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
8m 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.

Fade fast moves

Bet against a move that already exceeded the threshold.

81 trades
Avg return
+0.81pp
Hit rate
55.6%
Median
+0.90pp
Best / Worst
+44.8 / -30.0

Fade extreme prices

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

770 trades
Avg return
-0.04pp
Hit rate
32.6%
Median
+0.00pp
Best / Worst
+32.9 / -11.8

Momentum follow

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

81 trades
Avg return
-0.81pp
Hit rate
42.0%
Median
-0.90pp
Best / Worst
+30.0 / -44.8

Fade fast moves sample trades

81 total
3866513
2026-09-10 02:27 UTC
YES
55% → 100%
-6.0pp
+44.75pp
4360566
2026-09-10 15:18 UTC
YES
58% → 100%
-12.0pp
+41.50pp
3954346
2026-09-11 00:44 UTC
NO
88% → 55%
+18.8pp
+32.85pp
4339037
2026-09-10 01:24 UTC
NO
56% → 86%
+6.0pp
-30.00pp
3954346
2026-09-11 03:44 UTC
YES
83% → 54%
-15.4pp
-29.25pp
4216780
2026-09-11 02:57 UTC
YES
75% → 100%
-5.8pp
+25.20pp
3954346
2026-09-11 01:45 UTC
NO
80% → 55%
+5.3pp
+25.05pp
3954346
2026-09-11 04:59 UTC
YES
81% → 57%
-9.0pp
-24.40pp

Fade extreme prices sample trades

770 total
3954346
2026-09-11 00:44 UTC
NO
88% → 55%
+18.8pp
+32.85pp
4339036
2026-09-10 04:43 UTC
NO
86% → 98%
-7.4pp
-11.80pp
4339036
2026-09-10 05:30 UTC
NO
87% → 98%
-6.7pp
-11.20pp
4050686
2026-09-10 05:30 UTC
YES
14% → 2%
+5.0pp
-11.15pp
4339036
2026-09-10 06:53 UTC
NO
88% → 99%
+5.6pp
-10.50pp
4339036
2026-09-10 07:59 UTC
NO
89% → 100%
+5.8pp
-10.45pp
4050692
2026-09-11 03:44 UTC
YES
10% → 1%
-14.0pp
-9.90pp
4050686
2026-09-10 17:41 UTC
YES
2% → 12%
-22.1pp
+9.85pp

Momentum follow sample trades

81 total
3866513
2026-09-10 02:27 UTC
NO
55% → 100%
-6.0pp
-44.75pp
4360566
2026-09-10 15:18 UTC
NO
58% → 100%
-12.0pp
-41.50pp
3954346
2026-09-11 00:44 UTC
YES
88% → 55%
+18.8pp
-32.85pp
4339037
2026-09-10 01:24 UTC
YES
56% → 86%
+6.0pp
+30.00pp
3954346
2026-09-11 03:44 UTC
NO
83% → 54%
-15.4pp
+29.25pp
4216780
2026-09-11 02:57 UTC
NO
75% → 100%
-5.8pp
-25.20pp
3954346
2026-09-11 01:45 UTC
YES
80% → 55%
+5.3pp
-25.05pp
3954346
2026-09-11 04:59 UTC
NO
81% → 57%
-9.0pp
+24.40pp
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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