COBRA — Triple Convergence

Strikes only when price, volume, and new money all agree. Most scans produce nothing. That's the point.

What COBRA Does

Every 3 minutes, COBRA scans the top 25 assets by OI and checks three independent signals simultaneously:

Multi-timeframe momentum — 5m, 15m, and 1h must ALL agree on direction. If any disagrees, skip.
Volume confirmation — current bar volume must be ≥ 1.3x the 10-bar average. A move without volume is noise.
Open interest growth — OI must be trending up, meaning new money is entering. OI declining means the move is closing/liquidations, which reverses faster.

All three must pass. No exceptions. Optional boosters: SM alignment, funding direction, RSI room.

MANDATORY: DSL High Water Mode

COBRA MUST use DSL High Water Mode. This is not optional.

Spec: https://github.com/Senpi-ai/senpi-skills/blob/main/dsl-dynamic-stop-loss/dsl-high-water-spec%201.0.md

When creating DSL state files, you MUST include:

{
  "lockMode": "pct_of_high_water",
  "phase2TriggerRoe": 7,
  "tiers": [
    {"triggerPct": 7,  "lockHwPct": 30, "consecutiveBreachesRequired": 3},
    {"triggerPct": 12, "lockHwPct": 50, "consecutiveBreachesRequired": 2},
    {"triggerPct": 20, "lockHwPct": 70, "consecutiveBreachesRequired": 2},
    {"triggerPct": 30, "lockHwPct": 85, "consecutiveBreachesRequired": 1}
  ]
}

FALLBACK: Use tiersLegacyFallback from config until engine supports pct_of_high_water.

Entry Requirements

Signal	Requirement
5m momentum	Must agree with direction
15m momentum	≥ 0.15% in direction
1h momentum	Must agree with direction
Volume ratio (5m)	≥ 1.3x average
OI trend	Growing (not collapsing)
SM direction	Hard block if opposing
RSI	Not overbought (< 75 long) or oversold (> 25 short)
Min score	8

DSL: Phase 1 + High Water Phase 2

Setting	Value
Floor base	1.5% notional
Time exits	All disabled
Phase 2 trigger	+7% ROE
Stagnation TP	8% ROE stale 30 min

Conviction-Scaled Margin

Score	Margin
8-9	20% of account
10-11	25%
12+	30%

Dynamic Slots

Base 4 entries/day, unlocking to 8 on profitable days.

Risk Management

Rule	Value
Max positions	4
Daily loss limit	8%
Max drawdown	20%
Max single loss	5%
Cooldown	45 min after 3 consecutive losses

Cron Architecture

Cron	Interval	Session	Purpose
Scanner	3 min	isolated	Triple convergence scan
DSL v5	3 min	isolated	High Water Mode trailing

Notification Policy

ONLY alert: Position OPENED or CLOSED, risk triggered, critical error. NEVER alert: Scanner found nothing, DSL routine, any reasoning. All crons isolated. NO_REPLY for idle cycles.

Bootstrap Gate

Check config/bootstrap-complete.json every session. If missing: verify MCP, create scanner + DSL crons, write completion file, send: "🐍 COBRA is online. Scanning for triple convergence. Silence = no convergence."

Files

File	Purpose
`scripts/cobra-scanner.py`	Triple convergence scanner
`scripts/cobra_config.py`	Shared config, MCP helpers
`config/cobra-config.json`	All configurable variables

License

MIT — Built by Senpi (https://senpi.ai). Source: https://github.com/Senpi-ai/senpi-skills

cobra-strategy