scorpion-strategy

Compare original and translation side by side

🇺🇸

Original

English

🇨🇳

Translation

Chinese

🦂 SCORPION v2.0 — Momentum Event Consensus

🦂 SCORPION v2.0 — 动量事件共识

Patient ambush. Strike when smart money converges. Follow ACTIONS, not stale positions.

耐心埋伏，待智能资金（SM）汇聚时出击。追踪交易动作，而非过时持仓。

Why v2.0 Is a Complete Rewrite

为何v2.0是完全重写版本

SCORPION v1.1 was broken at the data source level. It used

discovery_get_top_traders

to find whales and

leaderboard_get_trader_positions

to mirror their positions. This returned ALL positions including legacy ones — months-old shorts showed up as fresh signals. Combined with loose filters (2 whales, 10-minute aging), the result was 406 trades, -24.2% ROI. Fee drag on 406 trades alone was devastating.

v2.0 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.

Version	Scanner	Trades	ROI
v1.1	Whale mirroring (stale positions)	406	-24.2%
v2.0	Momentum event consensus (real-time)	Fresh start	Tracking

SCORPION v1.1的问题根源在于数据源层面。 它通过调用

discovery_get_top_traders

接口寻找鲸鱼交易者，并使用

leaderboard_get_trader_positions

接口镜像他们的持仓。该接口返回所有持仓，包括数月前的空头仓位，都会被当作新鲜信号。再加上宽松的过滤条件（2名鲸鱼交易者、10分钟时效），最终产生了406笔交易，投资回报率为-24.2%。仅406笔交易的手续费损耗就极具破坏性。

v2.0以
leaderboard_get_momentum_events
作为核心数据源。这是4小时滚动窗口内的实时阈值突破事件（突破200万/550万/1000万美元门槛）。它捕捉的是交易者的浮动盈亏（delta PnL）突破关键水平的动作，而非过时的持仓。

版本	扫描器类型	交易次数	ROI
v1.1	鲸鱼镜像扫描（持仓数据过时）	406	-24.2%
v2.0	动量事件共识扫描（实时数据）	全新开始	追踪中

Five-Gate Entry Model

五重入场筛选模型

Gate 1 — Momentum Events (primary signal)

筛选1 — 动量事件（核心信号）

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.

调用

leaderboard_get_momentum_events

接口，获取过去60分钟内的1级及以上阈值突破事件。这些事件对应的交易者，其浮动盈亏（delta PnL）刚刚突破200万美元（T1）、550万美元（T2）或1000万美元（T3）门槛。

每个事件包含：

```
top_positions
```
: 驱动动量的标的快照，包含方向与浮动盈亏
```
concentration
```
: 交易者收益的集中度（0-1）
```
trader_tags
```
: TCS标签（精英/可靠/波动/不稳定）与TAS标签（耐心/策略型/活跃/激进）
```
tier
```
: 1/2/3级重要性水平

按资产+方向对事件分组。2名及以上不同交易者聚焦同一资产/方向，即达成共识。

Gate 2 — Trader Quality Filter

筛选2 — 交易者质量过滤

Not all momentum events are equal. Filter by:

TCS: Only Elite and Reliable. Streaky/Choppy filtered out.
TAS: Block Degen. Allow Patient, Tactical, Active.
Concentration ≥ 0.4: Trader's gains are focused, not spread thin.

并非所有动量事件都具备价值，需按以下条件过滤：

TCS标签: 仅保留精英与可靠交易者，排除波动与不稳定类型
TAS标签: 屏蔽激进型交易者，允许耐心、策略型与活跃型
集中度 ≥ 0.4: 交易者的收益需聚焦，而非分散在多个标的

Gate 3 — Market Confirmation

筛选3 — 市场验证

Call

leaderboard_get_markets

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

调用

leaderboard_get_markets

接口，检查该资产的智能资金（SM）整体集中度。要求至少5名顶级交易者持有显著仓位，以此验证动量事件并非孤立现象。

Gate 4 — Volume Confirmation

筛选4 — 交易量验证

Call

market_get_asset_data

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

调用

market_get_asset_data

接口，检查1小时交易量。当前交易量需≥6小时平均交易量的50%，避免进入流动性低迷的市场。

Gate 5 — Regime Filter (penalty, not block)

筛选5 — 市场趋势过滤（仅扣分，不拦截）

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.

