grizzly-strategy
🐻 GRIZZLY v5.8.0 — BTC Alpha Hunter
Trend-continuation on BTC. Same architecture as Kodiak / Wolverine / Polar. One asset, one scanner, one exit system. No contrarian flips.
⛔ 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_positionclose_positionedit_positionratchet_stop_add/ratchet_stop_edit/ratchet_stop_deletecancel_orderstrategy_close/strategy_close_positions
These tools are reserved for the producer cron (grizzly-scanner.py) and the DSL ratchet engine. The cron 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)
- 4h trend structure ≠ NEUTRAL (BULLISH or BEARISH, >60% higher-lows or lower-highs)
- 1h trend agrees with 4h direction
- 15m momentum confirms direction (>0.05% in direction)
- SM opposes = HARD BLOCK (leaderboard_get_markets)
- 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 |
3-Mode Lifecycle
HUNTING → [all gates pass, score >= 10] → ENTER → RIDING
RIDING → [DSL closes position] → STALKING
STALKING → [reload conditions met] → RELOAD → RIDING
STALKING → [kill conditions hit] → RESET → HUNTING
STALKING → [6h timeout] → RESET → HUNTING
HUNTING: scanner evaluates BTC every 3 minutes. All hard gates must pass.
RIDING: scanner does NOT re-evaluate the position. DSL manages all exits. (Wolverine v1.1 data: 25/27 trades killed by thesis re-evaluation, not DSL.)
STALKING: after DSL closes, scanner watches for conditions to reload same direction — fresh 5m impulse + volume holding + SM still aligned + 4h trend intact. Kills if trend reverses, SM flips, funding extremes, or OI collapses.
Family Relationship
All four single-asset specialists run the same architecture:
| Agent | Asset | MIN_SCORE | DSL Profile |
|---|---|---|---|
| Kodiak | SOL | 10 | Mid-beta (240/60/90min) |
| Wolverine | HYPE | 10 | High-beta (180/45/60min) |
| Polar | ETH | 10 | Mid-beta (240/60/90min) |
| Grizzly | BTC | 10 | Low-beta (360/90/120min) |
Bug fixes and signal improvements propagate across the family. If one member discovers an edge, all four get it. If one has a bleed, all four get audited.
Install
mkdir -p /data/workspace/skills/grizzly-strategy/{config,scripts,state}
curl -s https://raw.githubusercontent.com/Senpi-ai/senpi-skills/main/grizzly/runtime.yaml -o /data/workspace/skills/grizzly-strategy/runtime.yaml
curl -s https://raw.githubusercontent.com/Senpi-ai/senpi-skills/main/grizzly/SKILL.md -o /data/workspace/skills/grizzly-strategy/SKILL.md
curl -s https://raw.githubusercontent.com/Senpi-ai/senpi-skills/main/grizzly/config/grizzly-config.json -o /data/workspace/skills/grizzly-strategy/config/grizzly-config.json
curl -s https://raw.githubusercontent.com/Senpi-ai/senpi-skills/main/grizzly/scripts/grizzly-scanner.py -o /data/workspace/skills/grizzly-strategy/scripts/grizzly-scanner.py
curl -s https://raw.githubusercontent.com/Senpi-ai/senpi-skills/main/grizzly/scripts/grizzly_config.py -o /data/workspace/skills/grizzly-strategy/scripts/grizzly_config.py
Configure
sed -i 's/${WALLET_ADDRESS}/<YOUR_STRATEGY_WALLET>/' /data/workspace/skills/grizzly-strategy/runtime.yaml
sed -i 's/${TELEGRAM_CHAT_ID}/<YOUR_TELEGRAM_CHAT_ID>/' /data/workspace/skills/grizzly-strategy/runtime.yaml
Install runtime + create scanner cron
openclaw senpi runtime create --path /data/workspace/skills/grizzly-strategy/runtime.yaml
openclaw senpi runtime list
# Create 3-minute cron: python3 /data/workspace/skills/grizzly-strategy/scripts/grizzly-scanner.py
Changelog
v5.0 (2026-04-16) — COMPLETE REWRITE
- Direction logic flipped back from v4.x contrarian to trend-following
- Ported Kodiak's full 3-mode state machine (HUNTING/RIDING/STALKING)
- Added 4-timeframe alignment with 4TF_aligned bonus scoring
- Added SM-opposes HARD BLOCK
- Added move-exhaustion + tiring penalties
- Added RSI filter (70/30 BTC-tuned)
- Added volume trend + OI-proxy growth signals
- Added STALKING reload-on-dip mode
- DSL profile retuned per RatchetStop timing guide for BTC (low-beta)
- MIN_SCORE raised 8 → 10 (family standard)
- Margin tiers rebuilt with conviction scaling (30/37.5/45%)
- Inner-order success validation in execute_entry
- get_safe_leverage() clamps to BTC's HL max
v4.x (deprecated) — contrarian fader
- Direction-inverted from family intent
- Lost $245 fighting real trends
- Replaced by v5.0
v3.2 — trend-follower (pre-contrarian)
License
MIT — Built by Senpi (https://senpi.ai). Source: https://github.com/Senpi-ai/senpi-skills