Kalshi system
Original strategy paused June 22, 2026. Beta in progress
An automated strategy across Kalshi event markets. When its best market went quiet and its sizing drifted, I switched it off instead of trading through it. This page is the rebuild, in public.
Settled trades, March 17 to September 17, 2026. Return is on capital risked, not a balance.
After the June pause a smaller S&P book kept running into September: 62 trades for -9.0% on the same capital. It is not where the edge was, and it is included in the figures above.
Early run
Most of the edge, traded with tight position sizing.
Late April
The best market drops out, and the rest of the strategy doesn't adjust.
May to June
Sustained momentum exposes the remaining trades, and positions grow past their limits.
June 22
Stopped to rebuild rather than trade through it.
Get the strongest market trading again, with an alert if orders stop filling.
A filter that spots sustained momentum and stands aside.
Sizing limits enforced in code, so they can't drift.
Beta log: the rebuild has not started trading. Results will post here, kept separate from the original run.