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/portfolios/_defs.py

@@ -101,6 +101,13 @@ TSM = [SleeveSpec(kind="tsmom", name="TSM01", sid="TSM01", cluster="trend",
 SHAPE = [SleeveSpec(kind="ml", name="SH01", sid=f"SH_{a}", asset=a, cluster="shape",
                     params={"last_block_only": True})
          for a in ("BTC", "ETH")]
+# XS01 — reversione CROSS-SECTIONAL (8 asset, market-neutral). Famiglia nuova, scorrelata
+# (~0) da pairs e fade. Gate PORT06: +XS01 -> OOS Sharpe 9.66->10.07, FULL DD 3.68->3.46.
+# 8 gambe -> niente esecuzione reale: gira PAPER (come TR01/ROT02/TSM01). Worker validato
+# (validate_xsec_worker: replay == backtest esatto). Diario 2026-06-09.
+XSEC = [SleeveSpec(kind="xsec", name="XS01", sid="XS01", cluster="xsec",
+                   params={"universe": ["BTC", "ETH", "LTC", "ADA", "SOL", "BNB", "XRP", "DOGE"],
+                           "tf": "1h", "lb": 48, "hold": 12})]
 
 PORTFOLIOS = {
     "PORT01": Portfolio("PORT01", "Honest", HONEST, weighting="equal"),
@@ -115,6 +122,6 @@ PORTFOLIOS = {
     # che NESSUNO stop taglia la coda ETH senza rompere l'edge -> si dimezza l'esposizione
     # (costo backtest ~0: FULL 6.47->6.43, OOS 8.82->8.58, FULL DD 4.10->3.96). Vedi
     # docs/diary/2026-06-05-sh01-sl-research.md.
-    "PORT06": Portfolio("PORT06", "Master + shape", FADE + HONEST + PAIRS + TSM + SHAPE,
+    "PORT06": Portfolio("PORT06", "Master + shape", FADE + HONEST + PAIRS + TSM + SHAPE + XSEC,
                         weighting="cap", caps={"PAIRS": 0.33, "SHAPE": 0.0588}, leverage=2.0),
 }