/ Weekly Report

# KalshiTrader Weekly Report — 2026-11-02

**All figures are simulated (paper) trading, fees and slippage included,
unless explicitly labeled live. Not investment advice.**

## Headline

- Net PnL (marked): **$1026.67**
- Fees modeled: $271.43
- Risk: Sharpe 7.63 · Sortino 8.31 · max drawdown $281.46 (625h) · 1642h tracked

## Per Strategy

| Strategy | W–L | Open | Realized | Net (marked) | Fees |
|---|---|---|---|---|---|
| daily_bell | 972–469 | 0 | $815.67 | $815.67 | $22.62 |
| momentum_fifteen | 3955–5012 | 0 | $438.87 | $438.87 | $44.04 |
| range_fade | 1050–836 | 0 | $44.77 | $44.77 | $22.04 |
| pair_divergence | 561–814 | 0 | $33.41 | $33.41 | $4.58 |
| box_arb | 1414–1988 | 0 | $32.95 | $32.95 | $59.29 |
| cross_lead_follow | 206–144 | 0 | $24.62 | $24.62 | $1.73 |
| flow_follower | 724–787 | 0 | $15.28 | $15.28 | $4.74 |
| book_imbalance | 205–268 | 0 | $10.93 | $10.93 | $3.25 |
| calibration_consensus | 24–29 | 0 | $3.77 | $3.77 | $0.26 |
| whale_follow | 18–23 | 2 | $3.20 | $2.94 | $0.77 |
| venue_brier_divergence | 85–89 | 0 | $2.04 | $2.04 | $0.44 |
| realized_range_reversion | 16–53 | 0 | $1.88 | $1.88 | $0.65 |
| overshoot_fade | 7–2 | 0 | $1.70 | $1.70 | $0.18 |
| microprice_skew_maker | 15–45 | 0 | $1.17 | $1.17 | $0.13 |
| venue_maker | 3–0 | 0 | $0.77 | $0.77 | $0.02 |
| post_print_favorite | 4–0 | 0 | $0.54 | $0.54 | $0.05 |
| longshot_fade | 37–1 | 0 | $0.18 | $0.18 | $0.33 |
| strike_arb | 4–8 | 0 | $0.10 | $0.10 | $0.18 |
| event_vol_crush | 1–2 | 0 | $0.06 | $0.06 | $0.06 |
| macro_release | 0–0 | 1 | $0.00 | $-0.03 | $0.02 |
| alt_follower | 37–41 | 0 | $-0.62 | $-0.62 | $0.38 |
| weather_rain | 57–221 | 0 | $-0.90 | $-0.90 | $5.64 |
| fed_structure | 0–4 | 0 | $-1.01 | $-1.01 | $0.08 |
| cross_venue_lag | 38–41 | 1 | $-0.97 | $-1.10 | $0.84 |
| tape_surge | 21–47 | 4 | $-1.30 | $-1.40 | $1.35 |
| ensemble_meta | 0–7 | 0 | $-1.48 | $-1.48 | $0.03 |
| group_arb | 1–4 | 3 | $-2.07 | $-2.23 | $0.18 |
| crypto_seasonality | 95–232 | 0 | $-3.11 | $-3.11 | $3.31 |
| daily_ladder_vol | 37–88 | 0 | $-3.23 | $-3.23 | $2.93 |
| canary | 6–34 | 0 | $-3.78 | $-3.78 | $0.74 |
| ladder_arb | 0–30 | 0 | $-4.09 | $-4.09 | $0.61 |
| new_market_scanner | 7–44 | 0 | $-4.52 | $-4.52 | $1.27 |
| crypto_threshold | 1–26 | 3 | $-7.35 | $-7.46 | $1.48 |
| maker_quoter | 23–63 | 2 | $-8.02 | $-7.96 | $1.23 |
| five_min_drift | 90–976 | 0 | $-8.97 | $-8.97 | $5.09 |
| favorite_backer | 27–15 | 0 | $-9.98 | $-9.98 | $0.71 |
| calendar_arb | 7–229 | 2 | $-11.60 | $-11.61 | $2.55 |
| conditional_probability | 340–1204 | 0 | $-13.61 | $-13.61 | $14.06 |
| daily_ladder_edge | 59–62 | 0 | $-16.44 | $-16.44 | $7.38 |
| implied_range_vol | 149–543 | 0 | $-19.45 | $-19.45 | $6.45 |
| vol_richcheap | 190–381 | 0 | $-20.93 | $-20.93 | $6.77 |
| model_maverick | 74–372 | 0 | $-21.65 | $-21.65 | $0.66 |
| neighbor_no | 182–144 | 0 | $-22.01 | $-22.01 | $3.71 |
| candle_prob_mispricing | 136–676 | 0 | $-22.97 | $-22.97 | $7.49 |
| spread_harvester | 102–205 | 0 | $-24.58 | $-24.58 | $4.27 |
| post_move_expansion | 9–241 | 0 | $-24.77 | $-24.77 | $4.55 |
| closing_bell | 53–117 | 0 | $-29.42 | $-29.42 | $2.98 |
| range_compression | 4–351 | 0 | $-30.10 | $-30.10 | $6.25 |
| weather_edge | 33–178 | 0 | $-37.39 | $-37.39 | $6.47 |
| hourly_range_sniper | 61–194 | 0 | $-48.18 | $-48.18 | $6.59 |

