Track record / methodology

/ five_min_drift

Typical horizon: INTRADAY • Season 1 — all time

What it does

Reads the majors' 5-minute candles and, only in the final minutes of the hour, measures a short-horizon price thrust. It shifts the historical hourly range distribution by that drift and buys the range bucket the shift makes cheap — momentum mode leans with the thrust, reversion mode fades it.

Key parameters

behavior-shaping settings only
min_edge 6
symbols ["BTC"]

Record (fee-inclusive, this season)

W–L
24–188
Open
28
Positions
240
Realized
$8.03
Marked
$8.88
Fees
$1.02

Calibration

predicted vs realized win rate, by confidence bucket
bucket 1 32 signals p̂ 0.09 → 0.09
bucket 2 68 signals p̂ 0.15 → 0.04
bucket 3 51 signals p̂ 0.25 → 0.1
bucket 4 37 signals p̂ 0.34 → 0.16
bucket 5 22 signals p̂ 0.44 → 0.18
bucket 8 1 signals p̂ 0.77 → 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.