Kalshi's Bitcoin 15-minute markets (KXBTC15M) settled 2,840 windows from October 1 to 30, 2026 and traded 8.44 billion contracts, up 25.0% per day on September 2026. Up won 49.05%. The typical window ended $60.41 from its strike, narrower than September 2026's $64.63, and 165 windows finished within $5 of it. On the side our model favored, the win rate came in 1.07 points below the Kalshi ask about three minutes before the close. Our own feed won 90.30% at a 90.82¢ average entry, 0.52 points below breakeven before fees.
8.44 billion contracts changed hands across 2,840 windows, about 281 million a day against 225 million a day in September 2026, and 30 times the daily volume of February 2026.
The median window traded 3.03 million contracts. The busiest hour was 8 PM ET, with 5.3% of the month's contracts, and the busiest day was October 30, 2026 with 335 million. Kalshi pauses the series for maintenance on Thursdays from 3 to 5 AM ET, which is why these 30 days have fewer than the 2,880 windows that many days of 15-minute windows would hold. For how activity varies through the day across the whole year, see our time-of-day study.
Up won 49.05% of the windows from October 1 to 30, 2026 (95% range 47.21 to 50.89), against 50.18% in September 2026. The longest run of identical results was 16 in a row (Down). Runs like that are what a fair coin produces over a few thousand flips; our integrity study found results lean slightly against streaks across the whole year, by less than the fee on a 50¢ contract.
The median window settled $60.41 (0.073%) away from its strike, against $64.63 in September 2026. Bitcoin's official strikes ranged from $76,370 to $86,947 during the month.
| Settled within | October 1-30 | Share | September 2026 | Share |
|---|---|---|---|---|
| $1 of the strike | 23 | 0.81% | 17 | 0.60% |
| $5 of the strike | 165 | 5.81% | 127 | 4.46% |
| 0.02% of the strike | 502 | 17.7% | 426 | 15.0% |
Close finishes are where these contracts are least predictable. Across the full year, the side Bitcoin was on about three minutes before the close lost 45.0% of the windows that went on to settle within $5 of the strike (strike study).
On 2,382 windows we logged a 1 to 99¢ ask about three minutes before the close for the side our model favored at that moment. That side won 79.43% of them at an average ask of 80.50¢: the win rate came in 1.07 points below the price. That gap is 1.29 standard errors. With 8 months to look at, the bar for calling one month's gap more than chance is 2.73 standard errors, so the gap from October 1 to 30, 2026 is within what chance produces now and then.
Our feed sent 1,773 graded signals for windows that closed from October 1 to 30, 2026. They won 90.30% (95% range 88.8 to 91.6) at a 90.82¢ average entry, 0.52 points below breakeven before fees. That gap is 0.75 standard errors, within what chance explains on its own.
| Per contract, one contract per signal | October 1-30 |
|---|---|
| Result before fees | -0.52¢ |
| Result after Kalshi's taker fee (one-contract orders) | -1.70¢ |
We print this every month because a win rate means nothing without its price. The feed is not a source of returns, and this month is no exception. The full log, one row per signal, is on the results page.
One sentence in our September 2026 report had the direction backwards. It said: "The Kalshi ask about three minutes before the close, on the side our model favored, sat 1.75 points below how often that side won." That reads as if the favored side was cheap. It was the opposite.
What the September data actually showed: on 2,567 windows, the side our model favored won 81.15% of the time at an average ask of 82.90¢. The win rate came in 1.75 points below the price, so buying that side at the ask lost money before fees. The gap was 2.27 standard errors, inside the 2.69 bar for 7 months, so it is within normal luck. The rest of that report's figures, including the chart and the table further down that page, already had the direction right, and our own feed's September record (89.98% at a 91.12¢ average entry, 1.14 points below breakeven) was stated correctly.
We have left the September page as it was published so the record of what we said stays intact. The full note is in our correction to the September 2026 report, and this October edition uses the corrected wording.
Every figure above is a row in the CSV, with its numerator, denominator and definition.
Windows are assigned to October 2026 by their close time in US Eastern time. This edition covers October 1 to 30, the latest complete day when it was built; the month's last day is not in it. Kalshi lists one KXBTC15M window every 15 minutes, around the clock, apart from the Thursday maintenance pause.
