name: mantis-strategy
description: >-
MANTIS v2.0 — Momentum Event Consensus. Complete rewrite from v1.0. Uses
leaderboard_get_momentum_events (real-time threshold crossings) instead of
discovery_get_top_traders (stale positions). When 2+ quality SM traders
cross momentum thresholds on the same asset/direction within 60 minutes,
confirmed by market concentration + volume, MANTIS enters with the momentum.
Replaces both MANTIS v1.0 and SCORPION v1.1.
license: Apache-2.0
metadata:
author: jason-goldberg
version: "2.0"
platform: senpi
exchange: aftermath

MANTIS v2.0 — Momentum Event Consensus

Follow smart money ACTIONS, not stale positions.

Why v2.0 Is a Complete Rewrite

v1.0 was broken at the data source level. It used discovery_get_top_traders to find historically good whales, then read their current open positions via market_get_positions. This returned ALL positions including legacy ones — BTC shorts opened months ago at $89-108k showed up as "fresh 8-whale consensus" when they were actually stale hedges. The 30-minute aging filter only checked "how long have we been seeing this position in our scans," not when the whale actually opened it.

v2.0 uses leaderboard_get_momentum_events as the primary data source. These are real-time threshold-crossing events ($2M+/$5.5M+/$10M+) within a 4-hour rolling window. They capture when a trader's delta PnL crosses a significance level — this is an ACTION, not a stale position. Combined with leaderboard_get_markets for aggregate SM concentration and market_get_asset_data for volume confirmation.

SCORPION v1.1 is deprecated. It had the same stale-position problem with even looser filters (2 whales, 10min). Result: 406 trades, -24% ROI. MANTIS v2.0 replaces both skills.

MANDATORY: DSL High Water Mode

MANTIS 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

DSL tiers in mantis-config.json. Arm DSL immediately after every entry fill. Zero naked positions.

Five-Gate Entry Model

Gate 1 — Momentum Events (primary signal)

Poll leaderboard_get_momentum_events for recent tier 1+ crossings within the last 60 minutes. These are traders whose delta PnL just crossed $2M+ (T1), $5.5M+ (T2), or $10M+ (T3).

Each event includes:
- top_positions: snapshot of which markets drove the momentum, with direction and delta PnL
- concentration: how focused the trader's gains are (0-1)
- trader_tags: TCS (Elite/Reliable/Streaky/Choppy) and TAS (Patient/Tactical/Active/Degen)
- tier: 1/2/3 significance level

Group events by asset+direction. 2+ unique traders on the same asset/direction = consensus.

Gate 2 — Trader Quality Filter

Not all momentum events are equal. Filter by:
- TCS (Trading Consistency Score): Only Elite and Reliable. Streaky/Choppy traders filtered out.
- TAS (Trading Activity Style): Block Degen. Allow Patient, Tactical, Active.
- Concentration ≥ 0.4: Trader's gains are focused, not spread thin across 20 positions.

Gate 3 — Market Confirmation

Call leaderboard_get_markets to check aggregate SM concentration on the asset. Requires 5+ top traders with significant positions in this market. This confirms the momentum events aren't isolated — the broader SM community is active here.

Gate 4 — Volume Confirmation

Call market_get_asset_data to check 1h volume. Current volume must be ≥ 50% of 6h average. Don't enter into dead markets where you'll get chopped up on spread.

Gate 5 — Regime Filter (penalty, not block)

Check BTC 4h regime. If entering counter-trend (long in bearish, short in bullish), apply -3 score penalty. SM momentum may override regime, so this is a penalty not a block. Regime-aligned entries get +1 bonus.

Scoring

Minimum score: 10 to trigger entry.

Entry Direction

MANTIS enters WITH the smart money momentum. If SM is long, MANTIS goes long. This is follow-the-leader, not contrarian (that's OWL's job).

Risk Management

Cron Architecture

Both crons MUST be isolated sessions with agentTurn payload. Use NO_REPLY for idle cycles.

Notification Policy

ONLY alert: Position OPENED (asset, direction, trader count, avg tier, score breakdown), position CLOSED (DSL or thesis exit with reason), risk guardian triggered, critical error.

NEVER alert: Scanner found no events, quality filter removed events, no consensus, gates failed, DSL routine check, any reasoning.

What "Working Correctly" Looks Like

• Zero trades for hours: Normal. Momentum events that pass ALL five gates are rare by design.
• Events seen but no consensus: The quality filter and 2+ trader requirement are doing their job.
• Consensus found but score too low: Volume or regime gates keeping us out of bad setups.
• 1-2 trades per day: Ideal. This is a patience skill.

Bootstrap Gate

On EVERY session, check if config/bootstrap-complete.json exists. If not:
1. Verify Senpi MCP
2. Create scanner cron (5 min, isolated) and DSL cron (3 min, isolated)
3. Write config/bootstrap-complete.json
4. Send: "🦗 MANTIS v2.0 is online. Monitoring momentum events for SM consensus. Silence = no conviction."

Files