Configuration
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Tune the engine.

Every threshold here changes when calls fire, which signals contribute, and where they get dispatched. Paper mode is locked on until you accept the disclaimer below.

Model

Model profile

A saved configuration — signal mix, confidence bar, cost band and damp — applied as one unit. While a profile is active it wins over the manual settings below. Bankroll, caps and the kill switch always stay manual.

Manual (current settings)

The gates and signals configured on this page.

Active
Step 1

Live-trading gate

Paper mode is hard-locked on. Unlocking the live toggle requires an explicit acknowledgment. Even after unlock, paper mode stays the default until you flip it.

Disclaimer

15-minute BTC direction is close to a coin flip. After 5 bps taker fees and 2 bps slippage, anything below ~54% hit-rate is net negative. Run at least two weeks in paper mode and inspect the per-signal hit-rate before flipping live. Tape is not your broker.

Live toggleUnlocked
Paper mode
When off, fired calls are dispatched to your bot as live signals.
Live account

Trading caps

Hard limits on real-money orders. Even when live trading is on, the scanner still respects paper mode and will only place orders when paper mode is off.

Live trading enabled
Master switch for placing orders through the Kalshi API.
Daily spend cap$100
Max trade size$50
Require confirmation
When on, fired calls create a pending order you must confirm on the Risk page before it is submitted.
Sell on take-profit
When on, a take-profit or stop flag sells the position into the book instead of only showing a banner.
Chase unfilled buys
When on, a buy still resting on the book is cancelled and re-posted at the current price so it fills instead of expiring unowned.
Wait before re-posting5s
Chase price limit+8¢
Max re-posts per order6
Stop chasing with under60s left
Stop flagging with under15s left
Flag check interval1s
Step 2

Thresholds & gates

How strict the engine has to be before it commits to a call.

Confidence threshold58%
Score threshold (|Z|)2.0
Min agreement (of 17)3
Cooldown (minutes)5m
Volatility gate
Suppress calls when 1m vol exceeds the 99th percentile of 24h.
Optional

Auto-tune the confidence gate

Periodically recalibrates the confidence threshold from the last 7 days of resolved calls using Brier score and hit rate. It is biased toward no trade: it only loosens the gate when the sample is large enough (n≥20), the hit rate clears your target, and calibration beats a coin flip. Thin samples, poor calibration, or a sub-54% hit rate tighten it instead — and tightening moves faster than loosening.

Auto-tune enabled
Off by default. Manual threshold control stays available while on — the tuner will simply move it again at the next interval.
Shadow mode (observe only)
On by default. The tuner still runs, scores calibration, and logs the threshold it would have set — but never moves the live gate. Turn it off only once the shadow log shows moves you agree with.
Floor (never loosen below)50%
Ceiling (never tighten above)80%
Target hit rate60%
Recalibrate every2h
Last recalibration
9/20/2026, 7:39:20 AM

tightening to 0.58 — Brier 0.354 no better than a coin flip (n=155)

Brier
0.354
Hit rate
57.4%
Sample
n=155
Risk

Entry-cost band

Refuses any entry priced outside 35c–70c per contract. Across every settled, contract-bound trade since the logic epoch, entries inside the band returned +$344 on 46 trades, while entries above 70c lost −$106 and entries under 30c lost −$48. Rich contracts still win often — they just pay too little to survive a normal loss rate.

Enforce the cost band
On by default. Blocked entries are logged with the price that failed, so you can see what it turned away.
Floor — cheapest entry allowed50c
Ceiling — most expensive entry allowed62c
Downside prior — with-trend shortsx0.60
Automatic trade sizing
Sizes each trade from conviction, how strongly the price readings back the call, where the entry sits in the cost band, and how wide the book is. Never fires a trade on its own — it only makes a position bigger or smaller, at most about half or double the usual stake. The breakdown is saved on every call.
Let the nightly review move these
Each night the model grades settled trades by dollars earned and takes one small step on the floor, ceiling, confidence gate and downside prior — loosening as profit improves, tightening the moment a price range starts bleeding. Last run: confidence_threshold 0.58→0.56 · early entries neutral so far: $-0.08/trade vs $0.02 regular
Optional

Regime-conditional signal weights

Fits a separate weight multiplier per signal for trend and chop tapes from the last 30 days of graded, contract-bound calls. A bucket is only adopted when replaying it through the score gate improves both win rate and average P&L — otherwise your live weights stand. Multipliers are clamped to 0.5×–1.5×, so no regime can switch a signal off.

Apply regime weights live
Off by default. The fit keeps running and logging either way — this switch only decides whether the scorer uses it.
Last fit
9/20/2026, 3:35:00 AM

no regime bucket improved both win rate and P&L — live weights kept · trend: candidate fires only 9 of 113 (need 12) | chop: candidate fires only 7 of 107 (need 12)

Optional

Throughput tuner

Keeps a minimum number of graded windows per day so calibration has something to learn from. When the trailing 24h falls short, it temporarily loosens three gates one notch at a time — confidence threshold, counter-trend damp, and the fair-value tradeable band — and reverts to your defaults the moment the target is met or the relax window expires. Direction logic is untouched; only the gates move, and only temporarily.

Throughput tuner enabled
Off by default. Escalates at most one notch every 45 minutes, and never drops the confidence gate below 40%.
Step 3

Signal mix

Disable a signal when its 7-day per-signal hit rate sits below 48% — it is actively hurting the composite. Weights multiply each signal's z-score; set to zero to mute without disabling.

CVD 5m
FLOW
Weight0.3×
OB Imbalance
FLOW
Weight0.3×
Funding Z
DERIV
Weight0.5×
OI Δ 15m
DERIV
Weight0.0×
Liq Skew
DERIV
Weight0.3×
Basis Momentum
DERIV
Weight0.3×
AI Sentiment
SENTIMENT
Weight0.0×
Options Skew
OPTIONS
Weight0.3×
Funding Divergence
DERIV
Weight0.3×
DVOL Regime
OPTIONS
Weight0.3×
Fee Pressure
ONCHAIN
Weight0.0×
Mempool Growth
ONCHAIN
Weight0.0×
Tx Momentum
ONCHAIN
Weight0.0×
Price Momentum
PRICE
Weight0.0×
Price Stretch
PRICE
Weight0.0×
VWAP Deviation
PRICE
Weight0.0×
Strike Distance σ
PRICE
Weight0.0×
Step 4

Webhook dispatch

Fired calls are POSTed to your endpoint with an HMAC-SHA256 signature in the X-Signal-Signature header. The shared secret lives server-side as INGEST_HMAC_SECRET.

Webhook active
When off, calls are still recorded — no POST is sent.
Drawdown kill-switch (-bps over 7d)-2000 bps

When 7-day cumulative P&L falls below this floor, webhook dispatch is automatically disabled and a banner is shown on the dashboard until you re-arm.