Prediction Market Strategies & Backtests

On Kalshi's KXXRP15M market, this strategy checks every 10 seconds and allows up to 50 contracts, with YES prices from 0.01 to 0.99. Rules run top to bottom, first match fires. It cancels all orders when flat with open orders, and skips if position exceeds 50. Per-fill exits: with 1-12 contracts, sell all if profit above 7.5 (price between 0.10 and 0.90) or loss below -12.5; 13-25 contracts, profit above 12.5 (same price band) or loss below -25; 26-37 contracts, profit above 25 or loss below -30; 38+, profit above 37.5 or loss below -37.5. Entries of 12 contracts: buy YES when XRP price is above both 1-hour VWAP and 12-period EMA, 5-minute change above 0.001, velocity positive, market price 0.35-0.65, spread at most 0.015 (mirrored NO). Buy YES on 5-minute change above 0.0015, velocity positive, price 0.20-0.80, spread at most 0.015 (mirrored NO). Within 5 minutes of expiry: YES if price 0.40-0.60 with rising change, velocity, price above VWAP and EMA above SMA, spread at most 0.015 (mirrored NO); YES if price at least 0.88, spread at most 0.03, 15-minute high and price above 15 (mirrored NO at 0.12 or below).

On Kalshi's KXXRP15M market this strategy checks every 10 seconds, caps positions at 25 contracts with prices 0.01 to 0.99. Rules run first-match: if flat with open orders, cancel all; above 25, skip. Profit exits: size ≤6 and PnL >3.75 at price 0.10–0.90 sells all; 7–12 and >6.25 within 0.10–0.90 sells all; 13–18 and >12.5 sells all; ≥19 and >18.75 sells all. Loss exits: ≤6 and PnL <-6.25; 7–12 and <-12.5; 13–18 and <-15; ≥19 and <-18.75, each sells all. Entries of 6: buy yes when XRP above VWAP and EMA12 with 5-minute change >0.001 and velocity >0, price 0.35–0.65, spread ≤0.015; mirrored buy no below VWAP/EMA; buy yes on change >0.0015 and velocity >0 at 0.20–0.80; mirrored buy no; within 5 minutes of expiry buy yes at 0.40–0.60 when XRP change >0, velocity >0, price above VWAP and EMA12 above SMA20; mirrored buy no; within 5 minutes buy yes at ≥0.88, spread ≤0.03, XRP 15-minute high and price both above 15; buy no at ≤0.12 with low and price above 15.

This Kalshi strategy trades the KXXRP15M series and evaluates every 10 seconds, with a position limit of 25 contracts and a price range of 0.01 to 0.99. Rules run top to bottom and the first match ends the tick. Rule 1 cancels all orders when position size is zero and open orders exist; Rule 2 skips when position size exceeds 25. Rules 3 through 6 sell everything at tiered profit thresholds: size up to 6 with unrealized profit above 3.75 (and price between 0.10 and 0.90), size 7 to 12 above 6.25 (price 0.10 to 0.90), size 13 to 18 above 12.5, and size 19 or more above 18.75. Rules 7 through 10 sell everything at tiered stop levels: size up to 6 below -6.25, size 7 to 12 below -12.5, size 13 to 18 below -15, and size 19 or more below -18.75. Rules 11 through 14 buy 6 contracts of YES or NO on XRP price versus VWAP, EMA, 5-minute change and 1-minute velocity, with price and spread bands. Rules 15 and 16 buy 6 on similar signals within 5 minutes of expiry; Rules 17 and 18 buy 6 near expiry at price 0.88 or higher (YES) or 0.12 or lower (NO) with wider spread. Entries are immediate or cancel.