By name: egret-strategy description: >- EGRET v1.0.0 — Smart-Money Divergence Fader. When the Smart-Money crowd is extremely concentrated one way (>= 70%) but price is NOT confirming (stalled or rolled over against the crowd), the crowded side is exhausted — Egret fades it. FADE SHORT into crowded longs price won't carry; FADE LONG into crowded shorts. RSI exhaustion confirms. Universe: BTC, ETH, SOL, HYPE. Mean-reversion class — TIGHT DSL (T0 +5% / lock 30, bank the snapback), MAKER-ONLY entry, time-cuts ENABLED. license: MIT metadata: author: jason-goldberg version: "1.0.0" platform: senpi exchange: hyperliquid requires: - senpi-trading-runtime>=1.1.0 - senpi_runtime_helpers
🐦 EGRET v1.0.0 — Smart-Money Divergence Fader
When the crowd is all-in and price won't follow, fade the crowd. Egret looks for extreme Smart-Money concentration that price is not confirming — the setup that precedes a crowded-side unwind — and takes the other side.
Why this strategy exists
Smart-Money concentration is usually a confirmation signal (the fleet's momentum agents trade with it). But at an extreme — when 70–85% of top traders are piled onto one side — it flips into a contrarian signal, if price refuses to follow. A crowd that's maximally long while price stalls or rolls over has no one left to buy; the unwind is the edge.
Egret is the mirror image of the fleet's momentum agents:
- They trade with SM when price confirms.
- Egret trades against SM when price diverges from an extreme crowd.
CRITICAL RULES
RULE 1: Crowding extreme AND price divergence — both required
SM concentration must be >= crowdingMinPct (default 70%) and price must be failing to confirm the crowd over the lookback window (crowded long but price not rising, or crowded short but price not falling). Extreme crowding with a confirming price is a working trend — Egret does NOT fade that.
RULE 2: This is a fader — tuned opposite the momentum agents
Egret is mean-reversion, so its risk profile is the inverse of Badger/Hawk/Bison (the 2026-05-21 per-strategy-class rule):
- TIGHT Phase 2 ladder (T0 +5% / lock 30) — a fade is a bounded snapback; bank it fast. Holding a fade for a +50% trend would violate the thesis.
- MAKER-ONLY entry (
ensure_execution_as_taker: false) — a fade is non-urgent and fee-sensitive; if the maker can't fill, the trade wasn't ripe. - Time-cuts ENABLED — a fade resolves quickly or the thesis failed.
RULE 3: Producer enters. DSL exits.
No close_position call site. DSL Phase 1 + tight Phase 2 + hard_timeout 48h + weak_peak_cut own all exits.
How Egret scores a trade
Gates (all required):
- SM concentration >=
crowdingMinPct(default 70%) - Price diverging from the crowd over the lookback (not confirming)
Score components (max ~9):
| Signal | Points |
|---|---|
| SM crowded (gate-confirmed) | +2 |
SM ultra-crowded (≥ crowdingExtremePct, default 80%) |
+1 |
| Price clearly diverging (≥ 0.5% against the crowd) | +3 |
| Price merely stalled | +2 |
| RSI exhausted (≥ 68 for fade-short / ≤ 32 for fade-long) | +2 |
| RSI stretched (≥ 60 / ≤ 40) | +1 |
Floor: minScore: 5.
DSL preset (tight — bank the snapback)
| Phase | Component | Setting |
|---|---|---|
| Phase 1 | max_loss_pct | 15% |
| Phase 1 | retrace_threshold | 6 |
| Time cuts | hard_timeout | 48h (ENABLED) |
| Time cuts | weak_peak_cut | 120min / 2% (ENABLED) |
| Time cuts | dead_weight_cut | DISABLED |
| Phase 2 | T0 | +5% / lock 30% |
| Phase 2 | T1 | +10% / lock 50% |
| Phase 2 | T2 | +15% / lock 65% |
| Phase 2 | T3 | +25% / lock 80% |
| Phase 2 | T4 | +40% / lock 90% |
Scanner pattern
This strategy uses the Contrarian fader archetype (same family as Owl / Bald-eagle / Pangolin) with an SM-vs-price divergence trigger — see senpi-trading-runtime/references/producer-patterns.md. Primary MCP calls: leaderboard_get_markets (SM concentration), market_get_asset_data (price momentum + RSI).
Operator install
See README.md.
Changelog
v1.0.0 (2026-05-21) — initial release
Adds an SM-divergence trigger to the contrarian-fader archetype. Built with the per-strategy-class DSL rule: tight ladder + maker-only entry + enabled time-cuts (the fader profile), the deliberate inverse of the momentum agents' wide ladder + taker-fallback.
License
MIT — Copyright 2026 Senpi (https://senpi.ai).
Skill Attribution
When creating a strategy, include skill_name and skill_version. See references/skill-attribution.md.