Prediction Market Strategies & Backtests

On Kalshi's KXDOGE15M market, evaluated every 10 seconds, with a 90-contract position limit and YES prices bounded 0.01 to 0.99. Rules run top to bottom, first match fires. Rule 1 skips if position exceeds 90. Rules 2-4 sell all on profit gates by size tier: under/equal 30 needs unrealized above 18 with price 0.10-0.90; 36-60 needs above 30 with price 0.10-0.90; 66+ needs above 48. Rules 5-7 sell all on loss gates: under/equal 30 below -36 with price 0.15-0.85; 36-60 below -60 with price 0.15-0.85; 66+ below -90 with price 0.15-0.85. Rules 8-13 buy 90 contracts, only within 5 minutes of expiry and spread at or under 0.015, on DOGE trend confirmations. Rule 14 buys YES at price 0.88+ (spread 0.03); Rule 15 buys NO at 0.12 or below (spread 0.03), both within 5 minutes.

On Kalshi's KXDOGE15M series, this strategy checks every 10 seconds with a 15-contract position cap and 0.01–0.99 YES price bounds. Buy entries (size 15, immediate-or-cancel) require time to expiry at or under 5 minutes and spread of 0.015 or less (0.03 for the last two). Rules 8–9 buy on DOGE price above/below 1-hour VWAP and 12-period EMA with change over 5 minutes beyond ±0.001 and matching velocity, at YES price 0.35–0.65. Rules 10–11 use change beyond ±0.0015 with matching velocity, price 0.20–0.80. Rules 12–13 add VWAP and EMA/SMA alignment, price 0.40–0.60. Rule 14 buys YES at price 0.88 or higher; Rule 15 buys NO at 0.12 or lower. Rules fire top-to-bottom, first match ends the tick. Exits (sell_all) are tiered by position size: at 5 or fewer, profit above 3 or loss below -6; at 6–10, profit above 5 or loss below -10; at 11 or more, profit above 8 or loss below -15, with price windows 0.10–0.90 (profit) and 0.15–0.85 (loss). A position over 15 is skipped.

This Kalshi strategy trades the KXDOGE15M series and evaluates every 10 seconds, with a position limit of 15 contracts and permitted YES prices from 0.01 to 0.99. Rules run top to bottom and the first match ends the tick. Rule 1 skips when position size exceeds 15. Rules 2 through 7 are per-fill exits that sell all contracts: with 5 or fewer contracts it exits when unrealized profit exceeds 3 and price is between 0.1 and 0.9, or when loss exceeds 6 and price is between 0.15 and 0.85; with 6 to 10 contracts it exits at profit above 5 (price 0.1 to 0.9) or loss below -10 (price 0.15 to 0.85); with 11 or more it exits at profit above 8 or loss below -15 (price 0.15 to 0.85). Rules 8 through 15 only buy when time to expiry is 5 minutes or less, each buying 15 contracts of YES or NO based on DOGE price relative to its 1-hour VWAP and 12-period EMA, 5-minute change, 1-minute velocity, EMA versus 20-period SMA, and price bands (0.35 to 0.65, 0.2 to 0.8, 0.4 to 0.6, or 0.88 and above / 0.12 and below) with spread caps of 0.015 or 0.03. Entry spending is capped at 30 dollars per market.

On Kalshi's KXDOGE15M series, this strategy checks conditions every 10 seconds with a 90-contract cap and a 0.01–0.99 price band. Rules run top to bottom and the first match ends the tick. Rule 1 skips when position size exceeds 90. Rules 2–7 exit all contracts: profit exits at unrealized PnL above 18 for positions up to 30 contracts, above 30 for 36–60 contracts, and above 48 for 66 or more, each with price between 0.10 and 0.90; loss exits at unrealized PnL below -36 for up to 30 contracts, below -60 for 36–60, and below -90 for 66 or more, each with price between 0.15 and 0.85. Rules 8–15 buy 90 contracts only when time to expiry is 5 minutes or less, using Coinbase DOGE-USD signals (price versus 1-hour VWAP and 12-period EMA, 1-minute SMA, 5-minute change, 1-minute velocity) plus market price bands from 0.35–0.65, 0.20–0.80, 0.40–0.60, or 0.88 and above, and spread limits of 0.015 or 0.03.

On Kalshi's KXDOGE15M market, this strategy checks every 10 seconds, capped at 15 contracts and prices 0.01 to 0.99. Rules run top to bottom; the first match fires. Rule 1 skips if position size exceeds 15. Rules 2-4 sell all at profit above 3 (size up to 5), 5 (size 6-10), or 8 (size 11+). Rules 5-7 sell all at losses beyond -6 (size up to 5), -10 (size 6-10), or -15 (size 11+), the first two only at prices 0.15-0.85. Entry rules 8-15 all require 5 minutes or less to expiry and buy size 15. Rules 8 and 9 buy yes/no on price versus one-hour VWAP and 12-period EMA with 5-minute change beyond 0.001 and velocity sign, at prices 0.35-0.65. Rules 10-11 buy on 5-minute change beyond 0.0015 and velocity sign at prices 0.2-0.8. Rules 12-13 buy at 0.4-0.6 with change and velocity sign, price versus VWAP, and EMA versus 20-period SMA. Rules 14-15 buy yes at 0.88+ or no at 0.12 or below. All entries require spread at 0.015 or less except rules 14-15, which allow 0.03.