Martial Systems
Research
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Martial Systems
Research
Martial Systems builds research and execution systems around exchange-listed contracts with a fixed clock, strike, and settlement. Our public research page covers Kalshi KXBTC15M paper study results.
This is early-stage research. Treat all figures as provisional.
Running total under baseline research rules: USD per 1-contract path, entry cooldown, simulated exits. Each step is one settled window. Drawdown and streak stats keep cumulative P&L from standing alone as a marketing figure.
Risk metrics shown on the 1-contract paper path so drawdown and streak length are comparable across samples.
Entire path is paper research (1-contract, cooldown, simulated exits). Live trades are logged separately and are not included in this equity series.
USD result per settled window on the 1-contract path. Solid: with cooldown. Dashed: higher entry frequency on the same windows. Shows loss clustering that a cumulative line can hide.
Mean paper P&L per entry when the confidence bar for an entry is raised or lowered (cooldown, 1 contract). Hover a bar for n_entries and wins; a bar without sample size is not evaluable.
Latest research windows: strike, settlement side of the contract, signal count, and baseline paper P&L (USD / 1-contract path).
| Time (UTC) | Ticker | Strike ($) | Settle spot ($) | Settled | Signals | Paper P&L ($) |
|---|
Side-tagged closes from the outcomes log (paper vs live per row). Feeds the YES/NO split. Sample size may be much smaller than the research window count.
| Time (UTC) | Ticker | Side | Entry ($) | p_win | Mode | Result | P&L ($) |
|---|
Venue. Kalshi is a CFTC-regulated U.S. exchange for event contracts. KXBTC15M contracts are binary on a fixed 15-minute schedule: YES pays if BTC finishes above the window strike; NO pays under the complementary series rule. Quotes are probability-like dollars (about $0.01–$0.99) with exchange fees.
Research process. We stream book and spot features, estimate win probability, and apply thresholds and risk rails. Paper P&L uses simulated exits (take-profit, stop, time). The cumulative equity series on this page is that paper path in USD on a 1-contract basis. Live closes appear in the trade log and directional split when present.
Product structure. Exchange-listed contracts with a defined strike, clock, and settlement against spot. Speculative risk remains; capital can be lost.
Martial Systems LLC — quantitative research on short-dated event contracts.
Investor inquiries: martialsys@gmail.com
Exchange-listed contract that pays on a defined outcome at a fixed time (here: BTC vs strike after 15 minutes).
Reference BTC price for the window. Settlement compares end-of-window spot to this level.
Contract sides. YES: spot finishes above strike. NO: complementary outcome under Kalshi series rules.
Model estimate that the chosen side wins by settlement. Thresholds such as p ≥ 70% filter weaker signals.
Minimum wait after an entry before another entry is counted on the baseline path.
Simulated dollars on a 1-contract path after assumed fees and research exit rules. Not an audited track record.
Largest peak-to-trough decline on the baseline cumulative paper path, in USD per 1-contract path.
From the outcomes log: paper rows are simulated; live rows are non-paper. Equity above is paper research only.