Prediction Market Strategies & Backtests

On Kalshi's KXETH15M ETH market, this strategy checks every 10 seconds, with position capped at 120 contracts and prices bounded 0.01 to 0.99. Rules run top to bottom, first match firing. Rule 1 skips if position exceeds 120. Rules 2-7 exit all on per-fill gates by position tier: at 40 or fewer, take profit above 20 with price 0.10-0.90, stop below -48; at 44-64, profit above 32 with price 0.10-0.90, stop below -80; at 68 or more, profit above 60, stop below -160. Entries, each buying 60 contracts, require spread at or under 0.015: rules 8-9 buy yes/no when ETH is beyond both its 1-hour VWAP and 12-period 1-minute EMA, 5-minute change above 0.001 or below -0.001, velocity signed, price 0.35-0.65. Rules 10-11 buy yes/no on 5-minute change beyond 0.0015 in the velocity's direction, price 0.20-0.80. Rules 12-13, within 5 minutes of expiry, buy yes/no on signed change and velocity, ETH beyond VWAP, and 12-period EMA versus 20-period SMA aligned, price 0.40-0.60. Rules 14-15, within 5 minutes of expiry, buy yes at price 0.88 or above or no at 0.12 or below, spread at or under 0.03, ETH above 1800 with 15-minute high or low above 30.

This strategy trades 15-minute ETH markets on Kalshi and checks every 10 seconds, capping positions at 50 contracts. It first applies exit rules by position size: smaller positions sell at modest profit or loss, larger ones only at bigger gains or deeper losses. Otherwise it buys 25 contracts of YES or NO when ETH spot price, momentum, short-term trend, market price, and bid-ask spread line up, with extra entries near expiry.

On Kalshi's KXETH15M market, this strategy evaluates every 10 seconds against Coinbase ETH data refreshed every 5 seconds, capped at 100 contracts with prices between 0.01 and 0.99. Rules run top to bottom, first match firing. It skips if position exceeds 100. Per-fill exits: with 20 or fewer contracts, sell all if unrealized profit exceeds 10 (price 0.10–0.90) or loss exceeds 24; with 22–32, sell all if profit exceeds 16 (price 0.10–0.90) or loss exceeds 40; with 34 or more, sell all if profit exceeds 30 or loss exceeds 80. Size-50 entries: buy yes when ETH is above VWAP and 12-EMA with 5-minute change over 0.001 and positive velocity, price 0.35–0.65, spread 0.015 or less; buy no on the mirror. Buy yes when 5-minute change exceeds 0.0015 with positive velocity, price 0.20–0.80, spread 0.015 or less; buy no on the mirror. Within 5 minutes of expiry: buy yes at price 0.40–0.60 on upward momentum above VWAP with EMA over SMA; buy no on the mirror. Also within 5 minutes: buy yes at price 0.88 or higher when 15-minute high exceeds 30 and ETH exceeds 1800; buy no at price 0.12 or lower on the mirror.

This strategy trades Kalshi's ETH 15-minute markets, checking every 10 seconds and using Coinbase ETH-USD data on price, moving averages, momentum, and spread. It can buy Yes or No contracts in size 15 under several momentum and trend conditions, and it sells the whole position when unrealized profit or loss crosses thresholds that vary with position size. Position size is capped at 30 contracts, and orders are skipped above that limit.

On Kalshi's KXETH15M market, this strategy checks conditions every 10 seconds with a 60-contract limit and 0.01–0.99 price bounds. Rules run top to bottom, first match ends the tick. Rule 1 skips if position size exceeds 60. Rules 2–4 sell all on profit: size ≤20 with profit >10 and price 0.10–0.90; size 22–32 with profit >16 and price 0.10–0.90; size ≥34 with profit >30. Rules 5–7 sell all on loss: size ≤20 below −24; size 22–32 below −40; size ≥34 below −80. Rules 8–9 buy 30 YES/NO when ETH price is above/below both its 1-hour VWAP and 12-period EMA, 5-minute change beyond ±0.001, velocity of matching sign, price 0.35–0.65, spread ≤0.015. Rules 10–11 buy 30 YES/NO on 5-minute change beyond ±0.0015 with matching velocity, price 0.20–0.80, spread ≤0.015. Rules 12–13, within 5 minutes of expiry, buy 30 YES/NO when price is 0.40–0.60, change and velocity align, price is beyond VWAP, EMA is beyond the 20-period SMA (same direction), spread ≤0.015. Rules 14–15, within 5 minutes of expiry, buy 30 YES when price ≥0.88 or NO when ≤0.12, spread ≤0.03, 15-minute high or low >30 and ETH price >1800.

