Track record / methodology

/ range_compression

Typical horizon: INTRADAY • Season 1 — all time

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.