/ candle_prob_mispricing

Typical horizon: INTRADAY • Season 1 — all time

What it does

The direct trade of the candle-probability analytics: for every open hourly range bucket it asks the historical hourly-body distribution how often price actually settles inside that bucket (point-in-time, conditioned on the settlement hour), and buys YES wherever that empirical probability beats the bucket's ask by enough to clear fees. The general, engine-driven scanner the specialised candle strategies (sniper, reversion, expansion) are refinements of.

Key parameters

behavior-shaping settings only

count	1
min_edge	8
symbols	["BTC","ETH","SOL","XRP","DOGE"]

Live trading began 2026-08-30; paper record retained above. This strategy has not traded real money; its record below is paper (simulated).

Record (fee-inclusive, this season)

W–L

136–676

Open

Positions

812

Realized

$-22.97

Marked

$-22.97

Fees

$7.49

Calibration

predicted vs realized win rate, by confidence bucket

bucket 1	1 signals	p̂ 0.1 → 0.0
bucket 2	249 signals	p̂ 0.16 → 0.05
bucket 3	286 signals	p̂ 0.24 → 0.11
bucket 4	138 signals	p̂ 0.34 → 0.22
bucket 5	56 signals	p̂ 0.44 → 0.34
bucket 6	21 signals	p̂ 0.55 → 0.29
bucket 7	19 signals	p̂ 0.65 → 0.53
bucket 8	29 signals	p̂ 0.75 → 0.55
bucket 9	13 signals	p̂ 0.83 → 0.62
bucket 10	2 signals	p̂ 0.91 → 0.5

Data quality policy

Every known gap in the market data behind these figures is disclosed publicly, with the dates, what was missing, which figures it may have affected and which it did not. Position and P&L records are never rewritten to paper over a gap; model-derived figures are recomputed once the input is restored, and gaps that cannot be recovered stay marked as such. The full list is on the track record under data quality notes.

This strategy trades off the public tape. 2026-08-30 → 2026-08-30: Live trading began 2026-08-30 (live) — it saw little or no flow in that window, so its signal count and record for those days reflect missing input, not a decision to sit out.

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.