Prediction Market Strategies & Backtests

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.

This strategy trades Kalshi's KXBTC15M series, re-evaluating every 30 seconds with a 600-contract position cap and a 0.01-to-0.99 price band. Rules are checked in order and the first match ends the tick: rule 1 skips when position size is 600 or more; rule 2 sells the whole position when any position exists, expiry is within 45 seconds, and price sits between 0.25 and 0.75; rules 3 through 5 sell everything at per-fill profit gates (over 20 when holding 100 or fewer contracts, over 50 when holding 101 to 300, over 110 when holding 301 or more, each requiring price between 0.10 and 0.99); rules 6 through 8 sell everything at loss gates (below -25, below -55, and below -85 for those same position bands). Rules 9 through 12 open 300-contract positions more than 5 minutes before expiry on BTC price-versus-average and momentum conditions with price and spread filters; rules 13 through 16 open 300-contract positions within 5 minutes of expiry on range, boundary, and momentum conditions with tighter spread limits.

On Kalshi's KXBTC15M series, evaluated every 30 seconds with a 550-contract cap and YES prices 0.01–0.99, custom rules fire top-to-bottom, first match ending the tick. Rule 1 skips at size 550. Rule 2 sells all when size>0, expiry ≤45s, price 0.25–0.75. Rules 3–5 take profit by tier: size ≤100 and PnL>20; size 101–300 and PnL>50; size ≥301 and PnL>110, each with price 0.10–0.99. Rules 6–8 stop out by tier: size ≤100 and PnL<−25; size 101–300 and PnL<−55; size ≥301 and PnL<−85. Rules 9–12 buy 275 (YES or NO) over 5m out on BTC moves past VWAP, EMA12, change thresholds 0.001/0.0015 and velocity, with price and spread gates. Rules 13–14 buy into expiry ≤5m range trades; 15–16 buy late momentum at price ≥0.88 or ≤0.12.

Trades Kalshi KXBTC15M every 30 seconds, first matching rule fires. Rules: at 500 contracts, skip. Exit all if position >0, expiry ≤45s and price 0.25–0.75; take profit when position ≤100 and PnL >20, 101–300 and >50, or ≥301 and >110 (each requiring price 0.10–0.99); stop out at PnL <-25 (≤100), <-55 (101–300), <-85 (≥301). Entries, each size 250, require >5m expiry with spread ≤0.03: buy_yes when BTC price above VWAP and EMA12, 5m change >0.001, velocity >0, price 0.35–0.65; buy_no mirrored below 0.001/-0.001; buy_yes on change >0.0015 and velocity >0, price 0.20–0.80; buy_no mirrored. At ≤5m, price 0.40–0.60 with spread ≤0.02, trend and EMA/SMA alignment: buy_yes or buy_no. At ≤5m with spread ≤0.03, buy_yes at price ≥0.88 at 15m high with positive velocity; buy_no at ≤0.12 at 15m low with negative velocity.

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.

On Kalshi's KXBTC15M market, evaluated every 30 seconds with a 400-contract cap and YES prices between 0.01 and 0.99, rules fire top-to-bottom, first match only. Rule 1 skips when position_size >= 400. Rule 2 sells all when holding any position with time to expiry <= 45s and price 0.25-0.75. Rules 3-5 sell all at unrealized profit above 20 (positions <= 100), 50 (101-300), or 110 (301+), each with price 0.10-0.99. Rules 6-8 sell all at losses below -25 (<=100), -55 (101-300), or -85 (301+). Rules 9-12 buy 200 at >5m to expiry: YES when BTC price is above both vwap_1h and ema_12_1m with change_5m > 0.001, velocity > 0, price 0.35-0.65, spread <= 0.03; NO on the mirror with change < -0.001; momentum YES on change > 0.0015, price 0.20-0.80; NO on change < -0.0015. Rules 13-14 buy 200 at <= 5m, price 0.40-0.60, spread <= 0.02, aligned price/velocity/vwap and ema vs sma_20_1m. Rule 15 buys YES 200 at <= 5m, price >= 0.88, spread <= 0.03, BTC price >= high_15m, velocity > 0; Rule 16 buys NO at price <= 0.12, BTC <= low_15m, velocity < 0.

This strategy trades Bitcoin-linked contracts on Kalshi, evaluating every 30 seconds. Each tick, rules run top to bottom and the first match ends the tick. If 500 contracts are already held, it skips. It sells the entire position when expiry is within 45 seconds and price sits between 0.25 and 0.75; when unrealized profit exceeds 20, 50, or 110 depending on whether the position is 100 or fewer, 101 to 300, or 301 or more contracts, with price between 0.10 and 0.99; and when unrealized loss falls below -25, -55, or -85 across those same position bands. Entries buy 200 contracts of YES or NO: with more than 5 minutes left, on price above or below the 1-hour VWAP and 12-period EMA with a 5-minute change past 0.001 in the matching direction, or on a stronger 0.0015 change at wider price bounds; with 5 minutes or less left, on momentum in the 0.40 to 0.60 price range, or near the 15-minute high or low at price 0.88 or above, or 0.12 or below. Price bounds are 0.01 to 0.99, and other runtime checks may block orders.

This strategy trades Kalshi's KXBTC15M bitcoin market, checking conditions every 30 seconds and treating rules top-to-bottom, with the first match ending that tick. It caps positions at 500 contracts and only acts with prices between 0.01 and 0.99, and other runtime checks may block orders. Rule 1 skips when the position is at least 500. Rule 2 sells the entire position when any position is held, 45 seconds or less remain, and the price sits between 0.25 and 0.75. Rules 3 through 5 sell all when unrealized profit exceeds a size-based gate (over 20 for positions up to 100, over 50 for 101 to 300, over 110 for 301 or more), with price between 0.10 and 0.99. Rules 6 through 8 sell all on losses below a size-based gate (below -25, -55, and -85 for the same three size bands). Rules 9 through 16 buy 300 contracts of YES or NO when time to expiry, price bands, spread caps, and bitcoin indicator conditions (price versus averages, change, velocity) line up.