Cheetah Strategy

🐆 CHEETAH v7.2.0 — Multi-Signal Confluence Sniper

SM commits. Quality traders commit. Price confirms. Volume commits. All at once. Cheetah pounces once. The runtime DSL ratchets to lock the win.

v7.2.0 (2026-06-01) — DSL exit overhaul: disable time cuts, let winners run

Entries are fine. Exits were the bottleneck. A 100-trade-by-score analysis on the live wallet showed win rate scaling cleanly with score — 40.0% @ score 10, 41.7% @ score 11 (n=84), 50.0% @ score 12, 55.6% @ score 13 — confirming the accuracy filter works. But Avg ROE was negative across EVERY score bracket (−1.90% / −0.35% / −0.20% / −0.12%).

| Score | Trades | Win rate | Avg ROE | |---|---:|---:|---:| | 10 | 5 | 40.0% | −1.90% | | 11 | 84 | 41.7% | −0.35% | | 12 | 2 | 50.0% | −0.20% | | 13 | 9 | 55.6% | −0.12% |

Diagnosis: "death by a thousand cuts." The tight Phase 2 locks plus the 60m/90m time-cuts made it mechanically impossible to hold for a big win — Cheetah took the full brunt of −15% stops / −5% chops but was forced to give up every +15% / +30% runner. The two big HYPE longs that actually paid (+13.9%, +8.9%) only landed because they hit the 12h hard timeout — not a trailing stop, not a 60m deadweightcut. When forced to hold, the position printed.

Fix (mirrors the live deploy):

• weak_peak_cut → disabled (was 90m @ 3.0 — chopping winners-in-waiting)
• dead_weight_cut → disabled (was 60m — forcing exits before trenders accelerate)
• hard_timeout → kept (12h fail-safe — the one cut that captured the winners)
• Phase 2 ladder already widened to the "let winners run" shape (T0 +10% / lock 0 → +100% / lock 85) on 2026-05-21

Together this removes the glass ceiling so heavy trenders can run. NO change to scoring, MIN_SCORE, leverage tiers, margin, cooldowns, or risk gates — exit-mechanics only. Hypothesis test; re-evaluate after ~50 more trades.

v7.1.1 (2026-05-11) — positions parser fix (patch)

Live verification of v7.1.0 found positions_map was STILL empty even though the widened filter returned the full 25-trader pool. Root cause: leaderboard_get_trader_positions actually returns

{ "data": { "positions": { "trader_id": ..., "rank": ..., "positions": [...] } } }

— the per-trader positions array is nested one level deeper than the schema guide documents. The v7.0/v7.1 parser looked at data.positions expecting a list, got a dict, hit if not isinstance(positions, list): continue and silently skipped every trader.

v7.1.1 parser handles BOTH shapes:

• list-direct (matches schema guide)
• nested-dict {trader_id, rank, positions: [...]} (actual prod response)

Plus a POSITIONS_SHAPE_WARN log line for any future schema drift.

NO change to scoring components, MINSCORE, leverage tiers, margin, cooldowns, or DSL. Same thesis. Now the +3 QUALITYTRADER bonus can actually fire when the per-asset overlap exists.

v7.1.0 (2026-05-11) — quality-trader filter widened (patch)

Post-migration diagnostic on the live wallet revealed quality-cache.json was always empty (positions_map = {}). Root cause: discovery_get_top_traders(time_frame=WEEKLY, consistency=[ELITE,RELIABLE], open_position_filter=True, limit=8) returned zero traders under the current platform regime. With no quality-trader pool, the +3 QUALITY_TRADER scoring bonus never fires; candidates cap at score 8 (needs 4-of-4 secondary confluence to reach the MIN_SCORE=10 floor without that bonus), and that 4-of-4 only hits in strong-trending regimes.

Filter changes (live-verified):

• time_frame: WEEKLY → MONTHLY — broader history, more traders accumulate ELITE/RELIABLE labels
• consistency: [ELITE, RELIABLE] → [ELITE, RELIABLE, STREAKY] — slight loosen at the lower end
• limit: 8 → 25 — wider pool surfaces more per-asset overlap
• open_position_filter dropped — the per-trader leaderboard_get_trader_positions fetch already filters flat traders implicitly via empty position arrays

NO change to scoring components, weights, MIN_SCORE, leverage tiers, margin, cooldowns, or DSL. Same thesis, wider input.

Telemetry: producer now emits a QT_POOL_WARN log line whenever the trader pool is unhealthily small ( 1h > 0 (SM building) | +2 | | Dual price | 4h move ≥ 2% AND 1h aligned same direction | +2 | | Volume | current ≥ 2x 6h avg | +1 | | Quality trader | ≥ 1 ELITE/RELIABLE positioned same direction | +3 | | Rank climb | ≥ 5 positions in last 2 scans, top 15 | +1 |

Max score: 15. v6.0 floor: 10. Universe is the top 100 SM leaderboard (leaderboard_get_markets), refreshed every producer tick. XYZ permanently banned.

