/ daily_ladder_edge

Typical horizon: INTRADAY • Season 1 — all time

What it does

Prices daily "close above $X" crypto markets from the historical distribution of daily moves, and buys either side when the market's price is far from that estimate with hours still to go.

Key parameters

behavior-shaping settings only

count	1
min_edge	15

Record (fee-inclusive, this season)

W–L

54–62

Open

Positions

121

Realized

$-18.63

Marked

$-16.54

Fees

$7.38

Calibration

predicted vs realized win rate, by confidence bucket

bucket 3	3 signals	p̂ 0.25 → 0.67
bucket 4	2 signals	p̂ 0.34 → 0.0
bucket 5	2 signals	p̂ 0.43 → 0.5
bucket 6	5 signals	p̂ 0.54 → 0.4
bucket 7	6 signals	p̂ 0.66 → 0.33
bucket 8	24 signals	p̂ 0.76 → 0.58
bucket 9	56 signals	p̂ 0.86 → 0.55
bucket 10	29 signals	p̂ 0.95 → 0.79

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.