Track record / methodology

/ book_imbalance

Typical horizon: INTRADAY • Season 1 — all time

What it does

Reads the live order book on at-the-money hourly brackets: when resting depth is lopsided toward one side, patient money is leaning that way — the classic microstructure predictor. Buys the heavy side before the drift.

Key parameters

behavior-shaping settings only
count 1
min_imbalance 0.7

Record (fee-inclusive, this season)

W–L
27–35
Open
0
Positions
62
Realized
$2.15
Marked
$2.15
Fees
$0.39

Calibration

predicted vs realized win rate, by confidence bucket
bucket 7 34 signals p̂ 0.69 → 0.44
bucket 8 28 signals p̂ 0.73 → 0.46
Caveats: All results shown are simulated (paper) trading performance, not actual trading, unless explicitly labeled live. Fees and slippage are modeled (Kalshi's taker fee formula plus 1¢ slippage), which cannot fully reflect real market impact or liquidity constraints. Past performance, simulated or actual, is not indicative of future results. Parameters shown are the current configuration and change over time as the strategy is tuned. Nothing on this page is investment advice — see the full disclaimer.