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):

• At least one completed 1h candle since exit (minimum ~30 min)

• Fresh 5m momentum impulse in the exit direction (new acceleration, not dead cat bounce)

• OI stable or growing (not collapsing from profit-taking)

• Volume at least 50% of what powered the original entry

• Funding not spiked into crowded territory (< 50% annualized)

• SM still aligned in the exit direction

• 4h trend structure still intact

If ALL pass → RELOAD. Re-enter same direction, same leverage. 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.

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 at High Leverage

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.

• Deepest liquidity on Hyperliquid — no slippage even at 20x

• 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

High leverage amplifies the edge. At 15x, a 2% BTC move = 30% ROE. At 20x, it's 40% ROE. BTC's structural, sustained trends are the ideal setup for leveraged conviction trades with wide trailing stops.

How GRIZZLY Trades

Entry (score ≥ 10 required)

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

Signal Points Required?

4h trend structure (higher lows / lower highs) 3 Yes — no entry without macro structure

1h trend agrees with 4h 2 Yes

15m momentum confirms direction 0-1 Yes (min 0.1%)

5m alignment (all 4 timeframes agree) 1 No

SM aligned with direction 2-3 Hard block if opposing

Funding pays to hold the direction 2 No

Volume above average 1-2 No

OI growing (new money entering) 1 No

ETH confirms BTC's move 1 No

RSI has room 1 No (but blocks overbought/oversold)

4h momentum strength 1 No

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

Conviction-Scaled Leverage

Score Leverage

10-11 15x

12-13 18x

14+ 20x

Conviction-Scaled Margin

Score Margin

10-11 30% of account

12-13 37%

14+ 45%

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:

Tier Trigger ROE Lock (% of HW) Breaches Notes

1 5% 20% 3 Very light — BTC pullbacks are normal

2 10% 40% 3 Patient — let the trend develop

3 15% 60% 2 Tightening

4 20% 75% 1 Strong protection

5 30%+ 85% 1 Infinite trail — no ceiling

At 15x leverage: BTC +2% price = +30% ROE → stop at +25.5% ROE (85% of 30). At 20x leverage: BTC +3% price = +60% ROE → stop at +51% ROE (85% of 60).

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.

Risk Management

Rule Value Notes

Max positions 1 One BTC trade at a time

Phase 1 floor 3.5% notional ~52% ROE at 15x, ~70% at 20x

G5 per-position cap 10% of account Wider than other skills — BTC conviction

G2 drawdown halt 25% from peak Halt all trading

Daily loss limit 10%

Cooldown 120 min after 3 consecutive losses Long — BTC conviction trades shouldn't chain-fail

Stagnation TP 12% ROE stale 90 min BTC needs patience

Cron Architecture

Cron Interval Session Purpose

Scanner 3 min isolated Thesis builder (if flat) + thesis re-evaluator (if holding)

DSL v5.3.1 3 min isolated High Water Mode trailing stops

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:

• Verify Senpi MCP

• Create scanner cron (3 min, isolated) and DSL cron (3 min, isolated)

• Write config/bootstrap-complete.json

• Send: "🐻 GRIZZLY is online. Watching BTC. DSL High Water Mode active. Silence = no conviction."

Expected Behavior

Metric Expected

Trades/day 1-3 (BTC conviction trades are rare)

Avg hold time 2-24 hours

Win rate ~50-55%

Avg winner 30-80%+ ROE (high leverage + infinite trailing)

Avg loser -30 to -50% ROE (wide floors for BTC)

Fee drag/day $3-10 (1-3 maker entries)

Profit factor Target 1.5-2.5 (big winners, managed losers)

Files

File Purpose

scripts/grizzly-scanner.py

BTC thesis builder + re-evaluator

scripts/grizzly_config.py

Shared config, MCP helpers, state I/O

config/grizzly-config.json

All configurable variables with DSL High Water tiers + legacy fallback

DSL v5.3.1 (shared skill) Trailing stop engine — MUST be configured with High Water Mode

License

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