The Year End

About this strategy

Trades Kalshi's year-end S&P 500 and Nasdaq-100 level bands and the annual Bitcoin and Ethereum level bands, buying the bands priced below a driftless lognormal fair value built from the current level and published implied volatility. Live-only.

1. Agent triggers

   Runs daily at 1:35 PM. It operates only during this specific time frame.

2. Computes its signals

   It reads current index levels and published implied volatility from both equity and crypto markets. It prices bands mechanically using a driftless lognormal model for fair value.

3. Sets the target portfolio

   The output consists of a target mix of different level bands, one for each underlying. Each position's size is capped to prevent overexposure to any one underlying.

4. Executes orders

   Your account trades toward the target, sells before buys, inside the platform's risk rails: stop-loss and daily loss limits you control.

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