Whale Index — Auto-Mirror Top Discovery Traders

Scan the Discovery leaderboard, score traders, create mirror strategies, and rebalance daily. Set your risk level and budget — the agent handles selection, allocation, monitoring, and swaps.

5-Step Flow

Step 1: Onboard the User

Collect: budget, risk tolerance (conservative/moderate/aggressive).

Risk mapping:

Step 2: Discover Traders

2a. Pull candidates: discovery_top_traders(limit=50, timeframe="30d")

2b. Hard filters:

• Consistency label matches risk level
• Risk label matches risk level
• Min 30d track record
• Not already in user’s portfolio

2c. Score remaining candidates:

score = 0.35 × pnl_rank + 0.25 × win_rate + 0.20 × consistency + 0.10 × hold_time + 0.10 × drawdown

All components normalized 0-100.

2d. Overlap check: Compare active positions across selected traders. Flag >50% position overlap.

2e. Allocation weighting: Score-weighted allocation with 35% cap per slot. Re-normalize after capping.

Step 3: Present & Confirm

Show the user: trader address, rank, labels, win rate, allocation amount. Wait for approval before executing.

Step 4: Execute

For each slot:

1. Create mirror strategy via strategy_create_mirror
2. Set strategy-level stop loss (-10% conservative, -15% moderate, -25% aggressive)
3. Confirm mirroring is active

Step 5: Daily Monitoring (Cron)

See references/daily-monitoring.md for the complete daily check procedure, swap criteria, and rebalance logic.

Swap criteria (ALL must be true):

1. Degraded: dropped below rank 50 OR consistency fell OR inactive 48h+ OR drawdown 2× historical
2. Sustained: WATCH status for 2+ consecutive days (tracked via watchCount)
3. Better alternative: replacement scores ≥15% higher
4. User’s strategy-level SL not hit

Key principle: The 2-day watch period prevents churn from temporary dips.

Teardown

To exit: close all mirror strategies, return funds to main wallet.

API Dependencies

• discovery_top_traders — trader leaderboard
• strategy_create_mirror — create mirror strategy
• strategy_get_clearinghouse_state — check positions
• strategy_close_strategy — teardown

Fee Estimates

Mirror strategies incur the same trading fees as the mirrored trader’s activity. Budget ~0.5-1% daily in fees for active traders.