On Kalshi's KXETH15M series, evaluated every 10 seconds, the strategy skips any tick where position size exceeds 60 contracts (the cap), with YES prices bounded 0.01 to 0.99 and 30 contracts per entry, plus other runtime checks. Rules run top to bottom, first match firing. Exits are per-fill tiers: with size 20 or fewer, sell all if unrealized PnL exceeds 10 (price 0.10 to 0.90) or falls below -24; with 21 to 32, sell all if PnL exceeds 16 (price 0.10 to 0.90) or falls below -40; with 33 or more, sell all if PnL exceeds 30 or falls below -80. Entries: buy YES when ETH price is above both one-hour VWAP and 12-period 1-minute EMA, 5-minute change exceeds 0.001, 1-minute velocity is positive, price is 0.35 to 0.65 and spread at most 0.015; buy NO on the mirrored conditions, with change below -0.001, and the same price and spread bounds.

This strategy trades Kalshi's 15-minute ETH markets, checking conditions every 11 seconds with a 100-contract position limit. It exits by selling everything once unrealized profit or loss crosses thresholds that scale with position size, and it enters by buying 50 contracts of YES or NO when ETH price, momentum, and spread conditions line up, including special cases near expiry.

This strategy trades Kalshi's ETH 15-minute markets, checking conditions every 10 seconds and capping positions at 100 contracts. It exits in tiers based on position size, selling all when unrealized profit exceeds 5, 8, or 15 dollars, or when losses exceed 12, 20, or 40 dollars depending on the tier. It also buys 50 contracts of YES or NO when Ethereum's price, momentum, and trend signals line up with tight spreads, including special entries near expiry.

This strategy trades Kalshi's 15-minute ETH markets, checking conditions every 10 seconds against Coinbase ETH data, with a 100-contract position cap. It buys 50 contracts of YES or NO when ETH price, momentum, and speed line up in a direction, provided the market price sits in a set band and the spread is tight. It exits everything when unrealized profit or loss crosses tiered thresholds that vary with how large the position is.

This strategy trades 15-minute ETH markets on Kalshi, checking conditions every 10 seconds with a 100-contract position cap. It buys 50 contracts of YES or NO when short-term ETH price, trend, and momentum signals line up with a tight spread and mid-range market price, with variations for early entries near expiry and extreme-price late entries. It sells the entire position when tiered profit targets are hit (about 5, 8, or 15 dollars depending on position size) or when tiered losses reach roughly 12, 20, or 40 dollars.

On Kalshi's KXETH15M series, this strategy checks every 10 seconds, caps positions at 100 contracts, and uses Coinbase ETH-USD data (price, 1-hour VWAP, 5-minute change, 12-period 1-minute EMA, 15-minute high/low, 1-minute velocity, 20-period 1-minute SMA). Rules run top to bottom, first match wins. Rule 1 skips if size exceeds 100. Rules 2–7 exit all when size is 10 or less with profit above 5 (price 0.10–0.90) or loss below -12; size 11–16 with profit above 8 (price 0.10–0.90) or loss below -20; size 17+ with profit above 15 or loss below -40. Rules 8–9 buy 50 YES/NO on price vs VWAP and EMA, 5-minute change past ±0.001, velocity sign, price 0.35–0.65, spread ≤0.015. Rules 10–11 buy 50 on 5-minute change past ±0.0015, velocity sign, price 0.20–0.80, spread ≤0.015. Rules 12–13 buy 50 with 5 minutes or less to expiry, price 0.40–0.60, 5-minute change and velocity signs, price vs VWAP, EMA vs SMA, spread ≤0.015. Rules 14–15 buy 50 near expiry at price ≥0.88 or ≤0.12, spread ≤0.03, 15-minute high/low above 30, ETH above 1800.