## Calibration Watch

- range_compression: worst bucket predicts 20% vs realized 1% (-19pp, n=361)
- venue_brier_divergence: worst bucket predicts 53% vs realized 21% (-31pp, n=14)
- daily_ladder_edge: worst bucket predicts 86% vs realized 57% (-29pp, n=58)
- new_market_scanner: worst bucket predicts 20% vs realized 14% (-6pp, n=44)
- weather_rain: worst bucket predicts 75% vs realized 42% (-33pp, n=19)
- post_move_expansion: worst bucket predicts 34% vs realized 4% (-29pp, n=23)
- spread_harvester: worst bucket predicts 76% vs realized 45% (-31pp, n=40)
- cross_venue_lag: worst bucket predicts 74% vs realized 46% (-28pp, n=41)
- neighbor_no: worst bucket predicts 97% vs realized 56% (-41pp, n=317)
- calibration_consensus: worst bucket predicts 36% vs realized 17% (-19pp, n=18)
- closing_bell: worst bucket predicts 87% vs realized 19% (-68pp, n=119)
- cross_lead_follow: worst bucket predicts 88% vs realized 65% (-23pp, n=128)
- momentum_fifteen: worst bucket predicts 52% vs realized 38% (-14pp, n=3399)
- whale_follow: worst bucket predicts 60% vs realized 45% (-15pp, n=40)
- pair_divergence: worst bucket predicts 63% vs realized 40% (-23pp, n=1171)
- realized_range_reversion: worst bucket predicts 34% vs realized 15% (-19pp, n=13)
- maker_quoter: worst bucket predicts 50% vs realized 27% (-23pp, n=527)
- calendar_arb: worst bucket predicts 100% vs realized 5% (-95pp, n=239)
- implied_range_vol: worst bucket predicts 64% vs realized 41% (-22pp, n=17)
- vol_richcheap: worst bucket predicts 84% vs realized 30% (-54pp, n=30)
- conditional_probability: worst bucket predicts 94% vs realized 76% (-18pp, n=17)
- longshot_fade: worst bucket predicts 93% vs realized 98% (+4pp, n=41)
- book_imbalance: worst bucket predicts 73% vs realized 46% (-27pp, n=270)
- weather_edge: worst bucket predicts 96% vs realized 18% (-78pp, n=11)
- crypto_seasonality: worst bucket predicts 85% vs realized 62% (-24pp, n=13)
- microprice_skew_maker: worst bucket predicts 26% vs realized 19% (-7pp, n=59)
- range_fade: worst bucket predicts 113% vs realized 70% (-43pp, n=20)
- five_min_drift: worst bucket predicts 44% vs realized 19% (-24pp, n=72)
- hourly_range_sniper: worst bucket predicts 93% vs realized 60% (-33pp, n=15)
- strike_arb: worst bucket predicts 100% vs realized 50% (-50pp, n=12)
- canary: worst bucket predicts 50% vs realized 18% (-33pp, n=40)
- model_maverick: worst bucket predicts 52% vs realized 16% (-36pp, n=254)
- box_arb: worst bucket predicts 100% vs realized 42% (-58pp, n=3407)
- alt_follower: worst bucket predicts 74% vs realized 43% (-31pp, n=14)
- candle_prob_mispricing: worst bucket predicts 55% vs realized 29% (-27pp, n=21)
- daily_ladder_vol: worst bucket predicts 33% vs realized 11% (-22pp, n=18)
- ladder_arb: worst bucket predicts 100% vs realized 7% (-93pp, n=30)
- flow_follower: worst bucket predicts 74% vs realized 48% (-26pp, n=929)
- daily_bell: worst bucket predicts 95% vs realized 55% (-40pp, n=1450)
- favorite_backer: worst bucket predicts 93% vs realized 68% (-25pp, n=19)
- tape_surge: worst bucket predicts 70% vs realized 30% (-39pp, n=66)

