feat(config): profilo Aggressiva attiva gate IV-RV adattivo + VoV

P25 rolling 60g, warmup a finestra disponibile, VoV guard 5pt.
Conservativa e golden invariati (default disabled).

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
This commit is contained in:
root
2026-05-08 23:11:46 +00:00
parent 98111814d2
commit 080acf829d
+15 -2
View File
@@ -65,9 +65,22 @@ entry:
dealer_gamma_min: "0" dealer_gamma_min: "0"
dealer_gamma_filter_enabled: true dealer_gamma_filter_enabled: true
liquidation_filter_enabled: true liquidation_filter_enabled: true
# IV richness gate (§2.9) — abilitato a 3 pt vol per profilo aggressivo. # IV richness gate (§2.9). In Aggressiva il gate è in modalità
iv_minus_rv_min: "3" # adattiva: la soglia è il P25 rolling sui market_snapshots
# (warmup: usa la storia disponibile finché < 30g, poi finestra 30g
# fino a 60g, poi fissa 60g). `iv_minus_rv_min: 0` = floor zero,
# lascia decidere al P25.
iv_minus_rv_filter_enabled: true iv_minus_rv_filter_enabled: true
iv_minus_rv_adaptive_enabled: true
iv_minus_rv_min: "0"
iv_minus_rv_percentile: "0.25"
iv_minus_rv_window_target_days: 60
iv_minus_rv_window_min_days: 30
# Vol-of-Vol guard: blocca entry su shift bruschi DVOL.
vol_of_vol_guard_enabled: true
vol_of_vol_threshold_pt: "5"
vol_of_vol_lookback_hours: 24
structure: structure: