/ Weekly Report

# KalshiTrader Weekly Report — 2026-10-19

**All figures are simulated (paper) trading, fees and slippage included,
unless explicitly labeled live. Not investment advice.**

## Headline

- Net PnL (marked): **$858.86**
- Fees modeled: $230.83
- Risk: Sharpe 7.23 · Sortino 7.99 · max drawdown $281.46 (625h) · 1308h tracked

## Per Strategy

| Strategy | W–L | Open | Realized | Net (marked) | Fees |
|---|---|---|---|---|---|
| daily_bell | 972–469 | 0 | $815.67 | $815.67 | $22.62 |
| momentum_fifteen | 2591–3202 | 12 | $312.21 | $311.12 | $31.08 |
| pair_divergence | 543–781 | 0 | $33.86 | $33.86 | $4.42 |
| box_arb | 1186–1608 | 2 | $28.35 | $28.35 | $49.33 |
| cross_lead_follow | 183–127 | 1 | $23.75 | $23.87 | $1.60 |
| range_fade | 780–620 | 0 | $23.84 | $23.84 | $16.52 |
| book_imbalance | 151–203 | 0 | $6.69 | $6.69 | $2.57 |
| realized_range_reversion | 14–34 | 0 | $3.03 | $3.03 | $0.47 |
| overshoot_fade | 7–2 | 0 | $1.70 | $1.70 | $0.18 |
| whale_follow | 12–17 | 3 | $1.52 | $1.53 | $0.50 |
| venue_maker | 3–0 | 0 | $0.77 | $0.77 | $0.02 |
| post_print_favorite | 4–0 | 0 | $0.54 | $0.54 | $0.05 |
| alt_follower | 25–26 | 0 | $0.35 | $0.35 | $0.24 |
| strike_arb | 4–8 | 0 | $0.10 | $0.10 | $0.18 |
| longshot_fade | 34–1 | 1 | $0.10 | $0.07 | $0.31 |
| event_vol_crush | 1–2 | 0 | $0.06 | $0.06 | $0.06 |
| macro_release | 0–0 | 1 | $0.00 | $0.02 | $0.02 |
| fed_structure | 0–0 | 4 | $0.00 | $-0.28 | $0.08 |
| tape_surge | 21–42 | 5 | $-0.28 | $-0.50 | $1.28 |
| cross_venue_lag | 37–37 | 1 | $-0.92 | $-0.97 | $0.80 |
| weather_rain | 47–188 | 1 | $-1.50 | $-1.22 | $4.91 |
| canary | 6–24 | 0 | $-1.26 | $-1.26 | $0.59 |
| ensemble_meta | 0–7 | 0 | $-1.48 | $-1.48 | $0.03 |
| flow_follower | 547–593 | 0 | $-1.70 | $-1.70 | $3.78 |
| crypto_seasonality | 69–161 | 0 | $-1.89 | $-1.89 | $2.34 |
| group_arb | 1–4 | 3 | $-2.07 | $-2.31 | $0.18 |
| new_market_scanner | 3–27 | 1 | $-3.81 | $-4.09 | $0.88 |
| ladder_arb | 0–30 | 0 | $-4.09 | $-4.09 | $0.61 |
| daily_ladder_vol | 23–74 | 0 | $-4.31 | $-4.31 | $2.38 |
| maker_quoter | 21–47 | 4 | $-4.86 | $-4.77 | $1.09 |
| five_min_drift | 83–869 | 0 | $-5.33 | $-5.33 | $4.59 |
| crypto_threshold | 1–26 | 3 | $-7.35 | $-7.46 | $1.48 |
| favorite_backer | 27–15 | 0 | $-9.98 | $-9.98 | $0.71 |
| conditional_probability | 213–777 | 0 | $-11.58 | $-11.58 | $8.81 |
| calendar_arb | 7–229 | 2 | $-11.60 | $-11.60 | $2.55 |
| daily_ladder_edge | 59–62 | 0 | $-16.44 | $-16.44 | $7.38 |
| implied_range_vol | 149–543 | 0 | $-19.45 | $-19.45 | $6.45 |
| vol_richcheap | 190–381 | 0 | $-20.93 | $-20.93 | $6.77 |
| model_maverick | 74–372 | 0 | $-21.65 | $-21.65 | $0.66 |
| neighbor_no | 182–144 | 0 | $-22.01 | $-22.01 | $3.71 |
| candle_prob_mispricing | 136–676 | 0 | $-22.97 | $-22.97 | $7.49 |
| spread_harvester | 102–205 | 0 | $-24.58 | $-24.58 | $4.27 |
| post_move_expansion | 9–241 | 0 | $-24.77 | $-24.77 | $4.55 |
| closing_bell | 53–117 | 0 | $-29.42 | $-29.42 | $2.98 |
| range_compression | 4–351 | 0 | $-30.10 | $-30.10 | $6.25 |
| weather_edge | 33–178 | 0 | $-37.39 | $-37.39 | $6.47 |
| hourly_range_sniper | 61–194 | 0 | $-48.18 | $-48.18 | $6.59 |

