name: grizzly-strategy
description: >-
GRIZZLY v2.0 — BTC alpha hunter with position lifecycle. Single asset, every signal
(SM, funding, OI, 4TF trend, volume, ETH correlation). Three-mode lifecycle:
HUNTING (scan for entry) → RIDING (DSL trails) → STALKING (watch for reload on dip).
After DSL takes profit, watches for fresh momentum impulse while confirming macro thesis
is intact. If thesis dies, resets. If dip reloads, re-enters. DSL High Water Mode (mandatory).
license: MIT
metadata:
author: jason-goldberg
version: "2.0"
platform: senpi
exchange: aftermath

GRIZZLY v2.0 — BTC Alpha Hunter with Position Lifecycle

One asset. Every signal. Maximum conviction. Now with reload-on-dip.

GRIZZLY stares at BTC and nothing else. Every signal source available — smart money positioning, funding rate, open interest, 4-timeframe trend structure, volume, ETH correlation — feeds into a single thesis: is there a high-conviction BTC trade right now?

What's New in v2.0: The Three-Mode Lifecycle

v1.0 treated every entry as independent. After DSL closed a winning trade, GRIZZLY immediately scanned for a new entry — often re-entering on a minor dip that was just the aftershock of the move it just profited from.

v2.0 adds a STALKING mode between exits and new entries. After DSL takes profit, GRIZZLY watches the asset for a genuine reload opportunity while confirming the macro thesis is still alive.

MODE 1 — HUNTING (default)

Normal behavior. Scan BTC every 3 minutes. All signals must align (4h trend, 1h momentum, SM, funding, OI, volume). Score 10+ to enter. When a position opens, switch to MODE 2.

MODE 2 — RIDING

Active position. DSL High Water trails it. Thesis re-evaluation every scan. If thesis breaks (4h trend flips, SM flips, funding extreme, volume dies, ETH diverges) → thesis exit and reset to MODE 1 (thesis is dead, don't stalk). If DSL closes the position → switch to MODE 3.

MODE 3 — STALKING

DSL locked profits. The trend may not be over. Watch for a reload opportunity. Every scan checks:

Reload conditions (ALL must pass):
1. At least one completed 1h candle since exit (minimum ~30 min)
2. Fresh 5m momentum impulse in the exit direction (new acceleration, not dead cat bounce)
3. OI stable or growing (not collapsing from profit-taking)
4. Volume at least 50% of what powered the original entry
5. Funding not spiked into crowded territory (< 50% annualized)
6. SM still aligned in the exit direction
7. 4h trend structure still intact

If ALL pass → RELOAD. Re-enter same direction with dynamic leverage clamp (lev = min(targetLev, market.maxLeverage())). Switch to MODE 2.

Kill conditions (ANY triggers reset to MODE 1):
- 4h trend reversed
- SM flipped against exit direction
- OI collapsed 20%+
- Stalking for more than 6 hours with no reload
- Funding spiked above 100% annualized

The loop: HUNTING → RIDING → STALKING → RELOAD → RIDING → STALKING → ... until a kill condition fires → HUNTING.

maxPositions: 1. GRIZZLY holds one BTC position at a time. All capital, all attention, one trade.

MANDATORY: DSL High Water Mode

GRIZZLY MUST use DSL High Water Mode. This is not optional. Do not substitute standard DSL tiers.

Aftermath entry optimization: Set the initial SL inline with the entry order using Aftermath slTp, then let DSL cron trail it. At high leverage, even a short unprotected window can produce outsized drawdown.

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 for any GRIZZLY position, you MUST include:

{
  "lockMode": "pct_of_high_water",
  "phase2TriggerRoe": 5,
  "tiers": [
    {"triggerPct": 5,  "lockHwPct": 20, "consecutiveBreachesRequired": 3},
    {"triggerPct": 10, "lockHwPct": 40, "consecutiveBreachesRequired": 3},
    {"triggerPct": 15, "lockHwPct": 60, "consecutiveBreachesRequired": 2},
    {"triggerPct": 20, "lockHwPct": 75, "consecutiveBreachesRequired": 1},
    {"triggerPct": 30, "lockHwPct": 85, "consecutiveBreachesRequired": 1}
  ]
}

If tiers or lockMode is missing from the state file, the DSL engine falls back to flat 1.5% retrace and High Water Mode is silently disabled. Always verify the state file contains these fields after creation.

