Backtest Lab

Mark-to-market checks on stored hourly price snapshots. Fees and fills excluded.

Open Strategy Playbook
Poly Rows
5000
Kalshi Rows
5000
Edge Snapshots
5000
Updated
0m ago

Cross-platform spread convergence

Checks whether flagged Polymarket/Kalshi spreads narrowed after the horizon.

0 tested 0 waiting 0 missing
Avg convergence
+0.00pp
Hit rate
0.0%
Median
+0.00pp
Best / Worst
+0.0 / +0.0
Collecting data. This needs enriched edge snapshots plus future Polymarket and Kalshi price snapshots.

Momentum follow

Buy the direction of a move that already exceeded the threshold.

72 trades
Avg return
+0.30pp
Hit rate
19.4%
Median
-3.00pp
Best / Worst
+64.0 / -16.0

Fade fast moves

Bet against a move that already exceeded the threshold.

72 trades
Avg return
-0.30pp
Hit rate
77.8%
Median
+3.00pp
Best / Worst
+16.0 / -64.0

Fade extreme prices

Bet against very high YES or very low YES prices over the horizon.

663 trades
Avg return
-0.53pp
Hit rate
19.3%
Median
-0.05pp
Best / Worst
+7.0 / -10.2

Momentum follow sample trades

72 total
3409541
2026-08-12 09:47 UTC
YES
32% → 97%
+6.5pp
+64.05pp
3409541
2026-08-12 05:27 UTC
YES
28% → 82%
+8.0pp
+53.00pp
3409541
2026-08-12 08:55 UTC
YES
34% → 83%
+8.0pp
+49.50pp
3409541
2026-08-12 06:34 UTC
YES
34% → 80%
+10.0pp
+47.00pp
3409541
2026-08-12 07:40 UTC
YES
32% → 80%
+10.5pp
+47.00pp
3128887
2026-08-11 09:34 UTC
NO
48% → 64%
-10.0pp
-16.00pp
3409541
2026-08-12 04:07 UTC
YES
30% → 44%
+7.0pp
+13.50pp
2910438
2026-08-11 09:34 UTC
NO
24% → 38%
-7.0pp
-13.00pp

Fade fast moves sample trades

72 total
3409541
2026-08-12 09:47 UTC
NO
32% → 97%
+6.5pp
-64.05pp
3409541
2026-08-12 05:27 UTC
NO
28% → 82%
+8.0pp
-53.00pp
3409541
2026-08-12 08:55 UTC
NO
34% → 83%
+8.0pp
-49.50pp
3409541
2026-08-12 06:34 UTC
NO
34% → 80%
+10.0pp
-47.00pp
3409541
2026-08-12 07:40 UTC
NO
32% → 80%
+10.5pp
-47.00pp
3128887
2026-08-11 09:34 UTC
YES
48% → 64%
-10.0pp
+16.00pp
3409541
2026-08-12 04:07 UTC
NO
30% → 44%
+7.0pp
-13.50pp
2910438
2026-08-11 09:34 UTC
YES
24% → 38%
-7.0pp
+13.00pp

Fade extreme prices sample trades

663 total
3324991
2026-08-12 08:55 UTC
YES
10% → 0%
-1.6pp
-10.15pp
3324991
2026-08-12 10:08 UTC
YES
10% → 0%
-3.1pp
-9.15pp
3324991
2026-08-12 09:47 UTC
YES
9% → 0%
-2.6pp
-9.10pp
3324991
2026-08-12 11:18 UTC
YES
9% → 0%
+0.8pp
-8.85pp
2910437
2026-08-11 09:34 UTC
YES
6% → 14%
-3.0pp
+7.00pp
2910437
2026-08-11 10:45 UTC
YES
8% → 16%
-1.0pp
+7.00pp
3399427
2026-08-11 10:45 UTC
YES
4% → 10%
-2.0pp
+6.00pp
2910437
2026-08-11 08:29 UTC
YES
8% → 14%
-3.0pp
+6.00pp
This backtest uses hourly snapshots and exits at a later snapshot, not final settlement. Treat it as signal research, not a promise of tradable returns.

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