Web3 & Crypto
Blockchain, cryptocurrency, Web3 development
mongoose-strategy
by Senpi-ai
MONGOOSE v1.0 — On-Chain Finance vs Legacy Hedge Fund. Two books on two wallets, one producer. The LONG "on-chain" book longs the on-chain financial rails on Hyperliquid — HYPE (the venue), CRCL (Circle/stablecoins), COIN (Coinbase), HOOD (Robinhood), MSTR + PURRDAT (crypto treasuries) — the disruptors eating legacy finance. The SHORT "legacy" book shorts the incumbents + broad financial-beta (BX/Blackstone + SP500). Trend-confirmed on ABSOLUTE structure, per-name conviction sizing (HYPE/CRCL big; levered treasury proxies small). The edge is the disruptor-vs-incumbent spread. NOTE: the hedge is cross-sector and the short universe is thin, so it leans on the index — a looser hedge than a same-sector pair. NOT a copy-trader; the runtime owns the LLM gate (pass-through), DSL exits, and all risk.guard_rails. MONGOOSE_LEG env selects the book.
cougar-strategy
by Senpi-ai
COUGAR v1.0 — U.S. Equity Long/Short Hedge Fund. Two books on two wallets, one producer, over the tokenized U.S. equity universe on Hyperliquid XYZ (trade.xyz: NVDA, TSLA, AAPL, AMZN, … + index products). The LONG book longs the relative-strength leaders of the equity cross-section; the SHORT book shorts the laggards — both trend-confirmed. Run on two equally-funded wallets the pair is ~market-neutral and harvests EQUITY DISPERSION (the spread between the best and worst stocks), which is at multi-decade extremes. The edge is stock-selection, not market direction. NOT a copy-trader: each book ranks and scores its own equity cross-section; the runtime owns the LLM gate (pass-through), DSL exits, and all risk.guard_rails. COUGAR_LEG env selects the book.
octopus-strategy
by Senpi-ai
OCTOPUS v1.0 — Market-Neutral Hedge Fund. Two single-direction books on two wallets, one producer. The LONG book ranks the live liquid main-DEX crypto cross-section by 24h relative strength and LONGS the strongest, trend-confirmed names; the SHORT book mirror-images it and SHORTS the weakest, trend-confirmed laggards. The two books net to ~beta-neutral — the edge is DISPERSION (leaders minus laggards), not market direction. NOT a copy-trader: each book scores its own universe and pushes signals; the runtime owns the LLM gate (pass-through), DSL exits, and all risk.guard_rails. OCTOPUS_LEG env selects the book.
dire-strategy
by Senpi-ai
DIRE v2.0.0 — BRENTOIL XYZ specialist, helpers-native rewrite (2026-05-12). Plumbing-only migration from v1.7.0: producer + v2 runtime (Wolverine v5 / Grizzly v6 / Polar / Kodiak template). NO thesis change. The scanner becomes a producer that emits signals via SenpiClient.push_signal(); the v2 runtime owns execution, DSL exits, and risk guard rails. v1.7.0 thesis preserved verbatim: 4TF alignment hard gate, SM HARD BLOCK via mark/oracle premium proxy, OI velocity scoring, volume spike scoring, price cleanliness check, MIN_SCORE 11, ALL FIVE soft confirmations required (FP-003), FP-001 quiet hours (00-04 UTC unless apex 12+), conviction-scaled sizing (3x / 5x / 7x / 10x by score), DSL preset with v1.7 T0/T1 patch (T0 5%/35% lock, T1 8%/50%). First Kodiak-family port to a non-crypto asset.
magpie-strategy
by Senpi-ai
MAGPIE v1.0 — IPO / New-Listing Event Hedge Fund. Two books on two wallets, one producer, trading the full pre-IPO → listing → graduation arc of tokenized equities on Hyperliquid XYZ (trade.xyz IPOPs like SpaceX). The PRE-LISTING book auto-discovers IPOPs (pre-IPO perpetuals) by their funding signature and rides the pre-listing trend into the IPO; the GRADUATION book detects the IPOP→equity conversion (funding jumps ~100x, leverage cap lifts, price throttle comes off) and rides the explosive first-days price discovery — the SpaceX $1.4B-day-1 pattern. The edge is EVENT alpha around new listings. NOT a copy-trader: each book scores its own set and pushes signals; the runtime owns the LLM gate (pass-through), DSL exits, and all risk.guard_rails. MAGPIE_LEG env selects the book.
