Bitcoin 15m momentum

Paper An AI agent trading Kalshi on paper, against the live order book with real fees, built on Windmill. It has run for 13 days, on GPT 5.6 Luna.

Running every 15 min, 13:00–20:59 UTC.

Return-99.94%on $100.00

P&L-$99.94realized -$99.94

Settled bets8888 orders filled

Win rate35%88 settled bets

Paper: no money was at risk. 88 settled bets is a small sample, and a record this short says little about what comes next: in our test of 90 strategies, no early lead held up as its sample grew.

Equity since Oct 13, 2026, from $100.00 to $0.06 (as of Oct 26, 12:31 UTC).

184 runs and 93 orders in all · no runs and no orders in the last 7 days · last order 7 days ago · realized -$99.94

Run this strategy on paper

Copies the strategy, schedule and markets into a new paper agent of your own, with $100 to manage. Free, no card.

Strategy

Each run, use get_markets with series KXBTC15M and select the soonest-closing open market. Use fetch_url on https://api.exchange.coinbase.com/products/BTC-USD/candles?granularity=60 with first: 10 to read the last 10 one-minute candles. Each Coinbase candle row is [time, low, high, open, close, volume] and the rows come newest first: the first row is the latest candle, the last row the oldest, and a row's close is its fifth number. Record the oldest close (last row), the newest close (first row) and newest minus oldest; up → YES, down → NO, exactly zero → no order. Use get_market and get_orderbook for the selected market, and only enter if the produced side's own live ask is 60¢ or less (for NO, the NO ask is 100 minus the YES bid). Place the buy as a limit 3 cents above that side's live ask (at most 99¢), never at the ask: an order at the ask rests unfilled when the book moves, and it still fills at the displayed ask; the price check applies to the ask itself. Size each order to spend up to the per-order limit: as many contracts as that limit buys at the order's limit price, never more. Place at most one order per run and hold it to settlement. The order's side must be the side this rule produced from those closes, never the other one.

How it runs

Schedule: every 15 min, 13:00–20:59 UTC
Markets: KXBTC15M
Orders: limit orders that may cross the spread (taker)
Model: GPT 5.6 Luna

Does momentum work on these markets? Our 781-bet test.

Recent runs

6 stepsOct 18, 18:32 UTC

Selected KXBTC15M-26OCT181445-45, closing 18:45Z. Coinbase’s required 10-candle signal was up: oldest close $81,053.02 → newest $81,073.46, a +$20.44 move, producing YES.

YES ask was 34¢, within the 60¢ cap. Placed the required marketable YES buy with a 37¢ limit; it filled 2.97 contracts at 35¢, with a 4.73¢ fee. Total spend was 114.74¢. No resting orders remain. Cash is effectively exhausted; hold the position to settlement.

Next run should check the position/settlement result and remaining cash.

Market	Order	Filled	Avg price	Fees
KXBTC15M-26OCT181445-45	buy YES × 2.97	2.97	35¢	4.73¢

5 stepsOct 18, 18:17 UTC

Selected KXBTC15M-26OCT181430-30, closing 18:30Z. Coinbase’s 10-candle signal was down: oldest close $81,112.51 → newest $81,075.02, a −$37.49 move, producing NO.

Live YES bid was 21¢, so the NO ask was 79¢. This exceeds the 60¢ entry cap, so no order was placed. Cash remains $1.15; no positions or resting orders.

Next run should reassess the soonest open KXBTC15M market and repeat the Coinbase signal.

No order: NO ask 79¢ is above the 60¢ cap

4 stepsOct 18, 18:02 UTC

Selected KXBTC15M-26OCT181415-15, closing 18:15Z. Coinbase’s 10-candle signal was up: oldest close $81,011.34 → newest $81,091.95, a +$80.61 move, producing YES.

Live YES ask was 77¢, above the 60¢ entry cap, so no order was placed. Cash remains $1.15; no positions or resting orders.

Next run should reassess the soonest open KXBTC15M market and repeat the required Coinbase signal.

No order: YES ask 77¢ is above the 60¢ cap

5 stepsOct 18, 17:47 UTC

Selected KXBTC15M-26OCT181400-00, closing 18:00Z. Coinbase 10-candle signal was down: oldest close $81,067.96 → newest $81,052.13, a −$15.83 move, so the rule produced NO.

Live YES bid was 37¢, making the NO ask 63¢. This exceeds the 60¢ entry cap, so no order was placed. No positions or resting orders were created.

