diff --git a/src/live/dashboard.py b/src/live/dashboard.py
index 8db1053..71bd5ff 100644
--- a/src/live/dashboard.py
+++ b/src/live/dashboard.py
@@ -15,11 +15,13 @@ sys.path.insert(0, str(PROJECT_ROOT))
 import numpy as np, pandas as pd
 from src.portfolio.portfolio import StrategyPortfolio, metrics, HOLDOUT
 from src.portfolio.sleeves import active_sleeves
+from src.portfolio.gtaa import gtaa_weights
 from src.live.shadow import shadow_report, tp01_trades
 from src.version import APP_VERSION
 
 PAPER = PROJECT_ROOT / "data" / "paper_portfolio" / "state.json"
 PREVDAY = PROJECT_ROOT / "data" / "paper_prevday" / "state.json"
+COMBO = PROJECT_ROOT / "data" / "paper_combo" / "state.json"
 _CACHE = {"t": 0.0, "data": None}
 _TTL = 120.0
 
@@ -35,6 +37,11 @@ def build():
     spark = [(str(idx[i].date()), float(eq[i])) for i in range(0, len(eq), step)]
     paper = json.loads(PAPER.read_text()) if PAPER.exists() else None
     prevday = json.loads(PREVDAY.read_text()) if PREVDAY.exists() else None
+    combo = json.loads(COMBO.read_text()) if COMBO.exists() else None
+    try:
+        gtaa_w = gtaa_weights()                               # pesi ETF correnti azionabili (cache eq_*)
+    except Exception:
+        gtaa_w = None
     try:
         shadow = shadow_report()                              # mainnet sola lettura, best-effort
     except Exception as e:
@@ -49,6 +56,7 @@ def build():
         full=bt["full"], holdout=bt["holdout"], weights=bt["weights"],
         per_sleeve=bt["per_sleeve"], yearly=bt["yearly"],
         positions=pf.current_positions(), spark=spark, paper=paper, prevday=prevday,
+        combo=combo, gtaa_weights=gtaa_w,
         shadow=shadow, trades=trades, bh=None,
     )
     _CACHE.update(t=time.time(), data=data)
@@ -104,6 +112,24 @@ def html():
             f"forward da {pd.Timestamp(pv['start_ts'], unit='ms').date()}")
     else:
         prevday_html = "non inizializzato (gira <code>scripts/live/paper_prevday.py</code>)"
+    cb = d.get("combo")
+    if cb:
+        cdays = (pd.Timestamp(cb["last"]) - pd.Timestamp(cb["start"])).days
+        cret = cb["equity"] / cb["initial"] - 1
+        wc = cb.get("w_crypto", 0.5)
+        combo_html = (f"<b>{cb['equity']:.2f}</b> (start {cb['initial']:.0f}, {cb['start'][:10]} → "
+                      f"{cb['last'][:10]}, {cdays}g, {cb['n_days']} barre) &nbsp; ret <b>{cret*100:+.2f}%</b> "
+                      f"&nbsp; maxDD {cb['max_dd']*100:.1f}% &nbsp; blend {wc*100:.0f}/{(1-wc)*100:.0f} TP01/GTAA")
+    else:
+        combo_html = "non inizializzato (gira <code>scripts/live/paper_combo.py</code>)"
+    gw = d.get("gtaa_weights")
+    if gw:
+        asof = gw.get("_asof", "?"); cash = gw.get("_cash")
+        gw_html = (", ".join(f"{k} <b>{v:.0%}</b>" for k, v in gw.items() if not k.startswith("_") and v)
+                   + (f" · cash <b>{cash:.0%}</b>" if cash is not None else "")
+                   + f" <span style='color:#8a93a0'>(asof {asof})</span>")
+    else:
+        gw_html = "n/d (cache ETF assente — gira fetch_ib_equities.py)"
     sh = d.get("shadow")
     if sh and "error" not in sh:
         bits = " &nbsp;·&nbsp; ".join(
@@ -175,6 +201,10 @@ th{{color:#8a93a0;font-weight:500}}.y{{display:inline-block;background:#161b22;b
 <h3 style="font-size:14px;color:#8a93a0">Trades TP01 — entry/exit (segnale causale, ultimi 15)</h3>
 <table><tr><th>data</th><th>asset</th><th>azione</th><th>posizione</th><th>prezzo</th></tr>{trows}</table>
 <div style="margin-top:10px">{yrs}</div>
+<div class="section">COMBO DEPLOYABLE — cross-venue (paper, forward-only)</div>
+<div class=box><b>TP01 (Deribit) + GTAA (IB)</b> — le DUE gambe ESEGUIBILI a basso capitale, scorrelate (corr ~0.21) → blend Sharpe ~1.5, drawdown dimezzato. <b>Nessuna esecuzione reale</b>:<br>{combo_html}<br>
+<span style="color:#8a93a0;font-size:13px">posizioni azionabili IB (GTAA, peso ETF):</span> {gw_html}</div>
+<p class=warn>⚠️ PAPER cross-venue: valida l'operativita' su due conti (Deribit + IB) a rischio zero. Lo Sharpe ~1.5 e' ottimistico (finestra crypto corta/favorevole); il dato robusto e' la diversificazione (corr 0.21, DD dimezzato), non il livello. XS01/VRP01 esclusi (STAT-MODE): qui solo TP01+GTAA.</p>
 <div class="section">FORWARD-MONITOR — lead paper (non deploy)</div>
 <div class=box><b>PREVDAY range-breakout</b> — lead ORTOGONALE a TP01 (corr ~0.15 full / ~0 hold; marginal ADDS, non-hedge, robusto allo shift del confine-giorno). Forward-only, <b>nessuna esecuzione reale</b>:<br>{prevday_html}</div>
 <p class=warn>⚠️ LEAD in osservazione, NON deployato. Sopravvissuto alla verifica avversariale dell'onda intraday; lo teniamo in paper per validarlo fuori-campione-vero. I due libri (modeled vs real-$600) mostrano l'haircut di fill che lo scettico aveva segnalato.</p>