## Calibration Watch

- range_compression: worst bucket predicts 20% vs realized 1% (-19pp, n=361)
- daily_ladder_edge: worst bucket predicts 86% vs realized 57% (-29pp, n=58)
- new_market_scanner: worst bucket predicts 20% vs realized 15% (-5pp, n=26)
- weather_rain: worst bucket predicts 75% vs realized 41% (-34pp, n=17)
- post_move_expansion: worst bucket predicts 34% vs realized 4% (-29pp, n=23)
- spread_harvester: worst bucket predicts 76% vs realized 45% (-31pp, n=40)
- cross_venue_lag: worst bucket predicts 74% vs realized 47% (-27pp, n=38)
- neighbor_no: worst bucket predicts 97% vs realized 56% (-41pp, n=317)
- closing_bell: worst bucket predicts 87% vs realized 19% (-68pp, n=119)
- cross_lead_follow: worst bucket predicts 88% vs realized 65% (-24pp, n=110)
- momentum_fifteen: worst bucket predicts 48% vs realized 34% (-14pp, n=1674)
- whale_follow: worst bucket predicts 60% vs realized 46% (-14pp, n=28)
- pair_divergence: worst bucket predicts 63% vs realized 41% (-23pp, n=1131)
- realized_range_reversion: worst bucket predicts 34% vs realized 9% (-25pp, n=11)
- maker_quoter: worst bucket predicts 50% vs realized 37% (-13pp, n=249)
- calendar_arb: worst bucket predicts 100% vs realized 5% (-95pp, n=239)
- implied_range_vol: worst bucket predicts 64% vs realized 41% (-22pp, n=17)
- vol_richcheap: worst bucket predicts 84% vs realized 30% (-54pp, n=30)
- conditional_probability: worst bucket predicts 35% vs realized 18% (-17pp, n=246)
- longshot_fade: worst bucket predicts 93% vs realized 97% (+4pp, n=38)
- book_imbalance: worst bucket predicts 72% vs realized 45% (-27pp, n=199)
- weather_edge: worst bucket predicts 96% vs realized 18% (-78pp, n=11)
- crypto_seasonality: worst bucket predicts 85% vs realized 62% (-24pp, n=13)
- range_fade: worst bucket predicts 113% vs realized 70% (-43pp, n=20)
- five_min_drift: worst bucket predicts 44% vs realized 21% (-23pp, n=66)
- hourly_range_sniper: worst bucket predicts 93% vs realized 60% (-33pp, n=15)
- strike_arb: worst bucket predicts 100% vs realized 50% (-50pp, n=12)
- canary: worst bucket predicts 50% vs realized 23% (-27pp, n=30)
- model_maverick: worst bucket predicts 52% vs realized 16% (-36pp, n=254)
- box_arb: worst bucket predicts 100% vs realized 43% (-57pp, n=2799)
- alt_follower: worst bucket predicts 64% vs realized 45% (-19pp, n=31)
- candle_prob_mispricing: worst bucket predicts 55% vs realized 29% (-27pp, n=21)
- daily_ladder_vol: worst bucket predicts 34% vs realized 6% (-27pp, n=16)
- ladder_arb: worst bucket predicts 100% vs realized 7% (-93pp, n=30)
- flow_follower: worst bucket predicts 74% vs realized 48% (-26pp, n=726)
- daily_bell: worst bucket predicts 95% vs realized 55% (-40pp, n=1450)
- favorite_backer: worst bucket predicts 93% vs realized 68% (-25pp, n=19)
- tape_surge: worst bucket predicts 70% vs realized 33% (-37pp, n=61)

