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>

src/portfolio/runner.py

@@ -22,6 +22,7 @@ from src.live.pairs_worker import PairsWorker
 from src.live.basket_trend_worker import BasketTrendWorker
 from src.live.rotation_worker import RotationWorker
 from src.live.tsmom_worker import TsmomWorker
+from src.live.xsec_worker import CrossSectionalWorker
 from src.live.strategy_loader import load_strategy
 
 # Codice-breve sleeve -> nome modulo Strategy in scripts/strategies/ (worker single/ml)
@@ -30,7 +31,7 @@ _STRAT_MODULE = {
     "MR07": "MR07_return_reversal", "SH01": "SH01_shape_ml",
     "DIP01": "DIP01_dip_buy",
 }
-_MULTI_KINDS = ("basket", "rotation", "tsmom")
+_MULTI_KINDS = ("basket", "rotation", "tsmom", "xsec")
 DATA_DIR = Path("data/portfolio_paper")
 
 # giorni di storia da fetchare per timeframe (TSM01 1d usa 252 barre -> ~440 giorni col buffer)
@@ -88,6 +89,14 @@ def build_worker_for(spec: SleeveSpec, alloc_capital: float, leverage: float,
             thr=pr.get("thr", 1.0), gross=pr.get("gross", 0.30),
             tf=pr.get("tf", "1d"), capital=alloc_capital, data_dir=data_dir,
         )
+    if spec.kind == "xsec":
+        pr = spec.params
+        return CrossSectionalWorker(
+            universe=pr["universe"], tf=pr.get("tf", "1h"),
+            params={"lb": pr.get("lb", 48), "hold": pr.get("hold", 12)},
+            capital=alloc_capital, position_size=position_size, leverage=leverage,
+            data_dir=data_dir,
+        )
     module = _STRAT_MODULE.get(spec.name)
     if module is None:
         raise ValueError(f"sleeve live non supportato: {spec.name} (kind={spec.kind})")
@@ -338,7 +347,7 @@ def run(config_path: str = "portfolios.yml"):
 
     # lookback (giorni) richiesto per ogni asset = max sui worker che lo usano
     asset_days: dict[str, int] = {}
-    for s in live_specs:
+    for s in supported:                          # live + PAPER (anche XS01/TR01/ROT02/TSM01)
         assets, tf = _spec_assets_tf(s)
         days = _LOOKBACK_DAYS.get(tf, 90)
         if s.kind == "ml":                       # SH01 ha bisogno di molta storia 1h

src/portfolio/weighting.py

@@ -4,7 +4,7 @@ from __future__ import annotations
 import numpy as np
 import pandas as pd
 
-_PREFIX = [("PR_", "PAIRS"), ("SH_", "SHAPE"), ("TSM", "TSM"), ("MR", "FADE")]
+_PREFIX = [("PR_", "PAIRS"), ("SH_", "SHAPE"), ("TSM", "TSM"), ("MR", "FADE"), ("XS", "XSEC")]
 
 
 def family_of(sleeve_id: str) -> str: