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What it does
After a move of two-plus daily standard deviations in 24 hours, markets price further continuation generously. Buys NO on the strikes that extrapolate the move — classic mean reversion expressed through the daily ladder.
Key parameters
behavior-shaping settings only| count | 1 |
| min_edge | 10 |
Record (fee-inclusive, this season)
W–L
5–1
Open
0
Positions
6
Realized
$1.29
Marked
$1.29
Fees
$0.10
Calibration
predicted vs realized win rate, by confidence bucket| bucket 8 | 3 signals | p̂ 0.78 → 1.0 |
| bucket 10 | 3 signals | p̂ 0.92 → 0.67 |
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.