## Config Changes This Week (audited)

- `strategy_config:realized_range_reversion` recommendation by system:lifecycle — candidate for live: 48 resolved, realized $3.03
- `strategy_config:range_fade` recommendation by system:lifecycle — candidate for live: 1397 resolved, realized $24.41
- `strategy_config:pair_divergence` recommendation by system:lifecycle — candidate for live: 1324 resolved, realized $33.86
- `strategy_config:momentum_fifteen` recommendation by system:lifecycle — candidate for live: 5777 resolved, realized $310.77
- `strategy_config:cross_lead_follow` recommendation by system:lifecycle — candidate for live: 310 resolved, realized $23.75
- `strategy_config:conditional_probability` recommendation by system:lifecycle — recommend disable/re-tune: 986 resolved, realized $-11.22
- `strategy_config:calendar_arb` recommendation by system:lifecycle — recommend disable/re-tune: 236 resolved, realized $-11.60
- `strategy_config:box_arb` recommendation by system:lifecycle — candidate for live: 2792 resolved, realized $28.33
- `strategy_config:book_imbalance` recommendation by system:lifecycle — candidate for live: 354 resolved, realized $6.69
- `strategy_config:alt_follower` recommendation by system:lifecycle — candidate for live: 51 resolved, realized $0.35
- `strategy_config:maker_quoter` tuning_report by system:auto_tune — nightly walk-forward sweep — recommendation only, not applied
- `strategy_config:range_fade` tuning_report by system:auto_tune — nightly walk-forward sweep — recommendation only, not applied
- `strategy_config:post_move_expansion` tuning_report by system:auto_tune — nightly walk-forward sweep — recommendation only, not applied
- `strategy_config:momentum_fifteen` tuning_report by system:auto_tune — nightly walk-forward sweep — recommendation only, not applied
- `strategy_config:momentum_fifteen` tuning_report by system:auto_tune — nightly walk-forward sweep — recommendation only, not applied
- `strategy_config:hourly_range_sniper` tuning_report by system:auto_tune — nightly walk-forward sweep — recommendation only, not applied
- `strategy_config:event_vol_crush` tuning_report by system:auto_tune — nightly walk-forward sweep — recommendation only, not applied
- `strategy_config:overshoot_fade` tuning_report by system:auto_tune — nightly walk-forward sweep — recommendation only, not applied
- `strategy_config:pair_divergence` tuning_report by system:auto_tune — nightly walk-forward sweep — recommendation only, not applied
- `strategy_config:spread_harvester` tuning_report by system:auto_tune — nightly walk-forward sweep — recommendation only, not applied
- `strategy_config:hourly_momentum` tuning_report by system:auto_tune — nightly walk-forward sweep — recommendation only, not applied
- `strategy_config:daily_bell` tuning_report by system:auto_tune — nightly walk-forward sweep — recommendation only, not applied
- `strategy_config:neighbor_no` tuning_report by system:auto_tune — nightly walk-forward sweep — recommendation only, not applied
- `strategy_config:closing_bell` tuning_report by system:auto_tune — nightly walk-forward sweep — recommendation only, not applied
- `strategy_config:range_fade` tuning_report by system:auto_tune — nightly walk-forward sweep — recommendation only, not applied
