euphoria-strategy

The deterministic, backtestable Strategy Skill that powers Euphoria — built for BNB Hack: AI Trading Agent Edition (Track 2 — Strategy Skills).

Euphoria's thesis is simple: the crowd buys euphoria and sells fear. This package turns that thesis into a pure, reproducible trading strategy over OHLCV data — no LLM, no randomness — so it can be backtested and unit-tested. It is the distilled, shippable core of Euphoria's multi-agent system (Scout → momentum, Crowd → FOMO, Reverse → bubble risk).

• 🧮 Deterministic — same candles in, same signals out. Reproducible by design.
• 📊 Backtestable — ships a backtest engine with returns, drawdown, win-rate, and Sharpe vs buy & hold.
• 🪶 Zero dependencies — pure TypeScript, works with any OHLCV source (Binance, CoinMarketCap, etc.).

Install

npm install euphoria-strategy

Usage

import { runBacktest, signalFor, computeFeatures, WARMUP, type Candle } from "euphoria-strategy";

// Bring your own daily OHLCV candles (oldest → newest).
const candles: Candle[] = await loadCandles("BTCUSDT"); // from Binance, CMC, etc.

// Backtest the strategy vs buy & hold.
const result = runBacktest("BTC", candles);
console.log(result.totalReturnPct, result.buyHoldReturnPct, result.maxDrawdownPct);

// Or get a live signal for the latest window:
const features = computeFeatures(candles.slice(-(WARMUP + 1)));
const signal = signalFor(features); // "BUY" | "SELL" | "WATCH"

The strategy spec

Three psychology proxies are derived deterministically from each candle window:

| Feature | Meaning | Derived from | |---|---|---| | momentum | trend strength | 7-day run-up + taker buy dominance | | fomo | crowd excitement | run-up + volume spike + buy dominance | | bubble | over-extension / reversal risk | deviation above MA + fomo |

Signal rules (long-only, with hysteresis to avoid whipsaw):

• BUY — momentum ≥ 55 and bubble ≤ 60 and fomo ≥ 30 (healthy trend, not over-extended)
• SELL (risk-off) — momentum ≤ 42 (broken trend / crowd fear) or fomo ≥ 75 && bubble ≥ 70 (euphoric blow-off). Move to cash.
• WATCH — the 42–55 dead band: hold the current position.

API

• runBacktest(symbol, candles): BacktestResult
• computeFeatures(window): StrategyFeatures
• signalFor(features): "BUY" | "SELL" | "WATCH"
• clamp(n, min?, max?), WARMUP
• Types: Candle, StrategyFeatures, BacktestSignal, BacktestTrade, BacktestPoint, BacktestResult

Disclaimer

Research/educational signals only — not financial advice. Past performance does not predict future results.

License

MIT