The Diffusion Index
Performance since launch
No backtest yet
About this strategy
Trades Kalshi's ISM Manufacturing and Services PMI ladders, buying the legs priced below the published consensus, cross-read against the regional Fed surveys that lead the national reading. Live-only.
How it works
- Agent triggers
Starts daily at 12:35 PM, trading live only. Market conditions dictate when a run occurs.
- Computes its signals
It retrieves the consensus estimates from economists and cross-checks them against the regional Fed surveys to gauge the market's pricing. It looks for discrepancies to decide on trades.
- Sets the target portfolio
The target portfolio consists of positions in ISM ladders priced below the consensus, capped per release. It holds each position to settlement, forming a mix as trades occur.
- 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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Backtests
* Backtest figures are simulated based on historical market data. Past performance is not indicative of future results.