Auto-generated from rift --help and rift <command> --help.
Regenerate after CLI changes:
bash scripts/gen_cli_reference.sh
For commands not listed here, see rift more — it surfaces every engine command,
including the ones without a top-level rift <cmd> wrapper.
RIFT — Research / Iteration / Forecast / Trade
VERSION
@nexstone/rift-cli/0.1.0 darwin-arm64 node-v24.14.0
USAGE
$ rift [COMMAND]
TOPICS
collect Start the persistent data collector — builds historical data 24/7
data Fetch and cache candle data from Hyperliquid
portfolio Show recent portfolio alerts
setup Set up proxy for Hyperliquid API access
strategies List available trading strategies
COMMANDS
algo Algo trading — run automated strategies on Hyperliquid
with real orders
audit Export compliance-grade audit trail of all live trades
auth Set up wallet credentials for Hyperliquid live trading
auth-status Show RIFT auth state — API wallet + recent authorization
tokens.
backtest Run a backtest on cached candle data
compare Compare multiple strategies head-to-head
config View and set RIFT configuration
cost Estimate pre-trade cost for a hypothetical trade: fees +
funding + impact + slippage
cross-asset Cross-asset correlation matrix + lead-lag +
beta-vs-benchmark
data-inventory Inventory of locally cached candles, funding, fills —
counts + freshness
deposit Deposit USDC from Arbitrum to Hyperliquid
doctor Check system health and diagnose issues
funding-browser Browse funding rates across coins — current + window stats
+ extremes
guide Print the RIFT research-to-trade journey as a quick
reference
help Display help for rift.
home RIFT — Research · Iteration · Forecast · Trade
init Set up RIFT — wallet, sample data, and first backtest in
under 60 seconds
install Install a community strategy from GitHub
interactive Launch interactive mode
lessons Show captured trading lessons (post-trade learnings)
montecarlo Run Monte Carlo simulation to test how much of your
backtest was luck vs edge
more Discover and run every engine command — including those
without a top-level `rift <cmd>` wrapper
new Scaffold a new trading strategy or scout signal
pairs Backtest a pairs/spread trade between two assets (e.g.
BTC/ETH)
pairs-backtest Backtest a pairs/spread trade between two assets (e.g.
BTC/ETH)
portfolio-backtest Run a multi-strategy portfolio backtest from a
portfolio.yaml
portfolio-matrix Strategy × pair P&L matrix, correlation matrix, and regime
analysis
quick-test Fast backtest with delta comparison to the last run — the
core iteration loop while tuning a strategy.
research Research Lab — discover, test, build, optimize, and
compare strategies
scout Scan the market and find trading opportunities ranked by
confluence
serve Start RIFT as an MCP server for AI agent integration
sweep Run a parameter sweep to find optimal strategy settings
sync Sync historical OHLCV + funding data from the Hyperliquid
S3 archive. Requires AWS credentials (free tier; ~$2 for
the full download).
test-trade Place a minimum-size test trade to verify exchange
connectivity
trade Place a manual trade with stop loss and live monitoring
transfer Transfer USDC between spot and perps on Hyperliquid
verify Verify a strategy beats buy-and-hold over a date range —
sanity check before going live
walk-forward Run walk-forward analysis to test strategy robustness
walkforward Run walk-forward analysis to test strategy robustness
withdraw Withdraw USDC from Hyperliquid to Arbitrum
workbench-create Create a new custom strategy from a workbench template
(config-as-data — no Python required).
