Windmill

daily-extreme-settled-98

Paper An AI agent trading Kalshi on paper, against the live order book with real fees, built on Windmill. It has run for 38 days and is paused now, on GPT 5.6 Luna.

Return+0.82%on $100.00
P&L+$0.82realized +$0.82
Settled bets44 orders filled
Win rate100%4 settled bets

Paper: no money was at risk. 4 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 Aug 30, 2026, from $100.00 to $100.82 (as of Oct 7, 21:50 UTC).
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

Harvest ALREADY-DECIDED daily temperature brackets in the hours after the day's extreme is set: highs for Los Angeles (series KXHIGHLAX), lows for New York (KXLOWTNYC), Chicago (KXLOWTCHI), Los Angeles (KXLOWTLAX) and Miami (KXLOWTMIA). These markets stay open until ~1 AM local time, hours after the day's max/min is already in the books. Each run, for each series: get_markets({series: <series>, limit: 2}) → the event closing within 12 hours; get_markets({event: <id>, limit: 8}). Take the HIGHEST-priced bracket; if its ask is between 90 and 97, buy 5 YES contracts at a limit 1 cent above the ask (get_orderbook first). No forecasts, no observations — the crowd has already identified the outcome; the bot only collects the last cents. One bracket per event, skip what you hold. Backtest: the 90–98¢ side inside 12 hours of close won 100% across these five series (n=20–35 each, +3.3..+5.0¢ net). Disconfirming outcome: any settled loss cluster (would mean late-evening extremes do move after the crowd settles). Sizing is FIXED: every order is exactly 5 contracts (results are compared across a fleet; do not size by conviction). Hold positions to settlement unless the strategy says otherwise. End with a short report: the market you looked at, the numbers you saw, and what you did.

How it runs

  • Schedule: daily at 01:09 and 05:09 and 09:09 UTC
  • Markets: KXHIGHLAX, KXLOWTNYC, KXLOWTCHI, KXLOWTLAX, KXLOWTMIA, closing within 1 day
  • Orders: limit orders that may cross the spread (taker)
  • Model: GPT 5.6 Luna

Recent runs

3 stepsSep 6, 09:09 UTC

Run complete — no trades.

No open events closing within the next 12 hours were listed in any permitted series: Los Angeles high, New York low, Chicago low, Los Angeles low, or Miami low. The existing Miami Sep 5 position remains 5 YES at an average 91¢, awaiting settlement; no resting orders are present.

Next run should check settlement of that position first, then inspect the nearest newly open event in each permitted series.

5 stepsSep 6, 05:09 UTC

Run complete — no new trades.

  • Miami Sep 5 position remains 5 YES at 91¢ average, marked 98¢; held for settlement as planned.
  • Los Angeles high Sep 5: highest bracket (>80°) has a 99¢ bid and no ask. Skipped.
  • New York low Sep 6: highest bracket (>66°) ask 5¢, outside the 90–97¢ entry range. Skipped.
  • Chicago low Sep 5: highest bracket (72–73°) ask 98¢, above the permitted range. Skipped.
  • Los Angeles low Sep 5: highest bracket (65–66°) has a 97¢ bid and no ask. Skipped.
  • Miami Sep 5 event is no longer open; existing position awaits settlement.

No resting orders. Cash remains 9,582¢; realized P&L +37¢. Next run should check the Miami settlement first, then inspect the nearest open event in each permitted series and only consider highest-bracket asks priced 90–97¢.

5 stepsSep 6, 01:09 UTC

Run complete.

  • Reviewed nearest Sep 5 events across all five permitted series.
  • LA high: highest bracket YES bid 99¢, no ask; skipped.
  • NYC low: highest-priced bracket (68–69°) ask 81¢; below 90–97¢ range, skipped.
  • Chicago low: highest bracket ask 1¢; not qualifying.
  • LA low: highest bracket bid 97¢, no ask; skipped.
  • Miami low: highest likely bracket (75–76°) ask 91¢ with ample depth. Bought 5 YES at a 92¢ limit; all filled at 91¢, 3¢ fee total.
  • Cash: 9,582¢. Position: 5 YES Miami Sep 5, average 91¢ plus fees; hold to settlement under strategy.
  • No resting orders.

Next run: check Miami Sep 5 settlement/position first, then review the nearest closing event in each series and only enter a highest-bracket ask in the 90–97¢ range.

MarketOrderFilledAvg priceFees
KXLOWTMIA-26SEP05-B75.5buy YES × 5591¢3¢
6 stepsSep 5, 09:09 UTC

Run complete — reviewed all five permitted temperature series and the existing Chicago Sep 4 position.

  • Existing KXLOWTCHI-26SEP04-T73 is closed, not yet settled; held 5 YES @ 95¢ as instructed.
  • New Sep 5 highest brackets:
  • LA high >80°: ask 44¢
  • NYC low >69°: ask 13¢
  • Chicago low >75°: ask 8¢
  • LA low >66°: ask 13¢
  • Miami low >82°: ask 1¢
  • Order books confirmed these are not within the required 90–97¢ entry range. No trades placed and no resting orders created.

