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What it does
After an unusually large hourly move, volatility tends to stay elevated. Buys cheap outer brackets right after a big move, betting the market underprices a follow-through.
Key parameters
behavior-shaping settings only| count | 1 |
| max_price | 25 |
| min_edge | 8 |
Record (fee-inclusive, this season)
W–L
9–241
Open
0
Positions
250
Realized
$-24.77
Marked
$-24.77
Fees
$4.55
Calibration
predicted vs realized win rate, by confidence bucket| bucket 1 | 10 signals | p̂ 0.09 → 0.0 |
| bucket 2 | 170 signals | p̂ 0.15 → 0.01 |
| bucket 3 | 54 signals | p̂ 0.24 → 0.09 |
| bucket 4 | 23 signals | p̂ 0.34 → 0.04 |
| bucket 5 | 1 signals | p̂ 0.4 → 0.0 |
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.