Boar bets on fiscal dominance / currency debasement: as deficits compound and the term premium rises, scarce real assets (gold, BTC, silver) outperform fiat-denominated financial claims. It expresses that as a long/short:
- LONG hard money —
GOLD,BTC(digital gold),SILVER,PLATINUM,PALLADIUM. - SHORT paper —
SP500(broad financial-beta) + rate-sensitive long-duration growthRIVN/DKNG/HIMS(the claims discounted hardest as rates rise).
The P&L is the real-assets-beat-paper-claims spread. One producer
(boar-producer.py) serves both books; BOAR_LEG selects.
| Book | Holds | Wallet env | Runtime | Scanner |
|---|---|---|---|---|
long |
hard money (LONG) | BOAR_LONG_WALLET |
runtime-long.yaml |
boar_long_signals |
short |
SP500 + rate-sensitive growth (SHORT) | BOAR_SHORT_WALLET |
runtime-short.yaml |
boar_short_signals |
⚠️ The honest caveat — this is the loosest hedge of the family
In a pure liquidity melt-up, everything priced in debasing fiat rises — gold AND stocks — so the long and short legs can correlate positively and the hedge underperforms. To tighten it, the short tilts toward rate-sensitive long-duration growth (RIVN/DKNG/HIMS), which underperforms even in a melt-up because a rising term premium compresses far-future cash-flow multiples. But the hedge is imperfect: Boar works best in a "real assets outperform" regime, not a blow-off. The DSL owns the drawdowns. Size this fund accordingly.
The thesis, asset by asset
| Sleeve | Direction | Names | Rationale |
|---|---|---|---|
| Monetary metals | LONG | GOLD (1.2×), SILVER (1.0×), PLATINUM (0.7×), PALLADIUM (0.6×) | scarce real stores of value |
| Digital gold | LONG | BTC (1.2×) | the hardest money — co-core with gold |
| Broad paper | SHORT | SP500 (1.2×) | the broad financial-claims anchor |
| Rate-sensitive paper | SHORT | RIVN, DKNG, HIMS (0.6×) | long-duration growth — hit hardest by a rising term premium (squeeze-prone, small) |
How it picks (producer-side)
- Curated universe + a relative-to-market liquidity gate (24h vol ≥
volFloorPctOfMedian× the universe median — no $ floor). - ABSOLUTE trend is the gate — long hard money only while its 4h is not bearish; short paper only while its 4h is not bullish (+ capitulation guard).
- Relative strength is a tiebreaker; conviction sizing via
sizingWeights. No $.
The long/short balance is YOUR dial
The split is the operator's funding across the two wallets (config
_hedge_note) — not hardcoded. Default a net-long-hard-money tilt (hard-money
4 slots / 18% / 5x; paper 4 slots / 15% / 4x). Fund 50/50 for a tighter (still
imperfect) hedge.
Fleet-standard rules (enforced)
- Max leverage 5x hard-money / 4x paper; per-position margin ≤ 18% / 15% (× weight).
- Drawdown halt 20% / 18%,
reset_on_day_rollover. - Mandatory DSL; entries + exits
FEE_OPTIMIZED_LIMITwith taker fallback. - Verbose per-tick JSON; sizes off
max(main, xyz)account value. - Paper book runs tighter (lower leverage, tighter max-loss, faster stall-cuts); the rate-sensitive growth shorts are small + squeeze-prone, gated hard.
Hard rule — user-conversation sessions are READ-ONLY
A Claude session conversing with a user MUST NOT call create_position,
close_position, edit_position, ratchet_stop_*, cancel_order, or any
strategy_close* tool against Boar's wallets. Entries are emitted only by the
producer daemon; exits are owned only by the runtime DSL.
v1.0 — initial build
A Lion-family two-book long/short pointed at the debasement macro divergence. The loosest-hedged member of the family (documented honestly) — the short's rate-sensitive tilt is the lever that tightens an inherently melt-up-correlated pair. Best deployed as a tilt, not a market-neutral bet.