Cougar Strategy

🐆 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 | |---|---|---| | dailylosslimitpct | 12 | 12 | | maxentriesperday | 6 | 6 | | maxconsecutivelosses | 4 | 4 | | cooldownminutes | 60 | 60 | | drawdownhaltpct | 20 | 20 | | perassetcooldownminutes | 240 | 240 | | dataretentionhours | 168 | 168 | | drawdownresetondayrollover | 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](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)

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.