Prediction Market Strategies & Backtests

This strategy trades Kalshi's KXZEC15M series and re-evaluates every 10 seconds, capped at 100 contracts and restricted to YES or NO prices between 0.85 and 0.99. Rules run top to bottom and the first match ends the tick: it cancels all orders when orders rest with no position (rule 1); sells the YES position if held and the YES best bid is at or below 0.50 (rule 2); sells the NO position if held and the NO best bid is at or below 0.50 (rule 3); and cancels all when time to expiry is at or below 0 seconds (rule 8). With no position and 60 seconds or less to expiry, it buys 100 YES contracts when the spread is at most 0.03, the YES ask is within price bounds, and Coinbase ZEC price exceeds its 1-hour VWAP, the 12-period 1-minute EMA exceeds the 20-period 1-minute SMA, and the 1-hour, 15-minute, 5-minute, and 1-minute changes and 1-minute velocity are all positive (rule 4); it buys 100 NO contracts under the mirror conditions with all those measures negative (rule 5). It also buys 100 YES or NO when no position exists, expiry is between 0 and 60 seconds, the spread is at most 0.01, the ask is within bounds, and 1-minute velocity is respectively positive or negative (rules 6 and 7).

This strategy trades Kalshi's KXZEC15M series, checking conditions every 10 seconds and capping positions at 100 contracts, with YES/NO ask prices limited to the 0.83–0.99 range. Rules run top to bottom and the first match ends that tick. Rule 1 cancels all resting orders when orders exist and no position is held. Rules 2 and 3 exit an existing YES or NO position respectively when that side's best bid falls to 0.50 or below. Rules 4 and 5 enter with 100 contracts only when flat, with 60 seconds or less to expiry, a spread of 0.03 or less, the ask within 0.83–0.99, and a full set of ZEC signals aligned: for YES, price above the 1-hour VWAP, the 12-period 1-minute EMA above the 20-period 1-minute SMA, and positive 1-hour, 15-minute, 5-minute changes and 1-minute velocity; for NO, all of these reversed. Rules 6 and 7 enter 100 contracts when flat, with 0 to 60 seconds to expiry, a tighter spread of 0.01 or less, the ask within 0.83–0.99, and only 1-minute velocity positive (buy YES) or negative (buy NO). Rule 8 cancels all orders once expiry is reached.

This strategy trades Kalshi's KXZEC15M series, checking conditions every 10 seconds and capping positions at 100 contracts, with YES prices restricted to 0.83–0.98. Rules run top to bottom and the first match ends that tick. Rule 1 cancels all resting orders when orders exist but position size is zero. Rules 2 and 3 sell the held YES or NO position if its best bid falls to 0.50 or below. Rules 4 and 5 enter only when flat, with 60 seconds or less to expiry, a spread of 0.03 or less, and an ask between 0.83 and 0.99: buy YES if ZEC price exceeds its 1-hour VWAP, the 12-period 1-minute EMA exceeds the 20-period 1-minute SMA, and 1-hour, 15-minute, 5-minute changes and 1-minute velocity are all positive; buy NO on the mirror-image negatives. Rules 6 and 7 enter only when flat, with 0 to 60 seconds to expiry, a spread of 0.01 or less, an ask between 0.83 and 0.99, and a positive (YES) or negative (NO) 1-minute velocity. Rule 8 cancels all orders once time to expiry reaches zero or below.

This Kalshi strategy trades the KXZEC15M series, re-checking conditions every 10 seconds with a 100-contract position limit and YES prices restricted to 0.87–0.99. Rules are evaluated top to bottom, and the first match ends that tick. Rule 1 cancels all resting orders when any order exists and no position is held. Rule 2 sells the YES position when it is above zero and the YES best bid is at or below 0.50; Rule 3 does the same for NO. Rules 4 and 5 enter a 100-contract YES or NO position only when flat, with 60 seconds or less to expiry, a spread of 0.03 or less, an ask within 0.87–0.99, and ZEC price, EMA versus SMA, 1h/15m/5m changes, and 1-minute velocity all pointing the same direction. Rules 6 and 7 allow a late 100-contract YES or NO entry when flat, within 60 seconds of expiry, at a tighter 0.01 spread, ask within 0.87–0.99, and velocity positive or negative respectively. Rule 8 cancels all orders at or past expiry.

This Kalshi strategy trades the KXZEC15M series and evaluates every 10 seconds, with a 100-contract position limit and YES prices restricted to 0.84–0.99. Rules run top to bottom and the first match ends the tick. Rule 1 cancels all resting orders when orders exist with no position. Rules 2 and 3 sell the YES or NO position when its best bid falls to 0.50 or below. Rules 4 and 5 buy 100 YES or NO contracts only when flat, within 60 seconds of expiry, spread at 0.03 or less, the ask within 0.84–0.99, and all ZEC edge conditions line up (price versus one-hour VWAP, 12-period EMA versus 20-period SMA, and 1-hour, 15-minute, 5-minute and 1-minute velocity all positive for YES, all negative for NO). Rules 6 and 7 buy 100 YES or NO when flat, between 60 and 0 seconds to expiry, spread at 0.01 or less, the ask within 0.90–0.99, and 1-minute velocity positive or negative respectively. Rule 8 cancels all orders at or past expiry.