检查BTC 4小时趋势。逆势入场扣3分，顺势入场加1分。由于智能资金动量可能 override 趋势，因此仅作为扣分项而非拦截项。

Scoring

评分规则

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.

组件	分值	说明
交易者数量	每位交易者加2分	核心信号强度
平均等级	1-3分	等级越高，潜在波动越大
平均集中度	1-2分	集中度高代表交易者信念坚定
市场验证	1-2分	热门市场额外加分
交易量强度	0-1分	交易量强劲额外加分
趋势匹配度	-3至+1分	扣分/加分项

触发入场的最低分值：10分

Entry Direction

入场方向

SCORPION v2.0 enters WITH the smart money momentum. If SM is long, SCORPION goes long. This is follow-the-leader, not contrarian.

SCORPION v2.0顺势跟随智能资金动量入场。若智能资金做多，则SCORPION也做多，属于跟进行为，而非逆向交易。

MANDATORY: DSL High Water Mode

强制要求：DSL高水位模式

SCORPION 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

scorpion-config.json

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

SCORPION必须启用DSL高水位模式，无例外。

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

DSL等级配置在

scorpion-config.json

中。每次入场成交后立即启用DSL，禁止裸仓持仓。

Risk Management

风险管理规则

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

规则	数值
最大持仓数	3
每日最大入场次数	基础3次，盈利日可提升至6次
绝对止损线	名义本金的3%
回撤停止交易线	从峰值回撤20%
每日亏损上限	8%
连续3次亏损后冷却时间	90分钟
停滞止盈	净资产收益率(ROE)达10%且停滞1小时

Cron Architecture

定时任务架构

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.

定时任务	执行间隔	会话模式	用途
扫描器	5分钟	独立会话	动量事件检测+共识判断+全筛选流程
DSL v5	3分钟	独立会话	高水位模式追踪止损

两个定时任务必须在独立会话中运行，携带

agentTurn

负载。无事件时返回

NO_REPLY

。

Notification Policy

通知策略

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.

仅在以下场景发送通知： 持仓开仓（包含标的、方向、交易者数量、平均等级、评分明细）、持仓平仓（因DSL止损或逻辑离场，附原因）、风控触发、严重错误。

禁止发送通知的场景： 扫描器未发现事件、质量过滤剔除事件、未达成共识、筛选未通过、DSL例行检查、任何推理过程。

Bootstrap Gate

启动自检流程

On EVERY session, check

config/bootstrap-complete.json

. If missing:

Verify Senpi MCP
Create scanner cron (5 min, isolated) and DSL cron (3 min, isolated)
Write
```
config/bootstrap-complete.json
```
Send: "🦂 SCORPION v2.0 is online. Monitoring momentum events for SM consensus. Silence = no conviction."

每次会话启动时，检查

config/bootstrap-complete.json

文件。若文件不存在：

验证Senpi MCP服务状态
创建扫描器定时任务（5分钟间隔，独立会话）与DSL定时任务（3分钟间隔，独立会话）
生成
```
config/bootstrap-complete.json
```
文件
发送启动通知："🦂 SCORPION v2.0已上线。正在监控智能资金动量事件共识。无通知即无符合条件的机会。"

Files

文件说明

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

文件	用途
`scripts/scorpion-scanner.py`	五重筛选扫描器（动量事件→质量过滤→市场验证→交易量验证→趋势过滤）
`scripts/scorpion_config.py`	共享配置、MCP工具函数、状态读写
`config/scorpion-config.json`	所有可配置变量，包含DSL高水位等级

License

许可证

MIT — Built by Senpi (https://senpi.ai). Source: https://github.com/Senpi-ai/senpi-skills

MIT协议 — 由Senpi开发（https://senpi.ai）。源码地址：https://github.com/Senpi-ai/senpi-skills