lemon-strategy
by Senpi-ai
LEMON v2.0.0 — Degen Fader, senpi_runtime_helpers migration. Counter- trades CHOPPY/DEGEN consensus on 12 crypto majors + 4 XYZ assets when SM is exhausting. MACRO_TREND_GATE (crypto only, blocks fades when BTC 4h > 3%). Plumbing-only flip from openclaw cron + mcporter to in-process SenpiClient + long-lived producer_daemon. Thesis preserved verbatim from v1.3.
boar-strategy
by Senpi-ai
BOAR v1.0 — Hard Money vs Paper (Debasement) Hedge Fund. Two books on two wallets, one producer. The LONG "hard-money" book longs scarce real assets — GOLD, BTC (digital gold), SILVER, PLATINUM, PALLADIUM. The SHORT "paper" book shorts the broad market (SP500) + rate-sensitive long-duration growth (RIVN/DKNG/HIMS) — the fiat-denominated financial claims that lose most as the term premium rises under fiscal dominance. The edge is the real-assets-beat-paper-claims spread. HONEST CAVEAT: the loosest hedge of the thesis-fund family — in a pure liquidity melt-up gold AND stocks can rise together; the short tilts to rate-sensitive names to tighten it. Trend-confirmed, conviction-sized. NOT a copy-trader; the runtime owns the LLM gate (pass-through), DSL exits, and all risk.guard_rails. BOAR_LEG env selects the book.
kestrel-strategy
by Senpi-ai
KESTREL v3.0.0 — XYZ Macro Breakout Rider (senpi_runtime_helpers migration). Plumbing-only port from v2.0. NO thesis change. NO scoring change. NO threshold change. Producer ports onto senpi_runtime_helpers (in-process SenpiClient + direct HTTP POST to runtime /signals + producer_daemon long-lived loop). Detects >=1.5% hourly price breakouts on commodities, indices, and high-volume equities 24/7 on Hyperliquid XYZ DEX. LLM regime gate + FEE_OPTIMIZED_LIMIT entries/exits + held-asset dedup + post-close cooldown + chain DB telemetry. Conservative 3-5x leverage.
bald-eagle-strategy
by Senpi-ai
BALD EAGLE v5.0 — XYZ Contrarian Fader (senpi_runtime_helpers). Counter- trades SM consensus on 6 high-liquidity XYZ macro assets (CL, BRENTOIL, GOLD, SILVER, SP500, XYZ100) when SM concentration is high AND the 4h move is exhausting. Plumbing-only migration from v4.1: producer pushes signals via SenpiClient.push_signal, runtime owns execution + daily caps + cooldowns + drawdown halt + DSL exits. Thesis preserved verbatim.
caracal-strategy
by Senpi-ai
CARACAL v1.0 — Volatility Hedge Fund. Two volatility-expansion books on two wallets, one producer, trading BOTH directions. The BREAKOUT book scans liquid crypto for names coiled in a low-volatility squeeze that break their range, and rides the break; the CATALYST book runs the same compression→expansion engine on XYZ (equities / energy / metals / indices) — capturing oil-geopolitics and AI-infra moves as direction-agnostic vol events, 24/7. The edge is VOLATILITY (compression precedes expansion), not a directional view. NOT a copy-trader: each book scores its own universe and pushes signals; the runtime owns the LLM gate (pass-through), DSL exits, and all risk.guard_rails. CARACAL_LEG env selects the book.
bison-strategy
by Senpi-ai
BISON v3.0.1 — Conviction Holder. Patient multi-asset (BTC/ETH/SOL) conviction trader. MIN_SCORE 11 across 9 components (4H/1H structure, momentum, SM alignment, funding, volume, OI proxy, RSI). Conviction- scaled margin tiers (25%/31%/37%) and 7-10× leverage. DSL is wide by design — time-cuts DISABLED — so a real directional thesis can run multiple days into the move. Few trades. Long holds. Big moves. v3.0.1 ships a race-window dedup cache that eliminates the ENGINE_FAILURE retry noise on already-held assets, plus a doubled DSL exit interval to throttle REDUCE_ONLY spam when runtime position-state lags HL.
