Can an AI agent beat Kalshi's 15-minute WTI oil market?

From a rule to a record

A backtest of a WTI crude oil rule tells you what it would have done against prices already known. This page wants the other thing: how the idea that YES is cheap as a window opens after the reopen fares against the KXWTI15M book as it stands, at :01, :16, :31 and :46 past each hour from 6 PM to 9 PM Eastern, Sunday to Friday, filled at the ask, charged Kalshi's fee (about 1.7¢ a contract at 52¢), and settled when Pyth - WTI says so. So the WTI oil agent runs on Windmill like any user's agent, and each bet it places on KXWTI15M is written here as it settles, wins and losses alike.

How the agent works

The agent is the rule below in plain English, on Claude Haiku 5.5, scheduled four times an hour from 6 PM to 9 PM Eastern, Sunday to Friday. It builds its record in four steps.

1. Read the window that just opened

At :01, :16, :31 and :46 past each hour from 6 PM to 9 PM Eastern, Sunday to Friday, it reads the KXWTI15M window that just opened, with the live bid and ask on each side and the minute candles since it opened. Kalshi lists a new KXWTI15M window every fifteen minutes, and settled 84.6 a day over the last seven complete days. No WTI crude oil price feed is among its tools: Kalshi's own book is what it reads, and Pyth - WTI is what settles the window.

2. Filter for the setup

It places nothing unless this holds:

• YES's ask is 52¢ or less

Why this setup: A window settles on the close of one Pyth 1-minute candle, rounded to the cent, and a tie resolves Yes, so a window can close exactly on its target; in the hours after the 6 PM reopen the rule buys YES as a window opens, the side a tie pays.

3. Size and place

It buys 5 YES contracts at the ask, on paper against the live KXWTI15M book: a paper order fills only against what the book shows at that price. At about 52¢ a contract, Kalshi's taker fee at KXWTI15M's settings (fee type "quadratic", multiplier 1) is about 1.7¢; the 50–59¢ favorites in the price table below paid 1.7¢ on average. So the five contracts cost about $2.69 all in, and pay $5.00 if they win.

4. Hold to settlement and record it

Every WTI crude oil position is held until its KXWTI15M window closes, at most fifteen minutes after the order, and Kalshi settles it on Pyth - WTI; nothing is carried past 9 PM Eastern. The price paid, the fee, the result and the net go into the record below as each bet settles. Most of the 12 runs a day end with no order, and the agent's log keeps those too.

The record: October 30, 2026

The agent started October 28, 2026. Three bets have settled since, all on October 29, 2026: won 0, lost 3.

The three settled bets, newest first:

Three settled bets is a start, not a result; nothing is read into the record before thirty.

It runs this page's starter rule, word for word:

“At :01, :16, :31 and :46 past each hour from 6 PM to 9 PM Eastern, Sunday to Friday, on the KXWTI15M window that just opened: if YES's ask is 52¢ or less, buy 5 YES contracts at the ask. Otherwise no order. Hold to settlement.”

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The market the rule is betting into

Over the last 1,000 settled windows, from Oct 15, 2026 to Oct 29, 2026, WTI crude oil closed at or above its start 545 times and below it 455. The longest run was eleven NO windows in a row. The median move from start to close was 0.11% of price. Volume ran at a median of 8.9 million contracts a day; the thinnest hours, by a median window's contracts, close at 5 AM, 6 AM and 7 AM Eastern.

The number that matters most for any rule that buys the favorite is whether the favorite pays for itself. For each of the last 200 windows up to Oct 29, 2026 we read Kalshi's quote 5 minutes before the close and took the favorite, the side priced above 50¢, at its ask; 200 had a quote on both sides, and the favorite won 162 of them. Breakeven is the price plus Kalshi's taker fee, as a share of the $1 a winning contract pays.