Algo trading — run automated strategies on Hyperliquid with real orders
USAGE
$ rift algo [STRATEGY] [--pair <value>] [--tf <value>] [--equity
<value>] [--all]
ARGUMENTS
[STRATEGY] Strategy name, or "status"/"stop"
FLAGS
--all Stop all running sessions
--equity=<value> Starting equity (0 = auto)
--pair=<value> [default: BTC] Ticker symbol (e.g. BTC, ETH, SOL)
--tf=<value> Timeframe
DESCRIPTION
Algo trading — run automated strategies on Hyperliquid with real orders
EXAMPLES
$ rift algo trend_follow --pair BTC --tf 4h
$ rift algo status
$ rift algo stop
Export compliance-grade audit trail of all live trades
USAGE
$ rift audit [--export <value>] [--last <value>] [--strategy
<value>] [--output <value>] [--json]
FLAGS
--export=<value> [default: csv] Export format: csv or json
--json Emit raw JSON only
--last=<value> [default: 30] Days of history to include
--output=<value> Custom output path
--strategy=<value> Filter by strategy name
DESCRIPTION
Export compliance-grade audit trail of all live trades
EXAMPLES
$ rift audit
$ rift audit --export json --last 90
$ rift audit --strategy trend_follow --output ./audit.csv
Set up wallet credentials for Hyperliquid live trading
USAGE
$ rift auth [ACTION]
ARGUMENTS
[ACTION] Action: setup, status, or reset
DESCRIPTION
Set up wallet credentials for Hyperliquid live trading
EXAMPLES
$ rift auth setup
$ rift auth status
$ rift auth reset
Show RIFT auth state — API wallet + recent authorization tokens.
USAGE
$ rift auth-status
DESCRIPTION
Show RIFT auth state — API wallet + recent authorization tokens.
EXAMPLES
$ rift auth-status
Run a backtest on cached candle data
USAGE
$ rift backtest STRATEGY [--pair <value>] [--tf <value>] [--equity
<value>] [--leverage <value>] [--export csv|json] [--analyze] [--all-pairs]
[--top <value>]
ARGUMENTS
STRATEGY Strategy name
FLAGS
--all-pairs Run across top pairs and rank results
--analyze AI-powered analysis of backtest results
--equity=<value> [default: 10000] Starting equity in USDC
--export=<option> Export results to file (csv or json)
<options: csv|json>
--leverage=<value> [default: 1] Leverage multiplier
--pair=<value> [default: BTC-PERP] Trading pair
--tf=<value> Timeframe (auto-detected from strategy if omitted)
--top=<value> [default: 10] Number of top pairs for --all-pairs
DESCRIPTION
Run a backtest on cached candle data
EXAMPLES
$ rift backtest trend_follow --pair BTC --tf 4h
$ rift backtest my_strategy --pair BTC --tf 1h --equity 50000
Compare multiple strategies head-to-head
USAGE
$ rift compare STRATEGIES [--pair <value>] [--tf <value>] [--equity
<value>] [--leverage <value>]
ARGUMENTS
STRATEGIES Comma-separated strategy names
FLAGS
--equity=<value> [default: 10000] Starting equity in USDC
--leverage=<value> [default: 1] Leverage multiplier
--pair=<value> [default: BTC-PERP] Trading pair
--tf=<value> [default: 15m] Timeframe
DESCRIPTION
Compare multiple strategies head-to-head
EXAMPLES
$ rift compare trend_follow,my_strategy --pair BTC --tf 4h
View and set RIFT configuration
USAGE
$ rift config [ACTION...] [KEY...] [VALUE...]
ARGUMENTS
[ACTION...] (list|get|set) Action: list, get, set
[KEY...] Config key (dot-notation, e.g. ai.api_key)
[VALUE...] Value to set
DESCRIPTION
View and set RIFT configuration
EXAMPLES
$ rift config list
$ rift config set ai.api_key sk-ant-...
