Kalshi F1 Elimination Trader

Trades F1 Drivers Championship markets on Kalshi by identifying mathematically eliminated drivers still priced above zero. Sells NO on eliminated drivers for guaranteed edge. Requires SIMMER_API_KEY and simmer-sdk.

This is a template. The default signal uses static championship standings -- remix it with live F1 API data for real-time elimination detection as races complete. The skill handles all the plumbing (market discovery, trade execution, safeguards). Your agent provides the alpha.

Strategy Overview

As the F1 season progresses, drivers become mathematically eliminated from the championship. A driver is eliminated when their maximum possible points (current + MAX_POINTS_PER_RACE * remaining races) is less than the leader's current total. Yet Kalshi markets often still price eliminated drivers above 0% -- this is free money.

Key advantages:

• Mathematical certainty -- elimination is a provable fact, not a prediction
• Low entry edge -- even 3% market price on an eliminated driver is pure edge
• Markets lag reality -- retail traders forget to update stale positions
• Zero-risk thesis -- the only risk is execution/timing, not model error

Signal Logic

Elimination Detection

1. Track championship standings (points per driver)
2. Calculate remaining races in the season
3. For each driver: max_possible = current_points + 26 * remaining_races
4. Driver is eliminated if max_possible < leader_points
5. If eliminated AND market price > entry_edge -> BUY NO

Points per Race

Component	Points
Win	25
Fastest lap	1
Max per race	26

Conviction-Based Sizing

• conviction = min(market_price / entry_edge, 2.0) / 2.0
• size = max($1.00, conviction * MAX_POSITION_USD)
• Higher market price on eliminated driver = more conviction = larger position

Risk Parameters

Parameter	Default	Notes
Entry edge	3%	Min market price on eliminated driver 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

bash

clawhub install kalshi-f1-elimination-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_ELIM_ENTRY_EDGE	0.03	Min market price on eliminated driver to trade
SIMMER_F1_ELIM_EXIT_THRESHOLD	0.45	Sell position when price reaches this level
SIMMER_F1_ELIM_MAX_POSITION_USD	5.00	Max USDC per trade
SIMMER_F1_ELIM_MAX_TRADES_PER_RUN	5	Max trades per execution cycle
SIMMER_F1_ELIM_SLIPPAGE_MAX	0.15	Max slippage before skipping trade
SIMMER_F1_ELIM_MIN_LIQUIDITY	0	Min market liquidity USD (0 = disabled)

Dependency

simmer-sdk is published on PyPI by Simmer Markets.

• PyPI: https://pypi.org/project/simmer-sdk/
• GitHub: https://github.com/SpartanLabsXyz/simmer-sdk
• Publisher: [e-mail]