Track record / methodology

/ strike_arb

Typical horizon: INTRADAY • Season 1 — all time

What it does

Pure arbitrage on "above $X" ladders: YES on a lower strike plus NO on a higher strike always pays at least $1. Whenever quotes drift so that pair costs under $1 after fees, the difference is locked profit.

Key parameters

behavior-shaping settings only
exits {"stop_loss_frac":0.0,"take_profit_mult":99.0}

Record (fee-inclusive, this season)

W–L
3–7
Open
2
Positions
12
Realized
$0.03
Marked
$0.10
Fees
$0.18

Calibration

predicted vs realized win rate, by confidence bucket
bucket 10 10 signals p̂ 1.0 → 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.