360 Secure SkillHub
360 安全技能中心

Kalshi F1 Race Momentum Trader

该 Skill 用近三场比赛成绩加权计算车手动量分（HOT/FLAT/COLD），调整基础概率后与 Kalshi 车手总冠军市场价比较，按边缘与信心度决定仓位，并通过 simmer-sdk 在 Solana 上模拟或真实下单，含入场边缘、退出阈值、单笔上限、滑点等风控参数。

diagnostikon
diagnostikon
热度 37.93
最近更新 2026-05-11 17:40:36
分类：自动化依赖：代码执行 / 第三方 API应用场景：自动化脚本 / 财务 / 市场分析 / 工作流

安装技能

复制下面的话术发给你的 Agent，它会通过 secure-skills 检索并安装该技能。

执行命令安装此 skill： npx secure-skills-cli add kalshi-f1-race-momentum-trader
Metadata
name
kalshi-f1-race-momentum-trader
description
Trades F1 Drivers Championship markets on Kalshi using recent race results weighted by recency. Hot streaks boost championship probability, cold streaks reduce it. Requires SIMMER_API_KEY and simmer-sdk.
metadata
{"author":"Diagnostikon","owner":"Diagnostikon","version":"1.0.0","displayName":"Kalshi F1 Race Momentum Trader","difficulty":"advanced","homepage":"https://simmer.markets/skills","repository":"https://github.com/SpartanLabsXyz/simmer-sdk","requires_env":"SIMMER_API_KEY","requires_pip":"simmer-sdk","default_mode":"paper","live_flag":"--live"}

Kalshi F1 Race Momentum Trader

This is a template. The default signal uses static recent results -- remix it with live F1 API data for automatic momentum recalculation after each race weekend. The skill handles all the plumbing (market discovery, trade execution, safeguards). Your agent provides the alpha.

Strategy Overview

Recent form matters in F1. A driver on a hot streak (wins, podiums in the last 3 races) has demonstrably higher championship probability than their season-long average suggests. Markets are slow to fully price in momentum shifts -- they anchor to pre-season expectations and lag behind recent performance changes.

Key advantages:

  • Recency bias is real and quantifiable -- last 3 races predict next-race performance better than season average
  • Markets anchor to narratives -- "Verstappen always wins" persists even during cold streaks
  • Weighted recency -- most recent race gets 3x weight, capturing acceleration/deceleration in form
  • Hot/cold classification -- simple trend labels (HOT/COLD/FLAT) identify tradeable regimes

Signal Logic

Momentum Model

  1. Collect last 3 race results per driver (position finished)
  2. Convert positions to performance scores: P1=1.0, P20=0.0
  3. Apply recency weights: [3x, 2x, 1x] for [most recent, second, third]
  4. Compute momentum score: normalized to [-1.0, +1.0]
  5. Adjust base probability: adjusted = base + momentum * SCALE * base
  6. Compare adjusted probability to Kalshi market price
  7. Trade when |adjusted - market| >= entry_edge

Momentum Categories

Momentum Score Category Meaning
> +0.3 HOT Driver outperforming, probability should be higher
-0.3 to +0.3 FLAT Stable form, no momentum edge
< -0.3 COLD Driver underperforming, probability should be lower

Conviction-Based Sizing

  • conviction = min(|edge| / entry_edge, 2.0) / 2.0
  • size = max($1.00, conviction * MAX_POSITION_USD)
  • Larger edge = larger position, capped at MAX_POSITION_USD

Risk Parameters

Parameter Default Notes
Entry edge 10% Min model-vs-market divergence to trade
Exit threshold 45% Sell when position price reaches this
Max position size $5.00 USDC Per market
Max trades per run 5 Rate limiting
Max slippage 15% Skip if slippage exceeds
Min liquidity $0 Disabled by default

Installation & Setup

clawhub install kalshi-f1-race-momentum-trader

Requires: SIMMER_API_KEY and SOLANA_PRIVATE_KEY environment variables.

Cron Schedule

Cron is set to null -- the skill does not run on a schedule until you configure it in the Simmer UI.

Safety & Execution Mode

The skill defaults to dry-run mode. Real trades only execute when --live is passed explicitly.

Scenario Mode Financial risk
python trader.py Dry run None
Cron / automaton Dry run None
python trader.py --live Live (Kalshi via DFlow) Real USDC

Required Credentials

Variable Required Notes
SIMMER_API_KEY Yes Trading authority. Treat as a high-value credential.
SOLANA_PRIVATE_KEY Yes Base58-encoded Solana private key for live trading.

Tunables (Risk Parameters)

Variable Default Purpose
SIMMER_F1_RACEMOM_ENTRY_EDGE 0.10 Min divergence to trigger trade
SIMMER_F1_RACEMOM_EXIT_THRESHOLD 0.45 Sell position when price reaches this level
SIMMER_F1_RACEMOM_MAX_POSITION_USD 5.00 Max USDC per trade
SIMMER_F1_RACEMOM_MAX_TRADES_PER_RUN 5 Max trades per execution cycle
SIMMER_F1_RACEMOM_SLIPPAGE_MAX 0.15 Max slippage before skipping trade
SIMMER_F1_RACEMOM_MIN_LIQUIDITY 0 Min market liquidity USD (0 = disabled)

Dependency

simmer-sdk is published on PyPI by Simmer Markets.