COBRA v2.0 — Triple Convergence
Strikes only when price, volume, and new money all agree. Exits when any of the three break.
What COBRA Does
Every 3 minutes, COBRA scans the top 25 assets by OI and checks three independent signals simultaneously:
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Multi-timeframe momentum — 5m, 15m, and 1h must ALL agree on direction. If any disagrees, skip.
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Volume confirmation — current bar volume must be ≥ 1.3x the 10-bar average. A move without volume is noise.
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Open interest growth — OI must be trending up, meaning new money is entering. OI declining means the move is closing/liquidations, which reverses faster.
All three must pass. No exceptions. Optional boosters: SM alignment, funding direction, RSI room.
MANDATORY: DSL High Water Mode
COBRA MUST use DSL High Water Mode. This is not optional.
When creating DSL state files, you MUST include:
{ "lockMode": "pct_of_high_water", "phase2TriggerRoe": 7, "tiers": [ {"triggerPct": 7, "lockHwPct": 30, "consecutiveBreachesRequired": 3}, {"triggerPct": 12, "lockHwPct": 50, "consecutiveBreachesRequired": 2}, {"triggerPct": 20, "lockHwPct": 70, "consecutiveBreachesRequired": 2}, {"triggerPct": 30, "lockHwPct": 85, "consecutiveBreachesRequired": 1} ] }
FALLBACK: Use tiersLegacyFallback from config until engine supports pct_of_high_water .
Entry Requirements
Signal v1.0 v2.0 Why
5m momentum ≥ 0.3% ≥ 0.5% Stronger confirmation required
15m momentum ≥ 0.15% ≥ 0.25%
1h momentum Must agree Must agree Unchanged
Volume ratio (5m) ≥ 1.3x ≥ 1.8x Volume must be decisively above average, not marginal
OI trend ≥ 2% ≥ 5% New money must be clearly entering
SM direction Hard block if opposing Hard block if opposing Unchanged
RSI Not overbought/oversold Not overbought/oversold Unchanged
Min score 8 10 Only strong multi-signal convergence
Thesis Re-Evaluation (NEW in v2.0)
Every scan, COBRA checks held positions FIRST. The position holds as long as all three convergence signals are intact:
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Momentum convergence — at least 2 of 3 timeframes (5m, 15m, 1h) must still agree with the direction. If 2+ flip against you, convergence is broken.
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Volume alive — volume ratio must be ≥ 0.5x average. If volume dies below 0.5x, conviction has left.
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SM still aligned — SM must not have flipped against the position.
If ANY of these break → thesis exit. The convergence that justified entry no longer exists.
DSL: Phase 1 + High Water Phase 2
Setting Value
Floor base 1.5% notional
Time exits All disabled
Phase 2 trigger +7% ROE
Stagnation TP 8% ROE stale 30 min
Conviction-Scaled Margin
Score Margin
8-9 20% of account
10-11 25%
12+ 30%
Dynamic Slots
Base 4 entries/day, unlocking to 8 on profitable days.
Risk Management
Rule Value
Max positions 4
Daily loss limit 8%
Max drawdown 20%
Max single loss 5%
Cooldown 45 min after 3 consecutive losses
Cron Architecture
Cron Interval Session Purpose
Scanner 3 min isolated Triple convergence scan
DSL v5 3 min isolated High Water Mode trailing
Notification Policy
ONLY alert: Position OPENED or CLOSED, risk triggered, critical error. NEVER alert: Scanner found nothing, DSL routine, any reasoning. All crons isolated. NO_REPLY for idle cycles.
Bootstrap Gate
Check config/bootstrap-complete.json every session. If missing: verify MCP, create scanner + DSL crons, write completion file, send: "🐍 COBRA is online. Scanning for triple convergence. Silence = no convergence."
Files
File Purpose
scripts/cobra-scanner.py
Triple convergence scanner
scripts/cobra_config.py
Shared config, MCP helpers
config/cobra-config.json
All configurable variables
License
MIT — Built by Senpi (https://senpi.ai). Source: https://github.com/Senpi-ai/senpi-skills