budget; a 100-dollar max loss can halt and liquidate only this strategy's attributed Kalshi inventory.

On Kalshi's KXBTC15M series, evaluated every 10 seconds with a 9-contract limit and prices bounded 0.01–0.99, rules run top to bottom and the first match ends the tick. Rules 1–3 sell all on profit gates: position ≤200 with unrealized PnL >12 and price 0.10–0.90; 201–600 with PnL >18 and price 0.10–0.90; ≥601 with PnL >50. Rules 4–6 sell all on losses: ≤200 with PnL <-40; 201–600 with PnL <-60; ≥601 with PnL <-150. Rules 7–14 buy 9 contracts only within 7 minutes of expiry: bullish or bearish BTC price-versus-VWAP/EMA and 5-minute change, velocity, price bands and spread gates (0.015, or 0.03 in rules 13–14). Spend caps at $100 per market, unreleased by sells; max_loss $10 halts and liquidates only this strategy's attributed Kalshi inventory.