Kalshi Fed Temporal Monotonicity Trader

This is a template. The default signal detects temporal monotonicity violations in Fed rate markets -- remix it with live yield curve data, Fed funds futures, or options-implied probabilities. The skill handles all the plumbing (market discovery, trade execution, safeguards). Your agent provides the alpha.

Strategy Overview

Fed rate cut/hike markets across different meeting dates must satisfy temporal monotonicity: the probability of a cut "by June" must be >= the probability of a cut "by April", since June includes April. When this invariant is violated, we have a pure structural arbitrage.

Key advantages:

• Mathematical certainty -- this is a logical invariant, not a statistical edge
• No model risk -- the relationship P(by later) >= P(by earlier) is always true
• Self-correcting -- violations are temporary mispricings that must converge

Signal Logic

Temporal Monotonicity