By name: raccoon-strategy description: >- RACCOON v1.0.0 — Weekend XYZ reconciliation trader. ONLY emits signals during Fri 22:00 UTC → Mon 00:00 UTC, when trade.xyz has no external pricing for equities/commodities and uses internal oracle only. Captures the Mon-open snap-back when external pricing resumes. Broad XYZ universe (excludes IPOPs, which Lemur owns). LONG OR SHORT on
2% directional move + volume confirmation + SM direction. Tight DSL — Phase 1 12% max_loss, Phase 2 locks fast at +5%, hard_timeout 48h. license: MIT metadata: author: jason-goldberg version: "1.0.0" platform: senpi exchange: hyperliquid requires: - senpi-trading-runtime>=1.1.0 - senpi_runtime_helpers
🦝 RACCOON v1.0.0 — Weekend XYZ Reconciliation
The XYZ weekend is dead — except for the reconciliation gap. Fri 17:00 ET through Sun 18:00 ET, trade.xyz has no external pricing for equities or commodities. The market trades against an internal 30-min EWMA oracle that drifts based on impact-price activity. When external pricing RESUMES Sunday evening, the internal-implied price snaps to the real external value. That snap is the edge.
Why this strategy exists
Most Senpi strategies activate 24/7. Raccoon is the opposite — it ONLY runs during the weekend window (Fri 22:00 UTC → Mon 00:00 UTC). Outside that window, the producer outputs OUTSIDE_WEEKEND_WINDOW and does nothing.
This is the structural pricing gap documented by trade.xyz:
- 23/5 external coverage: Sun 6pm ET - Fri 5pm ET (with 5-6pm ET daily gaps)
- Weekend internal-only: Fri 5pm ET → Sun 6pm ET
- Reconciliation point: Sun 6pm ET when external pricing resumes
When sentiment accumulates during the weekend (news, geopolitical events, related-market moves), it shows up as directional pressure on the internal oracle even without external anchoring. Raccoon positions in that direction, captures the snap-back when external pricing returns Monday open.
CRITICAL RULES
RULE 1: Weekend window is hard-coded
Producer checks UTC time at the start of each tick. Outside Fri 22:00 UTC → Mon 00:00 UTC, no MCP calls, no signals. Saves cost and prevents false weekday signals.
RULE 2: IPOPs excluded
IPOPs (auto-detected by Lemur via low funding signature) trade 24/7 with their own internal mechanism. Raccoon filters them out (min_max_leverage >= 10 excludes the 5x-leverage IPOP cap). Don't double-cover Lemur's territory.
RULE 3: hard_timeout 48h is mandatory
Raccoon positions MUST exit before the next weekend starts. 48h cap from entry guarantees the position closes by Monday end-of-day at latest.
RULE 4: Producer enters. DSL exits.
Phase 1 max_loss 12% + Phase 2 tight ladder + hard_timeout 48h own all exits.
How Raccoon scores a trade
Gates (all required):
- Current UTC time within Fri 22:00 → Mon 00:00
- Instrument is xyz: with max_leverage >= 10 (excludes IPOPs) and daily vol >= $1M
- 48h directional move >= 2%
- SM direction agrees
- SM tilt >= 55%
Score components (max ~9):
| Signal | Points |
|---|---|
| 48h move >= 4% (strong) | +3 |
| 48h move 2.5-4% (medium) | +2 |
| 48h move 2-2.5% (weak) | +1 |
| SM aligned (gate-confirmed) | +2 |
| SM strongly tilted (>= 70%) | +1 |
| Volume ratio recent/prior >= 1.5x | +1 |
DSL preset (tight, weekend-tuned)
| Phase | Component | Setting |
|---|---|---|
| Phase 1 | max_loss_pct | 12% |
| Phase 1 | retrace_threshold | 8 |
| Time cuts | hard_timeout | 48h (forces Mon-open exit) |
| Time cuts | weak_peak_cut | DISABLED |
| Time cuts | dead_weight_cut | DISABLED |
| Phase 2 | T0 | +5% / lock 30% (lock fast on reconciliation snap) |
| Phase 2 | T1 | +10% / lock 50% |
| Phase 2 | T2 | +20% / lock 65% |
| Phase 2 | T3 | +35% / lock 75% |
| Phase 2 | T4 | +60% / lock 85% |
Risk guardrails
| Gate | Setting |
|---|---|
| max_entries_per_day | 4 |
| per_asset_cooldown_minutes | 480 (8h) |
| Slots | 3 |
| daily_loss_limit_pct | 15 |
| drawdown_halt_pct | 20 |
Scanner pattern
This strategy uses the XYZ universe filter with weekend-gate activation — see senpi-trading-runtime/references/producer-patterns.md. Primary MCP calls: market_list_instruments (universe), market_get_asset_data, leaderboard_get_markets.
Operator install
See README.md. Run continuously — the producer self-gates to the weekend window.
Changelog
v1.0.0 (2026-05-20) — initial release
First Senpi skill explicitly designed around trade.xyz's external-pricing gap. Weekend-only activation, IPOP exclusion (Lemur's territory), Mon-open hard timeout, tight DSL for the reconciliation snap.
License
MIT — Copyright 2026 Senpi (https://senpi.ai).
Skill Attribution
See references/skill-attribution.md.