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research(onchain): prima ondata on-chain/sentiment — 0/6 slot; l'on-chain tradabile e' prezzo travestito (corr TP01 0.5-0.8)

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6 famiglie mai testate (NET Liu-Tsyvinski, MVRV, exchange-supply, hash ribbons, F&G,
stablecoin-supply-growth) su segnali CoinMetrics community + alternative.me + DefiLlama,
ritorni SOLO dal feed certificato, study_family_honest su 32 celle. EXS hold-out -0.58
(claim outflow=bullish decaduto), HASH=HEDGE, FNG corr 0.82 (trend travestito), MVRV
DILUTES. Unico lead: STABLE thr=10% (DSR 0.998, ADDS persistente) ma robust_oos=False
+ caveat VINTAGE (storia DefiLlama ricostruita) -> WATCH, no paper. Regola nuova:
classificare il rischio-vintage di ogni fonte esterna prima del backtest.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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Adriano Dal Pastro
2026-07-24 22:15:05 +00:00
parent 5c48a8322a
commit 2320fa9cec
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@@ -70,3 +70,6 @@ data/paper_statarb/
# log esecuzioni del book live (stato runtime, contiene fill/fee del conto reale)
data/live/
# dati esterni di ricerca (on-chain CoinMetrics community, F&G) — non certificati, non in git
data/external/