Three notes on that table. The 80–89¢ band has the widest gap between win rate and breakeven, 95% against 86.2%, and at 41 windows its interval runs from 84% to 99%, which includes breakeven. Four of the five bands fell short of breakeven, the 60–69¢ band by the most: 58% against 65.8%. And every band's interval includes breakeven, which is why the last column reads the same five times. In our read of Kalshi's prices, the WTI crude oil favorite 5 minutes before the close is priced about right. Nothing on this page says a buyer of the favorite has an edge.

The rule under test pays up to 52¢ a contract, which puts it in the 50–59¢ row: there the favorite won 10 of 20 windows, against a breakeven of 56.9%. The rule's own condition is what the record above tests; these rows are only the market's baseline at its price.

Kalshi's rules, in Kalshi's words

This is the rule of the market that was open (KXWTI15M-26OCT292345-45) when we read Kalshi's API on October 30, 2026, quoted from Kalshi; the series and its full rules are on Kalshi's site. The times and the target change with every market:

“If the close price of the 1-minute candlestick for WTI Oil on Oct 29, 2026 at 11:45 PM EDT is at least 103.28 USD/|| Unit ||, then the market resolves to Yes.”

The series names Pyth - WTI as its settlement source. Kalshi lists the series with the fee type "quadratic" at a multiplier of 1: a taker pays 1.8¢ a contract at 50¢ before rounding, less toward either end, and a resting order that fills later pays nothing. The fee calculator works out the fee and the breakeven for any price.

Unlike the crypto windows, an oil window doesn't average a minute of prices: it compares the close of Pyth's 1-minute WTI candle (PYTHOIL) at the window's end with its close at the start, and the settlement value is rounded to 2 decimal places. (Kalshi's API, the series' settled markets, checked October 28, 2026.)

What success looks like

A positive net per contract after Kalshi's fees over thirty settled bets, with the confidence interval clear of zero, would be a result.

A rule that only matches its price is not one. A contract bought near 52¢ that wins as often as that price says, 52 times in a hundred, loses about 1.7¢ a contract to the fee alone (the 50–59¢ favorites in the price table paid 1.7¢), so the line to beat on KXWTI15M is a win rate of about 53.7%, not 52%. Each win at that price nets about 46.3¢ a contract after the fee and each loss costs 53.7¢, so one loss takes 1.2 wins to cover.

At most 12 KXWTI15M runs a day, Sunday to Friday, means thirty settled bets take at least three days, and longer when the setup is rare. If the record climbs, the idea that YES is cheap as a window opens after the reopen holds at these prices. If it falls, the idea goes, and the record stays on this page.

Follow along

• This page refreshes every hour from Kalshi's settled data and the agent's own log.
• Copy the WTI oil agent: the button below opens the builder with this KXWTI15M rule, to run as written on paper under your own account, or with your own numbers in place of up to 52¢.
• The fee calculator shows the fee and the breakeven at any price on KXWTI15M.
• The 90-strategy test is the longer version of this exercise: about 90 rules and 4,200 paper bets across ten days.
• The Kalshi markets hub lists the other 15-minute markets and every other market page.

Run this rule as a Windmill agent

Questions

What does Kalshi's 15-minute WTI crude oil market settle on?

On Pyth - WTI: the rules quoted on this page, read on October 30, 2026, compare the price at the end of the window with the price at its start, and a tie resolves Yes.

What is the fee at 50¢?

A taker pays 1.8¢ a contract before rounding at 50¢ on this series (fee type "quadratic", multiplier 1), less toward either end. The fee calculator gives the fee and breakeven at any price.

Is a bot here profitable?

Nothing on this page says so. The favorite 5 minutes before the close won 162 of 200 windows in our read of Kalshi's prices, and the table shows each price band against its breakeven: 5 of its 5 bands are inside noise. Run your own rule on paper to see what it does, before you risk money.

Paper or live?

Agents trade on paper unless you build them live. Paper orders fill against Kalshi's live order book with Kalshi's fees and settle when the real market settles. To trade real money, connect your own Kalshi API key and build a live agent; your money stays on your Kalshi account.