komodo-strategy

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KOMODO v1.0 — Momentum Event Consensus. Uses leaderboard_get_momentum_events (real-time threshold crossings) to detect when 2+ quality SM traders cross momentum thresholds on the same asset/direction within 60 minutes. Confirmed by market concentration + volume. Enters with the momentum. Replaces MANTIS v1.0 and SCORPION v1.1 (both used stale position data).

13installs

Sourcesenpi-ai/senpi-skills

Added on2026-04-17

NPX Install

npx skill4agent add senpi-ai/senpi-skills komodo-strategy

SKILL.md Content

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🦎 KOMODO v1.0 — Momentum Event Consensus

Patient ambush. Devastating when it commits. Follow smart money ACTIONS, not stale positions.

Why KOMODO Exists

MANTIS v1.0 and SCORPION v1.1 were broken at the data source level. Both used

discovery_get_top_traders

to find historically good whales, then read their current open positions. This returned ALL positions including legacy ones — BTC shorts opened months ago at $89-108k showed up as "fresh 8-whale consensus." The aging filters only checked scan duration, not when positions were actually opened.

KOMODO uses
leaderboard_get_momentum_events
as the primary data source. These are real-time threshold-crossing events ($2M+/$5.5M+/$10M+) within a 4-hour rolling window. They capture when a trader's delta PnL crosses a significance level — this is an ACTION, not a stale position.

Predecessor	Problem	Result
SCORPION v1.1	2 whales, 10min aging, stale positions	406 trades, -24.2%
MANTIS v1.0	4 whales, 30min aging, stale positions	0 trades (gates correct, data wrong)
KOMODO v1.0	Real-time momentum events, quality filtering	New — tracking fresh

MANDATORY: DSL High Water Mode

KOMODO MUST use DSL High Water Mode. This is not optional.

Spec: https://github.com/Senpi-ai/senpi-skills/blob/main/dsl-dynamic-stop-loss/dsl-high-water-spec%201.0.md

DSL tiers in

komodo-config.json

. Arm DSL immediately after every entry fill. Zero naked positions.

Five-Gate Entry Model

Gate 1 — Momentum Events (primary signal)

Poll

leaderboard_get_momentum_events

for recent tier 1+ crossings within the last 60 minutes. These are traders whose delta PnL just crossed $2M+ (T1), $5.5M+ (T2), or $10M+ (T3).

Each event includes:

```
top_positions
```
: snapshot of which markets drove the momentum, with direction and delta PnL
```
concentration
```
: how focused the trader's gains are (0-1)
```
trader_tags
```
: TCS (Elite/Reliable/Streaky/Choppy) and TAS (Patient/Tactical/Active/Degen)
```
tier
```
: 1/2/3 significance level

Group events by asset+direction. 2+ unique traders on the same asset/direction = consensus.

Gate 2 — Trader Quality Filter

Not all momentum events are equal. Filter by:

TCS (Trading Consistency Score): Only Elite and Reliable. Streaky/Choppy filtered out.
TAS (Trading Activity Style): Block Degen. Allow Patient, Tactical, Active.
Concentration ≥ 0.4: Trader's gains are focused, not spread thin across 20 positions.

Gate 3 — Market Confirmation

Call

leaderboard_get_markets

to check aggregate SM concentration on the asset. Requires 5+ top traders with significant positions in this market. Confirms momentum events aren't isolated.

Gate 4 — Volume Confirmation

Call

market_get_asset_data

to check 1h volume. Current volume must be ≥ 50% of 6h average. Don't enter into dead markets.

Gate 5 — Regime Filter (penalty, not block)

Check BTC 4h regime. Counter-trend entries get -3 penalty. Regime-aligned entries get +1 bonus. SM momentum may override regime, so this is a penalty not a block.

Scoring

Component	Points	Notes
Trader count	2 per trader	Core signal strength
Avg tier	1-3	Higher tiers = bigger moves
Avg concentration	1-2	High conviction traders
Market confirmation	1-2	Hot market bonus
Volume strength	0-1	Strong volume bonus
Regime alignment	-3 to +1	Penalty/bonus

Minimum score: 10 to trigger entry.

Entry Direction

KOMODO enters WITH the smart money momentum. If SM is long, KOMODO goes long. This is follow-the-leader, not contrarian (that's OWL's job).

Risk Management

Rule	Value
Max positions	3
Max entries/day	3 base, up to 6 on profitable days
Absolute floor	3% notional
Drawdown halt	20% from peak
Daily loss limit	8%
Cooldown after 3 consecutive losses	90 min
Stagnation TP	10% ROE stale for 1 hour

Cron Architecture

Cron	Interval	Session	Purpose
Scanner	5 min	isolated	Momentum events + consensus + all gates
DSL v5	3 min	isolated	High Water Mode trailing stops

Both crons MUST be isolated sessions with

agentTurn

payload. Use

NO_REPLY

for idle cycles.

Notification Policy

ONLY alert: Position OPENED (asset, direction, trader count, avg tier, score breakdown), position CLOSED (DSL or thesis exit with reason), risk guardian triggered, critical error.

NEVER alert: Scanner found no events, quality filter removed events, no consensus, gates failed, DSL routine check, any reasoning.

What "Working Correctly" Looks Like

Zero trades for hours: Normal. Momentum events that pass ALL five gates are rare by design.
Events seen but no consensus: The quality filter and 2+ trader requirement are doing their job.
Consensus found but score too low: Volume or regime gates keeping us out of bad setups.
1-2 trades per day: Ideal. The Komodo waits, then strikes once.

Bootstrap Gate

On EVERY session, check if

config/bootstrap-complete.json

exists. If not:

Verify Senpi MCP
Create scanner cron (5 min, isolated) and DSL cron (3 min, isolated)
Write
```
config/bootstrap-complete.json
```
Send: "🦎 KOMODO v1.0 is online. Monitoring momentum events for SM consensus. Silence = no conviction."

Files

File	Purpose
`scripts/komodo-scanner.py`	Five-gate scanner (momentum events → quality → markets → volume → regime)
`scripts/komodo_config.py`	Shared config, MCP helpers, state I/O
`config/komodo-config.json`	All configurable variables with DSL High Water tiers

Skill Attribution

When creating a strategy, include

skill_name

and

skill_version

in the call. See

references/skill-attribution.md

for details.