MarkEdge trades Kalshi hourly price prediction markets for BTC and ETH using a
momentum + spread + technical analysis scoring strategy.
It identifies mispriced contracts by cross-referencing Kalshi and Polymarket
probabilities, validates signals against price action (trend, volatility, RSI),
sizes positions using fractional Kelly criterion within a 5-mode portfolio manager,
and auto-tunes parameters based on resolved trade history.
Capital is split 70% BTC / 30% ETH.
BTC Technical Analysis
BTC TA data not available.
ETH Technical Analysis
ETH TA data not available.
Signal Generation
Each cycle, the bot fetches all active price markets from Kalshi and Polymarket,
then scores each market on two axes:
Component
Weight
How it works
Momentum Score
60%
Averages the probability of nearby Kalshi markets (same direction, adjacent price levels). High agreement among neighbors = strong directional signal.
Spread Score
40%
Compares Kalshi probability vs Polymarket for the same market. A large spread suggests mispricing — we trade the side we believe has the true edge.
Final confidence = (0.6 x momentum) + (0.4 x spread)
Only signals with confidence >= 65% pass the filter. Min spread required: 5%.
Position Sizing — Kelly Criterion
Trade size is determined by fractional Kelly criterion combined with a 5-mode
portfolio manager that adapts to weekly performance:
Aggressive
1.5x normal — up >3% week
Normal
1.0x — default mode
Caution
0.6x — down 2-4%
Conservative
0.35x — down 4-8% or 3 losses
Halted
0x — down >8% or 5 losses
Stop-Loss & Risk Controls
Condition
Threshold
Entry > 70c
Max 15% stop-loss
Entry 60-70c
Max 20% stop-loss
Entry 50-60c
Max 25% stop-loss
Entry <= 50c
Max 30% stop-loss
Time decay < 5min to expiry
Tightens to 15%
3 consecutive losses
60 min circuit breaker pause
Stop-loss cooldown
Block re-entry on same market until expiry
Down >1% in 30 min
Skip cycle (rolling loss cap)
US Equities — Alpaca Markets
MarkEdge trades US stocks on Alpaca Markets using a
momentum-based strategy that identifies trending equities
with strong volume confirmation. Positions are sized using Kelly criterion
with sector-level risk controls.
Stock Signal Generation
Each cycle scans a watchlist of liquid US equities for momentum signals:
Price momentum
EMA crossovers + RSI confirmation on 5-min and 1-hour bars
Volume filter
Requires above-average volume to confirm breakouts
Market hours
Trades 9:30 AM - 4:00 PM ET only; avoids first 15 min
Position exits
Trailing stop + time-based exit before market close
Accounts
Live
Alpaca live account ($1k) — fractional shares enabled
v-Next (Paper)
Alpaca paper account ($100k) — strategy experiments
