raccoon-strategy
π¦ RACCOON v1.0.0 β Weekend XYZ Reconciliation
The XYZ weekend is dead β except for the reconciliation gap. Fri 17:00 ET through Sun 18:00 ET, trade.xyz has no external pricing for equities or commodities. The market trades against an internal 30-min EWMA oracle that drifts based on impact-price activity. When external pricing RESUMES Sunday evening, the internal-implied price snaps to the real external value. That snap is the edge.
Why this strategy exists
Most Senpi strategies activate 24/7. Raccoon is the opposite β it ONLY runs during the weekend window (Fri 22:00 UTC β Mon 00:00 UTC). Outside that window, the producer outputs OUTSIDE_WEEKEND_WINDOW and does nothing.
This is the structural pricing gap documented by trade.xyz:
- 23/5 external coverage: Sun 6pm ET - Fri 5pm ET (with 5-6pm ET daily gaps)
- Weekend internal-only: Fri 5pm ET β Sun 6pm ET
- Reconciliation point: Sun 6pm ET when external pricing resumes
When sentiment accumulates during the weekend (news, geopolitical events, related-market moves), it shows up as directional pressure on the internal oracle even without external anchoring. Raccoon positions in that direction, captures the snap-back when external pricing returns Monday open.
CRITICAL RULES
RULE 1: Weekend window is hard-coded
Producer checks UTC time at the start of each tick. Outside Fri 22:00 UTC β Mon 00:00 UTC, no MCP calls, no signals. Saves cost and prevents false weekday signals.