$ rift config get ai.api_key
$ rift config set ai.model claude-sonnet-4-20250514
Estimate pre-trade cost for a hypothetical trade: fees + funding + impact + slippage
USAGE
$ rift cost PAIR NOTIONAL [--side <value>] [--tf <value>]
[--hold <value>] [--maker] [--spot] [--no-builder-fee] [--tier-vol-14d
<value>] [--json]
ARGUMENTS
PAIR Trading pair (e.g. BTC, ETH-PERP)
NOTIONAL Trade size in USD notional (e.g. 50000)
FLAGS
--hold=<value> [default: 0] Holding period in hours (for funding
accrual)
--json Emit raw JSON instead of human format
--maker Treat as maker (post-only)
--no-builder-fee Exclude RIFT builder fee
--side=<value> [default: buy] buy / sell / long / short
--spot Treat as spot trade instead of perp
--tf=<value> [default: 1h] Candle interval for ADV / vol calc
--tier-vol-14d=<value> [default: 0] Your 14d HL volume USD (fee-tier lookup)
DESCRIPTION
Estimate pre-trade cost for a hypothetical trade: fees + funding + impact +
slippage
EXAMPLES
$ rift cost BTC 50000
$ rift cost ETH 10000 --side sell --hold 24
$ rift cost BTC 100000 --maker --tier-vol-14d 5000000
Cross-asset correlation matrix + lead-lag + beta-vs-benchmark
USAGE
$ rift cross-asset [--coins <value>] [--tf <value>] [--lookback
<value>] [--benchmark <value>] [--max-lag <value>] [--json]
FLAGS
--benchmark=<value> [default: BTC] Beta-vs-benchmark coin
--coins=<value> [default: BTC,ETH,SOL,SUI,AVAX,NEAR,LINK,DOGE]
Comma-separated coin list
--json Emit raw JSON only
--lookback=<value> [default: 720] Candles to use (720 = 30d at 1h)
--max-lag=<value> [default: 6] Lead-lag search window (candles)
--tf=<value> [default: 1h] Timeframe
DESCRIPTION
Cross-asset correlation matrix + lead-lag + beta-vs-benchmark
EXAMPLES
$ rift cross-asset
$ rift cross-asset --coins BTC,ETH,SOL --tf 4h --benchmark BTC
Inventory of locally cached candles, funding, fills — counts + freshness
USAGE
$ rift data-inventory [--json]
FLAGS
--json Emit raw JSON only
DESCRIPTION
Inventory of locally cached candles, funding, fills — counts + freshness
EXAMPLES
$ rift data-inventory
$ rift data-inventory --json
Deposit USDC from Arbitrum to Hyperliquid
USAGE
$ rift deposit AMOUNT
ARGUMENTS
AMOUNT USDC amount to deposit (minimum 5)
DESCRIPTION
Deposit USDC from Arbitrum to Hyperliquid
EXAMPLES
$ rift deposit 100
Check system health and diagnose issues
USAGE
$ rift doctor
DESCRIPTION
Check system health and diagnose issues
EXAMPLES
$ rift doctor
Browse funding rates across coins — current + window stats + extremes
USAGE
$ rift funding-browser [--coins <value>] [--top <value>] [--days <value>]
[--json]
FLAGS
--coins=<value> Comma-separated coin list (default: all cached)
--days=<value> [default: 7] History window in days
--json Emit raw JSON only
--top=<value> [default: 20] Number of coins to show, ranked by current
funding
DESCRIPTION
Browse funding rates across coins — current + window stats + extremes
EXAMPLES
$ rift funding-browser
$ rift funding-browser --top 50
$ rift funding-browser --coins BTC,ETH,SOL --days 30
Print the RIFT research-to-trade journey as a quick reference
USAGE
$ rift guide
DESCRIPTION
Print the RIFT research-to-trade journey as a quick reference
EXAMPLES
$ rift guide
RIFT — Research / Iteration / Forecast / Trade
VERSION
@nexstone/rift-cli/0.1.0 darwin-arm64 node-v24.14.0
USAGE
$ rift [COMMAND]
TOPICS
collect Start the persistent data collector — builds historical data 24/7
data Fetch and cache candle data from Hyperliquid
portfolio Show recent portfolio alerts
setup Set up proxy for Hyperliquid API access
strategies List available trading strategies
COMMANDS
algo Algo trading — run automated strategies on Hyperliquid
with real orders
audit Export compliance-grade audit trail of all live trades
auth Set up wallet credentials for Hyperliquid live trading
auth-status Show RIFT auth state — API wallet + recent authorization
tokens.
