/ spread_harvester

Typical horizon: INTRADAY • Season 1 — all time

What it does

Earns the spread instead of paying it: on wide-spread hourly brackets whose measured probability sits well above the bid, it rests a maker order at the bid and waits. It only gets filled by impatient sellers crossing down — entering below fair value with zero taker fee.

Key parameters

behavior-shaping settings only

count	1
min_spread	6
urgency	slow

Record (fee-inclusive, this season)

W–L

102–205

Open

Positions

307

Realized

$-24.58

Marked

$-24.58

Fees

$4.27

Calibration

predicted vs realized win rate, by confidence bucket

bucket 2	43 signals	p̂ 0.16 → 0.02
bucket 3	25 signals	p̂ 0.24 → 0.16
bucket 4	32 signals	p̂ 0.34 → 0.22
bucket 5	26 signals	p̂ 0.46 → 0.46
bucket 6	44 signals	p̂ 0.56 → 0.27
bucket 7	50 signals	p̂ 0.65 → 0.36
bucket 8	40 signals	p̂ 0.76 → 0.45
bucket 9	39 signals	p̂ 0.85 → 0.72
bucket 10	15 signals	p̂ 0.94 → 0.73

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.