Track record / methodology

/ calendar_arb

Typical horizon: MULTI-DAY • Season 1 — all time

What it does

Consistency arbitrage across expiries: the same threshold claim can never be MORE likely by an earlier date than a later one. When the near-expiry YES prices above the far-expiry YES by more than fees, buying far YES plus near NO pays at least $1 in every outcome — the difference is locked profit.

Key parameters

behavior-shaping settings only
exits {"stop_loss_frac":0.0,"take_profit_mult":99.0}

Record (fee-inclusive, this season)

W–L
7–218
Open
13
Positions
238
Realized
$-10.57
Marked
$-10.26
Fees
$2.55

Calibration

predicted vs realized win rate, by confidence bucket
bucket 10 223 signals p̂ 1.0 → 0.04
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.