docs: aggiorna strategie_attive.html + CLAUDE/TODO a v1.1.20 (XS01, real-truth, 19 sleeve)

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- make_strategy_doc: nuova famiglia XSEC — card XS01 (meccanismo, dispersion-gate
  disp_min=0.0313, gate PORT06 OOS 10.07->10.37) con grafico book+gate e tabella
  per anno (engine canonico ungated); pesi aggiornati a 19 sleeve (5.69/5.26/2.94%);
  header con real-truth ledger e 4 book paper; bullet metodologia real-truth;
  ripuliti i riferimenti 'oggi' (EXIT-16 su DIP01, fix punto-10 SH01)
- strategie_attive.html rigenerato: v1.1.20, backtest canonico FULL Sharpe 7.34 /
  DD 3.46% — OOS Sharpe 10.07 / DD 1.48% (19 sleeve, XS01 incluso)
- CLAUDE.md: sezione XS01 (famiglia XSEC, gate, dispersion-gate live-only, FC01
  scartata), copertura reale 15/19, varianti gioco options/session/grid in struttura
- TODO.md: stato esecuzione aggiornato (6 pairs, XS01 paper, real-truth)

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>

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Adriano Dal Pastro

2026-06-11 10:00:48 +00:00

parent 8d69a0cef5

commit ba5ec7bd6b

4 changed files with 155 additions and 46 deletions

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docs/report/strategie_attive.html

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