- `strategy_config:daily_ladder_edge` tuning_report by system:auto_tune — nightly walk-forward sweep — recommendation only, not applied
- `strategy_config:new_market_scanner` tuning_report by system:auto_tune — nightly walk-forward sweep — recommendation only, not applied
- `strategy_config:post_move_expansion` tuning_report by system:auto_tune — nightly walk-forward sweep — recommendation only, not applied
- `strategy_config:momentum_fifteen` tuning_report by system:auto_tune — nightly walk-forward sweep — recommendation only, not applied
- `strategy_config:hourly_range_sniper` tuning_report by system:auto_tune — nightly walk-forward sweep — recommendation only, not applied
- `strategy_config:realized_range_reversion` recommendation by system:lifecycle — candidate for live: 47 resolved, realized $3.14
- `strategy_config:range_fade` recommendation by system:lifecycle — candidate for live: 1376 resolved, realized $22.87
- `strategy_config:pair_divergence` recommendation by system:lifecycle — candidate for live: 1324 resolved, realized $33.86
- `strategy_config:momentum_fifteen` recommendation by system:lifecycle — candidate for live: 5573 resolved, realized $313.36
- `strategy_config:cross_lead_follow` recommendation by system:lifecycle — candidate for live: 304 resolved, realized $23.03
- `strategy_config:conditional_probability` recommendation by system:lifecycle — recommend disable/re-tune: 973 resolved, realized $-11.56
- `strategy_config:calendar_arb` recommendation by system:lifecycle — recommend disable/re-tune: 236 resolved, realized $-11.60
- `strategy_config:box_arb` recommendation by system:lifecycle — candidate for live: 2758 resolved, realized $28.23
- `strategy_config:book_imbalance` recommendation by system:lifecycle — candidate for live: 339 resolved, realized $6.04
- `strategy_config:alt_follower` recommendation by system:lifecycle — candidate for live: 49 resolved, realized $1.34
- `strategy_config:maker_quoter` tuning_report by system:auto_tune — nightly walk-forward sweep — recommendation only, not applied
- `strategy_config:range_fade` tuning_report by system:auto_tune — nightly walk-forward sweep — recommendation only, not applied
- `strategy_config:post_move_expansion` tuning_report by system:auto_tune — nightly walk-forward sweep — recommendation only, not applied
- `strategy_config:momentum_fifteen` tuning_report by system:auto_tune — nightly walk-forward sweep — recommendation only, not applied
- `strategy_config:momentum_fifteen` tuning_report by system:auto_tune — nightly walk-forward sweep — recommendation only, not applied
- `strategy_config:hourly_range_sniper` tuning_report by system:auto_tune — nightly walk-forward sweep — recommendation only, not applied
- `strategy_config:event_vol_crush` tuning_report by system:auto_tune — nightly walk-forward sweep — recommendation only, not applied
- `strategy_config:overshoot_fade` tuning_report by system:auto_tune — nightly walk-forward sweep — recommendation only, not applied
- `strategy_config:pair_divergence` tuning_report by system:auto_tune — nightly walk-forward sweep — recommendation only, not applied
- `strategy_config:spread_harvester` tuning_report by system:auto_tune — nightly walk-forward sweep — recommendation only, not applied

