Track record / methodology

/ flow_follower

Typical horizon: INTRADAY • Season 1 — all time

What it does

Watches the public trade tape on 15-minute crypto markets. When takers are overwhelmingly hitting one side over the last few minutes, it joins that side at the at-the-money strike — following the money that pays to cross the spread.

Key parameters

behavior-shaping settings only
count 1
min_contracts 40
min_imbalance 0.7
regimes ["calm","normal"]
window_s 300

Record (fee-inclusive, this season)

W–L
359–369
Open
0
Positions
728
Realized
$-4.57
Marked
$-4.57
Fees
$2.34

Calibration

predicted vs realized win rate, by confidence bucket
bucket 7 132 signals p̂ 0.69 → 0.48
bucket 8 596 signals p̂ 0.74 → 0.5
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.