backtest Run a backtest on cached candle data
compare Compare multiple strategies head-to-head
config View and set RIFT configuration
cost Estimate pre-trade cost for a hypothetical trade: fees +
funding + impact + slippage
cross-asset Cross-asset correlation matrix + lead-lag +
beta-vs-benchmark
data-inventory Inventory of locally cached candles, funding, fills —
counts + freshness
deposit Deposit USDC from Arbitrum to Hyperliquid
doctor Check system health and diagnose issues
funding-browser Browse funding rates across coins — current + window stats
+ extremes
guide Print the RIFT research-to-trade journey as a quick
reference
help Display help for rift.
home RIFT — Research · Iteration · Forecast · Trade
init Set up RIFT — wallet, sample data, and first backtest in
under 60 seconds
install Install a community strategy from GitHub
interactive Launch interactive mode
lessons Show captured trading lessons (post-trade learnings)
montecarlo Run Monte Carlo simulation to test how much of your
backtest was luck vs edge
more Discover and run every engine command — including those
without a top-level `rift <cmd>` wrapper
new Scaffold a new trading strategy or scout signal
pairs Backtest a pairs/spread trade between two assets (e.g.
BTC/ETH)
pairs-backtest Backtest a pairs/spread trade between two assets (e.g.
BTC/ETH)
portfolio-backtest Run a multi-strategy portfolio backtest from a
portfolio.yaml
portfolio-matrix Strategy × pair P&L matrix, correlation matrix, and regime
analysis
quick-test Fast backtest with delta comparison to the last run — the
core iteration loop while tuning a strategy.
research Research Lab — discover, test, build, optimize, and
compare strategies
scout Scan the market and find trading opportunities ranked by
confluence
serve Start RIFT as an MCP server for AI agent integration
sweep Run a parameter sweep to find optimal strategy settings
sync Sync historical OHLCV + funding data from the Hyperliquid
S3 archive. Requires AWS credentials (free tier; ~$2 for
the full download).
test-trade Place a minimum-size test trade to verify exchange
connectivity
trade Place a manual trade with stop loss and live monitoring
transfer Transfer USDC between spot and perps on Hyperliquid
verify Verify a strategy beats buy-and-hold over a date range —
sanity check before going live
walk-forward Run walk-forward analysis to test strategy robustness
walkforward Run walk-forward analysis to test strategy robustness
withdraw Withdraw USDC from Hyperliquid to Arbitrum
workbench-create Create a new custom strategy from a workbench template
(config-as-data — no Python required).
RIFT — Research · Iteration · Forecast · Trade
USAGE
$ rift home
DESCRIPTION
RIFT — Research · Iteration · Forecast · Trade
Set up RIFT — wallet, sample data, and first backtest in under 60 seconds
USAGE
$ rift init
DESCRIPTION
Set up RIFT — wallet, sample data, and first backtest in under 60 seconds
EXAMPLES
$ rift init
Install a community strategy from GitHub
USAGE
$ rift install SOURCE
ARGUMENTS
SOURCE GitHub repo URL or user/repo shorthand
DESCRIPTION
Install a community strategy from GitHub
EXAMPLES
$ rift install https://github.com/user/rift-strategy-bollinger
$ rift install user/rift-strategy-macd
Launch interactive mode
USAGE
$ rift interactive
DESCRIPTION
Launch interactive mode
EXAMPLES
$ rift interactive
Show captured trading lessons (post-trade learnings)
USAGE
$ rift lessons [--coin <value>] [--strategy <value>] [--limit
<value>] [--json]
FLAGS
--coin=<value> Filter by coin
--json Emit raw JSON only
--limit=<value> [default: 20] Number of lessons to show
--strategy=<value> Filter by strategy name
DESCRIPTION
Show captured trading lessons (post-trade learnings)
EXAMPLES
$ rift lessons
$ rift lessons --strategy trend_follow
Run Monte Carlo simulation to test how much of your backtest was luck vs edge
USAGE
$ rift montecarlo STRATEGY [--pair <value>] [--tf <value>] [--runs
<value>] [--equity <value>] [--leverage <value>]
ARGUMENTS
STRATEGY Strategy name
FLAGS
--equity=<value> [default: 10000] Starting equity
--leverage=<value> [default: 1] Leverage multiplier
--pair=<value> [default: BTC-PERP] Trading pair
--runs=<value> [default: 10000] Number of simulations
--tf=<value> [default: 1h] Timeframe
DESCRIPTION
Run Monte Carlo simulation to test how much of your backtest was luck vs edge
EXAMPLES
$ rift montecarlo trend_follow --pair BTC --tf 4h
$ rift montecarlo trend_follow --pair BTC --tf 4h --runs 50000
Discover and run every engine command — including those without a top-level `rift <cmd>` wrapper
USAGE
$ rift more [COMMAND...]
