Web3 & Crypto
Blockchain, cryptocurrency, Web3 development
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.
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.
cheetah-strategy
by Senpi-ai
CHEETAH v7.0.0 — Multi-signal confluence sniper, 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 v6.1: refuses to trade unless ALL major signals align — SM consensus, velocity, acceleration, dual price confirmation, volume spike, quality-trader alignment, rank climb. Score 10/15 floor, score-scaled leverage (3x/5x/7x/8x), FEE_OPTIMIZED_LIMIT entries AND exits, held-asset dedup, post-close cooldown.
albatross-strategy
by Senpi-ai
ALBATROSS v1.0.0 — Multi-week Arena conviction tracker. Mirrors trades from Senpi Arena participants whose ROE has been consistently strong across the last 4 weekly periods + the current monthly leaderboard. Composite conviction score (0.3 × monthly + 0.7 × weekly_mean − 0.5 × weekly_stdev) selects the top-N pool; producer detects when a leader opens a new position and mirrors it. Wide Bison-pattern DSL ladder with a 96h hard timeout cap.
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.
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.
lion-strategy
by Senpi-ai
LION v1.0 — Two-Speed-Market (K-Shaped) Cross-Asset Long/Short Hedge Fund. Two thematic books on two wallets, one producer. The LONG "haves" book longs the structural winners of a K-shaped world — the AI complex on Hyperliquid XYZ (trade.xyz: NVDA, AMD, MRVL, TSM, ASML, ARM, AVGO, CRWV, PLTR, ORCL, …) plus the crypto winners (HYPE large, SOL modest). The SHORT "have-nots" book shorts the laggards — the broad U.S. market via the SP500 index product (the "economy suffers" core) plus a curated, gated basket of laggard crypto alts. Both trend-confirmed on ABSOLUTE structure, with relative strength as a tiebreaker and per-name conviction sizing (HYPE big, SOL small, SP500 core). The edge is the DISPERSION between the two speeds, not market direction. Net exposure is an explicit operator decision (default modest net-long). NOT a copy-trader: each book ranks and scores its own curated, cross-asset universe; the runtime owns the LLM gate (pass-through), DSL exits, and all risk.guard_rails. LION_LEG env selects the book.
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).
ox-strategy
by Senpi-ai
OX v1.0 — Risk-Parity / All-Weather Hedge Fund. Two books on two wallets, one producer. Its distinctive mechanic is INVERSE-VOLATILITY position sizing: each sleeve's margin is proportional to 1/realized_vol, normalized across the basket, so no single asset class dominates portfolio risk — true risk parity. The CORE book holds a vol-balanced LONG basket across asset-class sleeves (crypto majors + equity indices + metals + energy + FX); the BALLAST book holds defensives (gold/dollar/yen) at a small base budget that scales up when a risk-off lean confirms. Always invested, low leverage, low turnover — the fund line's steady core, not a directional bet. NOT a copy-trader: each book sizes its own basket and pushes signals; the runtime owns the LLM gate (pass-through), DSL exits, and all risk.guard_rails. OX_LEG env selects the book.
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.
smart-contract-security-review
by scalus3
Security review for Scalus/Cardano smart contracts. Analyzes @Compile annotated validators for vulnerabilities like redirect attacks, inexact value validation, missing token verification, integer overflow, and self-dealing. Use when reviewing on-chain code, before deploying validators, or when /security-review is invoked. Requires explicit path argument.
web3-research
by XSpoonAi
Web3, cryptocurrency, and blockchain research skill for comprehensive crypto market and technology analysis
v4-security-foundations
by Uniswap
Security-first Uniswap v4 hook development. Use when user mentions "v4 hooks", "hook security", "PoolManager", "beforeSwap", "afterSwap", or asks about V4 hook best practices, vulnerabilities, or audit requirements.