harness(marginal): indurisci marginal_vs_tp01 con la lezione dell'onda ortho (17/18 -> 1)

Lo scorer fisso-HOLDOUT + jackknife-mese era ingannabile: 17/18 book relative-value "ADDS"
su una sola finestra 2025 (ETH-bleed dove TP01 è debole). Tre gate nuovi in
altlib.marginal_vs_tp01:
  1. persistenza multi-cut (uplift a più date di taglio, non solo 2025) -> robust_oos
  2. has_insample_edge: Sharpe standalone PRE-holdout >= 0.5 (la basket faceva 0.29).
     null_pctl_* (vs asset-rumore corr-zero) restano come CONTESTO (diversification math).
  3. is_hedge: low-corr che paga solo quando TP01 è debole = hedge, non alpha.
Verdetti nuovi HEDGE/NOISE; earns_slot = ADDS + robust_oos + has_insample_edge + not hedge.

Effetto: sull'onda ortho 17/18 "ADDS" -> 1 (dvol_spread, unico con edge in-sample reale 0.57);
gli altri 16 -> NOISE/HEDGE. Un sleeve sintetico Sharpe~1.3 scorrelato resta ADDS (non rigetta
i diversificatori veri). +5 test (noise/hedge/single-regime/high-Sharpe-uncorr/in-sample-edge);
suite 37 passed. CLAUDE.md aggiornato.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>

tests/test_marginal_scorer.py

@@ -47,3 +47,76 @@ def test_call_target_passes_asset_when_accepted():
 
     al.candidate_daily(two_arg)
     assert seen == {"BTC": True, "ETH": True}
+
+
+# --- hardening gates (2026-06-21 ortho wave) -------------------------------------------
+# A low-corr asset adds ~+0.03 Sharpe by pure diversification MATH; a sleeve that only
+# pays when TP01 is weak is a HEDGE; an edge living in one late window is NOT robust.
+# These pin that the scorer rejects all three, but still PASSES a real high-Sharpe
+# uncorrelated sleeve (the diversification of a genuine return stream IS value).
+import pandas as pd  # noqa: E402
+
+
+def _tp01_index():
+    return al.tp01_baseline_daily().index
+
+
+def test_noise_sleeve_is_not_adds():
+    """Near-zero-Sharpe, zero-corr asset = diversification math, not signal -> not ADDS."""
+    idx = _tp01_index()
+    rng = np.random.default_rng(1)
+    c = pd.Series(rng.normal(0.0001, 0.02, len(idx)), index=idx)
+    m = al.marginal_vs_tp01(c)
+    assert m["marginal_verdict"] != "ADDS"
+    assert m["beats_noise_null"] is False
+
+
+def test_high_sharpe_uncorrelated_is_not_rejected_as_noise():
+    """A genuine Sharpe~1.3 uncorrelated sleeve (XS01-like) must NOT be called NOISE."""
+    idx = _tp01_index()
+    rng = np.random.default_rng(2)
+    c = pd.Series(rng.normal(0.0011, 0.013, len(idx)), index=idx)
+    m = al.marginal_vs_tp01(c)
+    assert m["beats_noise_null"] is True
+    assert m["marginal_verdict"] == "ADDS"
+
+
+def test_hedge_only_when_tp01_weak_is_flagged():
+    """A sleeve that pays only when TP01 trails down is a HEDGE, not alpha -> no slot."""
+    B = al.tp01_baseline_daily()
+    trail = B.rolling(60, min_periods=20).sum().shift(1)
+    base = np.where(trail.values <= 0, 0.004, -0.001)
+    rng = np.random.default_rng(4)
+    c = pd.Series(base + rng.normal(0, 0.004, len(B)), index=B.index)
+    m = al.marginal_vs_tp01(c)
+    assert m["is_hedge"] is True
+    assert m["marginal_verdict"] == "HEDGE"
+
+
+def test_flat_in_sample_late_edge_earns_no_slot():
+    """An edge FLAT in-sample that only appears in the recent window has NO standalone
+    in-sample merit -> NOISE (not ADDS), no slot. This is the ortho 2025-window pattern."""
+    B = al.tp01_baseline_daily()
+    rng = np.random.default_rng(3)
+    c = pd.Series(0.0, index=B.index)                 # exactly flat in-sample
+    hold = B.index >= al.HOLDOUT
+    c[hold] = 0.004 + rng.normal(0, 0.002, int(hold.sum()))   # edge only in the hold-out
+    m = al.marginal_vs_tp01(c)
+    assert m["has_insample_edge"] is False
+    assert m["marginal_verdict"] == "NOISE"
+    assert al.marginal_vs_tp01(c)["marginal_verdict"] != "ADDS"
+
+
+def test_pre_holdout_underperformer_earns_no_slot():
+    """A sleeve with no real in-sample standalone edge (it bleeds before the hold-out and
+    only wins in the recent window) never earns a slot — the 2025-only ortho pattern."""
+    B = al.tp01_baseline_daily()
+    early = B.index < al.HOLDOUT
+    rng = np.random.default_rng(5)
+    c = pd.Series(0.0, index=B.index)
+    c[early] = -0.0008 + rng.normal(0, 0.012, int(early.sum()))   # weak/negative in-sample
+    c[~early] = 0.010 + rng.normal(0, 0.012, int((~early).sum()))  # strong only post-hold-out
+    m = al.marginal_vs_tp01(c)
+    assert m["cand_insample_sharpe"] < 0.5
+    assert m["has_insample_edge"] is False
+    assert m["marginal_verdict"] != "ADDS"