/ crypto_seasonality

Typical horizon: INTRADAY • Season 1 — all time

What it does

Positions on crypto's calendar rhythm from a year of hourly candles: UTC hours 10-12 and weekends are reliably calmer than average, 13-17 UTC (especially the 14-15 US data/open block) and weekdays reliably wilder. In a calm day-of-week x hour window it buys the near-spot bucket as a favorite; in an active window it buys cheap outer buckets, betting the wider realized range is underpriced.

Key parameters

behavior-shaping settings only

count	1
min_edge	10
symbols	["BTC","ETH","SOL","XRP","DOGE"]

Record (fee-inclusive, this season)

W–L

22–36

Open

Positions

Realized

$3.98

Marked

$4.48

Fees

$0.76

Calibration

predicted vs realized win rate, by confidence bucket

bucket 2	3 signals	p̂ 0.16 → 0.0
bucket 3	2 signals	p̂ 0.27 → 0.0
bucket 4	15 signals	p̂ 0.36 → 0.27
bucket 5	19 signals	p̂ 0.44 → 0.37
bucket 6	13 signals	p̂ 0.53 → 0.54
bucket 7	3 signals	p̂ 0.63 → 0.67
bucket 8	1 signals	p̂ 0.76 → 1.0
bucket 9	1 signals	p̂ 0.89 → 1.0
bucket 10	1 signals	p̂ 0.92 → 1.0

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.