GATOR — Patient Funding Arbitrage
Lies motionless for hours. Collects funding. Then snaps.
Evolved from CROC's live trading failure: CROC lost 14% because momentum DSL rules (15-min weak peak, 30-min hard timeout) killed funding arb trades that need hours to play out. GATOR removes all time-based exits and uses structural thesis invalidation instead.
What Makes GATOR Different from CROC
CROC uses the same DSL rules as momentum strategies. GATOR uses funding-specific exit logic:
Aspect CROC GATOR
Min funding 20% annualized 120% annualized — absolute extremes only
Weak peak cut 15 min (or widened by agent) Disabled
Hard timeout 30 min (or widened by agent) Disabled
Primary exit Time-based (DSL Phase 1 timeout) Structural (funding flips = exit)
Funding flip exit Not implemented Instant — funding reverses direction = thesis dead
Funding normalize exit Not implemented Funding drops below 50% ann = arb is over
OI collapse exit Not implemented OI drops 20%+ in 2h = chaotic unwind, take what you have
Funding income tracking None Tracks income per position
Phase 2 trigger +7% ROE +10% ROE — funding arb is slower
Stagnation TP 30 min 180 min — funding trades are slow by design
MANDATORY: DSL High Water Mode
GATOR MUST use DSL High Water Mode. This is not optional.
When creating DSL state files, you MUST include:
{ "lockMode": "pct_of_high_water", "phase2TriggerRoe": 10, "tiers": [ {"triggerPct": 10, "lockHwPct": 20, "consecutiveBreachesRequired": 3}, {"triggerPct": 20, "lockHwPct": 40, "consecutiveBreachesRequired": 3}, {"triggerPct": 35, "lockHwPct": 60, "consecutiveBreachesRequired": 2}, {"triggerPct": 50, "lockHwPct": 75, "consecutiveBreachesRequired": 1}, {"triggerPct": 75, "lockHwPct": 85, "consecutiveBreachesRequired": 1} ] }
FALLBACK: Use tiersLegacyFallback from config until engine supports pct_of_high_water .
CRITICAL: Do NOT use momentum DSL rules on GATOR. No hard timeouts, no weak peak cuts, no dead weight. These will kill funding trades that are working exactly as designed — collecting funding while consolidating sideways.
How GATOR Trades
Entry (score ≥ 6)
Every 15 minutes, scan all assets for extreme funding:
Signal Points
Funding ≥ 200% annualized 4
Funding ≥ 150% annualized 3
Funding ≥ 120% annualized 2
Deep OI (> $20M) 2
Moderate OI (> $10M) 1
SM aligned with entry direction 1
Trend confirms entry direction 1
Direction: OPPOSITE to funding. Positive funding (crowd long) = enter short. Negative funding (crowd short) = enter long.
Conviction-scaled margin: 200%+ ann = 30% of account, 150%+ = 25%, 120%+ = 20%.
Hold
The scanner re-validates every held position on each scan. The position holds as long as:
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Funding has NOT flipped direction
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Funding is still above 50% annualized
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OI has not collapsed 20%+ in 2 hours
A funding trade can hold for 2 hours, 8 hours, 24 hours — as long as the thesis is alive. Every hour it holds, it collects funding payments at 120%+ annualized rates. The longer it holds, the more income subsidizes the position's risk.
Exit Triggers (any one = close immediately)
Trigger What It Means
Funding flips direction The crowd unwound. Thesis is dead.
Funding drops below 50% ann The extreme normalized. The arb is over.
OI collapses 20%+ in 2h Chaotic unwind. Take what you have.
DSL breach High Water stop hit — mechanical exit.
No time exits. No "it's been 30 minutes and nothing happened." Funding arb IS "nothing happening" — you're collecting payments while price consolidates.
DSL: Widest Tiers in the Zoo
Funding arb entries retrace hard before the snap. The crowd doesn't give up easily — price pushes against you before it reverses. GATOR needs the widest Phase 1 and the most patient Phase 2:
Setting Value Compare to FOX
Floor base 3.5% notional FOX: 1.5%
Phase 2 trigger +10% ROE FOX: +7%
T1 lock 20% of HW FOX: 40%
85% trail at +75% ROE FOX: +20%
Stagnation TP 15% ROE, 180 min FOX: 10%, 45 min
Risk Management
Rule Value
Max positions 3
Max entries/day 4 (base 3, dynamic to 5)
Daily loss limit 8%
Max drawdown 20%
Max single loss 10%
Cooldown 120 min after 2 consecutive losses
Cron Architecture
Cron Interval Session Purpose
Scanner 15 min isolated Funding scan + thesis validation for held positions
DSL v5 3 min isolated High Water Mode trailing (safety net)
15-minute scanner interval is intentional. Funding rates change hourly. Scanning every 3 minutes wastes tokens on data that hasn't moved. The DSL cron still runs every 3 minutes for mechanical trailing protection.
Notification Policy
ONLY alert: Position OPENED (asset, direction, funding rate, annualized %), position CLOSED (which thesis exit triggered or DSL breach), risk triggered, critical error. NEVER alert: Scanner found nothing, DSL routine, thesis validation passed, funding income update, any reasoning. All crons isolated. NO_REPLY for idle cycles.
Bootstrap Gate
Check config/bootstrap-complete.json every session. If missing:
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Verify Senpi MCP
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Create scanner cron (15 min, isolated) and DSL cron (3 min, isolated)
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Write config/bootstrap-complete.json
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Send: "🐊 GATOR is online. Scanning for 120%+ annualized funding. Structural exits only. Silence = no extremes."
Expected Behavior
Metric CROC GATOR (expected)
Trades/day 5-10 2-4
Avg hold time 15-30 min (killed by timeout) 2-8 hours
Win rate ~35-40% ~55-65%
Avg winner 10-20% ROE 15-40%+ ROE
Avg loser -3 to -8% ROE (many small) -15 to -25% ROE (fewer, bigger)
Funding income/trade Minimal (15 min holds) Significant (hours at 120%+ ann)
Fee drag/day $30-50 $5-15
Files
File Purpose
scripts/gator-scanner.py
Funding scan + thesis validation + funding income tracking
scripts/gator_config.py
Shared config, MCP helpers
config/gator-config.json
All variables with thesis exit config + DSL High Water
License
MIT — Built by Senpi (https://senpi.ai). Source: https://github.com/Senpi-ai/senpi-skills