Prediction Market Strategies & Backtests

This strategy trades Kalshi's KXSOL15M series, selecting the most liquid market, and re-evaluates every 10 seconds against SOL-USD and BTC-USD data refreshed each 10 seconds. It is limited to 50 contracts and allows at most one entry per market. Rules run top to bottom, and the first match ends that tick. Rule 1 buys 50 YES contracts only when the position is flat, SOL's 5-minute change is at least 0.0015, SOL's 1-minute velocity is positive, BTC's 5-minute change and 1-minute velocity are both positive, time to expiry is between 3 and 10 minutes, the spread is at most 0.03, and the YES best ask is between 0.35 and 0.65. Rule 2 mirrors this for NO: flat position, SOL's 5-minute change at most -0.0015, SOL's 1-minute velocity negative, BTC's 5-minute change and velocity both negative, the same expiry window and spread cap, and the NO best ask between 0.35 and 0.65. Rule 3 sells all holdings once time to expiry is zero or less. YES prices are bounded from 0.01 to 0.99, and other runtime checks may block orders.

On Kalshi's KXSOL15M series (most liquid market), this strategy checks conditions every 10 seconds, evaluating three rules in order with the first match ending that tick. Rule 1 buys 50 YES contracts only when the position is zero, SOL's 5-minute change is at least 0.0015 and its 1-minute velocity is above zero, BTC's 5-minute change and 1-minute velocity are both above zero, time to expiry is between 3 and 10 minutes, spread is at most 0.03, and the YES best ask is between 0.35 and 0.65. Rule 2 mirrors this for NO: 50 contracts when flat, SOL's 5-minute change is at most -0.0015 with negative velocity, BTC change and velocity both negative, same expiry and spread gates, and the NO best ask between 0.35 and 0.65. Rule 3 sells all when time to expiry is zero or less. Position is capped at 50 contracts, prices bounded 0.01 to 0.99, and entry orders are limited to one per market.

This Kalshi strategy trades the most liquid 15-minute SOL market and re-evaluates every 10 seconds against SOL and BTC price data refreshed on the same interval. It checks three rules in order and stops at the first that matches. Rule 1 fires only when the position is flat and SOL's 5-minute change is at least 0.0015, SOL's 1-minute velocity is positive, BTC's 5-minute change and 1-minute velocity are both positive, time to expiry is between 3 and 10 minutes, the spread is at most 0.02, and the YES best ask sits between 0.35 and 0.65; it then buys 50 YES contracts. Rule 2 mirrors this for downside: flat position, SOL 5-minute change at most -0.0015, SOL velocity negative, BTC change and velocity negative, the same expiry window and spread cap, and the NO best ask between 0.35 and 0.65; it buys 50 NO contracts. Rule 3 sells all holdings once time to expiry reaches zero. Position size is capped at 50 contracts, with YES prices bounded between 0.01 and 0.99.

This Kalshi strategy trades the most liquid KXSOL15M market, re-evaluating every 10 seconds and checking rules top to bottom so the first match fires. Rule 1 buys 50 YES contracts only when the position is flat, SOL's 5-minute change is at least 0.0015 with positive 1-minute velocity, BTC's 5-minute change and 1-minute velocity are both positive, time to expiry is between 3 and 10 minutes, spread is at most 0.02, and the YES best ask sits between 0.35 and 0.65. Rule 2 mirrors this for NO: it buys 50 NO contracts when flat, SOL's 5-minute change is at most -0.0015 with negative velocity, BTC's change and velocity are both negative, and the same expiry, spread, and NO best ask bounds hold. Rule 3 sells all when time to expiry reaches zero or below. Position size is capped at 50 contracts, entries per market are capped at 1, and prices are bounded 0.01 to 0.99.

This Kalshi strategy trades the most liquid 15-minute SOL market, checking conditions every 10 seconds and evaluating rules in order, with the first match ending that tick. Rule 1 buys 50 YES contracts only when the position is flat, SOL's 5-minute change is at least 0.0015 with positive 1-minute velocity, BTC's 5-minute change and 1-minute velocity are both positive, expiry is between 3 and 10 minutes away, spread is at most 0.03, and the YES best ask is between 0.35 and 0.65. Rule 2 is the mirror: it buys 50 NO contracts when flat, SOL's 5-minute change is at most -0.0015 with negative velocity, BTC's change and velocity are both negative, the same expiry and spread limits hold, and the NO best ask is between 0.35 and 0.65. Rule 3 sells all contracts once time to expiry is zero. Entries are capped at one per market, with a 50-contract position limit and a 0.01 to 0.99 price band.

This Kalshi strategy trades the most liquid 15-minute SOL market, checking conditions every 10 seconds and allowing one entry per market, with positions capped at 50 contracts and YES prices limited to 0.01–0.99. Rules are evaluated top to bottom and the first match ends that tick. Rule 1 buys 50 YES only when the position is zero, SOL's 5-minute change is at least 0.0015 with positive 1-minute velocity, BTC's 5-minute change and 1-minute velocity are both positive, time to expiry is between 3 and 10 minutes, spread is at most 0.03, and the YES best ask is between 0.35 and 0.65. Rule 2 mirrors this for 50 NO when SOL's 5-minute change is at most -0.0015 with negative velocity, BTC's change and velocity are both negative, the same expiry and spread gates hold, and the NO best ask is between 0.35 and 0.65. Rule 3 sells all only when time to expiry reaches zero or below. Entry orders are immediate-or-cancel. Each rule acts independently; neither per-fill exit flattens unrelated fills, and no exit beyond Rule 3 is specified.

