bison-strategy

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BISON — Conviction Holder

BISON — 信念持仓工具

Top 10 assets by volume. Multi-signal thesis entry. Thesis-based re-evaluation exits. Wide DSL bands that tighten as profit grows.

针对交易量排名前10的资产，多信号逻辑开仓，基于交易逻辑重评估平仓。宽幅DSL带会随盈利增长逐步收紧。

MANDATORY: DSL High Water Mode

强制要求：DSL高水位模式

BISON MUST use DSL High Water Mode. This is not optional. Do not substitute standard DSL tiers.

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

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

json

{
  "lockMode": "pct_of_high_water",
  "phase2TriggerRoe": 10,
  "tiers": [
    {"triggerPct": 10,  "lockHwPct": 0,  "consecutiveBreachesRequired": 3},
    {"triggerPct": 20,  "lockHwPct": 25, "consecutiveBreachesRequired": 3},
    {"triggerPct": 30,  "lockHwPct": 40, "consecutiveBreachesRequired": 2},
    {"triggerPct": 50,  "lockHwPct": 60, "consecutiveBreachesRequired": 2},
    {"triggerPct": 75,  "lockHwPct": 75, "consecutiveBreachesRequired": 1},
    {"triggerPct": 100, "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. This defeats the entire purpose of BISON. Always verify the state file contains these fields after creation.

Phase 1 conviction-scaled floors (also mandatory in every state file):

Entry Score	absoluteFloorRoe	Time Exits
6-7	-25	All disabled (0)
8-9	-30	All disabled (0)
10+	0 (unrestricted)	All disabled (0)

BISON必须使用DSL高水位模式，该要求不可选，请勿替换为标准DSL层级。

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

为任意BISON持仓创建DSL状态文件时，必须包含以下内容：

json

{
  "lockMode": "pct_of_high_water",
  "phase2TriggerRoe": 10,
  "tiers": [
    {"triggerPct": 10,  "lockHwPct": 0,  "consecutiveBreachesRequired": 3},
    {"triggerPct": 20,  "lockHwPct": 25, "consecutiveBreachesRequired": 3},
    {"triggerPct": 30,  "lockHwPct": 40, "consecutiveBreachesRequired": 2},
    {"triggerPct": 50,  "lockHwPct": 60, "consecutiveBreachesRequired": 2},
    {"triggerPct": 75,  "lockHwPct": 75, "consecutiveBreachesRequired": 1},
    {"triggerPct": 100, "lockHwPct": 85, "consecutiveBreachesRequired": 1}
  ]
}

如果状态文件中缺少
tiers
或
lockMode
，DSL引擎将回落至固定1.5%回调止损，高水位模式会被静默禁用，这会完全违背BISON的设计目的。每次创建状态文件后请务必校验这些字段是否存在。

第一阶段信念等级对应止损下限（每个状态文件中也必须包含）：

入场评分	absoluteFloorRoe	时间平仓
6-7	-25	全部禁用 (0)
8-9	-30	全部禁用 (0)
10+	0 (无限制)	全部禁用 (0)

How BISON Trades

BISON交易规则

Entry

开仓

Scans top 10 assets by volume every 5 minutes. Builds a conviction thesis from:

4h trend structure (higher lows / lower highs) — required
1h trend agreement — required
1h momentum ≥ 0.5% in direction — required
Smart money alignment — hard block if opposing
Funding direction, volume trend, OI growth, RSI — boosters

Minimum score: 8. Conviction-scaled margin: 25% base, 31% at score 10, 37% at score 12+.

每5分钟扫描一次交易量前10的资产，从以下维度构建交易信念逻辑：

4小时趋势结构（更高的低点/更低的高点）——必填条件
1小时趋势一致——必填条件
1小时同方向动量≥0.5%——必填条件
聪明钱（SM）对齐——如果反向则直接阻断开仓
资金费率方向、交易量趋势、未平仓合约（OI）增长、RSI——加分项

最低评分要求：8分。信念等级对应保证金比例：基准25%，评分10分时31%，评分12+时37%。

Hold

持仓

Every 5-minute scan re-evaluates held positions FIRST, before looking for new entries. The thesis is intact as long as:

4h trend structure hasn't flipped
SM hasn't flipped against the position
Funding hasn't gone extreme against the position
Volume hasn't dried up for 3+ consecutive hours

If ANY of these break → output

thesis_exit

→ agent closes the position.

