After the print, the book is thin. That is a limit-order problem.

Kalshi’s fee formula already pays you to be a maker. Thin books pay you twice: you skip the taker charge and you do not walk through a two-cent hole that opened because one clip lifted the offer.

Sports on Sunday afternoon can absorb a market order. A dated macro contract on a Wednesday morning often cannot. The last print is not a quote. If the bid-ask is wider than your edge, you are not trading — you are donating the spread.

A working limit does not need you to stare. That matters if you are in Tokyo or Seoul and the event clock is Eastern Time. Park the price you actually want. If it does not fill, you still have the cash and the 3.5–4% APY. You do not have a regret fill.

None of this is a recommendation to fade a specific contract. It is the same rule as the fee guide: run the calculator on a 50¢ clip, then decide whether urgency is worth the taker side. If the live ticket disagrees with a number on this site, trust the ticket.