wolf-strategy
Installation
SKILL.md
🐺 WOLF v1.0 — Event-Driven / Regime-Rotation Hedge Fund
Wolf trades the turn. It computes a single market-wide regime from
cross-asset confirmation — equities, oil, gold, BTC, the dollar — and a book
only fires when the regime agrees with its mandate. So the fund rotates:
in a confirmed risk-on regime the risk-on book works and the risk-off book
stands down; when the regime flips, they swap. No single asset can flip the
book — the whole macro complex has to lean one way. One producer script
(wolf-producer.py) serves both books; the WOLF_LEG env var selects which.
| Book | Style | Fires when | Wallet env | Runtime | Scanner |
|---|---|---|---|---|---|
risk_on |
Long beaten-down beta | regime == RISK_ON | WOLF_RISK_ON_WALLET |
runtime-risk_on.yaml |
wolf_risk_on_signals |
risk_off |
Long defensives + short risk | regime == RISK_OFF | WOLF_RISK_OFF_WALLET |
runtime-risk_off.yaml |
wolf_risk_off_signals |
The two books are mutually exclusive in practice: at any moment one regime is (usually) in force, so one book trades while the other waits in cash. That is the rotation. In NEUTRAL (no net cross-asset agreement) both stand down.