From 8b767da5e7f11bfdd6270d2abf35978d546cb9b4 Mon Sep 17 00:00:00 2001
From: Adriano Dal Pastro <adrianodalpastro@tielogic.com>
Date: Sat, 16 May 2026 21:48:42 +0000
Subject: [PATCH] =?UTF-8?q?feat(strategy):=20swap=20paper=20a=20238e4812?=
 =?UTF-8?q?=20(BTC)=20+=20c04dff7086=20(ETH)=20=E2=80=94=20phase1-100=20wi?=
 =?UTF-8?q?nners?=
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit

Risultati phase1-{btc,eth}-100-001 (1h) + phase1-{btc,eth}-100-5m-001 (5m, 770K bars)
con 100-agent GA × 10 generazioni × fitness v2 hardened + WFA 0.7 split.

BTC (238e4812, meteorologist Gen 7 winner del run 1h):
- IS f=0.2604, Sharpe=0.437, 25 trades
- OOS: f=0.4184, Sharpe=1.296, +22.15% return fold 3, DD 7.4%
- WFA 4-fold: cum_ret +31.65%, 58.6% winrate, 2 fold Sharpe 2+

ETH (c04dff7086, mean-reversion oversold del run 5m):
- IS f=0.1881, OOS f=0.1789 (no overfit), Sharpe_OOS=0.171
- WFA 4-fold: cum_ret +23.83%, 77.8% winrate, 2 fold @ 100% winrate
- Primo ETH winner che sopravvive hard-kill v2 in tutta la storia progetto

Archive: btc_9cf506b8.json (precedente winner hardened-001), eth_facd6af85d5d.json.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
---
 .../{ => archive}/btc_9cf506b8.json           |   0
 .../{ => archive}/eth_facd6af85d5d.json       |   0
 .../strategies/btc_238e4812.json              |  84 ++++++++++++
 .../strategies/eth_c04dff7086.json            | 120 ++++++++++++++++++
 4 files changed, 204 insertions(+)
 rename src/strategy_crypto/strategy_crypto/strategies/{ => archive}/btc_9cf506b8.json (100%)
 rename src/strategy_crypto/strategy_crypto/strategies/{ => archive}/eth_facd6af85d5d.json (100%)
 create mode 100644 src/strategy_crypto/strategy_crypto/strategies/btc_238e4812.json
 create mode 100644 src/strategy_crypto/strategy_crypto/strategies/eth_c04dff7086.json

diff --git a/src/strategy_crypto/strategy_crypto/strategies/btc_9cf506b8.json b/src/strategy_crypto/strategy_crypto/strategies/archive/btc_9cf506b8.json
similarity index 100%
rename from src/strategy_crypto/strategy_crypto/strategies/btc_9cf506b8.json
rename to src/strategy_crypto/strategy_crypto/strategies/archive/btc_9cf506b8.json
diff --git a/src/strategy_crypto/strategy_crypto/strategies/eth_facd6af85d5d.json b/src/strategy_crypto/strategy_crypto/strategies/archive/eth_facd6af85d5d.json
similarity index 100%
rename from src/strategy_crypto/strategy_crypto/strategies/eth_facd6af85d5d.json
rename to src/strategy_crypto/strategy_crypto/strategies/archive/eth_facd6af85d5d.json
diff --git a/src/strategy_crypto/strategy_crypto/strategies/btc_238e4812.json b/src/strategy_crypto/strategy_crypto/strategies/btc_238e4812.json
new file mode 100644
index 0000000..c71f491
--- /dev/null
+++ b/src/strategy_crypto/strategy_crypto/strategies/btc_238e4812.json
@@ -0,0 +1,84 @@
+{
+  "rules": [
+    {
+      "condition": {
+        "op": "and",
+        "args": [
+          {
+            "op": "gt",
+            "args": [
+              {
+                "kind": "indicator",
+                "name": "realized_vol",
+                "params": [
+                  150
+                ]
+              },
+              {
+                "kind": "literal",
+                "value": 0.007
+              }
+            ]
+          },
+          {
+            "op": "lt",
+            "args": [
+              {
+                "kind": "indicator",
+                "name": "atr_pct",
+                "params": [
+                  150
+                ]
+              },
+              {
+                "kind": "literal",
+                "value": 0.0042
+              }
+            ]
+          }
+        ]
+      },
+      "action": "entry-long"
+    },
+    {
+      "condition": {
+        "op": "or",
+        "args": [
+          {
+            "op": "crossunder",
+            "args": [
+              {
+                "kind": "indicator",
+                "name": "rsi",
+                "params": [
+                  14
+                ]
+              },
+              {
+                "kind": "literal",
+                "value": 70.0
+              }
+            ]
+          },
+          {
+            "op": "gt",
+            "args": [
+              {
+                "kind": "indicator",
+                "name": "atr_pct",
+                "params": [
+                  150
+                ]
+              },
+              {
+                "kind": "literal",
+                "value": 0.007
+              }
+            ]
+          }
+        ]
+      },
+      "action": "exit"
+    }
+  ]
+}
diff --git a/src/strategy_crypto/strategy_crypto/strategies/eth_c04dff7086.json b/src/strategy_crypto/strategy_crypto/strategies/eth_c04dff7086.json
new file mode 100644
index 0000000..0ae6b50
--- /dev/null
+++ b/src/strategy_crypto/strategy_crypto/strategies/eth_c04dff7086.json
@@ -0,0 +1,120 @@
+{
+  "rules": [
+    {
+      "condition": {
+        "op": "and",
+        "args": [
+          {
+            "op": "lt",
+            "args": [
+              {
+                "kind": "indicator",
+                "name": "rsi",
+                "params": [
+                  14
+                ]
+              },
+              {
+                "kind": "literal",
+                "value": 30.0
+              }
+            ]
+          },
+          {
+            "op": "gt",
+            "args": [
+              {
+                "kind": "indicator",
+                "name": "atr_pct",
+                "params": [
+                  14
+                ]
+              },
+              {
+                "kind": "literal",
+                "value": 0.01
+              }
+            ]
+          },
+          {
+            "op": "lt",
+            "args": [
+              {
+                "kind": "indicator",
+                "name": "macd_pct",
+                "params": [
+                  12,
+                  26,
+                  9
+                ]
+              },
+              {
+                "kind": "literal",
+                "value": -0.005
+              }
+            ]
+          }
+        ]
+      },
+      "action": "entry-long"
+    },
+    {
+      "condition": {
+        "op": "or",
+        "args": [
+          {
+            "op": "gt",
+            "args": [
+              {
+                "kind": "indicator",
+                "name": "rsi",
+                "params": [
+                  14
+                ]
+              },
+              {
+                "kind": "literal",
+                "value": 70.0
+              }
+            ]
+          },
+          {
+            "op": "lt",
+            "args": [
+              {
+                "kind": "indicator",
+                "name": "atr_pct",
+                "params": [
+                  14
+                ]
+              },
+              {
+                "kind": "literal",
+                "value": 0.005
+              }
+            ]
+          },
+          {
+            "op": "gt",
+            "args": [
+              {
+                "kind": "indicator",
+                "name": "macd_pct",
+                "params": [
+                  12,
+                  26,
+                  9
+                ]
+              },
+              {
+                "kind": "literal",
+                "value": 0.005
+              }
+            ]
+          }
+        ]
+      },
+      "action": "exit"
+    }
+  ]
+}