TL;DR: Since 2026-10-12 a Trigr agent can hold up to 52 strategies, one per market, on Paper, Hyperliquid and Propr. The builder adds a compact table, allocation modes and a "Fill every asset" button. Above six strategies, every strategy must reach $11 of notional on its own sizing, or Trigr refuses the agent. Crypto markets move together, so 52 strategies are not 52 independent bets. Start on Paper.
What changed on 2026-10-12?
Before 2026-10-12 an agent held at most six strategies. The limit is now 52 per agent, on every venue and every plan. The rule that each strategy trades a different market stays. Two strategies in one agent can never trade the same asset, because Hyperliquid nets positions per coin in one account.
Three other things changed with it:
- Allocation is now a per-strategy budget. Each strategy's allocation is the share of equity set aside for it; its own position size decides how much of that slice each entry commits. Allocations may add up to more than 100%. Total open margin still never exceeds the account. The companion guide on position size vs allocation works through the numbers.
- The combined backtest scales to 52 legs. It caches each strategy's result and re-weights in your browser when you move a slider.
- A late data feed on one market pauses only that strategy. The rest of the agent keeps trading.
If you are new to agents with several strategies, read multi-strategy crypto portfolio agents first. This post covers what is different at large sizes.
Who is a 52-strategy agent for?
A large agent suits you if:
- You want broad market coverage with one equity curve, one dashboard and one set of alerts.
- You already trust a set of strategies, each tested on its own market, and want them to share one account.
- You want to run Trigr's official strategies across every market they cover without picking assets one by one.
It does not suit you if you have three strategies you understand well. Adding 49 strategies you have not looked at does not make the three better. It also does not suit a small Hyperliquid account. At 52 strategies most allocations are small, and many entries fall under the $11 minimum.
How do you build a 52-strategy agent?
Open the agent builder and pick a venue. Add strategies as before. Once you pass eight strategies, the slot list turns into a compact table with search, filters, sort and bulk remove. You can filter the list, sort it, and remove ten weak legs at once.
Fill every asset
"Fill every asset with its best strategy" adds one strategy to every market you have not filled yet, up to 52. On each market it picks the deployable Trigr official with the best live track; a market without one gets the best strategy you can pick there, ranked by backtest return. Markets already in the agent are skipped, and so are strategies your venue cannot run. The builder shows how many it could not add. Treat the result as a starting draft. Open each leg and remove the ones you would not run on their own.
Allocation modes
The table offers four allocation modes:
| Mode | What it does |
|---|---|
| Equal | Splits 100% evenly across the strategies |
| By Sharpe | Weights each strategy by the Sharpe ratio of its own leg in the combined backtest |
| Inverse vol | Gives less to strategies whose legs are more volatile |
| Custom | Keeps what you type; typing any value switches to Custom |
Equal across 52 strategies gives each one about 1.92%. By Sharpe and Inverse vol use the backtest, so they inherit its weaknesses. A leg with a lucky backtest gets a larger weight. Custom allows decimals and lets allocations add up past 100%.
A committed-% line under the table shows the total. When it passes 100%, it warns you that at most 100% can be in positions at once and that entries that do not fit are skipped.
If a strategy trades above 1x, a leverage note shows roughly how far price can move against it before liquidation. The estimate is 100 divided by the leverage, so 5x is about a 20% move. Maintenance margin and fees make the real distance smaller.
How do you read the combined backtest at 52 legs?
The combined backtest is the preview on the right of the builder. At 52 legs it works the same way as at six, with a few additions.
- Speed. Each strategy's result is cached. While allocations total 100% or less, moving a slider re-weights the cached legs in your browser, so the curve updates fast. Above 100% the preview re-runs. A cold run with many uncached legs can be queued and shows progress.
- "Data through" date. The preview can be up to one day stale. The date under the chart tells you the last day it covers.
- Sleeves at 100% or less. While allocations total 100% or less, each strategy is simulated as its own sleeve and the sleeves are added together.
- Shared margin above 100%. When allocations total more than 100%, the preview runs one shared-margin simulation of the whole book. It applies the same rule the live agent uses: first come, first served, and skip what does not fit. It reports the total number of skipped entries and names the strategies that skipped most.
At 52 legs, check three things. First, does one leg or a handful of legs produce most of the return? Second, do the losing months of most legs fall in the same months? Third, if you are above 100%, which strategies skip the most entries? A strategy that skips most of its signals is barely in the agent.
