🕷️ SPIDER v2.0 — Agentic Portfolio Operator

The first Senpi agent that operates above the position level.

Every other Predator decides "open or close this trade?" every few minutes. Spider builds a web — one anchor point, several radial threads — then waits. The web does the work. Vibrations come to it.

What changed in v2.0

v1.0 was an Elite-convergence single-position scanner. It contributed to the same fleet pathology that v2.0 is designed to correct: too many fills, weak signals, repeated DSL stops. v2.0 is a structural rewrite from a different thesis entirely.

The shape of the strategy

Spider runs a two-leg portfolio:

1. Anchor — a single high-conviction long (e.g. HYPE 3x), held minimum 7 days
2. Basket — 3–5 shorts on the highest-funding alt-coins, risk-parity sized to 40% of anchor notional

The basket isn't a directional hedge — it's a funding harvest. Shorts on coins paying the most positive funding to longs collect rate while providing partial downside cushion to the anchor.