## Arb desk

- census auto/gemini: ~170 windows/wk ≈ $252.5/wk (mixed, as of 2026-10-19)
- census auto/polymarket: ~789 windows/wk ≈ $437.0/wk (mixed, as of 2026-10-19)
- census deterministic/cboe: ~4173 windows/wk ≈ $30679.31/wk (mixed, as of 2026-10-19)
- census deterministic/forecastex: ~1750 windows/wk ≈ $2865.95/wk (mixed, as of 2026-10-19)
- census deterministic/gemini: ~1755 windows/wk ≈ $4005.65/wk (mixed, as of 2026-10-19)
- verdict auto/gemini: **ACCUMULATING**
- verdict auto/polymarket: **ACCUMULATING**
- verdict deterministic/forecastex: **ACCUMULATING**
- verdict deterministic/gemini: **NO_GO**
- executions (7d): shadow/filled_both ×3313, shadow/missed ×2991 — shadow net $4767.00 (modeled)

## Executor scorecard

- shadow (7d): 6304 qualifying windows, modeled net $4767.00
- real executor: no live overlap yet — shadow counterfactual only
- policy verdict (14d, n=8764): **DOUBLE_TAKER** — km mean 170.8c vs dt mean 162.69c (5.0%), maker fill rate 60%

## Portfolio quality

- pending recommendations: allocation_rebalance ×13, confidence_recalibration ×6, retire_watch ×2 — resolve on /strategies
- promotion-eligible: momentum_fifteen, pair_divergence, box_arb, range_fade, cross_lead_follow, book_imbalance, realized_range_reversion, alt_follower
- cull candidates: hourly_range_sniper, weather_edge, range_compression, closing_bell, post_move_expansion, spread_harvester, candle_prob_mispricing, neighbor_no, model_maverick, vol_richcheap, implied_range_vol, daily_ladder_edge, calendar_arb, conditional_probability, favorite_backer, five_min_drift, ensemble_meta, event_vol_crush
- calibration warning range_compression: predicts 20% vs realized 1% (gap -19pp, n=361)
- calibration warning daily_ladder_edge: predicts 86% vs realized 57% (gap -29pp, n=58)
- calibration warning weather_rain: predicts 75% vs realized 41% (gap -34pp, n=17)
- calibration warning post_move_expansion: predicts 34% vs realized 4% (gap -29pp, n=23)
- calibration warning spread_harvester: predicts 76% vs realized 45% (gap -31pp, n=40)
- calibration warning cross_venue_lag: predicts 74% vs realized 47% (gap -27pp, n=38)
- calibration warning neighbor_no: predicts 97% vs realized 56% (gap -41pp, n=317)
- calibration warning closing_bell: predicts 87% vs realized 19% (gap -68pp, n=119)
- calibration warning cross_lead_follow: predicts 88% vs realized 65% (gap -24pp, n=110)
- calibration warning momentum_fifteen: predicts 48% vs realized 34% (gap -14pp, n=1674)
- calibration warning whale_follow: predicts 60% vs realized 46% (gap -14pp, n=28)
- calibration warning pair_divergence: predicts 63% vs realized 41% (gap -23pp, n=1131)
- calibration warning realized_range_reversion: predicts 34% vs realized 9% (gap -25pp, n=11)
- calibration warning maker_quoter: predicts 50% vs realized 37% (gap -13pp, n=249)
- calibration warning calendar_arb: predicts 100% vs realized 5% (gap -95pp, n=239)
- calibration warning implied_range_vol: predicts 64% vs realized 41% (gap -22pp, n=17)
- calibration warning vol_richcheap: predicts 84% vs realized 30% (gap -54pp, n=30)
- calibration warning conditional_probability: predicts 35% vs realized 18% (gap -17pp, n=246)
- calibration warning book_imbalance: predicts 72% vs realized 45% (gap -27pp, n=199)
- calibration warning weather_edge: predicts 96% vs realized 18% (gap -78pp, n=11)
- calibration warning crypto_seasonality: predicts 85% vs realized 62% (gap -24pp, n=13)
- calibration warning range_fade: predicts 113% vs realized 70% (gap -43pp, n=20)
- calibration warning five_min_drift: predicts 44% vs realized 21% (gap -23pp, n=66)
- calibration warning hourly_range_sniper: predicts 93% vs realized 60% (gap -33pp, n=15)
- calibration warning strike_arb: predicts 100% vs realized 50% (gap -50pp, n=12)
- calibration warning canary: predicts 50% vs realized 23% (gap -27pp, n=30)
- calibration warning model_maverick: predicts 52% vs realized 16% (gap -36pp, n=254)
- calibration warning box_arb: predicts 100% vs realized 43% (gap -57pp, n=2799)
- calibration warning alt_follower: predicts 64% vs realized 45% (gap -19pp, n=31)
- calibration warning candle_prob_mispricing: predicts 55% vs realized 29% (gap -27pp, n=21)
- calibration warning daily_ladder_vol: predicts 34% vs realized 6% (gap -27pp, n=16)
- calibration warning ladder_arb: predicts 100% vs realized 7% (gap -93pp, n=30)
- calibration warning flow_follower: predicts 74% vs realized 48% (gap -26pp, n=726)
- calibration warning daily_bell: predicts 95% vs realized 55% (gap -40pp, n=1450)
- calibration warning favorite_backer: predicts 93% vs realized 68% (gap -25pp, n=19)
- calibration warning tape_surge: predicts 70% vs realized 33% (gap -37pp, n=61)

## SLO (month to date)

- 🔥 ingestion freshness: 92.4% (411/445h fresh) — target 95% of hours: markets gap <10min, error budget 152.8% used
- 🔥 signal→fill p95: 0/7 days within budget — target 90% of days: p95 ≤ 60s (7d window), error budget 1.0e3% used
- 🔥 alert error budget: 6571 watchdog/critical alerts this month — target ≤ 20 watchdog/critical alerts/month, error budget 32855.0% used
- ✅ job health: 4 oban discards this month — target ≤ 50 oban discards/month, error budget 8.0% used