Score-scaled leverage:

| Score | Leverage | |---|---| | 10 | 3x | | 11 | 5x | | 12-13 | 7x | | 14-15 | 8x |

Leverage is clamped to each asset's Hyperliquid max via strategy_get_asset_trading_limits (preserves v5.1.1 leverage safety fix).

v6.0 architectural changes

v1 scanner → v2 producer

• v5.x: cheetah-scanner.py scored signals, called create_position directly, maintained Python-side cooldowns/counters/resting-order guards
• v6.0: cheetah-producer.py emits signals via SenpiClient.push_signal() (direct HTTP POST). Runtime LLM gate (decision_mode: llm) is pass-through. Risk gates declarative in runtime.yaml.

MIN_SCORE 11 → 10

v5.2 tightened MINSCORE 10 → 11. Result: 8 consecutive days of zero trades. Pre-tightening (v5.0/v5.1 at MINSCORE 10) produced +$182 net across 11 trades with 60%+ win rate. v6.0 restores the trade flow.

FEEOPTIMIZEDLIMIT on EXITS too

v5.x used MARKET (taker) closes. v6.0's DSL fires FEE_OPTIMIZED_LIMIT on every exit — maker-first, 60s ALO timeout, taker fallback. HL maker is 0.015% vs taker 0.045% = 0.020-0.030% saved per close.

Held-asset dedup (3-layer defense)

1. Producer pre-filter: held_assets from clearinghouse, drops candidates already held
2. LLM gate hard skip: heldAssets array in signal payload, LLM rejects if asset is held
3. Runtime per_asset_cooldown_minutes: 240 (known to silently not-enforce; layer 1+2 are the real defense)

Post-close cooldown (producer-side backstop)

Diff held_assets across ticks. When asset disappears from held set, record close timestamp. Producer skips emission for 240 min after any close. Backstops the runtime cooldown bug.

Reentrancy guard

producer_daemon owns a per-tick scanner_lock with stale-PID auto-recovery — replaces v6.x's hand-rolled fcntl lockfile. Prevents two ticks racing.

DSL preset (v7.2.0 — "let winners run" ladder, time cuts disabled)

| Phase | Component | Setting | |---|---|---| | Phase 1 | maxlosspct | 15% | | Phase 1 | retracethreshold | 10 (v6.x raise from 6) | | Phase 1 | consecutivebreaches | 1 | | Phase 2 T0 | trigger 10% / lock 0% | (lets a +10% mover retrace fully before any lock) | | Phase 2 T1 | trigger 20% / lock 25% | | | Phase 2 T2 | trigger 30% / lock 40% | | | Phase 2 T3 | trigger 50% / lock 60% | | | Phase 2 T4 | trigger 75% / lock 75% | | | Phase 2 T5 | trigger 100% / lock 85% | (apex) | | hardtimeout | 720 min (12h) | enabled (the only time cut left) | | weakpeakcut | — | disabled (v7.2.0) | | deadweight_cut | — | disabled (v7.2.0) |

v7.2.0: weakpeakcut + deadweightcut disabled. The 100-trade analysis showed the time cuts were the bottleneck — they forced exits before trenders could accelerate and capped the right-tail move that pays for everything. The two big HYPE wins (+13.9%, +8.9%) only landed via the 12h hard timeout, so that fail-safe is kept. Median trade gives back a bit; the right tail is now uncapped.

Risk gates (runtime.yaml risk.guard_rails)

| Gate | Setting | |---|---| | dailylosslimitpct | 25% | | maxentriesperday | 8 | | maxconsecutivelosses | 3 | | cooldownminutes (post-loss) | 30 | | drawdownhaltpct | 25% | | drawdownresetondayrollover | false (Roach Sat-Sun bleed lesson) | | perassetcooldownminutes | 240 (4h) |

Operator install

See [README.md](README.md) for fresh-install + migration commands from v5.2.

Fleet patches incorporated

• ✓ Held-asset dedup (3-layer: producer pre-filter, LLM gate, runtime perassetcooldown)
• ✓ Post-close cooldown (producer-side backstop for the runtime cooldown silent-enforcement bug)
• ✓ Fleet-standard T0/T1 ladder
• ✓ Reentrancy guard (v7.0.0: producerdaemon scannerlock with stale-PID auto-recovery; replaces hand-rolled fcntl)
• ✓ Wallet-from-config (no hardcoding; senpi-skills is public)
• ✓ drawdownresetondayrollover: false (Roach lesson)
• ✓ senpiruntimehelpers (v7.0.0: in-process MCP + signal POST; replaces mcporter + openclaw-CLI subprocess)
• ✗ FP-001 quiet hours — deferred until fleet telemetry can validate the time-of-day P&L correlation

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.

If the user asks a question that implies action ("anything close to triggering?"), respond by reading the current state — DO NOT execute. The producer daemon will handle real signals on its next tick.

Skill Attribution

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

License

MIT — Copyright 2026 Senpi (https://senpi.ai)

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
• Source: Senpi-ai/senpi-skills
• License: MIT

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