diff --git a/portfolios.yml b/portfolios.yml index b219703..0a942a8 100644 --- a/portfolios.yml +++ b/portfolios.yml @@ -13,12 +13,14 @@ overrides: # dei 2K senza debito di margine). NB: il DD scala ~lineare (~×3.3 vs validato). position_size: 0.5 # Esecuzione REALE su Deribit testnet, in SHADOW (sim + reale in parallelo). - # Solo i 6 fade single-leg (MR01/MR02/MR07 x BTC/ETH); ordini sui LINEARI USDC - # (payoff lineare = matematica del backtest; fee/PnL in USDC). Gli altri sleeve - # (pairs/rotation/tsmom/shape/dip) restano simulati. + # I 7 single-leg con TP/SL in metadata: 6 fade (MR01/MR02/MR07 x BTC/ETH) + + # DIP01 BTC (attivato 2026-06-04: stesso wiring StrategyWorker, TP limit resting + # incluso). Ordini sui LINEARI USDC (payoff lineare = matematica del backtest; + # fee/PnL in USDC). Gli altri sleeve (pairs/rotation/tsmom/shape) restano + # simulati: pairs richiede executor a 2 gambe, shape non ha TP (orizzonte puro). execution: enabled: true - sleeves: [MR01, MR02, MR07] + sleeves: [MR01, MR02, MR07, DIP01] instruments: BTC: BTC_USDC-PERPETUAL ETH: ETH_USDC-PERPETUAL