feat(xsec): XS01 reversione cross-sectional (8 asset) -> PORT06 PAPER

Famiglia NUOVA trovata in sessione (dopo aver scartato trend/breakout/seasonal/
opzioni/funding come rumore): ogni 12h long i perdenti relativi / short i vincenti
su 8 asset, market-neutral. Scorrelata (~0) da pairs e fade -> diversificatore.

- engine canonico scripts/strategies/XS01_cross_sectional.py (no look-ahead, plateau
  OOS Sharpe 2-3.9, 5/5 anni+, edge concentrato 2025, cost-sensitive ~0.35% RT).
- src/live/xsec_worker.py CrossSectionalWorker: validate_xsec_worker == backtest ESATTO
  (4993/1427 trade). Mirror della cadenza engine (entry-to-entry = hold+1).
- gate PORT06: +XS01 -> OOS Sharpe 9.66->10.07, FULL DD 3.68->3.46 (OOS DD +0.17pp,
  risk-contrib 2.2%). xsec_port06_gate.py.
- wiring: _defs XSEC in PORT06 (19 sleeve, family XSEC), build_everything, runner
  kind=xsec, asset_days da supported (fix fetch alt anche per paper sleeves), paper.
- 8 gambe -> niente exec reale -> gira PAPER. Regression-lock 18->19, FULL 7.20->7.34,
  OOS 9.66->10.07. 93 test verdi. Diario 2026-06-09-xs01-cross-sectional.md.

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

scripts/analysis/report_families.py

@@ -59,6 +59,11 @@ def build_everything():
     t = tsmom_sim()
     tsm = {"TSM01": daily_from(t["eq_ts"], t["eq_v"])}
     shape = {f"SH_{a}": _norm(shape_daily_equity(a, IDX)) for a in ("BTC", "ETH")}
+    # XS01 — reversione cross-sectional (8 asset, market-neutral). Engine canonico
+    # scripts.strategies.XS01_cross_sectional (worker validato == backtest).
+    from scripts.strategies.XS01_cross_sectional import xsec_sim
+    x = xsec_sim()
+    tsm["XS01"] = daily_from(x["eq_ts"], x["eq_v"])
     return S, pairs, tsm, shape