docs: aggiorna CLAUDE.md + strategie_attive.html col BLEND ETH/BTC 15m

- CLAUDE.md: default PORT06 (FULL 7.20/OOS 9.66, 18 sleeve), paragrafo BLEND 15m
  flat-skip (origine gioco Blind Traders, gate, validazione, caveat slippage),
  copertura reale ~83% (6 pairs), scripts/games/ + pairs15m_* nella struttura.
- make_strategy_doc.py: header dinamico dal backtest, colonna ETH/BTC·15m nella
  tabella pairs, card PR01 col blend, conteggi sleeve aggiornati -> rigenerato HTML.
- pairs_sim_flat: ritorna yearly_n (parita' con pairs_sim, usato dal doc).

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

scripts/analysis/pairs_research.py

@@ -141,7 +141,7 @@ def pairs_sim_flat(a, b, tf="1h", n=50, z_in=2.0, z_exit=0.5, max_bars=72,
     split = int(N * split_frac)
     fee = 2 * fee_rt * lev
     cap = peak = 1000.0; dd = 0.0; last = -1
-    trades = wins = 0; rets = []; yearly = {}
+    trades = wins = 0; rets = []; yearly = {}; yearly_n = {}
     eq_ts, eq_v = [], []
     n_skip_entry = 0
     kmax = max_bars + (scan_buffer if flat_skip else 0)
@@ -176,6 +176,7 @@ def pairs_sim_flat(a, b, tf="1h", n=50, z_in=2.0, z_exit=0.5, max_bars=72,
         trades += 1; wins += ret > 0; rets.append(ret * pos); last = j
         eq_ts.append(ts.iloc[j]); eq_v.append(cap)
         yearly[ts.iloc[i].year] = yearly.get(ts.iloc[i].year, 0.0) + ret * 100
+        yearly_n[ts.iloc[i].year] = yearly_n.get(ts.iloc[i].year, 0) + 1
     yrs_span = (ts.iloc[-1] - ts.iloc[max(split, 0)]).days / 365.25 or 1
     sharpe = 0.0
     if len(rets) > 1 and np.std(rets) > 0:
@@ -183,7 +184,7 @@ def pairs_sim_flat(a, b, tf="1h", n=50, z_in=2.0, z_exit=0.5, max_bars=72,
     ret_tot = (cap / 1000 - 1) * 100
     cagr = ((cap / 1000) ** (1 / yrs_span) - 1) * 100 if cap > 0 else -100
     return dict(trades=trades, win=wins / trades * 100 if trades else 0, ret=ret_tot,
-                cagr=cagr, dd=dd * 100, sharpe=sharpe, yearly=yearly,
+                cagr=cagr, dd=dd * 100, sharpe=sharpe, yearly=yearly, yearly_n=yearly_n,
                 eq_ts=eq_ts, eq_v=eq_v, n_skip_entry=n_skip_entry)