FALLBACK (until DSL engine supports pct_of_high_water): Use the tiersLegacyFallback array from grizzly-config.json — wide fixed tiers going up to +100% ROE. Switch to High Water tiers the moment the engine supports them.

Why BTC-Only with Aftermath-Safe Leverage

Aftermath limit note: BTC max leverage on Aftermath is 10x (as of March 2026). Never target leverage above market maximum.

Every other skill scans 10-230 assets. GRIZZLY scans one. The tradeoff: fewer trades, but every signal source is concentrated on the asset with the most data.

• Deep on-chain liquidity on Aftermath — reliable execution at the allowed market leverage
• Most SM data — every whale trades BTC, leaderboard positioning is most meaningful
• Highest OI concentration — funding rate signals are strongest
• Tightest spreads — maker orders fill reliably
• Structural moves — BTC trends last hours to days, not minutes

Leverage still amplifies the edge within exchange limits. At 10x, a 2% BTC move is ~20% ROE. BTC's structural, sustained trends are the ideal setup for conviction trades with wide trailing stops.

How GRIZZLY Trades

Entry (score ≥ 10 required)

Every 3 minutes, the scanner evaluates BTC across all signal sources:

Maximum score: ~18. Minimum to enter: 10. This means at least 4h structure + 1h agreement + SM aligned + one more booster.

Conviction-Scaled Leverage

Runtime rule:

maxLev = market.maxLeverage()
lev = min(targetLev, maxLev)

Conviction-Scaled Margin

Margin is isolated per position on Aftermath. Pass this allocation explicitly as collateralChange on entry.

Before each entry, call POST /api/perpetuals/account/max-order-size to verify unallocated collateral can support the requested leverage + size.

Hold (thesis re-evaluation every 3 min)

GRIZZLY re-evaluates the thesis every scan. The position holds as long as:
- 4h trend structure hasn't flipped
- SM hasn't flipped against the position
- Funding hasn't gone extreme against the position
- Volume hasn't dried up for 3+ hours
- ETH isn't strongly diverging from BTC

If ANY of these break → thesis exit. The agent closes because the reason it entered is dead.

Exit (DSL High Water — BTC-specific tiers)

BTC pulls back 3-5% ROE regularly during trends. The tiers are designed for this:

At 7x leverage: BTC +2% price = ~+14% ROE → stop at ~+11.9% ROE (85% of 14).
At 10x leverage: BTC +3% price = ~+30% ROE → stop at ~+25.5% ROE (85% of 30).

Phase 1: conviction-scaled floors. Score 10 = -50% ROE max loss. Score 12+ = unrestricted. No time exits.
Stagnation TP: 12% ROE stale for 90 minutes → close. BTC trends consolidate longer than alts.

Aftermath Funding Rate Integration

• Funding direction checks must use premiumTwap sign from /api/perpetuals/all-markets (premiumTwap / indexPrice), not estimatedFundingRate
• "Funding extreme against" thesis exits should be evaluated on premiumTwap sign reversal against the position

Risk Management

Cron Architecture

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

Notification Policy

ONLY alert: BTC position OPENED (direction, leverage, score, thesis reasons), position CLOSED (DSL or thesis exit with reason), risk guardian triggered, critical error.
NEVER alert: Scanner found no thesis, thesis re-evaluation passed, DSL routine check, any reasoning.
All crons isolated. NO_REPLY for idle cycles. No rogue processes.

Bootstrap Gate

On EVERY session, check config/bootstrap-complete.json. If missing:
1. Verify Senpi MCP
2. Create scanner cron (3 min, isolated) and DSL cron (3 min, isolated)
3. Write config/bootstrap-complete.json
4. Send: "🐻 GRIZZLY is online. Watching BTC. DSL High Water Mode active. Silence = no conviction."

Expected Behavior

Files

License

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