eel-strategy
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.
Resources
6Install
npx skillscat add senpi-ai/senpi-skills/eel-strategy Install via the SkillsCat registry.
⚡ EEL v1.0 — Electrons vs Hydrocarbons (the AI-power pair)
Eel bets that AI datacenters are a structural new source of electricity
demand — so the power complex (uranium, gas, grid, fuel cells) outperforms
crude oil, the legacy transport fuel barely levered to AI. It expresses that as
an energy-sector-neutral long/short:
- LONG the power complex —
URNM(uranium),NATGAS(gas-fired power),COPPER(grid/electrification),BE(Bloom Energy fuel cells),USAR(rare
earth). - SHORT crude oil —
BRENTOIL+CL(WTI).
Why it's hedged: both legs are energy, so a broad energy crash hurts both
and cancels — the P&L is the electrons-vs-barrels spread, not energy
direction. One producer (eel-producer.py) serves both books; EEL_LEG selects.
| Book | Holds | Wallet env | Runtime | Scanner |
|---|---|---|---|---|
long |
AI-power complex (LONG) | EEL_LONG_WALLET |
runtime-long.yaml |
eel_long_signals |
short |
Brent + WTI crude (SHORT) | EEL_SHORT_WALLET |
runtime-short.yaml |
eel_short_signals |
The thesis, asset by asset
| Sleeve | Direction | Names | Rationale |
|---|---|---|---|
| Nuclear power | LONG | URNM (1.2×) | uranium — the purest AI-power play |
| Grid / electrification | LONG | COPPER (1.1×) | the metal of the electrification buildout |
| Gas-fired power | LONG | NATGAS | the bridge fuel for datacenter load |
| Distributed power | LONG | USAR (0.7×), BE (0.6×) | rare-earth magnets, on-site fuel cells (smaller/speculative) |
| Crude oil | SHORT | BRENTOIL, CL | legacy transport fuel — the hedge leg |
How it picks (producer-side)
- Curated universe —
config.universe, intersected with the live board + a
relative-to-market liquidity gate (24h vol ≥volFloorPctOfMedian× the
universe median — no hardcoded $ floor). - ABSOLUTE trend is the gate — long power only while its 4h is not bearish;
short oil only while its 4h is not bullish (+ capitulation guard so it never
shorts an exhausted oil bottom). - Relative strength is a tiebreaker — tilts ranking/size, never benches a
genuinely-trending name. - Conviction sizing —
margin = account_value × marginPct × sizingWeights[name]. Uranium/copper big, fuel-cells small. No hardcoded $.
The long/short balance is YOUR dial
The split is the operator's funding across the two wallets (see config_hedge_note) — not hardcoded. Default a slight long-power tilt (~55/45) since
the thesis is directionally pro-power (long book: 4 slots / 18% / 5x; oil book:
2 slots / 15% / 4x). Fund 50/50 for a cleaner market-neutral spread, or tilt to
the oil book if you expect a crude shock.
Fleet-standard rules (enforced)
- Max leverage 5x power / 4x oil (strict clamp + runtime gate; venue caps below).
- Per-position margin ≤ 18% / 15% (× conviction weight, ≤ 25% cap).
- Drawdown halt 20% / 18%,
reset_on_day_rollover. - Mandatory DSL; entries + exits use
FEE_OPTIMIZED_LIMITwith taker fallback. - Verbose per-tick JSON; sizes off
max(main, xyz)account value. - Oil book runs tighter (lower leverage, tighter max-loss, faster stall-cuts)
— a crude supply-shock spike is violent.
Caveat — say it honestly
The pair can invert short-term on an oil-supply shock (Mideast escalation, an
OPEC cut) or a cold-winter natgas spike — events that move hydrocarbons
independent of the electrification thesis. The DSL owns those drawdowns; the edge
is the structural multi-month electrons-beat-barrels drift, not any single week.
Hard rule — user-conversation sessions are READ-ONLY
A Claude session conversing with a user MUST NOT call create_position,close_position, edit_position, ratchet_stop_*, cancel_order, or anystrategy_close* tool against Eel's wallets. Entries are emitted only by the
producer daemon; exits are owned only by the runtime DSL.
v1.0 — initial build
A Lion-family two-book long/short (the proven helpers-native pattern: one
leg-parameterized producer, two wallets, absolute-trend gate, RS tiebreaker,
per-group conviction sizing, relative-to-market liquidity gate) pointed at an
energy dispersion — the cleanest hedge of the thesis-fund family, since both
legs sit in one sector.