ARGUMENTS
[COMMAND...] Engine command name (omit to list)
DESCRIPTION
Discover and run every engine command — including those without a top-level
`rift <cmd>` wrapper
EXAMPLES
$ rift more # list all engine commands by category
$ rift more funding-browser BTC # run the funding-browser command
$ rift more verify <bundle-id> # verify a sealed bundle
Scaffold a new trading strategy or scout signal
USAGE
$ rift new NAME [--type strategy|signal]
ARGUMENTS
NAME Name (lowercase, hyphens ok)
FLAGS
--type=<option> [default: strategy] What to scaffold: "strategy" (default) or
"signal"
<options: strategy|signal>
DESCRIPTION
Scaffold a new trading strategy or scout signal
EXAMPLES
$ rift new my-strategy
$ rift new bollinger-breakout
$ rift new my-momentum-signal --type signal
Backtest a pairs/spread trade between two assets (e.g. BTC/ETH)
USAGE
$ rift pairs [--a <value>] [--b <value>] [--tf <value>] [--equity
<value>] [--lookback <value>] [--entry-z <value>] [--exit-z <value>]
[--stop-z <value>] [--max-hold <value>] [--json]
FLAGS
--a=<value> [default: BTC] First asset
--b=<value> [default: ETH] Second asset
--entry-z=<value> [default: 2.0] Z-score entry threshold
--equity=<value> [default: 10000] Starting equity
--exit-z=<value> [default: 0.5] Z-score exit threshold
--json Emit raw JSON result instead of the rendered panel
--lookback=<value> [default: 168] Rolling z-score window (candles)
--max-hold=<value> [default: 72] Max hold time (candles)
--stop-z=<value> [default: 4.0] Z-score stop loss
--tf=<value> [default: 1h] Timeframe
DESCRIPTION
Backtest a pairs/spread trade between two assets (e.g. BTC/ETH)
ALIASES
$ rift pairs-backtest
EXAMPLES
$ rift pairs --a BTC --b ETH --tf 1h
$ rift pairs --a BTC --b ETH --entry-z 2.5 --lookback 336
$ rift pairs --a BTC --b ETH --json # raw JSON for pipelines
Backtest a pairs/spread trade between two assets (e.g. BTC/ETH)
USAGE
$ rift pairs-backtest [--a <value>] [--b <value>] [--tf <value>] [--equity
<value>] [--lookback <value>] [--entry-z <value>] [--exit-z <value>]
[--stop-z <value>] [--max-hold <value>] [--json]
FLAGS
--a=<value> [default: BTC] First asset
--b=<value> [default: ETH] Second asset
--entry-z=<value> [default: 2.0] Z-score entry threshold
--equity=<value> [default: 10000] Starting equity
--exit-z=<value> [default: 0.5] Z-score exit threshold
--json Emit raw JSON result instead of the rendered panel
--lookback=<value> [default: 168] Rolling z-score window (candles)
--max-hold=<value> [default: 72] Max hold time (candles)
--stop-z=<value> [default: 4.0] Z-score stop loss
--tf=<value> [default: 1h] Timeframe
DESCRIPTION
Backtest a pairs/spread trade between two assets (e.g. BTC/ETH)
ALIASES
$ rift pairs-backtest
EXAMPLES
$ rift pairs --a BTC --b ETH --tf 1h
$ rift pairs --a BTC --b ETH --entry-z 2.5 --lookback 336
$ rift pairs --a BTC --b ETH --json # raw JSON for pipelines
Run a multi-strategy portfolio backtest from a portfolio.yaml
USAGE
$ rift portfolio-backtest CONFIG [--strategies-dir <value>] [--json]
ARGUMENTS
CONFIG Path to portfolio.yaml
FLAGS
--json Emit raw JSON only
--strategies-dir=<value> Directory with strategy .py files
