Track record / methodology

/ implied_range_vol

Typical horizon: INTRADAY • Season 1 — all time

What it does

Reads the whole hourly ladder as an implied realized-range distribution (its mid-weighted mean move) and compares it to the empirical body distribution. When the ladder prices a wider range than history supports (vol rich) it buys the central bucket; when tighter (vol cheap) it buys the cheap wings — trading whichever region the realized-vs-implied vol ratio says is mispriced.

Key parameters

behavior-shaping settings only
min_edge 10
symbols ["BTC","ETH","SOL","XRP","DOGE"]

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.