By name: osprey-strategy description: >- OSPREY v1.0.0 — Cross-Venue Lag (crypto leader → XYZ equity proxy). When a crypto leader (BTC) makes a strong move, crypto-correlated equities priced on Hyperliquid XYZ (Coinbase, MicroStrategy, miners) tend to follow — but on a different venue, with a lag. Osprey measures each proxy's catch-up gap (leader move × beta − the proxy's actual move) and trades the proxy in the leader's direction when it still owes a gap. Distinct from Mantis (crypto→ crypto lag from cross_asset_flows); Osprey trades the cross-VENUE crypto→ XYZ-equity lag and self-computes the gap from candles. Let-winners-run DSL. license: MIT metadata: author: jason-goldberg version: "1.0.0" platform: senpi exchange: hyperliquid requires: - senpi-trading-runtime>=1.1.0 - senpi_runtime_helpers
🐟🦅 OSPREY v1.0.0 — Cross-Venue Lag (Crypto Leader → XYZ Equity Proxy)
When BTC moves, the crypto stocks haven't caught up yet. Coinbase, MicroStrategy and the miners trade on Hyperliquid XYZ, priced on a different venue from spot crypto — so a sharp BTC move shows up in those equities late. Osprey measures how far behind each proxy is and bets it closes the gap.
Why this strategy exists
A crypto-correlated equity has a known beta to BTC (COIN ≈ 1.8×, MSTR ≈ 2.5×). When BTC jumps, the expected proxy move is BTC move × beta. But XYZ pricing can trail spot crypto — especially around trade.xyz reference windows — so the proxy's actual move lags. That difference is a measurable, tradeable gap. Distinct from Mantis: Mantis trades crypto→crypto laggards surfaced by market_get_cross_asset_flows. Osprey trades the cross-VENUE crypto→XYZ-equity lag and self-computes the gap from candles, because cross_asset_flows only surfaces crypto laggards.
CRITICAL RULES
RULE 1: The leader must move first
Each tick Osprey measures the leader's (BTC's) recent move over moveLookbackBars 1h candles. If |move| < minLeaderMovePct (default 2%), nothing happens — no leader move, no lag to trade.
RULE 2: The catch-up gap is the gate
For each proxy: expected = leader_move × beta, gap = expected − proxy_actual_move. Entry requires |gap| >= minGapPct (default 2%) AND the gap shares the leader's sign (the proxy still owes catch-up in the leader's direction). A proxy that already moved proportionally — or overshot (gap flips sign) — is skipped; the catch-up is done.
RULE 3: Follow the leader
Direction = the sign of the gap: leader up + proxy lagging up → LONG the proxy; leader down + proxy lagging down → SHORT. Osprey never fades the leader.
RULE 4: Producer enters. DSL exits.
No close_position call site. Once a proxy starts tracking the leader the move can extend well past the modeled gap, so the DSL is the let-winners-run preset — wide ladder (T0 +10% / lock 0), max_loss 18%, time-cuts OFF except a 96h hard_timeout (XYZ proxies can close the gap slowly across pricing windows). No weak_peak_cut.
How Osprey scores a trade
Gate: leader move >= minLeaderMovePct AND a proxy gap >= minGapPct in the leader's direction.
Score components (max ~7):
| Signal | Points |
|---|---|
| Leader moved + proxy owes a gap (gate-confirmed) | +2 |
| ` | gap |
Smart Money on the proxy confirms direction (≥ smTiltMinPct) |
+1 |
SM strongly tilted (≥ smStrongTiltPct) |
+1 |
| Proxy volume rising (> 15%) | +1 |
Floor: minScore: 4. SM is often sparse on XYZ equities, so SM is a bonus, not a gate.
DSL preset (let-winners-run — ride the catch-up)
| Phase | Component | Setting |
|---|---|---|
| Phase 1 | max_loss_pct | 18% |
| Phase 1 | retrace_threshold | 10 |
| Time cuts | hard_timeout | 96h |
| Time cuts | weak_peak_cut | DISABLED |
| Time cuts | dead_weight_cut | DISABLED |
| Phase 2 | T0 → T4 | +10/0 · +20/45 · +35/65 · +55/78 · +90/88 |
Scanner pattern
Extends the Cross-asset lag detector archetype (#9, Mantis) across venues — see senpi-trading-runtime/references/producer-patterns.md. Primary MCP calls: market_get_asset_data (1h candles for the leader and each proxy — the producer signature), leaderboard_get_markets (SM on the proxy). Stateless gap math (no extra state cache). The pure functions (move_pct, catchup_gap, lag_direction) are unit-tested in tests/test_signal.py.
Tuning note: the proxy list + betas are operator-tunable in config/osprey-config.json. Defaults are the most common crypto-proxy equities (xyz:COIN, xyz:MSTR); add/remove names as trade.xyz lists them, and calibrate each beta to its historical sensitivity to the leader. Any proxy that returns no candles is skipped gracefully.
Operator install
See README.md.
Changelog
v1.0.0 (2026-05-26) — initial release
First fleet agent to trade a cross-VENUE lag (crypto spot → XYZ equity), extending Mantis's cross-asset-lag archetype. Built with the let-winners-run DSL class (wide ladder, time-cuts off except a 96h hard_timeout), taker-true entry, no null numeric signal fields, self-computed catch-up gap (no dependence on cross_asset_flows), and 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.