Prediction Market Strategies & Backtests

This strategy trades Kalshi's KXETH15M ETH markets, checking conditions every 10 seconds with a 100-contract position limit and YES prices bounded 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 100. Rule 2 sells everything when price is at or above 0.98. Rule 3 sells everything when position size is between 1 and 1000, unrealized profit exceeds 500, and price sits between 0.10 and 0.90. Rule 4 sells everything when position size is between 1 and 1000 and unrealized loss falls below -1200. Rules 5 through 8 buy 100 contracts based on ETH spot signals (price versus one-hour VWAP and 12-period EMA, five-minute change, one-minute velocity), with rules 5-6 requiring price between 0.35 and 0.91 and rules 7-8 from 0.20 to 0.91, all requiring spread at or below 0.015. Rules 9-10 buy YES or NO when expiry is within 5 minutes, price is 0.40 to 0.60, momentum and trend align, and spread is at most 0.015. Rules 11-12 buy when expiry is within 5 minutes, price is 0.88-0.91 (YES) or at most 0.12 (NO), spread is at most 0.03, and ETH's 15-minute high or low exceeds 30 with price above 1800.

Trades Kalshi's KXETH15M ETH market every 10 seconds, max 20 contracts, prices 0.01-0.99. Rules run top to bottom; first match fires. Rule 1 skips if position exceeds 20. Exits: rule 2 sells all at price 0.98 or above; rule 3 sells all when holding 1-20 contracts, unrealized profit exceeds 100, and price is 0.10-0.90; rule 4 sells all when holding 1-20 contracts and unrealized loss is below -240. Entries, each buying 20: rule 5 buys yes when ETH price is above its 1-hour VWAP and 12-period 1-minute EMA, 5-minute change above 0.0010, velocity above 0, price 0.35-0.91, spread at most 0.015; rule 6 mirrors this for no. Rule 7 buys yes on 5-minute change above 0.0015 with positive velocity, price 0.20-0.91, spread at most 0.015; rule 8 mirrors for no. Rule 9 buys yes within 5 minutes of expiry, price 0.40-0.60, positive change and velocity, price above VWAP, EMA above SMA, spread at most 0.015; rule 10 mirrors for no. Rule 11 buys yes within 5 minutes, price 0.88-0.91, spread at most 0.03, 15-minute high above 30, ETH price above 1800. Rule 12 buys no within 5 minutes, price at most 0.12, spread at most 0.03, 15-minute low above 30, ETH price above 1800.

This trades Kalshi's 15-minute ETH market, checking every 10 seconds and holding at most 1 contract. It buys YES when ETH's Coinbase price sits above its 1-hour VWAP and 12-period EMA with positive 5-minute change and upward 1-minute velocity, or on faster momentum and late-session setups, and buys NO on the mirror-image bearish conditions; all entries require price between 0.20 and 0.91 and a tight spread. It exits by selling everything if price reaches 0.98, if unrealized profit exceeds 5 while price is between 0.10 and 0.90, or if unrealized loss drops below -12.