Kestrel Strategy

🦅 KESTREL v2.0 — XYZ Macro Breakout Rider

The first Senpi agent to trade Hyperliquid XYZ DEX (commodities/metals/indices/equities) on a v2 producer architecture.

What v2.0 fixes from v1.x

v1.1 was a v1 full-agency Python scanner that:

• Called create_position directly (no LLM gate, no chain telemetry)
• Used ensureExecutionAsTaker: false on entries (resting-on-book bug)
• Had over-strict scoring math: MOVEEXHAUSTION penalty cancelled out 4H alignment, leaving most breakouts below MINSCORE 6

v2.0 fixes all three:

Architecture: v2 producer + LLM gate + DSL

• kestrel-producer.py emits scored breakout signals via SenpiClient.push_signal() (direct HTTP POST). NO execution code.
• Runtime LLM gate is regime-aware — applies macro vetoes (BTC drawdown propagating to risk-off equities, vol expansion spikes) the producer can't see.
• risk.guard_rails declarative — runtime owns daily caps, drawdown halt, cooldowns.
• Trade chain DB emits LIFECYCLE / DECISIONEXECUTED / ACTIONRESULT / DSLCREATED / DSLCLOSED — first time Kestrel has telemetry.

Execution: maker-first, taker-fallback

• Both entries AND exits use FEE_OPTIMIZED_LIMIT with ensure_execution_as_taker: true.
• After 60s ALO timeout, falls back to taker — no more "resting on book" with phantom realized PnL.
• Saves ~0.020-0.030% per maker-filled close vs v1.x MARKET orders.

Calibration: scoring relaxed to actually trade

v1.1 only fired 2 trades / $60 volume in its lifetime. v2.0 calibration:

• 1H base scores +1: 1.5% triggers +3 (was +2), 2% triggers +4 (was +3), 3% triggers +5 (was +4). The 1H breakout is the PRIMARY signal — weight it heavier.
• MOVEEXHAUSTION threshold 4%→6%, MOVETIRING 2.5%→4%. v1.1's penalty kicked in too early, cancelling 4H alignment bonus and yielding net 0-1 contribution.
• MIN_SCORE 6→5 modest relaxation.
• Spread gate 0.2%→0.35% — XYZ tickers have wider natural spreads than crypto.

Expected impact: 2-3 trades/month → 5-15 trades/month.

Thesis (preserved from v1.1.1)

When a macro asset moves >=1.5% in an hour with volume confirmation, the move usually continues for 1-3 hours. Ride the trend with wide DSL.

12-asset universe:

• Commodities: CL (oil), BRENTOIL
• Precious metals: GOLD (SILVER removed v1.1.1 — HL doesn't support)
• Indices: SP500, XYZ100
• High-volume equities: AAPL, NVDA, GOOGL, TSLA, AMZN, META, MSFT

24/7 trading. No market-hours gate — Hyperliquid XYZ trades all hours including weekends and overnight (Iran/oil scenarios are the whole point).

Scoring components (v2.0)

| Component | Range | Source | |---|---|---| | 1H breakout magnitude | +3 to +5 | hard gate >=1.5% | | 4H trend alignment | 0 to +2 | matches breakout direction | | MOVEEXHAUSTION penalty | 0 to -2 | when 4H >=6% (was >=4% in v1.1) | | MOVETIRING penalty | 0 to -1 | when 4H >=4% (was >=2.5%) | | Volume surge | 0 to +2 | vs 4-bar 1H average | | SM confirmation | 0 to +2 | XYZ-filtered SM leaderboard | | Funding alignment | 0 to +1 | favorable for breakout direction |

Score-tiered leverage:

| Score | Leverage | |---|---| | 9+ | 5x | | 5-8 | 3x |

DSL preset (v2.0)

| Phase | Component | Setting | |---|---|---| | Phase 1 | maxlosspct | 18% | | Phase 1 | retracethreshold | 8 | | Phase 1 | consecutivebreaches | 3 | | Phase 2 T0 | trigger 5% / lock 35% | fleet-standard | | Phase 2 T1 | trigger 10% / lock 50% | | | Phase 2 T2 | trigger 20% / lock 65% | | | Phase 2 T3 | trigger 35% / lock 80% | | | Phase 2 T4 | trigger 50% / lock 90% | apex | | hardtimeout | 480 min (8h) | enabled | | weakpeakcut | 60 min, min 2.0 | enabled | | deadweight_cut | 45 min | enabled (catches false breakouts) |

Risk gates (runtime.yaml risk.guard_rails)

| Gate | Setting | |---|---| | dailylosslimitpct | 10% | | maxentriesperday | 12 (producer dynamic-cap below) | | maxconsecutivelosses | 3 | | cooldownminutes (post-loss) | 30 | | drawdownhaltpct | 25% | | drawdownresetondayrollover | false | | perassetcooldownminutes | 180 (3h) |

Producer-side dynamic daily cap (P&L-aware):

• +5% PnL → 12 trades/day
• ≥0% → 8
• -5% → 5
• -15% → 3
• -25% → 1
• <-25% → 0 (HARD STOP)

Fleet patches incorporated

• ✓ Held-asset dedup (3-layer: producer pre-filter, LLM gate, runtime perassetcooldown)
• ✓ Post-close cooldown (180min; producer-side runtime-cooldown backstop)
• ✓ Reentrancy guard (producerdaemon scannerlock with stale-PID auto-recovery)
• ✓ Wallet-from-config (no hardcoding)
• ✓ drawdownresetondayrollover: false
• ✓ FEEOPTIMIZEDLIMIT entries AND exits with ensure_execution_as_taker: true
• ✓ Fleet-standard T0/T1 ladder
• ✗ FP-001 quiet hours — deferred fleet-wide

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

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.