BALD EAGLE v5.0.0 — XYZ Contrarian Fader

v5.0.0 (2026-05-12) — plumbing-only migration

NO thesis change. v4.1 scoring, 6-asset universe, conviction-scaled
leverage (5x/7x), XYZ-tuned wide DSL, contrarian flip, spread gate,
600s stale-order auto-purge — all preserved verbatim. Migration:
mcporter → SenpiClient, scanner-side create_position → producer
push_signal() with LLM-gated runtime action, Python state files
for daily cap → runtime.yaml risk.guard_rails, MARKET exits →
FEE_OPTIMIZED_LIMIT, openclaw cron → producer_daemon (5min).

Bald Eagle is the only Senpi agent trading commodities, indices, and
equities on Hyperliquid. It fades retail/SM consensus on macro assets
when the move is exhausting — when oil is up 2%+ over 4h and SM is
piled in long, Bald Eagle shorts the exhaustion.

Thesis

XYZ macro assets (oil, brent, gold, silver, SP500, XYZ100) on
Hyperliquid attract directional momentum traders who load up after a
clean 1-3% intraday move. By the time SM concentration crosses 10-20%
on a 4h-extended move, the trade is almost always exhausted —
mean reversion is the positive-edge play.

Bald Eagle scans the 6 deepest XYZ markets every 5 minutes. When SM
is concentrated (≥3%, ≥5 traders), and the 4h move is in the SM
direction, and contribution velocity confirms SM is still piling in,
Bald Eagle pushes a signal in the OPPOSITE direction. Wide DSL
(360-480min hard timeout, 12% retrace) gives commodities time to
mean-revert.

Tracked assets

Token	Surface	Why
CL	xyz	Crude oil — deepest SM signal (181 traders)
BRENTOIL	xyz	Brent crude — 166 traders
GOLD	xyz	26 traders, slow but real
SILVER	xyz	42 traders
SP500	xyz	S&P 500 — 35 traders
XYZ100	xyz	Nasdaq-100 — 50 traders

XYZ macro assets trade 24/7 on Hyperliquid (no market-hours gating).
Oil is especially active during geopolitical risk windows.

Pipeline

1. fetch SM data from leaderboard_get_markets (xyz dex only)
2. for each token in TRACKED_XYZ:
   - skip if held / on cooldown
   - score using all contributors (SM concentration, trader depth,
     contribution velocity 1h/4h, 4h price alignment, 4h move
     exhaustion, 1h momentum, 4h trend structure, volume trend,
     funding alignment)
   - if score >= 8, check spread (hard gate, <0.1%)
   - if pass: flip direction (contrarian)
3. push best candidate via SenpiClient.push_signal
4. runtime LLM gate (EAGLE_DECISION_MODEL) honors signal, opens
   FEE_OPTIMIZED_LIMIT MAKER position with conviction-tiered leverage
5. DSL manages exit (RatchetStop tiers + Phase 1 retrace 12%)

Scoring (v4.1 preserved verbatim)

Signal	Points
SM concentration ≥20%	+4
SM concentration ≥10%	+3
SM concentration ≥5%	+2
SM concentration ≥3%	+1
Trader depth ≥100	+2
Trader depth ≥30	+1
Contribution surge 1h (>5%)	+2
Contribution rising 1h (>2%)	+1
Contribution sustained 4h	+1
4H price aligned (≥0.5% SM direction)	+2
4H price positive in SM direction	+1
4H price opposing	-1
DEEP_EXHAUSTION (4h ≥2% in SM direction)	+2
EXHAUSTION (4h ≥1% in SM direction)	+1
4H trend structure aligned	+2
4H trend opposing	-1
1H momentum aligned	+1
Volume rising	+1
Funding aligned	+1

MIN_SCORE 8. Max plausible ~20. The spread gate (<0.1%) remains
the only hard gate — it's an execution-quality filter, not thesis.

