Prediction Market Strategies & Backtests

This Kalshi strategy trades the most liquid KXHYPE15M market, re-evaluating every 10 seconds. It tracks Coinbase HYPE-USD price plus its one-hour VWAP, five-minute change, and one-minute velocity, and computes a signed distance between spot and the strike. Rules run top to bottom, first match ends the tick. Rule 1 sells YES when a YES position exists and spot sits below strike. Rule 2 sells NO when a NO position exists and spot sits above strike. Rule 3 buys 50 YES (immediate-or-cancel) only with no position and no orders, positive HYPE price, expiry within 5 minutes or less, spot at least 0.40 above strike, price above VWAP, positive five-minute change, non-negative velocity, YES ask between 0.45 and 0.99, and spread at most 0.02. Rule 4 mirrors this for 50 NO with spot at least 0.40 below strike, price below VWAP, negative change, non-positive velocity, and NO ask between 0.45 and 0.99. Position limit is 50 contracts, one position, one entry per market, prices bounded 0.05 to 0.95, and a $250 max loss halts and liquidates only this strategy's attributed Kalshi inventory.

This Kalshi strategy trades the most liquid KXHYPE15M market, checking conditions every 10 seconds against Coinbase HYPE-USD price data. Rules are evaluated top to bottom and the first match ends that tick. Rule 1 sells held YES positions when the spot-versus-strike distance is negative; Rule 2 sells held NO positions when that distance is positive. Rule 3 buys 50 YES contracts only when flat with no working orders, HYPE price is above zero, five minutes or less remain to expiry, spot sits at least 0.35 above strike, HYPE price exceeds its one-hour VWAP, the five-minute change is positive, one-minute velocity is non-negative, the YES ask is between 0.45 and 0.99, and the spread is 0.02 or less. Rule 4 mirrors this for 50 NO contracts: spot at least 0.35 below strike, price under VWAP, negative five-minute change, non-positive velocity, NO ask 0.45 to 0.99, spread 0.02 or less. Entries are immediate-or-cancel, capped at one entry per market, with a 50-contract position limit, a 0.05 to 0.95 price band, and one portfolio position. A $250 maximum loss can halt and liquidate only this strategy's attributed Kalshi inventory.

This strategy trades Kalshi's KXHYPE15M market, choosing the most liquid contract, and re-evaluates every 10 seconds. Rules run top to bottom, and only the first match fires each tick. Rule 1 sells YES when a YES position is held and the HYPE spot price sits below the strike. Rule 2 sells NO when a NO position is held and spot sits above the strike. Otherwise, with no position and no open orders, it may enter: Rule 3 buys YES at size 50 when spot is at least 0.50 above the strike, HYPE price is positive and above its one-hour VWAP, the five-minute change is positive, the one-minute velocity is non-negative, at most five minutes remain, the YES ask is between 0.45 and 0.99, and the spread is 0.02 or tighter. Rule 4 mirrors this for NO, requiring spot at least 0.50 below the strike, price below VWAP, negative five-minute change, non-positive velocity, and a NO ask between 0.45 and 0.99 with spread at most 0.02. Entry orders are immediate-or-cancel and capped at one entry per market; position size is limited to 50 contracts, with YES prices bounded between 0.05 and 0.95. A $250 maximum loss can halt and liquidate only this strategy's attributed Kalshi inventory.