Prediction Market Strategies & Backtests

On Kalshi's KXXRP15M market, this strategy checks every 10 seconds and holds at most 100 contracts, with prices bounded from 0.01 to 0.99. Rules run top to bottom and the first match ends that tick: if position size exceeds 100 it skips; otherwise tiered exits sell the entire position when unrealized profit passes 15, 25, 50, or 75 dollars depending on whether size is 25 or fewer, 26 to 50, 51 to 75, or 76 and up, and when unrealized loss passes -25, -50, -60, or -75 across those same size bands. Entry rules each buy 25 contracts, either YES or NO, sent immediately or canceled, when XRP's price sits above or below its one-hour average and 12-period one-minute average alongside matching 5-minute change and 1-minute velocity, or on stronger 5-minute moves, or in the final 5 minutes under tighter momentum and spread conditions.

This strategy trades Kalshi's KXXRP15M XRP market, checking conditions every 10 seconds, with a 60-contract position limit and YES prices restricted to 0.01–0.99. Rules run top to bottom and the first match ends the tick. Rule 1 skips when position size exceeds 60. Rules 2–5 sell all holdings at tiered profit thresholds: up to 15 contracts at unrealized P&L above 9 (only when price is 0.10–0.90), 18–30 contracts above 15 (price 0.10–0.90), 33–45 contracts above 30, and 48 or more above 45. Rules 6–9 sell all at tiered losses: up to 15 contracts below -15, 18–30 below -30, 33–45 below -36, and 48 or more below -45. Rules 10–13 buy 15 contracts based on XRP price versus its one-hour VWAP and 12-period EMA, with 5-minute change and 1-minute velocity direction, plus price and spread limits. Rules 14–15 buy 15 with five minutes or less to expiry when price is 0.40–0.60 and momentum and moving averages align. Rules 16–17 buy 15 late, within five minutes of expiry, at extreme prices (0.88 or above for YES, 0.12 or below for NO) when XRP's 15-minute high or low and price exceed 15.

On Kalshi's KXXRP15M series, this strategy checks every 10 seconds, with a 50-contract cap and YES prices limited to 0.01–0.99. Rules run top to bottom and the first match ends the tick. A position size over 50 skips. Per-fill exits: at 12 or fewer contracts, sell all if unrealized PnL exceeds 7.5 with price 0.10–0.90, or is below -12.5; at 13–25, sell if above 12.5 (price 0.10–0.90) or below -25; at 26–37, sell if above 25 or below -30; at 38 or more, sell if above 37.5 or below -37.5. Entries buy 12 contracts immediately-or-cancel: YES when XRP is above both its 1-hour VWAP and 12-period EMA with 5-minute change above 0.001, velocity positive, price 0.35–0.65, spread at most 0.015 (NO mirrored below); faster momentum with change beyond 0.0015 and price 0.20–0.80; within 5 minutes of expiry, mid-price 0.40–0.60 with aligned trends and EMA above SMA (NO mirrored); and near-expiry extremes at price 0.88 or higher (YES) or 0.12 or lower (NO) with spread at most 0.03 and 15-minute high or low above 15.

On Kalshi's KXXRP15M series, this strategy checks every 10 seconds, capping positions at 50 contracts with YES prices between 0.01 and 0.99. Rules run top to bottom, first match wins. Rule 1 skips when position exceeds 50. Exits: with 12 or fewer contracts, sell all if unrealized profit over 7.5 (price 0.10–0.90) or loss under -12.5; at 13–25, sell if profit over 12.5 (price 0.10–0.90) or loss under -25; at 26–37, sell if profit over 25 or loss under -30; at 38+, sell if profit over 37.5 or loss under -37.5. Entries buy 12 contracts, immediate or cancel: yes when XRP price beats both its 1-hour VWAP and 12-minute EMA, 5-minute change over 0.001, velocity positive, price 0.35–0.65, spread at most 0.015; no on the mirror conditions. Momentum entries buy 12 with 5-minute change beyond 0.0015, velocity sign matching, price 0.20–0.80, spread at most 0.015. Within 5 minutes of expiry, entries need price 0.40–0.60 with aligned change, velocity, VWAP and EMA-20 comparisons, or price 0.88+ (yes) / 0.12 or less (no) with 15-minute highs or lows above 15 and XRP above 15, spread at most 0.03.

Trades Kalshi 15-minute XRP markets, evaluated every 10 seconds, with a 20-contract cap and price bounds 0.01–0.99. Rules run top-to-bottom, first match fires. Entries buy 5 contracts of YES or NO only under their full conditions: above/below VWAP plus EMA, momentum and velocity filters at 0.1–0.65 price with spread at most 0.015; acceleration entries at 0.2–0.8; late-window entries with 5 minutes or less remaining at 0.4–0.6 (with VWAP, EMA/SMA confirmation) or 0.88/0.12 (with 15-minute high/low and price above 15). Exits sell all, tiered by position size and profit (over 3, 5, 10, 15) or loss (under 5, 10, 12, 15), with the two smallest tiers also requiring price between 0.10 and 0.90.