Prediction Market Strategies & Backtests

This Kalshi strategy trades the 15-minute SOL market and evaluates every 10 seconds, with a maximum position of 500 contracts and prices bounded between 0.01 and 0.99. Rules are checked top to bottom and the first match ends that tick: if position size is at least 500 it skips. Exit rules then sell the entire position based on position size and unrealized profit or loss tiers: at 100 contracts or fewer it exits on profit above 12 or loss below -12 (profit only when price is between 0.10 and 0.90); between 101 and 300 contracts it exits on profit above 18 or loss below -18 (profit again price-bounded); at 301 or more it exits on profit above 50 or loss below -50. Entry rules require position size at 250 or fewer and buy 100 contracts each: buy YES when the SOL price is at or above its 15-minute high with market price between 0.35 and 0.65 and spread at or under 0.01, buy NO when SOL is at or below its 15-minute low under the same price and spread conditions, and near expiry (5 minutes or less) buy YES at price 0.88 or higher or buy NO at 0.12 or lower when SOL is at its high or low respectively with velocity confirming direction and spread at or under 0.03.

On Kalshi's 15-minute SOL series, this strategy checks every 10 seconds, using SOL-USD data (price, high and low over 15 minutes, one-minute velocity) refreshed every 5 seconds. Rules run top to bottom and the first match acts. At 500 contracts it skips. Profit exits are per-fill: at 100 or fewer contracts, sell all if unrealized profit exceeds 12 and price is between 0.10 and 0.90; at 101 to 300 contracts, sell all if profit exceeds 18 with the same price band; at 301 or more, sell all if profit exceeds 50. Loss exits mirror this: sell all at a loss beyond 12 (100 or fewer), 18 (101 to 300), or 50 (301 or more). Entries require 250 or fewer contracts and buy 250: buy yes when SOL price is at or above its 15-minute high, market price is 0.35 to 0.65, and spread is 0.015 or less; buy no when SOL is at or below its 15-minute low under the same price and spread limits. With 5 minutes or less to expiry, buy 250 yes if price is at least 0.88, spread is 0.03 or less, SOL is at or above its 15-minute high, and one-minute velocity is positive; buy 250 no if price is 0.12 or less, spread is 0.03 or less, SOL is at or below its 15-minute low, and velocity is negative.

This strategy trades Kalshi's KXSOL15M series, checking conditions every 10 seconds against a SOL-USD price feed, with a 500-contract position cap and accepted YES prices between 0.01 and 0.99. Rules run top to bottom and the first match ends the tick. Rule 1 skips when position size is 500 or more. Rules 2 through 7 are size-tiered exits: with 100 contracts or fewer, sell all if unrealized profit exceeds 12 (only while price is between 0.10 and 0.90) or loss exceeds 12; with 101 to 300 contracts, sell all if profit exceeds 18 (same price band) or loss exceeds 18; with 301 or more, sell all if profit exceeds 50 or loss exceeds 50. Rules 8 and 9 buy 250 contracts (YES or NO) when size is 250 or less, SOL price is at or above its 15-minute high or at or below its low, the market price sits between 0.35 and 0.65, and spread is 0.015 or less. Rules 10 and 11 buy 250 YES or NO within 5 minutes of expiry when price is at least 0.88 or at most 0.12, spread is 0.03 or less, SOL is at its 15-minute high or low, and 1-minute velocity is positive or negative respectively.