On Kalshi's KXZEC15M series, this strategy checks every 10 seconds, caps total position at 200 contracts, and allows YES prices only between 0.84 and 0.99. Rules run top to bottom and the first match ends the tick: cancel resting orders when orders exist with no position; sell YES if held and its best bid is 0.50 or below; sell NO likewise. Flat entries: buy 30 YES within 60 seconds of expiry when spread is 0.03 or less, YES ask is 0.84-0.99, and ZEC price is above its one-hour VWAP, its 12-period one-minute EMA is above its 20-period one-minute SMA, and 1h, 15m and 5m changes and 1m velocity are all positive; buy 30 NO under the mirrored negative conditions. Reduced gates: buy 30 YES when flat, expiry is 0-60 seconds, spread is 0.01 or less, YES ask is 0.90-0.99, and velocity is positive; buy 30 NO under the mirrored negative version. At expiry, cancel all.

This strategy trades Kalshi's KXZEC15M market, checking conditions every 10 seconds against Coinbase ZEC-USD data (price, 1-hour VWAP, 12/1-minute EMA, 20/1-minute SMA, and 1h/15m/5m/1m changes and velocity) refreshed each 10 seconds, with a position limit of 10 contracts and YES/NO price bounds of 0.87 to 0.99. Rules run top to bottom, first match wins: Rule 1 cancels all resting orders when any orders exist and position is flat; Rule 2 sells the YES position if held and the YES best bid is at or below 0.50; Rule 3 sells the NO position if held and the NO best bid is at or below 0.50. Rule 4 buys 10 YES when flat, expiry is within 60 seconds, spread is at most 0.03, YES ask is between 0.87 and 0.99, and ZEC price is above 1h VWAP, EMA above SMA, and 1h, 15m, 5m changes and 1m velocity are all positive. Rule 5 mirrors this for 10 NO with the opposites. Rule 6 buys 10 YES when flat, expiry is within 60 seconds and not past, spread at most 0.01, YES ask in range, and velocity is positive; Rule 7 mirrors for NO with negative velocity. Rule 8 cancels all once expiry is reached.

This trades Kalshi's KXZEC15M series, checking conditions every 10 seconds against Coinbase ZEC-USD signals refreshed on the same cadence, with a 50-contract position cap and YES/NO prices restricted to 0.84–0.99. Rules run top to bottom and the first match ends the tick: Rule 1 cancels all resting orders when orders exist with no position; Rule 2 sells the YES position if its best bid falls to 0.50 or below, and Rule 3 does the same for NO. With no position and 60 seconds or less to expiry, Rule 4 buys 10 YES when spread is 0.03 or less, YES ask sits between 0.84 and 0.99, and ZEC price is above its 1-hour VWAP, the 12-period EMA is above the 20-period SMA, and the 1-hour, 15-minute, 5-minute and 1-minute changes are all positive; Rule 5 mirrors this for 10 NO with all comparisons reversed. Rules 6 and 7 buy 10 YES or NO near expiry when spread is 0.01 or less, the ask is between 0.90 and 0.99, time to expiry is between 0 and 60 seconds, and 1-minute velocity is positive (YES) or negative (NO). Rule 8 cancels all orders at or past expiry. Each fill is gated by its own profit/stop check only.

This Kalshi strategy trades the KXZEC15M series and evaluates every 10 seconds, with a position limit of 10 contracts and YES prices bounded between 0.87 and 0.99. Rules are checked top to bottom each tick, and the first match fires. Rule 1 cancels all resting orders when orders exist and position size is zero. Rule 2 sells the YES position if YES size is above zero and the YES best bid is at or below 0.50; Rule 3 does the same for NO at a NO best bid of 0.50 or less. Rule 4 buys 10 YES when flat, 60 seconds or less to expiry, spread at or below 0.03, YES ask between 0.87 and 0.99, and ZEC price above its 1-hour VWAP, 12-period EMA above the 20-period SMA, and 1-hour, 15-minute, 5-minute changes and 1-minute velocity all positive. Rule 5 mirrors this for 10 NO with the opposite comparisons. Rules 6 and 7 buy 10 YES or NO when flat, 60 seconds to zero seconds to expiry, spread at or below 0.01, ask between 0.87 and 0.99, and 1-minute velocity positive or negative respectively. Rule 8 cancels all at expiry. Entries are immediate or cancel.

This strategy trades Kalshi's KXZEC15M series, checking every 10 seconds with a 100-contract position limit and YES prices constrained to 0.84–0.99. Rules run top to bottom and the first match ends the tick. Rule 1 cancels all resting orders when orders exist and no position is held. Rules 2 and 3 sell the held YES or NO position when that side's best bid falls to 0.50 or below. Rules 4 and 5 enter only when flat and within 60 seconds of expiry, with spread at 0.03 or less and ask between 0.84 and 0.99, buying 3 YES contracts if ZEC price is above its 1-hour VWAP, its 12-period 1-minute EMA is above its 20-period 1-minute SMA, and its 1-hour, 15-minute, 5-minute and 1-minute changes and velocity are all positive (mirrored for 3 NO contracts when all are negative). Rules 6 and 7 buy 3 YES or NO when flat, within 0–60 seconds of expiry, spread at 0.01 or less, ask between 0.90 and 0.99, and velocity positive or negative respectively. Rule 8 cancels all orders at or past expiry.