Leverage (conviction-scaled, XYZ caps)

Score	Leverage
8-9	5x
10+	7x

XYZ caps lower than crypto (no 10x). Macro reversals need room to
develop — high leverage punishes the wait.

DSL — XYZ-tuned wide timings (preserved from v4.1)

Setting	Value
hard_timeout	480 min (8h)
weak_peak_cut	240 min (4h), min 3.0%
dead_weight_cut	120 min (2h)
phase1.max_loss_pct	25%
phase1.retrace_threshold	12%
phase1.consecutive_breaches_required	1 (v2 single-breach)

Phase 2 RatchetStop ladder

Trigger	Lock
+5% ROE	0%
+10%	20%
+20%	35%
+30%	50%
+50%	70%
+75%	85%

Exits use FEE_OPTIMIZED_LIMIT with ensure_execution_as_taker: true
(60s) — exits must fill. Entries use MAKER (contrarian fades can wait).

Key parameters

Parameter	Value
Universe	6 XYZ macro assets
Slots	2
Margin per slot	$250
Margin per trade	40% of equity
MIN_SCORE	8
Leverage	5x / 7x (conviction-scaled)
Spread gate	<0.1%
Max entries/day	4
Daily loss limit	10%
Per-asset cooldown	360 min (6h)
Drawdown halt	25%
Tick interval	5 min
Entry order type	FEE_OPTIMIZED_LIMIT (MAKER)
Exit order type	FEE_OPTIMIZED_LIMIT (taker, 60s)

v4.1 hardening preserved

• has_resting_orders() with 600s stale-cancel auto-purge on both
  default + xyz dex (reduce-only orders skipped; those are DSL legs)
• dex="xyz" propagated through every market_get_asset_data call
• XYZ-prefixed asset names ("xyz:CL") in coin field

Files

File	Purpose
scripts/eagle-producer.py	v5.0 helpers-native producer (5min daemon)
scripts/eagle_config.py	SenpiClient wrapper + state helpers
config/bald-eagle-config.json	Wallet, strategyId, chatId
runtime.yaml	Plugin runtime (position tracker + eagle_signals + eagle_entry + DSL exit)

Critical agent rules

1. Install path is /data/workspace/skills/bald-eagle-strategy/
2. The producer DOES NOT enter positions — it pushes signals;
   runtime owns execution
3. The producer DOES NOT exit positions — DSL handles every exit
4. Thesis is FADING, not following — Bald Eagle trades OPPOSITE
   to SM consensus by design
5. Spread gate (<0.1%) is the only producer-side hard gate
6. 6-asset universe is fixed — adding tokens without verifying
   SM depth (≥5 traders) is a thesis change
7. Verify runtime on every session start

Changelog

v5.0.0 (2026-05-12) — helpers-native migration

• Producer replaces scanner; producer_daemon replaces openclaw cron
• SenpiClient.push_signal() replaces inline create_position
• Runtime owns daily cap, drawdown halt, cooldowns (risk.guard_rails)
• Exits flipped MARKET → FEE_OPTIMIZED_LIMIT (taker, 60s)
• v2 DSL single-breach (consecutive_breaches_required: 1)
• fcntl reentrancy guard dropped (producer_daemon owns lock)
• Thesis, scoring, 6-asset universe, leverage tiers, DSL timings,
  spread gate, has_resting_orders: PRESERVED VERBATIM

v4.1 (2026-05-05)

• Added has_resting_orders() 600s stale-cancel guard

v4.0 (2026-04-10)

• CONTRARIAN FLIP — fade SM consensus on XYZ macro assets
• Move-exhaustion bonus tuned for XYZ (1-2% bands)
• MIN_SCORE 8, leverage capped 7x

v3.0 (2026-04-06)

• Focused 6-asset universe, conviction-scaled leverage, wide DSL

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Skill Attribution

When creating a strategy, include skill_name and skill_version in
the call. See references/skill-attribution.md for details.