jackal-tracker
by Senpi-ai
JACKAL v3.0.0 — The Smart Stalker (senpi_runtime_helpers migration). Plumbing-only port from v2.0: producer rewritten on senpi_runtime_helpers (in-process SenpiClient, no openclaw / mcporter subprocesses). NO thesis change. Architecture is identical to v2: pure producer + external_scanner + LLM-gated OPEN_POSITION action + declarative risk guardrails + runtime-managed DSL. Producer observes top-performing Senpi traders, detects new entries by pool members, enriches with consensus + TA + funding context, and lets an LLM (operator-selected via $JACKAL_DECISION_MODEL) evaluate each candidate before the runtime executes with our own DSL.
otter-strategy
by Senpi-ai
OTTER v2.0.0 — Open Interest Velocity Hunter (senpi_runtime_helpers migration). Plumbing-only port from v1.0. NO thesis change. NO scoring change. Producer ports onto senpi_runtime_helpers (in-process SenpiClient + direct HTTP POST to runtime /signals + producer_daemon long-lived loop). Trades the rate of change of OI on Hyperliquid perps — when 1h OI delta is >= 5% AND price moves in the same direction by >= 0.5%, that's fresh leveraged positioning with directional conviction (TOP-LEFT or TOP-RIGHT quadrant of the OI/price matrix). Otter follows the flow for 1-3 hours then exits. Conviction-scaled leverage (5/7/10 by score) per the fleet-winning pattern.
kodiak-strategy
by Senpi-ai
KODIAK v7.0.0 — SOL alpha hunter, senpi_runtime_helpers migration. Plumbing-only flip from openclaw-CLI subprocess + mcporter subprocess to in-process SenpiClient (direct HTTPS for MCP, direct HTTP POST to runtime /signals, long-lived producer_daemon). Thesis preserved verbatim from v6.0.1: SOL alpha hunter, single-asset focus, v5.1 base-tech-score floor with multi-factor scoring (SM consensus, trend structure, momentum, funding, OI, BTC correlation, RSI), conviction-tiered leverage (5x default, 6x conviction at score 11+, 7x apex at score 13+), 240-min asset cooldown.
elephant-strategy
by Senpi-ai
ELEPHANT v1.0 — Global-Macro Hedge Fund. Two macro books on two wallets, one producer, over the cross-asset macro complex — equity indices, precious metals, energy, FX (all on XYZ) plus BTC as the macro risk asset. The TREND book rides the medium-term multi-timeframe macro trend (both directions); the FADE book fades short-TF macro over-extensions back to regime (both directions, with a knife guard). The edge is GLOBAL MACRO — the cross-asset complex moves on regime, not crypto noise. NOT a copy-trader: each book scores its own universe and pushes signals; the runtime owns the LLM gate (pass-through), DSL exits, and all risk.guard_rails. ELEPHANT_LEG env selects the book.
caribou-strategy
by Senpi-ai
CARIBOU v1.0 — Cross-Asset Trend Fund (managed futures / CTA). Trend-follows a maximally diversified universe spanning EVERY asset class on Hyperliquid — crypto, xyz stocks, indices, metals, energy — long the uptrends and short the downtrends. Each asset is judged by its OWN trend (time-series, 4h hard gate + daily align + momentum + RSI guard), positions are sized to EQUAL RISK (volatility parity — margin scales inversely with the asset's ATR%), and the book is capped per asset CLASS so it can never collapse into one class. Two INDEPENDENT sleeves on SEPARATE wallets (long / short), so the fund may hold the same asset long in one and short in the other. Long uptrends + short downtrends across uncorrelated classes = net beta ~0 and crisis-positive (it shorts the fallers when markets break). The managed-futures hedge. NOT a copy-trader; runtime owns the LLM gate (pass-through), the asymmetric trend DSL, and all risk.guard_rails.
camel-strategy
by Senpi-ai
CAMEL v1.0 — Carry Hedge Fund. Two single-direction books on two wallets, one producer, harvesting funding carry. The HARVEST book shorts the most-positive-funding names (longs pay shorts → short collects); the PAYOUT book longs the most-negative-funding names (shorts pay longs → paid to hold). Both are gated to EXHAUSTING crowds (never a fresh trend against the carry), with trend/RSI as confirmation + risk control. The edge is carry — a structural, recurring funding inefficiency — not market direction. NOT a copy-trader: each book scores its own universe and pushes signals; the runtime owns the LLM gate (pass-through), DSL exits, and all risk.guard_rails. CAMEL_LEG env selects the book.