DESCRIPTION
Run a multi-strategy portfolio backtest from a portfolio.yaml
EXAMPLES
$ rift portfolio-backtest portfolio.yaml
$ rift portfolio-backtest config.yaml --strategies-dir ./strategies
Strategy × pair P&L matrix, correlation matrix, and regime analysis
USAGE
$ rift portfolio-matrix [--pairs <value>] [--strategies <value>] [--equity
<value>] [--json]
FLAGS
--equity=<value> [default: 10000] Starting equity per strategy
--json Emit raw JSON only
--pairs=<value> [default: BTC,ETH,SOL] Comma-separated coins
--strategies=<value> Comma-separated strategies (auto-discovers if empty)
DESCRIPTION
Strategy × pair P&L matrix, correlation matrix, and regime analysis
EXAMPLES
$ rift portfolio-matrix
$ rift portfolio-matrix --pairs BTC,ETH,SOL --strategies trend_follow,vol_breakout
Fast backtest with delta comparison to the last run — the core iteration loop while tuning a strategy.
USAGE
$ rift quick-test STRATEGY [--pair <value>] [--tf <value>] [--equity
<value>] [--leverage <value>] [--change <value>] [--json]
ARGUMENTS
STRATEGY Strategy name
FLAGS
--change=<value> Description of what changed (recorded in the delta
history)
--equity=<value> [default: 10000] Starting equity
--json Emit raw JSON only
--leverage=<value> [default: 1] Leverage multiplier
--pair=<value> [default: BTC] Trading pair
--tf=<value> Timeframe (auto from config if empty)
DESCRIPTION
Fast backtest with delta comparison to the last run — the core iteration loop
while tuning a strategy.
EXAMPLES
$ rift quick-test trend_follow --pair BTC
$ rift quick-test trend_follow --pair ETH --tf 4h --change "tightened stop to 1.5%"
Research Lab — discover, test, build, optimize, and compare strategies
USAGE
$ rift research [STRATEGY] [--pair <value>] [--tf <value>] [--equity
<value>]
ARGUMENTS
[STRATEGY] Strategy name (interactive if omitted)
FLAGS
--equity=<value> [default: 10000] Starting equity
--pair=<value> [default: BTC] Ticker symbol (e.g. BTC, ETH, SOL)
--tf=<value> Timeframe (auto-detected if omitted)
DESCRIPTION
Research Lab — discover, test, build, optimize, and compare strategies
EXAMPLES
$ rift research
$ rift research my_strategy --pair SUI
Scan the market and find trading opportunities ranked by confluence
USAGE
$ rift scout [--top <value>] [--tf <value>] [--min <value>]
[--soak <value>] [--no-soak]
FLAGS
--min=<value> [default: 2] Minimum confluence score
--no-soak Skip the websocket soak phase entirely (fastest, less
accurate)
--soak=<value> [default: 120] Seconds to collect live websocket data (default
120, lower = faster)
--tf=<value> [default: 1h] Timeframe (bias)
--top=<value> [default: 20] Number of coins to scan
DESCRIPTION
Scan the market and find trading opportunities ranked by confluence
EXAMPLES
$ rift scout
$ rift scout --top 10
$ rift scout --no-soak # skip 120s websocket soak (faster, less accurate)
$ rift scout --soak 30 # shorter soak window
Start RIFT as an MCP server for AI agent integration
USAGE
$ rift serve [--debug]
FLAGS
--debug Enable debug logging to stderr
DESCRIPTION
Start RIFT as an MCP server for AI agent integration
EXAMPLES
$ rift serve
