Prediction Market Strategies & Backtests

This strategy trades Kalshi's 15-minute ZEC market, checking conditions every 10 seconds with a maximum position of 200 contracts and prices kept between 0.01 and 0.99. It works through six rules in order, and the first one that matches fires and ends that tick. Rule 1 cancels all resting orders whenever orders exist but there is no position. Rule 2 buys 200 YES contracts only when flat, 60 seconds or less remain, the spread is 0.03 or tighter, the YES ask is between 0.84 and 0.99, and Coinbase ZEC data show price above its one-hour VWAP, the 1-minute EMA above the 20-minute SMA, and positive 1-hour, 15-minute, 5-minute and 1-minute changes. Rule 3 mirrors this for 200 NO contracts when the same measurements point the opposite way and the NO ask sits between 0.84 and 0.99. Rules 4 and 5 are late entries: they require being flat, between 0 and 35 seconds remaining, a spread of 0.01 or tighter, an ask between 0.90 and 0.99, and only a positive (Rule 4, YES) or negative (Rule 5, NO) 1-minute velocity. Rule 6 cancels all orders once expiry reaches zero.

On Kalshi's KXZEC15M series, this strategy evaluates every 10 seconds with a maximum position of 10 contracts and a permitted YES price range of 0.01 to 0.99. Rules run top to bottom and the first match ends the tick. If any order is resting while the position is flat, it cancels all orders. Otherwise, when flat and 60 seconds or less remain before expiry, spread is at most 0.03, the YES ask is between 0.84 and 0.99, and ZEC's Coinbase price sits above its one-hour VWAP with its 1-minute EMA above its 20-minute SMA and positive 1-hour, 15-minute, 5-minute, and 1-minute changes, it buys 10 YES; the mirror case, with price below VWAP, EMA below SMA, all those changes negative, and the NO ask between 0.84 and 0.99, buys 10 NO. When flat and 45 seconds or less remain (but not past expiry), spread is at most 0.01, the relevant ask is between 0.90 and 0.99, and 1-minute velocity is positive (YES) or negative (NO), it buys 10 of that side. Once time to expiry reaches zero, it cancels all orders.

On Kalshi's KXZEC15M series, this strategy checks every 10 seconds and holds at most 10 contracts, with YES prices allowed between 0.01 and 0.99. It first cancels any resting orders when it has open orders but no position. With no position and 60 seconds or less to expiry, a spread of 0.03 or less, and a YES ask between 0.84 and 0.99, it buys 10 YES contracts if ZEC's price sits above its 1-hour VWAP, its 1-minute EMA is above its 20-minute SMA, and its 1-hour, 15-minute, 5-minute, and 1-minute changes are all positive. The mirror case buys 10 NO contracts under the same time, spread, and ask-band conditions when ZEC's price is below VWAP, its EMA is below its SMA, and all four changes are negative. A separate late window, active from 35 seconds to 0 seconds before expiry, buys 10 YES when the spread is 0.01 or less, the YES ask is 0.84 to 0.99, and 1-minute velocity is positive, or buys 10 NO when the spread is 0.01 or less, the NO ask is 0.84 to 0.99, and velocity is negative. At or past expiry it cancels all orders.

This strategy trades Kalshi's ZEC 15-minute market, checking conditions every 10 seconds with a maximum position of 10 contracts and a price range of 0.01 to 0.99. It works through six rules in order, stopping at the first match each tick. Rule 1 cancels all resting orders if any orders exist and the position is flat. Rules 2 and 3 enter within 70 seconds of expiry when the spread is at most 0.03: rule 2 buys yes at 10 contracts if the yes ask is between 0.84 and 0.99 and Coinbase ZEC's price sits above its one-hour VWAP, its 12-minute EMA sits above its 20-minute SMA, and its one-hour, 15-minute, five-minute, and one-minute velocity readings are all positive; rule 3 mirrors this for no, requiring the no ask between 0.84 and 0.99 and all those readings negative. Rules 4 and 5 enter within 60 seconds of expiry, including at zero, when the spread is at most 0.01: rule 4 buys yes at 10 contracts if the yes ask is 0.90 to 0.99 and one-minute velocity is positive; rule 5 buys no at 10 contracts if the no ask is 0.90 to 0.99 and velocity is negative. Rule 6 cancels all when time to expiry reaches zero or below.

This strategy trades Kalshi's KXZEC15M series, evaluating every 10 seconds with a maximum position of 10 contracts and YES prices restricted to 0.01–0.99. Rules run top to bottom, first match wins. Rule 1 cancels all resting orders when order count is above zero while position size is zero. Rule 2 buys 10 YES only when flat, time to expiry is 60 seconds or less, spread is 0.03 or tighter, YES best ask sits between 0.90 and 0.99, and Coinbase ZEC data shows price above its one-hour VWAP, the 12-period one-minute EMA above the 20-period one-minute SMA, and positive one-hour, 15-minute, five-minute, and one-minute velocity readings. Rule 3 mirrors this for 10 NO contracts: flat, expiry within 60 seconds, spread at or under 0.03, NO best ask between 0.90 and 0.99, and price below VWAP, EMA below SMA, and negative one-hour, 15-minute, five-minute, and one-minute velocity. Rules 4 and 5 buy 10 YES or NO when flat, expiry is between 0 and 45 seconds, spread is 0.01 or tighter, the respective best ask is 0.90–0.99, and one-minute velocity is positive for YES or negative for NO. Rule 6 cancels all orders at or past expiry.

This strategy trades Kalshi's KXZEC15M series, checking conditions every 10 seconds with a maximum position of 10 contracts and Yes prices allowed between 0.01 and 0.99. With no position open, resting orders are cancelled. Otherwise, when no position is held, at most 60 seconds remain before expiry, the spread is 0.03 or less, and the Yes best ask sits between 0.84 and 0.99, the strategy buys 10 Yes contracts if ZEC's price is above its one-hour VWAP, its 12-period one-minute EMA is above its 20-period one-minute SMA, and its one-hour, 15-minute, five-minute, and one-minute changes are all positive. Symmetrically, it buys 10 No contracts under the same time, spread, and 0.84-to-0.99 No-ask conditions when those same readings are all negative, with price below VWAP and the EMA below the SMA. A second pair of late entries triggers when no position is held, between 35 and 0 seconds remain, the spread is 0.03 or less, and the relevant ask is between 0.90 and 0.99, buying 10 Yes if one-minute velocity is positive or 10 No if negative. At or past expiry, all orders are cancelled.