grizzly-strategy

What this skill does

# 🐻 GRIZZLY v7.0.0 — BTC Alpha Hunter (senpi_runtime_helpers)

Trend-continuation on BTC, v2-runtime-native. Same Kodiak-family
architecture as Wolverine / Polar / Kodiak. Producer emits signals,
runtime executes via LLM gate, DSL manages exits via maker-first
FEE_OPTIMIZED_LIMIT.

**Trades WITH the trend and WITH the smart money.** Not contrarian.
SM-opposes is a hard block.

---

## ⛔ CRITICAL AGENT RULES

### RULE 1: Install path is `/data/workspace/skills/grizzly-strategy/`
### RULE 2: THE SCANNER DOES NOT EXIT POSITIONS — DSL only.
### RULE 3: MAX 1 POSITION (BTC only)
### RULE 4: Verify runtime on every session start
### RULE 5: Never modify parameters without family-wide review
### RULE 6: HARD_STOP circuit breaker triggers at -25% drawdown

### RULE 7 (FP-002): User-conversation Claude sessions MUST NOT trade

**Hard rule, not a heuristic.** When responding to a user message (Telegram
ping, status check, "tell me about your trades", etc.), the Claude Code
session 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** (grizzly-producer.py)
and the **DSL ratchet engine**. The daemon is the only entry path. The DSL
is the only exit path. User-conversation sessions are read-only.

If the user asks an action-implying question ("anything close to
triggering?", "should I take this trade?"), respond by reading current
state — DO NOT execute. The producer will fire on its next tick if a
real signal is there. Pattern observed across the fleet: agents have
been opening positions immediately after user pings because their
conversation sessions had MCP write access. This rule closes that gap.

### RULE 8 (FP-001): Quiet hours for low-liquidity windows

Producer skips emission during 00:00-04:00 UTC by default. Apex setups
(score >= `quietHoursApexBypassScore`, default 14) bypass — high-conviction
BTC trends can fire any hour; routine sub-apex entries wait until 04:00 UTC.

Configurable via `quietHoursStartUtc`, `quietHoursEndUtc`,
`quietHoursApexBypassScore` in `grizzly-config.json`. Set start == end
to disable.

Rationale: fleet-wide pattern of 00:00 UTC pile-ins after daily-cap reset.
For Grizzly specifically, BTC overnight liquidity is thinnest in this
window and entry slippage can eat a low-conviction edge.

---

## Thesis

**Pure trend continuation on BTC, never counter-trend.**

From Kodiak's lifetime top-3 SOL winners (+$133 / +$87 / +$78):

> "The absolute highest predictor of a massive directional swing is when
> the 4H, 1H, 15m, and 5m price momentum are perfectly unified in a
> single direction, AND the Smart Money leaderboard is heavily lopsided
> (>65% directional consensus) in that exact same direction."

Grizzly v5.0 applies that exact thesis to BTC. BTC is slower and heavier
than SOL, so thresholds are tightened — but the pattern is identical.

---

## v5.0 — COMPLETE REWRITE

v4.x was a contrarian SM-fader. The April 10 inversion test read "if we
flipped direction we'd win 81.8%" as evidence that SM was broken on BTC.
The correct read was: the scanner was late, entering *after* the move
exhausted. Flipping direction made those same late entries profitable
temporarily, but it also set Grizzly up to fight every real trend.

v4.x lost $245. Grizzly was the only family member running a direction
opposite to the family intent.

v5.0 returns to the family pattern:

- **REMOVED:** CONTRARIAN_FLIP — Grizzly now trades WITH SM consensus
- **REMOVED:** CONTRARIAN_EXHAUSTION_GATE — gating contrarian behavior
- **ADDED:** 3-mode state machine (HUNTING / RIDING / STALKING)
- **ADDED:** 4-timeframe alignment (5m + 15m + 1h + 4h)
- **ADDED:** 4TF_aligned bonus scoring
- **ADDED:** SM strongly tilted bonus (>65% consensus)
- **ADDED:** SM opposes HARD BLOCK
- **ADDED:** Move-exhaustion + tiring penalties
- **ADDED:** RSI filter (70/30 BTC-tuned)
- **ADDED:** Volume trend + OI-proxy growth signal
- **ADDED:** STALKING mode — reload on dip after DSL exit
- **KEPT:** Dynamic daily cap (P&L-aware circuit breaker)
- **KEPT:** has_resting_orders with auto-cancel stale
- **KEPT:** 10x MAX_LEVERAGE cap

