feat(forward): cabla STATARB-RESID nel forward-monitor PAPER (lead ortogonale ETH/BTC)

Forward-monitor del LEAD dello sweep 2026-06-29 (relative-value ETH/BTC, dollar-neutral 2 gambe),
il primo stream insieme ORTOGONALE (corr->book 0.027, beta-mkt 0.013) ED eseguibile a $600.

- scripts/live/paper_statarb.py: forward-only, doppio libro MODELED($2000)/REAL-$600 (haircut fill),
  riusa il segnale ESATTO di orthogonal_signals.py (niente reimplementazione). Config CONGELATA
  W=45 sgn=+1.
- Cablato in scripts/cron_daily.sh accanto a paper_prevday. Stato runtime in data/paper_statarb/
  (gitignored).
- test tests/test_paper_statarb.py (frozen config + advance forward/idempotente + haircut $600 basso).

Correzione di etichetta (verificata): la cella vincente e' sgn=+1 -> NON mean-reversion ma
relative-MOMENTUM sul residuo (dislocazioni ETH-vs-BTC continuano a 1d; sgn=-1 perde -1.4 IS).
Diario + CLAUDE.md aggiornati. Test 146/146. Nessun deploy, forward-only.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
This commit is contained in:
Adriano Dal Pastro
2026-06-29 20:58:29 +00:00
parent cff5fa2bf5
commit c52e0ab3f8
6 changed files with 258 additions and 11 deletions
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@@ -66,3 +66,4 @@ scripts/research/blind/leaderboard.json
# forward-monitor runtime state (regenerable, forward-only)
data/paper_prevday/
data/paper_combo/
data/paper_statarb/