Weather Mid-Band Fade (+EV)

weather by tinycorp archived · born 2026-05-24 · traded 2026-05-24 → 2026-06-16 · kalshi · bought NO

675 paper trades, lost $363.42, won 42% of them; the trades say it lost a little, evenly — no edge in the entry rule.

675paper trades closed

−$363.42net, paper

42%trades that won

$-0.538per trade (expected value)

edge too thinthe shape of the loss

What it tried — Weather Mid-Band Fade (+EV)

Buy YES on Kalshi weather brackets trading 65-78c, in the last 18h before close. Lower entry band = larger upside per win (22-35c) vs typical -5c fade strategies. At 80% win rate (mid-band brackets are less crowded so historical WR is lower than 85+c locks), positive EV: 0.80*$1.30 - 0.20*$5 = +$0.04/trade. Designed to be the catalog's honest counter-example to the fade-asymmetry trap.

The entry rule, as configured (sizing: flat, $5.0 a fill):

closes within (h): 18
YES ask at most: 0.78
YES ask at least: 0.65

What its own trades say — Weather Mid-Band Fade (+EV)

Loss concentrates in hour (UTC) 12 — 62 of 675 trades at $-1.438/trade vs $-0.538 overall.

Average entry price 0.483; an average win paid $5.55, an average loss cost $5.0. Arithmetic on the closed trades, no model involved.

By entry price

Entry price	Trades	Won	Net	Per trade
0.2-0.4	309	33%	−$82.90	$-0.268
0.4-0.6	153	39%	−$102.79	$-0.672
0.6-0.8	196	59%	−$148.40	$-0.757
0.8-1.0	17	41%	−$29.33	$-1.725

Where the loss concentrated

Slice	Trades	Net	Per trade	Excess loss vs the bot's average
hour (UTC) 12	62	−$89.17	$-1.438	$-55.8
hour (UTC) 15	40	−$72.42	$-1.81	$-50.88
entry price 0.6-0.8	196	−$148.40	$-0.757	$-42.92
hour (UTC) 23	13	−$39.33	$-3.025	$-32.33

Its five worst fills

Market	Side	Entry	Result
Will the maximum temperature be 80-81° on May 24, 2026?	YES	0.65	−$5.00
Will the maximum temperature be 68-69° on May 24, 2026?	YES	0.71	−$5.00
Will the maximum temperature be 70-71° on May 24, 2026?	YES	0.74	−$5.00
Will the minimum temperature be 69-70° on May 24, 2026?	YES	0.75	−$5.00
Will the minimum temperature be 57-58° on May 24, 2026?	YES	0.67	−$5.00

Every version — Weather Mid-Band Fade (+EV)

Version	Status	Snapshot	Change
v1	retired	2026-05-24	initial version (backfilled)
v2	active	2026-05-29	v2 — NO flip (Grok V3): mid-band weather at 65-78¢. Replay +$33.

Paper trades only — simulated fills at quoted prices, never money. The formula is archived, not deleted. Back to the Graveyard · What each signal means.