---

## Hard Gates (all must pass)

1. **4h trend structure ≠ NEUTRAL** (BULLISH or BEARISH, >60% higher-lows or lower-highs)
2. **1h trend agrees** with 4h direction
3. **15m momentum confirms** direction (>0.05% in direction)
4. **SM opposes = HARD BLOCK** (leaderboard_get_markets)
5. **RSI filter** — LONG requires RSI ≤ 70, SHORT requires RSI ≥ 30

---

## BTC-Specific Tuning vs Kodiak (SOL)

BTC moves ~0.6% in 4h; SOL moves 2–4%. Thresholds tightened ~3x:

| Parameter | Kodiak (SOL) | Grizzly (BTC) | Why |
|---|---|---|---|
| min_mom_15m | 0.10% | 0.05% | BTC slower |
| rsi_max_long | 74 | 70 | BTC rarely pushes 74 |
| rsi_min_short | 26 | 30 | BTC rarely pushes 26 |
| move_exhaustion | 4.0% | 2.5% | BTC exhaustion at lower % |
| move_tiring | 2.5% | 1.5% | |
| 4h_strong | 4.0% | 2.0% | |
| vol_ratio_min | 1.2 | 1.1 | BTC volume always deep |
| funding_extreme | 0.005 | 0.003 | BTC lower-magnitude |

MIN_SCORE = 10 (family standard). Dynamic daily cap same as family.

---

## Scoring (max ~18 pts, MIN_SCORE = 10)

| Signal | Points |
|---|---:|
| 4h trend structure | +3 |
| 1h trend agrees | +2 |
| 15m momentum strength | +1 |
| 4TF_aligned (5m agrees) | +1 |
| SM aligned | +2 |
| SM strongly tilted (>65%) | +1 |
| 15m velocity fresh (>0.5) | +1 |
| 15M_STALE_PENALTY (cc ≤ 0) | -3 |
| Funding pays direction | +2 |
| Funding crowded against | -1 |
| Volume ratio ≥ 1.1x | +1 |
| Volume rising >15% | +1 |
| OI growing >10% | +1 |
| RSI room | +1 |
| 4h strong (>2%) | +1 |
| MOVE_EXHAUSTION (>2.5%) | -2 |
| MOVE_TIRING (>1.5%) | -1 |

---

## Position Sizing

| Score | Leverage | Margin % |
|---|---:|---:|
| 10-11 | 10x (clamped to HL max) | 30% |
| 12-13 | 10x | 37.5% |
| **14+** | **10x** | **45%** |

Leverage auto-clamped to BTC's Hyperliquid max via `strategy_get_asset_trading_limits`.

---

## Exit (DSL) — BTC-Tuned per RatchetStop Timing Guide

| Mechanism | Value | Why |
|---|---|---|
| hard_timeout | 360 min (6h) | BTC trends take time |
| weak_peak_cut | 120 min @ 2% min | BTC peaks consolidate slowly |
| dead_weight_cut | 90 min | BTC can sit quietly within a trend |
| Phase 1 max_loss | 15% | Same as Kodiak |
| Phase 1 retrace | 8% | |
| Phase 2 tier 1 | +5% → 25% lock | First profit lock |
| Phase 2 tier 2 | +10% → 45% | |
| Phase 2 tier 3 | +15% → 65% | |
| Phase 2 tier 4 | +20% → 80% | |
| Phase 2 tier 5 | +30% → 90% | Apex lock |
| Phase 2 tier 6 | +50% → 94% | Monster winner trail |

---

## Lifecycle (v6.0 — runtime-owned)

```
producer.py  → [all gates pass, score >= MIN_SCORE] → client.push_signal()
runtime LLM  → [pass-through gate, min_confidence 7] → OPEN_POSITION
runtime DSL  → [tracks position, ratchets through Phase 2 ladder] → exit
runtime risk → [enforces daily caps + drawdown halt + cooldowns] → block next entry
```

**Producer (HUNTING):** scanner evaluates BTC every 3 minutes. All hard
gates must pass. NO Python state — emits a signal and exits.

**Runtime (RIDING):** position_tracker scanner detects open via
`POSITION_OPENED`, fires `ON_POSITION_OPENED`, DSL engine starts
trailing. Producer's held-asset check prevents duplicate emission while
position is open.

**Runtime (POST-EXIT):** when DSL closes, `per_asset_cooldown_minutes`
gate blocks new BTC entries for 60 min. v5.x's STALKING mode and
reload-on-dip logic are dropped — DSL owns position lifecycle and the
producer does NOT add to existing positions.

**v5.x Python state machine** (HUNTING/RIDING/STALKING) is gone. Runtime
owns all state. No Python state files to corrupt.

---

## Family Relationship

All four single-asset specialists run the same architecture:

| Agent | Asset | MIN_SCORE | DSL Profile |
|---|---|---:|---|
| Kodiak | SOL | 10 | Mid-beta (240/60/90