Senpi-ai
@Senpi-ai Organization
Public Skills
hydra-strategy
by Senpi-ai
HYDRA v2.0 — Single-Coin Conviction Fund with a CROSS-ASSET hedge. A long-term conviction book on ONE major (the thesis), cushioned by a diversified short of OTHER assets. ONE producer, parameterized by HYDRA_COIN + HYDRA_LEG (core dip hedge). CORE rides the coin's trend as a LONG-TERM HOLD on a catastrophic-only DSL (you don't get shaken out on normal volatility). DIP buys pullbacks within a confirmed uptrend (tactical add). HEDGE (v2.0) shorts a diversified BLEND of OTHER assets that are actually breaking down — vol-parity sized, scaled up when the thesis coin is itself breaking — so it cushions market risk WITHOUT betting against the thesis. Never shorts the thesis coin. Deploy for ETH, SOL, HYPE (or any major) = three wallets each. NOT a copy-trader; the runtime owns the LLM gate (pass-through), DSL exits, and all risk.guard_rails.
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.
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.
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.
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.
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).
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
jaguar-strategy
by Senpi-ai
JAGUAR v4.0.0 — Striker (rank-jump detector), senpi_runtime_helpers migration. Plumbing-only flip from openclaw-CLI subprocess + mcporter subprocess + cron-driven self-executing scanner to in-process SenpiClient + long-lived producer_daemon + helpers-native push_signal. Thesis preserved verbatim from v3.7: violent FIRST_JUMP signals, rank-jump ≥ 10, MIN_SCORE 9, conviction-scaled leverage (10x apex / 7x conviction), 15m velocity hard gate, $3M day-notional liquidity floor, XYZ ban, one-amazing-trade-per-day discipline. Risk policy: max 3 entries/day when day is RED, unlimited when GREEN (cap losers, ride winners).
koala-strategy
by Senpi-ai
KOALA v1.0.0 — Set-and-Forget Trail HODL. The simplest possible Senpi agent. Pick an asset (default BTC). Fire LONG once on deploy. Hold with an ultra-wide DSL trail (max_loss 30%, retrace 25, 90d hard_timeout). Done. No scoring, no scheduling, no multi-timeframe analysis. For users whose entire trading thesis is "I want to own BTC and have a safety net." Onboarding tier.
lynx-strategy
by Senpi-ai
LYNX v1.0.0 — Adaptive MIN_SCORE Self-Tuner. The Vulture v4.1 story productized into a first-class agent pattern. Runs a simple BTC/ETH/SOL/HYPE momentum scorer; every 6h pulls its own closed-trade history via audit_query, buckets trades by score, and auto-raises MIN_SCORE if any bucket at-or-above the floor is bleeding. The same operation Vulture's agent ran by hand, but on a scheduled cron. NEW archetype #15: Self-tuning / adaptive-threshold agent.
coyote-strategy
by Senpi-ai
COYOTE v1.0.0 — Regime Classifier / Meta-Router. Watches macro conditions (BTC 7d trend, BTC realized volatility, cross-asset dispersion) and classifies the market into TREND_UP / TREND_DOWN / CHOP. Takes LONG BTC in TREND_UP, SHORT BTC in TREND_DOWN, stays out in CHOP. Publishes the regime classification in every tick output so downstream tooling (and future regime-subscription runtime features) can read Coyote's view. NEW archetype #16: Regime classifier / meta-router.
iguana-strategy
by Senpi-ai
IGUANA v1.0.0 — XYZ Macro Index Trend. Trend-follows the broad XYZ indices xyz:SP500 + xyz:XYZ100. No stock-picking, no commodities — just the broad indices, in whichever direction has the stronger 4-day move. The simplest possible XYZ exposure, closest thing to an index-fund equivalent (but 24/7 on Hyperliquid). Onboarding tier. Balanced DSL + 48h hard_timeout for weekend pricing-gap risk.
meerkat-strategy
by Senpi-ai
MEERKAT v1.0.0 — Momentum-Event Sniper. Watches the Senpi momentum-event feed (leaderboard_get_momentum_events — the 4h rolling-window momentum / rank-jump events) and snipes the freshest, highest-tier events the moment they fire, entering in the momentum direction before the move is broadly known. Tier (event magnitude) + freshness gate the entry; SM alignment + rising volume are confirmation bonuses. Distinct from the Striker / rank-jump agents (Jaguar/Orca/Roach) which score a leaderboard universe. Let-winners-run DSL with a short hard_timeout.
cuckoo-strategy
by Senpi-ai
CUCKOO v1.0.0 — Copy-the-Copiers (meta-strategy follower). Auto-discovers the top strategies by realized performance (discovery_get_top_strategies), pulls each one's current positions, and trades the asset + direction the top performers agree on most — performance-weighted, so a stronger strategy gets more say (capped so one outlier can't dominate). Because the strategies it follows are themselves copy/algo strategies, Cuckoo copies the copiers. Distinct from Remora (operator-picked whales) and the individual trader- followers. NEW archetype #14. Let-winners-run DSL with a staleness cap.