/ realized_range_reversion

Typical horizon: INTRADAY • Season 1 — all time

What it does

The mean-reversion mirror of post_move_expansion: after an unusually large hourly move, realized range tends to contract, so the central bucket the price sits in is likelier than the fearful market prices it. In a post-big-move hour it buys the cheap ATM/central range buckets whose post-move-conditioned probability beats the ask.

Key parameters

behavior-shaping settings only

min_edge	8
symbols	["BTC","ETH","XRP","DOGE"]

Record (fee-inclusive, this season)

W–L

5–8

Open

Positions

Realized

$2.01

Marked

$2.32

Fees

$0.09

Calibration

predicted vs realized win rate, by confidence bucket

bucket 2	2 signals	p̂ 0.16 → 0.0
bucket 3	6 signals	p̂ 0.25 → 0.33
bucket 4	1 signals	p̂ 0.35 → 0.0
bucket 5	1 signals	p̂ 0.44 → 1.0
bucket 6	1 signals	p̂ 0.51 → 1.0
bucket 7	2 signals	p̂ 0.65 → 0.5

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.