By name: iguana-strategy description: >- IGUANA v1.0.0 — XYZ Macro Index Trend. Trend-follows the broad XYZ indices xyz:SP500 + xyz:XYZ100. No stock-picking, no commodities — just the broad indices, in whichever direction has the stronger 4-day move. The simplest possible XYZ exposure, closest thing to an index-fund equivalent (but 24/7 on Hyperliquid). Onboarding tier. Balanced DSL + 48h hard_timeout for weekend pricing-gap risk. license: MIT metadata: author: jason-goldberg version: "1.0.0" platform: senpi exchange: hyperliquid requires: - senpi-trading-runtime>=1.1.0 - senpi_runtime_helpers
🦎 IGUANA v1.0.0 — XYZ Macro Index Trend
Stock-market exposure on Hyperliquid without picking stocks. Iguana trend-follows xyz:SP500 + xyz:XYZ100. Two assets, one decision per tick. The closest thing to an index-fund equivalent, but 24/7.
Why this strategy exists
The fleet covers XYZ from several angles: Bobcat picks 12 big-tech stocks; Bald-Eagle / Kestrel do XYZ macro multi-asset contrarian fade; Dire specializes in a single commodity (BRENTOIL); Lemur / Falcon handle pre-IPO and conversion events. None of them deliver the simplest equity exposure — "I just want the broad market." Iguana is that.
CRITICAL RULES
RULE 1: Indices only, no picks
Whitelist defaults to just two assets: xyz:SP500 and xyz:XYZ100. No individual stocks, no commodities, no pre-IPO names. Iguana is the index-fund equivalent.
RULE 2: 4-day trend strength gates entry
For each index the producer computes % change over the last 24 × 4h bars (4 days). The strongest move past minTrendPct (default 1.5%) is the candidate. Both indices below threshold → no signal.
RULE 3: Direction follows the trend
LONG if the 4d move is positive, SHORT if negative. Iguana is direction-agnostic on the way in — it just trades whichever side the broad market is taking.
RULE 4: Producer enters. DSL exits.
No close_position call site. DSL is balanced preset + 48h hard_timeout to accommodate the XYZ weekend pricing-gap risk + weak_peak_cut 8h/3% to bail from flat-but-tired positions before the weekend.
How Iguana scores a trade
Gate: at least one index has |4d trend| >= minTrendPct.
Score components (max ~6):
| Signal | Points |
|---|---|
Trend past minTrendPct (gate-confirmed) |
+3 |
Trend past strongTrendPct (default 4%) |
+2 |
| Volume rising > 15% | +1 |
Floor: minScore: 4.
DSL preset (balanced — XYZ-tuned)
| Phase | Component | Setting |
|---|---|---|
| Phase 1 | max_loss_pct | 12% |
| Phase 1 | retrace_threshold | 8 |
| Time cuts | hard_timeout | 48h (weekend gap) |
| Time cuts | weak_peak_cut | 8h / 3.0 |
| Time cuts | dead_weight_cut | DISABLED |
| Phase 2 | T0 → T4 | +5/0 · +10/40 · +18/60 · +30/75 · +50/85 |
Scanner pattern
Archetype #4 (Multi-asset whitelist, XYZ subset). Primary MCP call: market_get_asset_data(candle_intervals=["4h"]) per index. Stateless. The pure functions (trend_strength, trend_direction, pick_strongest_trend) are unit-tested in tests/test_signal.py.
Operator install
See README.md.
Changelog
v1.0.0 (2026-05-28) — initial release
The simplest possible XYZ exposure in the fleet. No stock-picking; just broad indices in trend direction. Balanced DSL + 48h hard_timeout for weekend gap. Taker-true entry, disown-safe launch, unit-tested pure functions.
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.