barracuda-strategy
🐟 BARRACUDA v1.0.1 — Funding Decay Collector
Collect funding from trapped traders while riding the confirmed trend.
Why BARRACUDA Exists
Croc tried pure funding arbitrage and lost -42.7% on 535 trades. The thesis (collect extreme funding) was sound — the execution was broken. Croc entered funding trades without checking SM direction or trend structure. When funding flipped, Croc was counter-trend and lost on both price AND funding.
Barracuda fixes this with hard gates: extreme funding must be persistent (6+ hours), SM must align, and 4H trend must confirm. You only collect funding when the market agrees with your direction.
Six-Gate Entry Model
- Extreme funding — annualized 30%+ (shorts paying longs, or vice versa)
- Persistent — same direction for 6+ consecutive hours (not a spike)
- SM aligned — Hyperfeed shows SM traders positioned in our direction
- 4H trend confirms — SMA20 slope agrees with entry direction
- RSI safe — not entering overbought longs or oversold shorts
- Leverage >= 5x — need enough leverage for funding to be meaningful
The Double Edge
When all gates pass, you're collecting funding AND riding a trend:
- Funding income: at 30% annualized and 10x leverage, that's ~8.2% of margin per day
- Price appreciation: SM-confirmed trend provides directional alpha
- Trapped traders: the funding rate IS the signal — other side is paying to hold losing positions
DSL Configuration
Patient stops — funding positions need time to accumulate yield:
- Phase 2 trigger at 5% ROE (earlier than momentum skills)
- Stagnation TP at 8% ROE / 120 min (very patient — funding accumulates)
- Dead weight cut at 30 min (don't hold a position that never goes green)
- Standard 7/12/15/20% tier locks
Notification Policy (STRICT)
ONLY alert: Position OPENED (asset, direction, funding rate, daily yield, persistence hours), position CLOSED (DSL or thesis exit with reason), risk guardian triggered, critical error.
NEVER alert: Scanner found nothing, funding history updated, extreme funding detected but didn't qualify, scanner ran successfully, DSL routine check, any reasoning or analysis. If you didn't open or close a position, the user should not hear from you. Silence means working.
All crons MUST use NO_REPLY for idle cycles. Do not narrate scan results.
Expected Trade Frequency
Barracuda is a PATIENT strategy. Extreme funding that persists for 6+ hours with SM alignment and trend confirmation is rare. Expected:
- 0-2 trades per day in normal markets
- 0 trades for multiple days is normal during low-funding periods
- Max 3 entries per day hard cap
- If you're taking 5+ trades per day, something is wrong — the persistence gate should prevent this
Files
| File | Purpose |
|---|---|
scripts/barracuda-scanner.py |
Six-gate funding scanner with persistence tracking |
scripts/barracuda_config.py |
Config helper (from Tiger) |
scripts/barracuda_lib.py |
Technical analysis library (from Tiger) |
config/barracuda-config.json |
Parameters |
License
MIT — Built by Senpi (https://senpi.ai).
Skill Attribution
When creating a strategy, include skill_name and skill_version in the call. See references/skill-attribution.md for details.