This strategy trades the most liquid KXSOL15M market on Kalshi, checking conditions every 10 seconds and allowing at most 20 contracts with a price floor of 0.01 and ceiling of 0.99. Rules are checked in order and the first match ends that tick. Rule 1 fires only when position size is zero, SOL's 5-minute change is at least 0.0015 with positive 1-minute velocity, BTC's 5-minute change and 1-minute velocity are both positive, time to expiry is between 3 and 10 minutes, spread is at most 0.03, and the YES best ask is between 0.35 and 0.65; it buys 10 YES contracts. Rule 2 mirrors this for downside: with flat position, SOL's 5-minute change at or below -0.0015 with negative velocity, BTC's change and velocity both negative, the same expiry window and spread cap, and the NO best ask between 0.35 and 0.65, it buys 10 NO contracts. Rule 3 sells all positions once time to expiry is zero or less. Entry orders are capped at one per market.

This Kalshi strategy trades the most liquid 15-minute SOL market every 10 seconds, checking rules in order and stopping at the first match. Rule 1 buys 10 YES contracts only when position size is zero, SOL's 5-minute change is at least 0.0015 and its 1-minute velocity is positive, BTC's 5-minute change and 1-minute velocity are both positive, time to expiry is between 3 and 10 minutes, spread is at most 0.03, and the YES best ask is between 0.35 and 0.65. Rule 2 buys 10 NO contracts under the mirror conditions: SOL change at most -0.0015 with negative velocity, BTC change and velocity both negative, same expiry window, spread, and NO best ask between 0.35 and 0.65. Rule 3 sells all when time to expiry is zero. Position is capped at 10 contracts, YES prices are bounded 0.01 to 0.99, and entries per market are limited to 1, which is conservative because partial fills and maker chunks can each count.

This Kalshi strategy trades the most liquid 15-minute SOL market, checking conditions every 10 seconds and evaluating custom rules top to bottom, with the first match ending that tick. Rule 1 buys 10 YES contracts only when the position is empty, SOL's 5-minute change is at least 0.0015 with positive 1-minute velocity, BTC's 5-minute change and 1-minute velocity are both positive, expiry is between 3 and 10 minutes away, the spread is at most 0.03, and the YES best ask is between 0.35 and 0.65. Rule 2 mirrors this for downside: it buys 10 NO contracts when the position is empty, SOL's 5-minute change is at most -0.0015 with negative velocity, BTC's change and velocity are both negative, expiry is 3 to 10 minutes out, the spread is at most 0.03, and the NO best ask is between 0.35 and 0.65. Rule 3 sells all when time to expiry is zero or less. Entries are capped at one per market, the position limit is 10 contracts, and YES prices are bounded 0.01 to 0.99; other runtime checks may also block orders.

This Kalshi strategy trades the most liquid KXSOL15M market, evaluating every 10 seconds and holding at most 10 contracts, with YES prices bounded between 0.36 and 0.61. Rules are checked top to bottom and the first match ends that tick. Rule 1 fires only when position size is zero and SOL's 5-minute change is at least 0.0015 with its 1-minute velocity positive, BTC's 5-minute change and 1-minute velocity are both positive, time to expiry is between 3 and 10 minutes, spread is at most 0.03, and the YES best ask is between 0.35 and 0.65; it buys 10 YES. Rule 2 mirrors this for downside: position zero, SOL 5-minute change at most -0.0015 with negative 1-minute velocity, BTC change and velocity both negative, the same expiry window and spread cap, and the NO best ask between 0.35 and 0.65; it buys 10 NO. Rule 3 sells all when time to expiry is at or below zero. Entry orders are capped at one per market.

This Kalshi strategy trades the most liquid KXSOL15M market, evaluating every 10 seconds with a 10-contract position limit, YES prices bounded 0.01 to 0.99, and one entry per market. Rules run top to bottom, first match firing. Rule 1 buys 5 YES when position size is zero, SOL's 5-minute change is at least 0.0015, SOL's 1-minute velocity is above zero, BTC's 5-minute change and 1-minute velocity are both above zero, time to expiry is between 3 and 10 minutes, spread is at most 0.03, and the YES best ask is between 0.35 and 0.65. Rule 2 buys 5 NO on the mirrored conditions: position size zero, SOL 5-minute change at most -0.0015, SOL velocity below zero, both BTC change and velocity below zero, expiry 3 to 10 minutes, spread at most 0.03, and NO best ask between 0.35 and 0.65. Rule 3 sells all when time to expiry is zero or less.

This Kalshi strategy trades the most liquid KXSOL15M market, evaluating every 10 seconds and capped at 1 contract total, with entries limited to 1 per market and YES prices constrained between 0.01 and 0.99. On each evaluation, rules are checked in order and the first match fires. Rule 1 buys YES when position size is zero, SOL's 5-minute change is at least 0.0015, SOL's 1-minute velocity is above zero, BTC's 5-minute change and 1-minute velocity are both above zero, time to expiry is between 3 and 10 minutes, spread is at most 0.03, and the YES best ask is between 0.35 and 0.65. Rule 2 mirrors this for downside: it buys NO when flat, SOL's 5-minute change is at most -0.0015, SOL's 1-minute velocity is below zero, BTC's 5-minute change and 1-minute velocity are both below zero, expiry is 3 to 10 minutes out, spread is at most 0.03, and the NO best ask is between 0.35 and 0.65. Rule 3 sells all when time to expiry reaches zero or less.