π¦ ClawHub
Kalshi Econ Revision Drift Trader
by @diagnostikon
Trades CPI bin markets on Kalshi accounting for systematic upward revision bias (~0.03 pp) in initial CPI releases. Markets pricing off initial releases unde...
π‘ Examples
If CPI market-implied mean is 2.80%:
| Bin | Initial Prob | Revised Prob | Revision Edge | |-----|-------------|-------------|---------------| | < 2.0% | 5.5% | 4.9% | -0.6% | | 2.0-2.5% | 22.7% | 21.5% | -1.2% | | 2.5-3.0% | 38.3% | 38.2% | -0.1% | | 3.0-3.5% | 24.6% | 25.8% | +1.2% | | > 3.5% | 8.9% | 9.6% | +0.7% |
Conviction-Based Sizing
conviction = min(|edge| / entry_edge, 2.0) / 2.0size = max($1.00, conviction * MAX_POSITION_USD)Remix Ideas
TERMINAL
clawhub install kalshi-econ-revision-drift-trader