Senpi-ai

cougar-strategy

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.

Senpi-ai 99 31 Updated 1w ago

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npx skillscat add senpi-ai/senpi-skills/cougar-strategy

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SKILL.md

🐆 COUGAR v1.0 — U.S. Equity Long/Short Hedge Fund

Cougar trades the tokenized U.S. equity market on Hyperliquid — now the
fastest-growing corner of the venue (HIP-3 stock markets did >$18B in the first
half of June 2026, and 23 of the top-30 HL assets by open interest are equities

  • commodities, not crypto). It runs the classic equity hedge-fund play: long
    the strongest stocks, short the weakest, market-neutral     — harvesting the
    dispersion between leaders and laggards, which is at a multi-decade extreme.
    One producer script (cougar-producer.py) serves both books; the COUGAR_LEG
    env var selects which.
Book Style Wallet env Runtime Scanner
long Long the RS leaders COUGAR_LONG_WALLET runtime-long.yaml cougar_long_signals
short Short the RS laggards COUGAR_SHORT_WALLET runtime-short.yaml cougar_short_signals

Funded ~equally, the two books' notional offsets → ~beta-neutral: Cougar
makes money on the spread between the best and worst tokenized stocks, not on
whether the stock market goes up or down.

What makes Cougar different

  • vs. Octopus (market-neutral): same dispersion method, different universe —
    Octopus ranks the crypto cross-section, Cougar ranks tokenized US equities.
  • vs. Bobcat (XYZ big-tech, single-agent): Bobcat is long-only on a fixed
    set; Cougar is a long/short fund that ranks the whole equity cross-section.
  • vs. Spider (AI/Tech): Spider is an AI/tech sector momentum book; Cougar is
    broad stock-selection across the equity universe, both directions.

The equity universe

A curated tokenized-US-equity whitelist (config.equities), intersected each
tick with the live instrument board + a liquidity floor — so dead/thin names
are skipped and new trade.xyz listings auto-join once added:

NVDA · TSLA · AAPL · META · MSFT · GOOGL · AMZN · AMD · MU · INTC · TSM · ORCL · NFLX · AVGO · CRM · COIN · MSTR · PLTR · SMCI · UBER · SHOP · SPCX

Tokenized equities trade 24/7 on Hyperliquid (no market-hours gating).

Scoring (both books; minScore 5)

Each tick: rank the universe by 24h relative strength = own 24h return − the
equity-universe mean; take the top (long) / bottom (short) rankPoolSize, then:

Component Pts
Relative strength +3 (≥2×rsThresholdPct 3%) / +2 (≥1×) / +1 (any lead/lag)
4h absolute trend +2 (confirms direction) / skip (opposes — never long a downtrend / short an uptrend)
1h confirmation +1 (confirms) / −1 (opposes)
Own 24h momentum sign +1 (with direction) / −1 (against)
RSI guard −2 (long: blow-off >80 / short: capitulation <20)

Execution & exit

  • both books: slots 4, margin_pct 20%, strict 5x clamp (equities cap low at venue), tick 300s
  • DSL moderate dispersion management: phase1 max_loss 14%, weak_peak_cut ON (8h @ 2.0), dead_weight_cut ON (16h — recycle a stalled leg into a fresher leader), hard_timeout 7d (equities trend longer than crypto); phase2 8%→0 / 18%→40 / 35%→60 / 60%→78 / 100%→88

XYZ handling

The universe is all XYZ — candle fetches route with dex="xyz" (the producer
keys off the xyz: prefix). The main/xyz clearinghouse sections are two
VIEWS of ONE cross-margined wallet, so get_positions() takes accountValue
ONCE via max() — never sums.

Risk gates (risk.guard_rails)

Gate long short
daily_loss_limit_pct 12 12
max_entries_per_day 6 6
max_consecutive_losses 4 4
cooldown_minutes 60 60
drawdown_halt_pct 20 20
per_asset_cooldown_minutes 240 240
data_retention_hours 168 168
drawdown_reset_on_day_rollover true true

Files

File Purpose
runtime-long.yaml / runtime-short.yaml Per-book runtime spec
scripts/cougar-producer.py Book-aware producer (equity cross-section RS rank + dispersion scoring)
scripts/cougar_config.py Leg resolution + SenpiClient wrapper + helpers
config/cougar-long-config.json / config/cougar-short-config.json Per-book tunables (equity whitelist, RS threshold)

Operator install

See README.md — two daemons (COUGAR_LEG=long and
COUGAR_LEG=short) on two equally-funded wallets (50/50, to stay
beta-neutral), each with its own runtime YAML.

Hard rule for user-conversation Claude sessions

User-conversation Claude sessions MUST NOT call any of:
create_position, close_position, edit_position,
ratchet_stop_add, ratchet_stop_edit, ratchet_stop_delete,
cancel_order, strategy_close, strategy_close_positions.

These tools are reserved for the producer daemon (entry path) and the
DSL ratchet engine (exit path). User-conversation sessions are
read-only.

License

Apache-2.0 — Copyright 2026 Senpi (https://senpi.ai)

Categories

Web3 & Crypto
GitHub

Install

npx skillscat add senpi-ai/senpi-skills/cougar-strategy

Install via the SkillsCat registry.

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