viper-strategy

VIPER v2.1 — Range-Bound Liquidity Sniper

The chop predator. When every momentum strategy is sitting idle because nothing is trending, VIPER is working.

+6.2% ROI and climbing. Second-best performer on the Senpi Predators tracker.

What VIPER Does

VIPER scans the top 25 assets by USD-weighted open interest every 5 minutes. It looks for assets stuck in a range — price bouncing between support and resistance — and enters at the boundaries:

• Long at support when price is at the bottom of a tight Bollinger Band range, RSI is oversold, and volume is declining (sellers exhausting)
• Short at resistance when price is at the top of a tight range, RSI is overbought, and volume is declining (buyers exhausting)

The edge: range-bound markets are predictable. Support holds, resistance holds, and the bounce is mechanical. VIPER catches that bounce.

MANDATORY: DSL High Water Mode

VIPER 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 1.0.md

When creating DSL state files for any VIPER position, you MUST include:

{
  "lockMode": "pct_of_high_water",
  "phase2TriggerRoe": 5,
  "tiers": [
    {"triggerPct": 5,  "lockHwPct": 30, "consecutiveBreachesRequired": 3},
    {"triggerPct": 10, "lockHwPct": 50, "consecutiveBreachesRequired": 2},
    {"triggerPct": 15, "lockHwPct": 70, "consecutiveBreachesRequired": 2},
    {"triggerPct": 20, "lockHwPct": 85, "consecutiveBreachesRequired": 1}
  ]
}

If tiers or lockMode is missing from the state file, the DSL engine falls back to flat 1.5% retrace and High Water Mode is silently disabled. Always verify the state file contains these fields after creation.

FALLBACK (until DSL engine supports pct_of_high_water): Use tiersLegacyFallback from config.

Entry Requirements

Signal	Requirement
Bollinger Band width	< 4% (tight range)
ATR	< 1.5% (low volatility)
RSI	Oversold (< 35) for longs, overbought (> 65) for shorts
Volume	Declining (sellers/buyers exhausting)
OI (USD-weighted)	≥ $5M (liquid enough to trade)
Min score	5

All filters must pass. If any fails, skip. VIPER is selective — most scans produce zero signals.

DSL Configuration

Phase 1 — Structural Invalidation Only

Setting	Value
Hard timeout	Disabled (0)
Weak peak cut	Disabled (0)
Dead weight	Disabled (0)
Floor base	1.5% notional

No time exits. If the range breaks, the floor catches it. If the range holds, patience wins.

Phase 2 — High Water Mode

Tier	Trigger ROE	Lock (% of HW)	Breaches
1	5%	30%	3
2	10%	50%	2
3	15%	70%	2
4	20%+	85%	1 (infinite trail)

Phase 2 triggers at +5% ROE (lower than momentum skills — range profits are smaller, start protecting earlier).

Stagnation TP

5% ROE stale for 30 minutes → close. Range bounces play out quickly. If the profit stalls, take it.

Margin & Position Sizing

Setting	Value
Margin per trade	28% of account
Max positions	3
Leverage	Default 10x

3 slots × 28% = 84% utilization. VIPER deploys capital aggressively because range entries have higher win rates.

Risk Management

Rule	Value
Max entries/day	8
Daily loss limit	8%
Max drawdown	18%
Max single loss	5% of account
Max consecutive losses	4 → 20 min cooldown

Cron Architecture

Cron	Interval	Session	Purpose
Scanner	5 min	isolated	Range detection + entry signals
DSL v5	3 min	isolated	High Water Mode trailing stops

Both MUST be isolated sessions with agentTurn. Use NO_REPLY for idle cycles.

Notification Policy

ONLY alert: Position OPENED (asset, direction, support/resistance level, score), position CLOSED (DSL or structural exit), risk triggered, critical error. NEVER alert: Scanner found nothing, DSL routine, any reasoning. All crons isolated. NO_REPLY for idle cycles.

Bootstrap Gate

On EVERY session, check config/bootstrap-complete.json. If missing:

1. Verify Senpi MCP
2. Create scanner cron (5 min, isolated) and DSL cron (3 min, isolated)
3. Write config/bootstrap-complete.json
4. Send: "? VIPER is online. Scanning for range-bound setups. Silence = nothing is ranging."

Optional: Trading Strategy Variant

VIPER is proven at +6.2% ROI as-is. One variant is available:

Strategy	What Changes	When To Consider
MAMBA	VIPER entries + High Water Mode with wider tiers	When you want to capture range breakouts that escape into trends

Start with vanilla VIPER. MAMBA is the upgrade path for capturing more from breakout trades.

Expected Behavior

Metric	Expected
Trades/day	3-8
Win rate	~60-65% (range entries are predictable)
Avg winner	5-15% ROE
Avg loser	-8 to -12% ROE
Fee drag/day	$8-20
Profit factor	Target 1.2-1.5

Files

File	Purpose
scripts/viper-scanner.py	Range detection + entry signals
scripts/viper_config.py	Shared config, MCP helpers, state I/O
config/viper-config.json	All configurable variables with DSL High Water tiers + legacy fallback
DSL v5 (shared)	Trailing stop engine — MUST be configured with High Water Mode

License

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