Run a parameter sweep to find optimal strategy settings
USAGE
$ rift sweep STRATEGY [--pair <value>] [--tf <value>] [--config
<value>] [--equity <value>] [--leverage <value>] [--top <value>] [--rank
sharpe|return|profit_factor]
ARGUMENTS
STRATEGY Strategy name
FLAGS
--config=<value> Path to sweep.yaml config file
--equity=<value> [default: 10000] Starting equity
--leverage=<value> [default: 1] Leverage multiplier
--pair=<value> [default: BTC-PERP] Trading pair
--rank=<option> [default: sharpe] Rank by: sharpe, return, or
profit_factor
<options: sharpe|return|profit_factor>
--tf=<value> [default: 1h] Timeframe
--top=<value> [default: 10] Number of top results to show
DESCRIPTION
Run a parameter sweep to find optimal strategy settings
EXAMPLES
$ rift sweep trend_follow --pair BTC --tf 4h
$ rift sweep my_strategy --config strategies/my_strategy/sweep.yaml
$ rift sweep trend_follow --pair BTC --tf 4h --rank sharpe --top 5
Sync historical OHLCV + funding data from the Hyperliquid S3 archive. Requires AWS credentials (free tier; ~$2 for the full download).
USAGE
$ rift sync [--coins <value>] [--tf <value>] [--start <value>]
[--end <value>] [--no-funding] [--full] [--aws-key <value>] [--aws-secret
<value>] [--json]
FLAGS
--aws-key=<value> AWS Access Key ID (for non-interactive setup)
--aws-secret=<value> AWS Secret Access Key
--coins=<value> Comma-separated coins (empty = auto-detect from
registered strategies)
--end=<value> End date YYYY-MM-DD (default: today)
--full Full sync (ignore incremental cache)
--json Emit raw JSON only
--no-funding Skip funding rate sync
--start=<value> [default: 2023-09-01] Start date YYYY-MM-DD
--tf=<value> [default: 5m,15m,1h,4h] Comma-separated timeframes to
build
DESCRIPTION
Sync historical OHLCV + funding data from the Hyperliquid S3 archive. Requires
AWS credentials (free tier; ~$2 for the full download).
EXAMPLES
$ rift sync --coins BTC --tf 1h,4h
$ rift sync --coins BTC,ETH,SOL --tf 5m,15m,1h,4h --start 2024-01-01
$ rift sync --aws-key AKIA... --aws-secret ... --coins BTC --tf 1h
Place a minimum-size test trade to verify exchange connectivity
USAGE
$ rift test-trade
DESCRIPTION
Place a minimum-size test trade to verify exchange connectivity
EXAMPLES
$ rift test-trade
Place a manual trade with stop loss and live monitoring
USAGE
$ rift trade [PAIR] [DIRECTION] [--size <value>] [--stop <value>]
[--leverage <value>]
ARGUMENTS
[PAIR] Coin (e.g. BTC, ETH, SOL)
[DIRECTION] long or short
FLAGS
--leverage=<value> [default: 1] Leverage
--size=<value> Position size in USD
--stop=<value> [default: 2] Stop loss % (default: 2)
DESCRIPTION
Place a manual trade with stop loss and live monitoring
EXAMPLES
$ rift trade ETH long --size 500
$ rift trade SOL short --size 1000 --stop 3
$ rift trade
Transfer USDC between spot and perps on Hyperliquid
USAGE
$ rift transfer AMOUNT [--to-perps] [--to-spot]
ARGUMENTS
AMOUNT USDC amount to transfer
FLAGS
--to-perps Transfer from Spot → Perps
--to-spot Transfer from Perps → Spot
DESCRIPTION
Transfer USDC between spot and perps on Hyperliquid
EXAMPLES
$ rift transfer 100 --to-perps
$ rift transfer 50 --to-spot
