diff --git a/src/live/dashboard.py b/src/live/dashboard.py
index 385fb30..8db1053 100644
--- a/src/live/dashboard.py
+++ b/src/live/dashboard.py
@@ -19,6 +19,7 @@ from src.live.shadow import shadow_report, tp01_trades
 from src.version import APP_VERSION
 
 PAPER = PROJECT_ROOT / "data" / "paper_portfolio" / "state.json"
+PREVDAY = PROJECT_ROOT / "data" / "paper_prevday" / "state.json"
 _CACHE = {"t": 0.0, "data": None}
 _TTL = 120.0
 
@@ -33,6 +34,7 @@ def build():
     step = max(1, len(eq) // 400)
     spark = [(str(idx[i].date()), float(eq[i])) for i in range(0, len(eq), step)]
     paper = json.loads(PAPER.read_text()) if PAPER.exists() else None
+    prevday = json.loads(PREVDAY.read_text()) if PREVDAY.exists() else None
     try:
         shadow = shadow_report()                              # mainnet sola lettura, best-effort
     except Exception as e:
@@ -46,8 +48,8 @@ def build():
         last_data=str(idx[-1].date()),
         full=bt["full"], holdout=bt["holdout"], weights=bt["weights"],
         per_sleeve=bt["per_sleeve"], yearly=bt["yearly"],
-        positions=pf.current_positions(), spark=spark, paper=paper, shadow=shadow, trades=trades,
-        bh=None,
+        positions=pf.current_positions(), spark=spark, paper=paper, prevday=prevday,
+        shadow=shadow, trades=trades, bh=None,
     )
     _CACHE.update(t=time.time(), data=data)
     return data
@@ -86,6 +88,22 @@ def html():
                       f"{pp['last'][:10]}, {days}g) &nbsp; ret <b>{ret*100:+.2f}%</b> &nbsp; maxDD {pp['max_dd']*100:.1f}%")
     else:
         paper_html = "non inizializzato (gira <code>paper_portfolio.py</code>)"
+    pv = d.get("prevday")
+    if pv:
+        days = (pv["last_ts"] - pv["start_ts"]) / 86400_000
+        rm = pv["cap_modeled"] / 2000.0 - 1
+        rr = pv["cap_real"] / 600.0 - 1
+        prevday_html = (
+            f"<b>${pv['cap_modeled']:,.2f}</b> modeled (€2k nom.) &nbsp;·&nbsp; "
+            f"<b>${pv['cap_real']:,.2f}</b> real-$600 (min-order $5)<br>"
+            f"ret <b>{rm*100:+.2f}%</b> / <b>{rr*100:+.2f}%</b> &nbsp;·&nbsp; "
+            f"maxDD {pv['dd_modeled']*100:.1f}% / {pv['dd_real']*100:.1f}% &nbsp;·&nbsp; "
+            f"fill-haircut {(rm-rr)*100:+.2f}pp<br>"
+            f"posizione: BTC <b>{pv['pos_real']['BTC']:+.3f}</b> · ETH <b>{pv['pos_real']['ETH']:+.3f}</b> &nbsp;·&nbsp; "
+            f"{pv['n_bars']} barre 1h (~{days:.0f}g) · {pv['n_trades']} flip · "
+            f"forward da {pd.Timestamp(pv['start_ts'], unit='ms').date()}")
+    else:
+        prevday_html = "non inizializzato (gira <code>scripts/live/paper_prevday.py</code>)"
     sh = d.get("shadow")
     if sh and "error" not in sh:
         bits = " &nbsp;·&nbsp; ".join(
@@ -157,6 +175,9 @@ th{{color:#8a93a0;font-weight:500}}.y{{display:inline-block;background:#161b22;b
 <h3 style="font-size:14px;color:#8a93a0">Trades TP01 — entry/exit (segnale causale, ultimi 15)</h3>
 <table><tr><th>data</th><th>asset</th><th>azione</th><th>posizione</th><th>prezzo</th></tr>{trows}</table>
 <div style="margin-top:10px">{yrs}</div>
+<div class="section">FORWARD-MONITOR — lead paper (non deploy)</div>
+<div class=box><b>PREVDAY range-breakout</b> — lead ORTOGONALE a TP01 (corr ~0.15 full / ~0 hold; marginal ADDS, non-hedge, robusto allo shift del confine-giorno). Forward-only, <b>nessuna esecuzione reale</b>:<br>{prevday_html}</div>
+<p class=warn>⚠️ LEAD in osservazione, NON deployato. Sopravvissuto alla verifica avversariale dell'onda intraday; lo teniamo in paper per validarlo fuori-campione-vero. I due libri (modeled vs real-$600) mostrano l'haircut di fill che lo scettico aveva segnalato.</p>
 <div class="section live">LIVE — Deribit mainnet (conto reale, sola lettura)</div>
 <div class=box><b>Shadow TP01</b> (cosa farebbe ORA sul conto reale, nessun ordine inviato):<br>{shadow_html}</div>
 <h3 style="font-size:14px;color:#8a93a0">Trades REALI eseguiti su Deribit</h3>