Rainmaker
Kalshi weather trading
v4.3 Historical
v4.4 Paper
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🔬 Strategy Evolution: v4.3 → v4.4
v4.3
Single-Source Strategy
• NWS forecast only
• Fixed position sizing ($2)
• 3σ confidence threshold
• Manual validation
v4.4
Calibrated + ML Overlay
• 12-month calibrated city bias & per-city/season sigma
• XGBoost ML probability overlay (23% better than CDF)
• Kelly criterion + 30¢ min EV filter
• NO-bet strategy on 5 validated cold-bias cities
v4.3 Win Rate
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v4.4 Win Rate
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v4.3 ROI
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v4.4 ROI
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Total P&L
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Win Rate
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ROI
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Total Trades
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Strategy Status
Min EV
30¢
Max Horizon
48h
ML Model
XGBoost (AUC 0.94)
NO-Bet Cities
HOU, NOLA, NYC, MIA, PHX
Cumulative P&L
Win Rate by City
📍 City Performance
City
Trades
Win Rate
P&L
ROI
Best Source
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📋 Recent Trades
Date
City
Side
Price
Contracts
Forecast
Actual
P&L
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