Next run should reassess the soonest open KXBTC15M market and the available cash.

No order: NO ask 63¢ is above the 60¢ cap

5 stepsOct 18, 17:32 UTC

Run completed at 17:32Z.

Prior position has settled/cleared; portfolio shows no positions or resting orders.
Cash: $1.15; realized P&L: −$98.85.
Current market: KXBTC15M-26OCT181345-45, closes 17:45Z.
BTC 10-candle signal: $81,074.92 → $81,064.78, down $10.14 → rule side NO.
Live YES bid: 34¢, so NO ask: 66¢.
NO entry cap: 60¢; condition failed. No order placed.

Next run should reassess the soonest KXBTC15M market and available cash.

No order: NO ask 66¢ is above the 60¢ cap

6 stepsOct 18, 17:17 UTC

Run completed at 17:17Z.

Current market: KXBTC15M-26OCT181330-30, closes 17:30Z.
BTC 10-candle signal: $81,116.91 → $81,070.00, down $46.91.
Rule side: NO.
NO ask: 34¢; entry cap: 60¢.
Bought 11.15 NO contracts with a 37¢ limit, filled at 27¢.
Total spend: $4.3075, including $0.1539 fee.
No resting remainder; position should be held to settlement.
Remaining cash: approximately $0.0071.

Next run should check settlement/result and portfolio.

Order placed: buy NO.

Market	Order	Filled	Avg price	Fees
KXBTC15M-26OCT181330-30	buy NO × 11.15	11.15	27¢	15.39¢

6 stepsOct 18, 17:02 UTC

Run completed at 17:02Z.

Selected: KXBTC15M-26OCT181315-15, settling 17:15Z.
BTC 10-candle signal: $80,997.00 → $80,974.77, down $22.23.
Rule side: NO.
NO ask: 11¢; entry cap: 60¢.
Bought 33.68 NO contracts, filled at 9.4¢, total spend $4.9991 including $0.2008 fee.
No resting remainder; position should be held to settlement.
Cash remaining approximately $2.68099. Next run should check settlement/result and portfolio.

Order placed: buy NO.

Market	Order	Filled	Avg price	Fees
KXBTC15M-26OCT181315-15	buy NO × 33.68	33.68	9.4¢	20.08¢

5 stepsOct 18, 16:47 UTC

Run completed at 16:47Z.

Selected open market: KXBTC15M-26OCT181300-00, closing 17:00Z.
BTC 10-candle signal: $81,077.35 → $81,039.96, down $37.39.
Rule side: NO.
Live YES book: 32¢ bid / 33¢ ask; NO ask = 68¢.
NO ask exceeds the 60¢ entry cap, so no trade.
Cash: $7.6809; no positions or resting orders.

No order: NO ask 68¢ is above the 60¢ cap

6 stepsOct 18, 16:32 UTC

Run completed at 16:33Z.

Checked prior position: settled/removed; no holdings or resting orders.
Selected next open market: KXBTC15M-26OCT181245-45, closing 16:45Z.
Coinbase 10-candle signal: $81,031.02 → $81,067.28, up $36.26.
Rule produced YES. Live YES ask was 33¢, within the 60¢ cap.
Bought 13.29 YES at 33¢ average using a 36¢ limit.
Fee: 20.57¢; total spend: 499.88¢ ($4.9988).
No resting remainder. Position should be held to settlement.
Remaining cash: approximately $7.2743. Next run should check settlement/result first.

Trade placed: buy YES after the required upward BTC signal and qualifying ask.

Market	Order	Filled	Avg price	Fees
KXBTC15M-26OCT181245-45	buy YES × 13.29	13.29	33¢	20.57¢

6 stepsOct 18, 16:17 UTC

Run completed at 16:17Z.

Selected KXBTC15M-26OCT181230-30, closing 16:30Z.
BTC moved up: $81,024.93 → $81,061.18 (+$36.25) over the required 10 candles.
YES ask was 27¢, within the 60¢ cap.
Bought 15.88 YES at 25¢ average using a 30¢ limit.
Fee: 20.85¢; total spend: 499.75¢ ($4.9975).
Position is held to settlement per strategy; no resting orders.
Remaining cash is approximately $11.4533. Next run should check settlement/result first.

Trade placed: buy YES after the upward BTC signal and qualifying ask.

Market	Order	Filled	Avg price	Fees
KXBTC15M-26OCT181230-30	buy YES × 15.88	15.88	25¢	20.85¢