## Config Changes This Week (audited)

- `gemini:/v1/prediction-markets/orders/active` active_orders by system:gemini_exec
- `gemini:/v1/prediction-markets/orders/active` active_orders by system:gemini_exec
- `gemini:/v1/prediction-markets/positions` positions by system:gemini_exec
- `gemini:/v1/prediction-markets/positions` positions by system:gemini_exec
- `gemini:/v1/prediction-markets/orders/active` active_orders by system:gemini_exec
- `gemini:/v1/prediction-markets/orders/active` active_orders by system:gemini_exec
- `gemini:/v1/prediction-markets/orders/active` active_orders by system:gemini_exec
- `gemini:/v1/prediction-markets/positions` positions by system:gemini_exec
- `gemini:/v1/prediction-markets/positions` positions by system:gemini_exec
- `gemini:/v1/prediction-markets/orders/active` active_orders by system:gemini_exec
- `gemini:/v1/prediction-markets/orders/active` active_orders by system:gemini_exec
- `gemini:/v1/prediction-markets/positions` positions by system:gemini_exec
- `gemini:/v1/prediction-markets/orders/active` active_orders by system:gemini_exec
- `gemini:/v1/prediction-markets/orders/active` active_orders by system:gemini_exec
- `gemini:/v1/prediction-markets/positions` positions by system:gemini_exec
- `gemini:/v1/prediction-markets/orders/active` active_orders by system:gemini_exec
- `gemini:/v1/prediction-markets/positions` positions by system:gemini_exec
- `gemini:/v1/prediction-markets/orders/active` active_orders by system:gemini_exec
- `gemini:/v1/prediction-markets/positions` positions by system:gemini_exec
- `gemini:/v1/prediction-markets/orders/active` active_orders by system:gemini_exec
- `gemini:/v1/prediction-markets/orders/active` active_orders by system:gemini_exec
- `gemini:/v1/prediction-markets/orders/active` active_orders by system:gemini_exec
- `gemini:/v1/prediction-markets/positions` positions by system:gemini_exec
- `gemini:/v1/prediction-markets/positions` positions by system:gemini_exec
- `gemini:/v1/prediction-markets/orders/active` active_orders by system:gemini_exec
- `gemini:/v1/prediction-markets/orders/active` active_orders by system:gemini_exec
- `gemini:/v1/prediction-markets/orders/active` active_orders by system:gemini_exec
- `gemini:/v1/prediction-markets/positions` positions by system:gemini_exec
- `gemini:/v1/prediction-markets/positions` positions by system:gemini_exec
- `gemini:/v1/prediction-markets/orders/active` active_orders by system:gemini_exec
- `gemini:/v1/prediction-markets/orders/active` active_orders by system:gemini_exec
- `gemini:/v1/prediction-markets/orders/active` active_orders by system:gemini_exec
- `gemini:/v1/prediction-markets/positions` positions by system:gemini_exec
- `gemini:/v1/prediction-markets/positions` positions by system:gemini_exec
- `gemini:/v1/prediction-markets/orders/active` active_orders by system:gemini_exec
- `gemini:/v1/prediction-markets/orders/active` active_orders by system:gemini_exec
- `gemini:/v1/prediction-markets/orders/active` active_orders by system:gemini_exec
- `gemini:/v1/prediction-markets/positions` positions by system:gemini_exec
- `gemini:/v1/prediction-markets/positions` positions by system:gemini_exec
- `gemini:/v1/prediction-markets/orders/active` active_orders by system:gemini_exec
- `gemini:/v1/prediction-markets/orders/active` active_orders by system:gemini_exec
- `gemini:/v1/prediction-markets/orders/active` active_orders by system:gemini_exec
- `gemini:/v1/prediction-markets/positions` positions by system:gemini_exec
- `gemini:/v1/prediction-markets/positions` positions by system:gemini_exec
- `gemini:/v1/prediction-markets/orders/active` active_orders by system:gemini_exec
- `gemini:/v1/prediction-markets/orders/active` active_orders by system:gemini_exec
- `gemini:/v1/prediction-markets/orders/active` active_orders by system:gemini_exec
- `gemini:/v1/prediction-markets/positions` positions by system:gemini_exec
- `gemini:/v1/prediction-markets/positions` positions by system:gemini_exec
- `gemini:/v1/prediction-markets/orders/active` active_orders by system:gemini_exec