hedgehog-strategy
by Senpi-ai
HEDGEHOG v1.0.0 — Equal-weight major-crypto basket (BTC + ETH + SOL). Each asset evaluated independently via SM-confirmed 4h trend (long OR short). Up to 3 simultaneous positions, one per asset. Per-position DSL — one position going wrong doesn't drag down the others. The diversification answer for users who want "exposure to crypto majors" without picking a single coin.
owl-strategy
by Senpi-ai
OWL v8.0 — Pure contrarian crowding-unwind hunter (senpi_runtime_helpers). Wait for the crowd to overcommit. Wait for them to exhaust. Then eat their liquidations. Producer pushes signals to the runtime via direct HTTP POST; runtime LLM gates them (pass-through), executes via FEE_OPTIMIZED_LIMIT (maker-first), and manages DSL exits autonomously. Conviction-scaled leverage (7/8/10 by score) per the fleet Polar v2.4 / Bald Eagle v3.0 pattern. Entry direction is OPPOSITE of crowd direction — Owl is the only Senpi agent that fades crowding.
orca-strategy
by Senpi-ai
ORCA v4.0.0 — Gen-1 Vanilla Striker, senpi_runtime_helpers migration. Plumbing-only flip from openclaw cron + mcporter subprocess to in-process SenpiClient + long-lived producer_daemon. Thesis preserved verbatim from v3.0: pure FIRST_JUMP detection + base Striker scoring + volume confirmation. DSL exit managed by plugin runtime via runtime.yaml.
cub-strategy
by Senpi-ai
CUB v1.0 — Lion + Pre-IPO Hedge Fund. A variation of Lion that allocates ~90% of the budget to the Lion two-speed-market (K-shaped) AI long/short engine and ~10% to a pre-IPO ramp satellite. THREE books on three wallets, one producer. The LONG "haves" book + SHORT "have-nots" book ARE Lion (long the AI complex + HYPE/SOL, short the broad U.S. market via SP500 + laggard alts, trend-confirmed, conviction-sized) — the 90%. The PREIPO book auto-discovers pre-IPO perpetuals (IPOPs) on Hyperliquid XYZ by their funding signature (Lemur method) and LONGS the ones ramping into their listing (the SpaceX / Cerebras pattern) — the 10% high-optionality satellite that catches the next AI winner before it converts to a standard equity (at which point it graduates into the haves book). The 90/10 split is the operator's funding allocation across the three wallets, not a hardcoded constant. NOT a copy-trader; the runtime owns the LLM gate (pass-through), DSL exits, and all risk.guard_rails. CUB_LEG env selects the book (long short preipo).
eel-strategy
by Senpi-ai
EEL v1.0 — Electrons vs Hydrocarbons Energy-Pair Hedge Fund. Two books on two wallets, one producer. The LONG "power" book longs the AI-power complex on Hyperliquid XYZ — uranium (URNM), gas-fired power (NATGAS), the grid metal (COPPER), on-site fuel cells (BE), rare-earth (USAR) — the electrons AI datacenters need. The SHORT "oil" book shorts crude (Brent + WTI), the legacy transport fuel losing relative ground to electrification. Both legs are ENERGY, so an energy-wide move washes out and the P&L is the electrons-vs-hydrocarbons spread — an energy-sector-neutral pair, not a directional energy bet. Trend-confirmed on ABSOLUTE structure, per-name conviction sizing (uranium/copper big, fuel-cells small). NOT a copy-trader: each book scores its own universe; the runtime owns the LLM gate (pass-through), DSL exits, and all risk.guard_rails. EEL_LEG env selects the book.
osprey-strategy
by Senpi-ai
OSPREY v1.0.0 — Cross-Venue Lag (crypto leader → XYZ equity proxy). When a crypto leader (BTC) makes a strong move, crypto-correlated equities priced on Hyperliquid XYZ (Coinbase, MicroStrategy, miners) tend to follow — but on a different venue, with a lag. Osprey measures each proxy's catch-up gap (leader move × beta − the proxy's actual move) and trades the proxy in the leader's direction when it still owes a gap. Distinct from Mantis (crypto→ crypto lag from cross_asset_flows); Osprey trades the cross-VENUE crypto→ XYZ-equity lag and self-computes the gap from candles. Let-winners-run DSL.
magicblock
by sendaifun
Complete guide for MagicBlock Ephemeral Rollups - high-performance Solana execution with sub-10ms latency, gasless transactions, and Solana Plugins. Use when building real-time games, high-frequency trading, or any application requiring ultra-low latency on Solana.