Strikes, settlement values, results and contracts traded come from Kalshi's public market API, pulled October 31, 2026. Asks about three minutes out come from our own logger, which reads Kalshi's live order book. Both input files are built by the same code as our open dataset (version v2026.10, which ends October 4, 2026), run on a fresh pull; at the October 5 cutoff that code reproduces the published files byte for byte (SHA-256 checked).
The published BTC 15-minute record: alerted signals priced 1 to 99¢ at the live ask, graded on Kalshi's official result, the same population as our results log.
| Figure | Value | CSV metric |
|---|---|---|
| KXBTC15M windows whose close time falls in October 2026, US Eastern | 2,840 | windows |
| of those, windows with Kalshi's official strike and settlement value | 2,840 | windows_official |
| windows Kalshi settled Yes (Up) | 49.05% | up_pct |
| Wilson 95% interval on up_pct | 47.21 to 50.89 | up_ci |
| same, September 2026 | 50.18% | up_pct_prev |
| sum of Kalshi volume_fp (contracts traded; each contract pays at most $1) | 8.44 billion | contracts |
| same, September 2026 | 6.75 billion | contracts_prev |
| contracts traded per day, October 2026 1 to 30 | 281 million | contracts_per_day |
| same, September 2026 (all 30 days) | 225 million | contracts_per_day_prev |
| change in contracts traded PER DAY versus the month before (this edition covers part of th | up 25.0% per day | contracts_mom |
| contracts traded per day versus February 2026 | 30 times | contracts_vs_first |
| median contracts traded per window | 3.03 million | contracts_med |
| ET hour (by window close) with the most contracts traded | 8 PM ET | busiest_hour |
| that hour's share of the month's contracts | 5.3% | busiest_hour_share |
| ET calendar day with the most contracts traded | October 30, 2026 | busiest_day |
| contracts traded that day | 335 million | busiest_day_contracts |
| median |official settlement value minus official strike| | $60.41 | move_med |
| the same, as a percent of the strike | 0.073% | move_med_pct |
| same, September 2026 | $64.63 | move_med_prev |
| windows that settled within $5 of the strike | 165 | within5 |
| share settling within $5 | 5.81% | within5_pct |
| same, September 2026 | 127 | within5_prev |
| share settling within $5, September 2026 | 4.46% | within5_pct_prev |
| windows that settled within $1 of the strike | 23 | within1 |
| windows that settled within 0.02% of the strike | 502 | flat02 |
| share within 0.02% | 17.7% | flat02_pct |
| lowest official strike of the month | $76,370 | strike_low |
| highest official strike of the month | $86,947 | strike_high |
| longest run of identical results (Down) | 16 | streak |
| direction of that run | Down | streak_side |
| windows with a logged 1-99c ask about 3 minutes before close for the side our model favore | 2,382 | cal_n |
| share of those windows that side won (Kalshi official result) | 79.43% | cal_won |
| average logged ask for that side, cents | 80.50¢ | cal_ask |
| won rate minus average ask | 1.07 points below | cal_gap |
| gap in standard errors | 1.29 | cal_z |
| months tested (from the first month with at least 300 logged windows) | 8 | cal_K |
| two-sided 5% bar after a Bonferroni correction for 8 months | 2.73 | cal_zbar |
| graded signals in our published BTC 15-minute record, by window close | 1,773 | rec_n |
| share won | 90.30% | rec_wr |
| Wilson 95% interval on rec_wr | 88.8 to 91.6 | rec_ci |
| average entry (the ask when the signal fired), cents | 90.82¢ | rec_avg |
| win rate minus average entry (breakeven before fees) | 0.52 points below | rec_gap |
| that gap in standard errors | 0.75 | rec_z |
| average result per contract before fees, cents ($1 on a win minus the entry) | -0.52¢ | rec_pnl |
| the same after Kalshi's taker fee on one-contract orders | -1.70¢ | rec_pnl_fee |
| signals graded from our own price feed because Kalshi's result was not yet available | 6 | rec_fallback |
Citations welcome. Dataset name for attribution: DegenHedge Kalshi Signal Dataset. Past performance does not guarantee future results. DegenHedge is independent and is not affiliated with or endorsed by Kalshi.
The free, verifiable part comes first.
Every signal in our BTC 15-minute feed goes into a public results log and a downloadable CSV, graded against Kalshi's official result, losses included, with nothing pulled. The same record is available as JSON from our read-only API.
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