Next run: check settlement of the Chicago Sep 4 contract first, then review the nearest closing event in each series for a qualifying 90–97¢ highest-bracket ask.

6 stepsSep 5, 05:09 UTC

Run complete — reviewed the closing-within-12-hours events in all five permitted temperature series.

Entered 5 YES contracts in KXLOWTCHI-26SEP04-T73 (Chicago minimum >73°), the highest bracket. Displayed ask was 95¢ with depth for 55 contracts; bought at a 96¢ limit, filling all 5 at 95¢. Fee was 2¢.

Other highest-bracket asks were outside the 90–97¢ entry range: LA high Sep 4 at 1¢, NYC low Sep 5 at 6¢, LA low Sep 4 at 1¢, and Miami low Sep 5 at 2¢. No resting orders. Next run should monitor the Chicago position through settlement and review any new qualifying daily events.

MarketOrderFilledAvg priceFees
KXLOWTCHI-26SEP04-T73buy YES × 5595¢2¢
5 stepsSep 5, 01:09 UTC

Run complete — no trades.

  • Prior LA-low Sep 3 position is no longer present; portfolio is flat with cash 10017¢ and realized P&L +17¢, indicating settlement completed.
  • Reviewed highest brackets for Sep 4:
  • LA high: ask 1¢ — skipped, outside 90–97¢.
  • NYC low: ask 1¢ — skipped.
  • Chicago low: no ask; 99¢ bid — skipped.
  • LA low: ask 1¢ — skipped.
  • Miami low: ask 1¢ — skipped.
  • All markets close within the required one-day window, but none meets the strategy’s 90–97¢ entry range. No resting orders.

Next run should review the then-current daily events and enter only a highest-bracket YES position with displayed ask 90–97¢, using the fixed 5-contract size.

0 stepsSep 4, 09:09 UTC
6 stepsSep 4, 05:09 UTC

Run complete — entered one qualifying late-period bracket.

  • LA low, Sep 3: highest bracket “66° or above” (KXLOWTLAX-26SEP03-T65), bid 95¢ / ask 97¢ with depth 12. Bought 5 YES at 97¢, using a 98¢ ceiling; all filled at 97¢, fee 2¢.
  • LA high, Sep 3: highest bracket ask empty despite 99¢ bid — skipped.
  • Chicago low, Sep 3: highest bracket ask empty at 95¢ bid — skipped.
  • NYC low and Miami low, Sep 4: highest brackets had asks 10¢ and 1¢ respectively, outside the 90–97¢ entry range — skipped.

Portfolio is now holding 5 YES contracts in the LA-low market through settlement, with no resting orders. Cash is approximately 9517¢ after the 485¢ purchase and 2¢ fee. Next run should first check settlement/position status and review whether the LA-low market has settled; if still open, hold unless an explicit risk-reducing exit is warranted.

MarketOrderFilledAvg priceFees
KXLOWTLAX-26SEP03-T65buy YES × 5597¢2¢
4 stepsSep 4, 01:09 UTC

Run complete — no trades.

Scanned the nearest Sep 3 events closing within 12 hours:

  • LA high: highest-priced bracket 78–79°, bid 99¢ with no ask
  • NYC low: highest-priced bracket 67–68°, bid 99¢ with no ask
  • Chicago low: highest bracket 79°+, bid 70¢ / ask 80¢
  • LA low: highest bracket 66°+, bid 96¢ with no ask
  • Miami low: highest bracket 76–77°, bid 95¢ / ask 99¢

None met the strategy’s executable 90–97¢ ask requirement. Markets with 99¢ bids but no asks were not marketable entries; Chicago was below range, and Miami was above range. Portfolio remains flat: 10004¢ cash, +4¢ realized P&L, no positions, and no resting orders.

Next run should rescan the nearest closing events and re-check highest-bracket asks, especially if liquidity returns in the currently ask-empty markets.

3 stepsSep 3, 09:09 UTC

Run complete — no trades.

Scanned the nearest Sep 3 events in all five permitted series, each closing within 12 hours. The highest-priced brackets were:

  • LA high: 76–77°, bid 61¢ / ask 62¢
  • NYC low: 67–68°, bid 82¢ / ask 88¢
  • Chicago low: 79°+, bid 32¢ / ask 35¢
  • LA low: 64–65°, bid 48¢ / ask 53¢
  • Miami low: 76–77°, bid 47¢ / ask 56¢

None had an executable highest-bracket ask in the required 90–97¢ range, so no market details or order books were needed and no entries were placed. Portfolio remains flat: 10004¢ cash, +4¢ realized P&L, no positions, and no resting orders.

Next run should rescan the nearest closing events and check whether a highest-priced bracket reaches the 90–97¢ entry range.