每5分钟扫描时会优先重新评估已有持仓，再寻找新开仓机会。只要满足以下条件，交易逻辑就依然有效：

4小时趋势结构未反转
SM未反向背离持仓方向
资金费率未出现对持仓极度不利的极端情况
交易量未连续3小时以上萎靡

如果以上任意条件被打破 → 输出

thesis_exit

→ Agent会平仓该持仓。

Exit (DSL)

平仓（DSL）

DSL High Water Mode handles mechanical exits. Wide early, tight late:

+10% ROE: no lock (confirms trade working)
+50% ROE: lock 60% of high water (+30% ROE locked)
+100% ROE: lock 85% of high water — infinite trail from here, no ceiling

A trade at +500% ROE has its stop at +425% ROE. The 85% geometry holds forever.

DSL高水位模式负责机械化平仓规则：前期宽松，后期收紧：

+10% ROE：无锁定（确认交易有效）
+50% ROE：锁定高水位的60%（锁定+30% ROE）
+100% ROE：锁定高水位的85%——从此处开始无限移动止损，无上限

一笔达到+500% ROE的交易的止损位会设在+425% ROE，85%的比例会永久生效。

Cron Architecture

Cron架构

Cron	Interval	Session	Purpose
Scanner	5 min	isolated	Thesis re-evaluation + new entry scan
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.

Cron任务	执行间隔	会话类型	用途
扫描器	5 min	隔离	交易逻辑重评估 + 新开仓扫描
DSL v5	3 min	隔离	高水位模式移动止损

两个Cron任务都必须是携带

agentTurn

payload的隔离会话，空闲周期使用

NO_REPLY

。

Notification Policy

通知规则

ONLY alert the user when:

Position OPENED (asset, direction, thesis reasons, margin)
Position CLOSED — either by DSL (breach) or thesis exit (which signal broke)
Risk guardian triggered
Critical error

NEVER alert for:

Scanner found nothing
Thesis re-evaluation passed (position still valid)
DSL routine check
Any reasoning or narration

仅在以下情况提醒用户：

持仓开仓（资产、方向、交易逻辑理由、保证金）
持仓平仓——无论是DSL触发（止损被破）还是交易逻辑破裂平仓（说明是哪个信号破裂）
风险守护触发
严重错误

以下情况永远不提醒：

扫描器未找到合适标的
交易逻辑重评估通过（持仓依然有效）
DSL例行检查
任何推理或说明性内容

Risk Management

风险管理

Rule	Value
Max positions	3
Max entries/day	3 per batch; unlimited batches when day PnL ≥ 0. Hard cap when negative.
Absolute floor	3% notional (~30% ROE at 10x)
G5 per-position cap	8% of account
G2 drawdown halt	25% from peak
Daily loss limit	10%
Cooldown after 3 consecutive losses	120 min
Stagnation TP	15% ROE stale for 2 hours

规则	数值
最大持仓数	3
每日最大开仓数	每批次3单；当日盈亏≥0时批次无上限，亏损时设置硬上限
绝对下限	名义本金3%（10倍杠杆下对应约30% ROE）
G5单仓位上限	账户资金的8%
G2回撤暂停阈值	从峰值回撤25%
单日亏损上限	10%
连续3次亏损后的冷却时间	120 min
停滞止盈	15% ROE连续2小时无增长则止盈

Bootstrap Gate

启动校验门控

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: "🦬 BISON is online. Scanning top 10 for conviction thesis. DSL High Water Mode active. Silence = no conviction."

每次会话都要检查

config/bootstrap-complete.json

是否存在。如果不存在：

校验Senpi MCP
创建扫描器Cron（5 min，隔离）和DSL Cron（3 min，隔离）
写入
```
config/bootstrap-complete.json
```
发送："🦬 BISON已上线。正在扫描前10标的寻找符合信念逻辑的交易机会。DSL高水位模式已激活。无通知代表没有符合条件的交易机会。"

Files

文件说明

File	Purpose
`scripts/bison-scanner.py`	Thesis builder + thesis re-evaluator
`scripts/bison_config.py`	Shared config, MCP helpers, state I/O
`config/bison-config.json`	All configurable variables with DSL High Water tiers
DSL v5 (shared skill)	Trailing stop engine — MUST be configured with High Water Mode

文件	用途
`scripts/bison-scanner.py`	交易逻辑构建 + 交易逻辑重评估
`scripts/bison_config.py`	共享配置、MCP助手、状态读写
`config/bison-config.json`	所有可配置变量，包含DSL高水位层级
DSL v5（共享skill）	移动止损引擎——必须配置为高水位模式