cobra-strategy

? COBRA v1.1 — Arena Sprint Predator

SM dominates. Cobra strikes. One asset. Maximum conviction.

What Makes Cobra Different

Every other Predator agent is built for long-term edge — patient entry, perfect scores, wide DSL. Cobra is built to win Arena weeks.

The Arena rewards ROE% over 7 days. The winning strategy is 2-4 massive conviction trades that ride the dominant SM trend. The #1 Arena agent won with +62% ROE on just 12 trades.

Fee Lesson from the Fleet

The Predators data tells a clear story about fees:

Agent	Trades	Fees	Profit	Profit:Fee Ratio
Condor v2.0	5	$2.71	+$37.43	13.8:1
Cheetah	53	$23.12	+$40.58	1.8:1
Polar	170	$239.27	+$38.65	0.16:1

Cobra targets Condor's efficiency: few trades, big impact, minimal fees.

Cobra's approach:

• Only trades the #1 SM asset — never scatters across multiple assets
• $400 margin per trade (40% of budget) for concentrated ROE impact
• FEE_OPTIMIZED_LIMIT orders — maker first, taker fallback at 30s. ~50% fee savings vs market orders.
• Wide DSL — 180min timeout, 8% retrace, 45min dead weight. Let positions breathe.
• 3 entries per day max — quality over quantity
• 10x leverage on majors (BTC/ETH/SOL/HYPE), 5x on others

⛔ CRITICAL AGENT RULES

RULE 1: Install path is /data/workspace/skills/cobra-strategy/

RULE 2: THE SCANNER DOES NOT EXIT POSITIONS — DSL only.

RULE 3: MAX 1 POSITION at a time.

RULE 4: MAX 3 ENTRIES PER DAY. 90-minute cooldown. 120-minute per-asset cooldown.

RULE 5: ONLY trade the #1 SM dominant asset. Never scatter.

RULE 6: XYZ equities are BANNED at parse level.

RULE 7: USE FEE_OPTIMIZED_LIMIT for all entries. Never market orders.

Scanner Logic (2 API calls)

1. leaderboard_get_markets (limit=20)
   → Find #1 non-XYZ asset by SM concentration
   → Gate: Must be >10% SM dominance

2. Score the dominant asset:
   - SM Dominance: >15% = +3, >10% = +2, >5% = +1
   - Contribution Surge: >5% = +2, >2% = +1
   - 4H Trend Confirms: >0.5% in direction = +1
   - 1H Trend Confirms: >0.2% in direction = +1
   - Deep Consensus: >200 traders = +1

   MIN_SCORE: 5/8
   
   → If score >= 5: ENTER with $400 margin at 10x (majors) or 5x
   → Order type: FEE_OPTIMIZED_LIMIT (maker first, taker fallback 30s)

DSL Configuration (Fee-Conscious, Position-Breathing)

Phase 1 (Loss Protection):

• Max loss: -15%
• Retrace from high water: 8% (wide — let volatile assets breathe)
• 3 consecutive breaches required
• Phase 1 max time: 45 minutes

Phase 2 (Profit Locking — let winners run):

• +5% → lock 25% of high water
• +10% → lock 45%
• +15% → lock 60%
• +20% → lock 75%
• +30% → lock 85%
• +50% → lock 92%

Timeouts:

• Hard timeout: 180 minutes (3 hours — positions need time)
• Weak peak cut: 60 minutes at +3% minimum
• Dead weight cut: 45 minutes

Why This Wins Arena

1. Concentration: $400 on one trade. A 10% move at 10x = +$400 = 40% ROE on the $1K account.

2. Fee efficiency: FEE_OPTIMIZED_LIMIT saves ~50% vs market orders. Over a week, that's the difference between +5% and +8% ROE.

3. Breathing room: 180-minute timeout and 8% retrace means positions ride through volatility instead of getting stopped out on noise and re-entering (which churns fees).

4. SM alignment: Only trading when SM dominance is extreme (>10%). When 300+ top traders are positioned the same way, the trend usually has hours to develop — not minutes.

5. Fewer trades: 3/day max, 90-min cooldown. Over 7 days that's 21 max entries. Only need 2-3 big winners.

Execution Details (Scanner-Level, Not YAML)

Entry: FEE_OPTIMIZED_LIMIT with ensureExecutionAsTaker: true and executionTimeoutSeconds: 30

• Places an ALO (Add Liquidity Only) maker order
• If not filled in 30 seconds, cancels and resubmits as market order
• Maker fees are ~0.02% vs taker fees of ~0.05%
• On a $400 × 10x = $4,000 notional position, this saves ~$1.20 per trade

Runtime Setup

sed -i 's/${WALLET_ADDRESS}/<WALLET>/' /data/workspace/skills/cobra-strategy/runtime.yaml
sed -i 's/${TELEGRAM_CHAT_ID}/<CHAT_ID>/' /data/workspace/skills/cobra-strategy/runtime.yaml
openclaw senpi runtime create --path /data/workspace/skills/cobra-strategy/runtime.yaml
openclaw senpi runtime list && openclaw senpi status

Bootstrap Gate

Verify runtime + status + scanner cron (90s, main). CRITICAL: The cron must be configured to call create_position via Senpi MCP when the scanner outputs a signal with an entry block. If the cron just runs the scanner and exits, trades will never execute. Send: "? COBRA v1.1 online. Arena predator. Fee-optimized. Hunting the #1 SM rotation."

License

MIT — Built by Senpi (https://senpi.ai).