/ daily_ladder_vol

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

What it does

Realized-vs-implied vol on the daily crypto "greater" ladders (KXBTCD, KXETHD, …). Prices each ≥K strike from the directly-measured multi-hour move distribution — thousands of overlapping windows from ~1yr of hourly candles, no sqrt-time extrapolation — and buys YES on strikes the ladder underrates, NO on ones it overrates, on an adequately powered sample. An optional term-structure gate compares the daily ladder's implied vol to the hourly ladder's, trading only the mispriced horizon. Point-in-time; deep-replay flips profitable once the empirical-vs-implied gate is 15c+.

Key parameters

behavior-shaping settings only

count	1
min_edge	15

No positions recorded for this strategy in the current season yet.

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.