Verify a strategy beats buy-and-hold over a date range — sanity check before going live
USAGE
$ rift verify STRATEGY [--pair <value>] [--tf <value>] [--from
<value>] [--to <value>] [--json]
ARGUMENTS
STRATEGY Strategy name
FLAGS
--from=<value> Start date YYYY-MM-DD
--json Emit raw JSON only
--pair=<value> [default: BTC] Trading pair
--tf=<value> Timeframe
--to=<value> End date YYYY-MM-DD
DESCRIPTION
Verify a strategy beats buy-and-hold over a date range — sanity check before
going live
EXAMPLES
$ rift verify trend_follow
$ rift verify trend_follow --pair BTC --tf 4h --from 2024-01-01 --to 2024-12-31
Run walk-forward analysis to test strategy robustness
USAGE
$ rift walk-forward STRATEGY [--pair <value>] [--tf <value>] [--wf
<value>] [--equity <value>] [--leverage <value>]
ARGUMENTS
STRATEGY Strategy name
FLAGS
--equity=<value> [default: 10000] Starting equity per window
--leverage=<value> [default: 1] Leverage multiplier
--pair=<value> [default: BTC-PERP] Trading pair
--tf=<value> [default: 1h] Timeframe
--wf=<value> Walk-forward config: train/test (e.g. 6m/3m). Default uses
the strategy's recommended_train_months /
recommended_test_months (or 3m/1m if unset).
DESCRIPTION
Run walk-forward analysis to test strategy robustness
ALIASES
$ rift walk-forward
EXAMPLES
$ rift walk-forward trend_follow --pair BTC --tf 1h --wf 3m/1m
$ rift walk-forward trend_follow --pair BTC --tf 4h --wf 6m/2m
Run walk-forward analysis to test strategy robustness
USAGE
$ rift walkforward STRATEGY [--pair <value>] [--tf <value>] [--wf
<value>] [--equity <value>] [--leverage <value>]
ARGUMENTS
STRATEGY Strategy name
FLAGS
--equity=<value> [default: 10000] Starting equity per window
--leverage=<value> [default: 1] Leverage multiplier
--pair=<value> [default: BTC-PERP] Trading pair
--tf=<value> [default: 1h] Timeframe
--wf=<value> Walk-forward config: train/test (e.g. 6m/3m). Default uses
the strategy's recommended_train_months /
recommended_test_months (or 3m/1m if unset).
DESCRIPTION
Run walk-forward analysis to test strategy robustness
ALIASES
$ rift walk-forward
EXAMPLES
$ rift walk-forward trend_follow --pair BTC --tf 1h --wf 3m/1m
$ rift walk-forward trend_follow --pair BTC --tf 4h --wf 6m/2m
Withdraw USDC from Hyperliquid to Arbitrum
USAGE
$ rift withdraw AMOUNT [--destination <value>]
ARGUMENTS
AMOUNT USDC amount to withdraw
FLAGS
--destination=<value> Arbitrum address to receive USDC (defaults to main
wallet)
DESCRIPTION
Withdraw USDC from Hyperliquid to Arbitrum
EXAMPLES
$ rift withdraw 100
$ rift withdraw 50 --destination 0x1234...
Create a new custom strategy from a workbench template (config-as-data — no Python required).
USAGE
$ rift workbench-create NAME [--template blank|single_signal_example]
[--json]
ARGUMENTS
NAME Name for the new strategy (letters, numbers, underscores)
FLAGS
--json Emit raw JSON only
--template=<option> [default: blank] Template to seed from
<options: blank|single_signal_example>
DESCRIPTION
Create a new custom strategy from a workbench template (config-as-data — no
Python required).
EXAMPLES
$ rift workbench-create my_strategy
$ rift workbench-create rsi_revert --template single_signal_example