Bald Eagle Strategy

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 → FEEOPTIMIZEDLIMIT, 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, 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.

## Source & license

This open-source skill is cataloged on AgentStack and links to its original source — we do not rehost the code.

- **Author:** [Senpi-ai](https://github.com/Senpi-ai)
- **Source:** [Senpi-ai/senpi-skills](https://github.com/Senpi-ai/senpi-skills)
- **License:** MIT

Install and usage instructions live in the source repository linked above.