Prediction Market Strategies & Backtests

This Kalshi strategy trades 15-minute BNB markets and evaluates every 10 seconds. Rules run top to bottom and the first match ends the tick. Rule 1 buys 10 YES contracts when there is no position, expiry is between 270 seconds and 5 minutes away, spread is 0.03 or less, YES best ask is between 0.89 and 0.99, and BNB's price is above its 1-hour VWAP, 12-period 1-minute EMA, and 20-period 1-minute SMA while 5-minute change and 1-minute velocity are both positive. Rule 2 buys 10 NO contracts under the mirrored conditions: same position, timing, and spread gates, NO best ask between 0.89 and 0.99, and price below all three averages with negative change and velocity. Rule 3 cancels all orders once time to expiry reaches zero. Entries are capped at one per market, position at 10 contracts, and spend at $10 per market, with a 0.01 to 0.99 price range.

This Kalshi strategy trades the KXBNB15M market, checking conditions every 10 seconds and evaluating rules top to bottom so the first match fires. While flat, in the window where expiry is at most 5 minutes away and at least 4 minutes away, with spread at or below 0.03, Rule 1 buys 10 YES contracts if the YES best ask is between 0.89 and 0.99 and Coinbase BNB-USD price sits above its 1-hour VWAP, 12-period 1-minute EMA, and 20-period 1-minute SMA, with 5-minute change and 1-minute velocity both positive. Rule 2 mirrors this for NO: it buys 10 NO contracts if the NO best ask is between 0.89 and 0.99 and price is below all three averages with change and velocity negative. Rule 3 cancels all orders once time to expiry reaches zero. Position is capped at 10 contracts, entries are limited to one per market, and spend is capped at $10 per market with spent budget not released by later sells; price bounds are 0.01 to 0.99.

This Kalshi strategy trades the KXBNB15M market and re-checks conditions every 10 seconds, with a maximum of 10 contracts, YES prices bounded from 0.01 to 0.99, one entry per market, and a $10 spend cap per market that is not released by later sells. It applies three rules in order, stopping at the first match each tick. Rule 1 enters a buy of 10 YES contracts only when the position is zero, between 5 minutes and 0 seconds remain to expiry, the spread is at most 0.03, the YES best ask is between 0.89 and 0.99, and BNB's price from the Coinbase feed is above its 1-hour VWAP, 12-period 1-minute EMA, and 20-period 1-minute SMA, while its 5-minute change and 1-minute velocity are both above zero. Rule 2 mirrors this for NO: zero position, same expiry window, spread at most 0.03, NO best ask between 0.89 and 0.99, and BNB price below all three of those measures with both change and velocity below zero, buying 10 NO contracts. Rule 3, when time to expiry is at or below zero, cancels all orders.