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What it does
Volatility clusters — and its absence snaps. After several unusually quiet hours, it buys far-from-price brackets for pennies, betting the eventual expansion is underpriced. The calm-trigger mirror of post_move_expansion.
Key parameters
behavior-shaping settings only| count | 1 |
Record (fee-inclusive, this season)
W–L
4–351
Open
0
Positions
355
Realized
$-30.10
Marked
$-30.10
Fees
$6.25
Calibration
predicted vs realized win rate, by confidence bucket| bucket 2 | 361 signals | p̂ 0.2 → 0.01 |
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.