## Arb desk

- census auto/gemini: ~5 windows/wk ≈ $0.0/wk (mixed, as of 2026-11-02)
- census auto/polymarket: ~85 windows/wk ≈ $4.5/wk (mixed, as of 2026-11-02)
- census deterministic/cboe: ~2830 windows/wk ≈ $20161.16/wk (mixed, as of 2026-11-02)
- census deterministic/forecastex: ~479 windows/wk ≈ $488.0/wk (mixed, as of 2026-11-02)
- census deterministic/gemini: ~3134 windows/wk ≈ $12472.58/wk (mixed, as of 2026-11-02)
- verdict auto/gemini: **ACCUMULATING**
- verdict auto/polymarket: **ACCUMULATING**
- verdict deterministic/forecastex: **ACCUMULATING**
- verdict deterministic/gemini: **NO_GO**
- executions (7d): shadow/filled_both ×3375, shadow/missed ×2397 — shadow net $5238.88 (modeled)

## Executor scorecard

- shadow (7d): 5772 qualifying windows, modeled net $5238.88
- real executor: no live overlap yet — shadow counterfactual only
- policy verdict (14d, n=6975): **DOUBLE_TAKER** — km mean 165.84c vs dt mean 156.84c (5.7%), maker fill rate 64%

## Portfolio quality

- pending recommendations: allocation_rebalance ×18, confidence_recalibration ×9, retire_watch ×2, seasonality ×2 — resolve on /strategies
- promotion-eligible: momentum_fifteen, range_fade, pair_divergence, box_arb, cross_lead_follow, flow_follower, book_imbalance, calibration_consensus, whale_follow, venue_brier_divergence, realized_range_reversion, microprice_skew_maker
- cull candidates: hourly_range_sniper, weather_edge, range_compression, closing_bell, post_move_expansion, spread_harvester, candle_prob_mispricing, neighbor_no, model_maverick, vol_richcheap, implied_range_vol, daily_ladder_edge, conditional_probability, calendar_arb, favorite_backer, five_min_drift, maker_quoter, strike_arb
- calibration warning range_compression: predicts 20% vs realized 1% (gap -19pp, n=361)
- calibration warning venue_brier_divergence: predicts 53% vs realized 21% (gap -31pp, n=14)
- calibration warning daily_ladder_edge: predicts 86% vs realized 57% (gap -29pp, n=58)
- calibration warning weather_rain: predicts 75% vs realized 42% (gap -33pp, n=19)
- calibration warning post_move_expansion: predicts 34% vs realized 4% (gap -29pp, n=23)
- calibration warning spread_harvester: predicts 76% vs realized 45% (gap -31pp, n=40)
- calibration warning cross_venue_lag: predicts 74% vs realized 46% (gap -28pp, n=41)
- calibration warning neighbor_no: predicts 97% vs realized 56% (gap -41pp, n=317)
- calibration warning calibration_consensus: predicts 36% vs realized 17% (gap -19pp, n=18)
- calibration warning closing_bell: predicts 87% vs realized 19% (gap -68pp, n=119)
- calibration warning cross_lead_follow: predicts 88% vs realized 65% (gap -23pp, n=128)
- calibration warning momentum_fifteen: predicts 52% vs realized 38% (gap -14pp, n=3399)