The usual cautions apply. A combined backtest is in-sample. Picking 52 legs from a larger pool because the combined curve looks good is selection, and the forward record will likely look worse. How to read a backtest covers what to check on each leg.
Why does every entry need $11 above six strategies?
Hyperliquid has a minimum order value, and Trigr sends at least $11 of notional per entry on Hyperliquid. Propr routes orders to Hyperliquid, so the same floor applies there. When an entry fires and sizes below $11, it is raised to $11, whatever the number of strategies.
- Six strategies or fewer. Trigr does not check each strategy's sizing up front. An entry that sizes below $11 is raised to $11 when it fires, so it can be larger than your rule intended. When you edit an existing Hyperliquid agent, the builder flags each strategy that would be raised. On Propr, keep every entry above $11: Propr can reject smaller orders.
- More than six strategies. Every strategy must reach $11 on its own sizing at the current capital. If any one falls short, Trigr refuses to create or change the agent. The message names the strategies that fall short and the account size that would work. On Propr it names the challenge size, and the check runs when you pick the challenge account in the deploy flow and again when you press Start. If equity falls later, an undersized entry can still be raised to $11.
The size of one entry is your equity times the strategy's allocation, times its position size, times its leverage. On a $1,000 Hyperliquid account with 52 strategies at Equal (about 1.92% each), a strategy with 100% position size at 1x sizes about $19.20 per entry. That clears $11. A strategy with 25% position size at 1x sizes about $4.80, and the agent is refused. That strategy needs an account of about $2,290 to reach $11.
How do you fix a refusal?
Pick one of these:
- Raise the allocation of the strategies the message names. Custom mode lets you raise only those.
- Raise their position size in each strategy's RISK settings, if that fits how you want to trade it.
- Remove strategies. Fewer legs leave more room for each. At six or fewer there is no up-front check, and an undersized entry is raised to $11 when it fires.
- Use a larger account, or on Propr a larger challenge.
Raising leverage also raises notional, but it moves liquidation closer. Use it for that reason only if you would run that leverage anyway. Hyperliquid's margining docs explain how cross margin shares collateral across positions.
What happens when one market's data is late?
Each strategy reads its own market's data. If one market's feed is late, only the strategy on that market pauses for that bar. Its row shows market data lag. The other 51 strategies keep trading. The pause covers that bar only. One slow feed cannot stall the whole agent.
Why start on Paper?
Paper agents run the same signal pipeline as live agents. They fill at the current Hyperliquid price and deduct fees. They model no slippage and no funding, so a live record will usually come in lower.
At 52 strategies, Paper shows things a backtest cannot:
- How often several legs signal on the same bar.
- How many entries get skipped in practice if you are above 100%.
- Whether the agent's day-to-day swings match what the preview implied.
Paper agents start with $10,000 of virtual capital by default. The Free plan allows up to five. Run a large agent long enough to see a few distinct market moves before you connect real money. Paper trading a crypto bot covers what to compare. When you are ready, the Hyperliquid deployment guide explains the trade-only agent key. Trigr's Hyperliquid agents are non-custodial: the key can trade but cannot withdraw.
If you work from Claude or ChatGPT, the Trigr MCP server can create a paused Paper agent with up to 52 strategies. It cannot start live trading. See the trading MCP server guide.
What are the risks of 52 correlated markets?
Most crypto perpetuals track Bitcoin. On a quiet day they drift apart. In a sharp sell-off most of them fall together, and correlation between them rises when you least want it to. Long-biased strategies on 40 altcoins can lose on the same day.
More strategies spread trades across markets and entry times. That can smooth the curve when markets disagree. It does not turn one crypto bet into 52 independent bets. A practical way to think about it: count how many different reasons your legs have to make money. Trend, mean reversion, funding and short-side strategies are different reasons. Forty copies of the same trend rule on forty altcoins are close to one reason.
Ways to keep the risk in view:
- Mix directions and signal types, not only tickers.
- Keep total leverage modest. Losses on one leg reduce the margin every other leg sizes from.
- Watch the combined drawdown in the preview, and assume the live one can be deeper.
- On Propr, the deploy flow replays the agent under the challenge's daily-loss and drawdown rules. "Optimize sizing" shrinks positions until the replay fits with a buffer.
Leveraged perpetual futures can lose more than you expect. Nothing in a backtest or a paper record promises future results.
Next steps
Browse ready-made agents to see how Trigr builds large agents. Trigr presets show a live forward record built from their members' paper tracks, net of fees. Then read the trading agents documentation and build your own on Paper. For sizing above 100%, continue with position size vs allocation.