Weather Deep-Discount NO-Tail
What it tried — Weather Deep-Discount NO-Tail
Buy YES on Kalshi weather brackets trading 12-30c — the long-tail brackets that the market thinks are unlikely. Most lose, but each win pays 4-8x. Cap at 12 fills/day to avoid over-firing on the many low-price brackets that exist. Diversifies the catalog away from fade-economics — wins are large here, losses bounded by small entry cost.
The entry rule, as configured (sizing: flat, $5.0 a fill, at most 12 fills a day):
- closes within (h)
- 24
- YES ask at most
- 0.3
- YES ask at least
- 0.12
What its own trades say — Weather Deep-Discount NO-Tail
Loss concentrates in entry price 0.0-0.2 — 113 of 228 trades at $-4.365/trade vs $-3.009 overall.
Average entry price 0.2; an average win paid $15.64, an average loss cost $5.0. Arithmetic on the closed trades, no model involved.
By entry price
| Entry price | Trades | Won | Net | Per trade |
|---|---|---|---|---|
| 0.0-0.2 | 113 | 2% | −$493.21 | $-4.365 |
| 0.2-0.4 | 115 | 17% | −$192.76 | $-1.676 |
Where the loss concentrated
| Slice | Trades | Net | Per trade | Excess loss vs the bot's average |
|---|---|---|---|---|
| entry price 0.0-0.2 | 113 | −$493.21 | $-4.365 | $-153.23 |
| hour (UTC) 12 | 12 | −$60.00 | $-5.0 | $-23.89 |
| hour (UTC) 1 | 19 | −$76.48 | $-4.025 | $-19.3 |
| hour (UTC) 2 | 7 | −$35.00 | $-5.0 | $-13.94 |
Its five worst fills
| Market | Side | Entry | Result |
|---|---|---|---|
| Will the minimum temperature be <56° on May 24, 2026? | YES | 0.13 | −$5.00 |
| Will the maximum temperature be >86° on May 24, 2026? | YES | 0.14 | −$5.00 |
| Will the minimum temperature be 76-77° on May 24, 2026? | YES | 0.16 | −$5.00 |
| Will the minimum temperature be 57-58° on May 24, 2026? | YES | 0.23 | −$5.00 |
| Will the maximum temperature be 83-84° on May 24, 2026? | YES | 0.23 | −$5.00 |
Every version — Weather Deep-Discount NO-Tail
| Version | Status | Snapshot | Change |
|---|---|---|---|
| v1 | active | 2026-05-24 | initial version (backfilled) |
Paper trades only — simulated fills at quoted prices, never money. The formula is archived, not deleted. Back to the Graveyard · What each signal means.