- calibration warning whale_follow: predicts 60% vs realized 45% (gap -15pp, n=40)
- calibration warning pair_divergence: predicts 63% vs realized 40% (gap -23pp, n=1171)
- calibration warning realized_range_reversion: predicts 34% vs realized 15% (gap -19pp, n=13)
- calibration warning maker_quoter: predicts 50% vs realized 27% (gap -23pp, n=527)
- calibration warning calendar_arb: predicts 100% vs realized 5% (gap -95pp, n=239)
- calibration warning implied_range_vol: predicts 64% vs realized 41% (gap -22pp, n=17)
- calibration warning vol_richcheap: predicts 84% vs realized 30% (gap -54pp, n=30)
- calibration warning conditional_probability: predicts 94% vs realized 76% (gap -18pp, n=17)
- calibration warning book_imbalance: predicts 73% vs realized 46% (gap -27pp, n=270)
- calibration warning weather_edge: predicts 96% vs realized 18% (gap -78pp, n=11)
- calibration warning crypto_seasonality: predicts 85% vs realized 62% (gap -24pp, n=13)
- calibration warning range_fade: predicts 113% vs realized 70% (gap -43pp, n=20)
- calibration warning five_min_drift: predicts 44% vs realized 19% (gap -24pp, n=72)
- calibration warning hourly_range_sniper: predicts 93% vs realized 60% (gap -33pp, n=15)
- calibration warning strike_arb: predicts 100% vs realized 50% (gap -50pp, n=12)
- calibration warning canary: predicts 50% vs realized 18% (gap -33pp, n=40)
- calibration warning model_maverick: predicts 52% vs realized 16% (gap -36pp, n=254)
- calibration warning box_arb: predicts 100% vs realized 42% (gap -58pp, n=3407)
- calibration warning alt_follower: predicts 74% vs realized 43% (gap -31pp, n=14)
- calibration warning candle_prob_mispricing: predicts 55% vs realized 29% (gap -27pp, n=21)
- calibration warning daily_ladder_vol: predicts 33% vs realized 11% (gap -22pp, n=18)
- calibration warning ladder_arb: predicts 100% vs realized 7% (gap -93pp, n=30)
- calibration warning flow_follower: predicts 74% vs realized 48% (gap -26pp, n=929)
- calibration warning daily_bell: predicts 95% vs realized 55% (gap -40pp, n=1450)
- calibration warning favorite_backer: predicts 93% vs realized 68% (gap -25pp, n=19)
- calibration warning tape_surge: predicts 70% vs realized 30% (gap -39pp, n=66)

## SLO (month to date)

- ✅ ingestion freshness: 100% (37/37h fresh) — target 95% of hours: markets gap <10min, error budget 0.0% used
- 🔥 signal→fill p95: 0/5 days within budget — target 90% of days: p95 ≤ 60s (7d window), error budget 1.0e3% used
- 🔥 alert error budget: 412 watchdog/critical alerts this month — target ≤ 20 watchdog/critical alerts/month, error budget 2060.0% used
- ✅ job health: 1 oban discards this month — target ≤ 50 oban discards/month, error budget 2.0% used