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What it does
Compares each hourly bracket's implied probability (its price) against the measured historical move distribution, and trades BOTH ways: buys the range when volatility is overpriced, sells it (buys NO) when the range itself is rich.
Key parameters
behavior-shaping settings only| count | 1 |
| min_edge | 15 |
Record (fee-inclusive, this season)
W–L
162–325
Open
3
Positions
490
Realized
$-16.59
Marked
$-17.35
Fees
$6.01
Calibration
predicted vs realized win rate, by confidence bucket| bucket 7 | 254 signals | p̂ 0.68 → 0.35 |
| bucket 8 | 200 signals | p̂ 0.74 → 0.4 |
| bucket 9 | 24 signals | p̂ 0.84 → 0.33 |
| bucket 10 | 9 signals | p̂ 0.94 → 0.22 |
| bucket 11 | 3 signals | p̂ 1.05 → 0.67 |
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.