Prediction Market Strategies & Backtests

On Kalshi's KXZEC15M series, this strategy checks every 10 seconds and caps positions at 100 contracts, with entry prices restricted to 0.84–0.99. Rules run top to bottom and the first match ends the tick. Rule 1 cancels all resting orders when any order exists and position size is zero. Rule 2 sells the yes position if it holds yes and the yes best bid is at or below 0.50; rule 3 does the same for a no position at or below 0.50. Rule 4 buys 100 yes only when flat, expiry is within 100 seconds, spread is at most 0.03, the yes ask sits between 0.84 and 0.99, and Coinbase ZEC price is above its 1-hour VWAP with the 1-minute EMA above the 20-minute SMA and the 1h, 15m, 5m changes and 1-minute velocity all above zero. Rule 5 buys 100 no under the mirrored conditions, with price below VWAP, EMA below SMA, and all changes and velocity below zero. Rule 6 cancels all when expiry reaches zero.

This strategy trades Kalshi's KXZEC15M Zcash market, checking conditions every 10 seconds and capping positions at 100 contracts with prices between 0.84 and 0.99. Rules run in order and only the first match acts. If there are resting orders but no position, everything is cancelled. If a long YES position exists and the YES best bid falls to 0.50 or below, the YES position is sold; likewise, a NO position is sold if the NO best bid drops to 0.50 or below. When flat, at most 90 seconds from expiry, with a spread of 0.03 or less and an ask within 0.84–0.99, it buys 100 YES if Coinbase ZEC price sits above its one-hour VWAP and its 12-period one-minute EMA sits above its 20-period one-minute SMA while the 1-hour, 15-minute, and 5-minute changes and the 1-minute velocity are all positive. It buys 100 NO when those same comparisons are all negative. At or past expiry, all orders are cancelled.

This Kalshi strategy trades the KXZEC15M series and re-evaluates every 10 seconds. It uses Coinbase ZEC-USD data (price, one-hour VWAP, 12-period 1-minute EMA, 20-period 1-minute SMA, 1-hour/15-minute/5-minute changes, and 1-minute velocity), refreshed every 10 seconds. Rules run top to bottom and the first match ends the tick. If any resting orders exist while the position is flat, it cancels everything. If it holds YES and the YES best bid falls to 0.50 or below, it sells the YES side; the same stop applies to a NO position at a NO best bid of 0.50 or lower. It enters YES only when flat, with 70 seconds or less to expiry, a spread of 0.03 or less, a YES ask between 0.84 and 0.99, and all of: ZEC price above its one-hour VWAP, the 1-minute EMA above the 20-period 1-minute SMA, and the 1-hour, 15-minute, 5-minute changes and 1-minute velocity all positive. It enters NO under the mirrored conditions, with each trend and momentum measure negative and the NO ask between 0.84 and 0.99. Either entry buys 100 contracts, and the total position is capped at 100. When expiry is reached, it cancels all orders.

On Kalshi's KXZEC15M series, this strategy evaluates every 10 seconds and allows up to 100 contracts, with YES prices restricted to 0.84 through 0.99. Rules run top to bottom, first match ending the tick. If any orders rest while position size is zero, it cancels all. A held YES position is sold when its best bid is at or below 0.50; a held NO position is sold when its best bid is at or below 0.50. With no position, 60 seconds or less to expiry, spread at or below 0.03, and a YES ask within 0.84–0.99, it buys 100 YES if Coinbase ZEC price exceeds its one-hour VWAP, the 12-period one-minute EMA exceeds the 20-period one-minute SMA, and the 1-hour, 15-minute, 5-minute changes and 1-minute velocity are all positive. Symmetrically, with the same timing, spread, and price-bound checks on the NO ask, it buys 100 NO when price is below VWAP, EMA below SMA, and all those changes and velocity are negative. At or past expiry, it cancels all.

On Kalshi's KXZEC15M series, this strategy checks conditions every 10 seconds and is capped at 100 contracts, with YES/NO prices constrained between 0.84 and 0.99 (other runtime checks may block orders). Rules run top to bottom, first match ends the tick. Rule 1 cancels all resting orders when any order exists and position size is zero. Rule 2 sells the YES position when YES size is above zero and the YES best bid is at or below 0.50. Rule 3 sells the NO position when NO size is above zero and the NO best bid is at or below 0.50. Rule 4, only with no position, 60 seconds or less to expiry, spread at or below 0.03, YES ask between 0.84 and 0.99, and ZEC price above its 1-hour VWAP, 1-minute EMA above its 20-minute SMA, and 1-hour, 15-minute, 5-minute changes and 1-minute velocity all positive, buys 100 YES. Rule 5 mirrors this for NO with the opposite comparisons. Rule 6 cancels all at expiry.

This Kalshi strategy trades the KXZEC15M series and evaluates every 10 seconds, checking up to six rules in order and stopping at the first that matches. Rule 1 cancels all resting orders when any orders exist and no position is held. Rule 2 sells the YES position when it is above zero and the YES best bid is at or below 0.50; Rule 3 does the same for a NO position using the NO best bid. Rule 4 buys 100 YES contracts only when no position exists, expiry is within 120 seconds, the spread is at most 0.03, the YES ask is between 0.84 and 0.99, and ZEC price is above its 1-hour VWAP with the 12-period 1-minute EMA above the 20-period 1-minute SMA and 1-hour, 15-minute, 5-minute changes and 1-minute velocity all positive. Rule 5 buys 100 NO contracts under the mirror conditions, with ZEC price below VWAP and all those signals negative. Rule 6 cancels all orders at or past expiry. Position size is capped at 100 contracts and YES prices are bounded 0.84 to 0.99, with other runtime checks possibly blocking orders.