feat(pairs): attiva ETH/BTC 15m flat-skip in PORT06 (BLEND, mezza size)

Origine: gioco "Blind Traders" (100 agenti ciechi su BTC/ETH anonimizzati) ->
vincitore = spread ETH/BTC reversion a 15m. Testato sul serio col gate PORT06:
non duplicato (corr 1h vs 15m = 0.37), robusto (16/16 celle Sharpe>1), edge NON
artefatto delle candele flat ETH 15m (filtrandole resta l'83% dello Sharpe).

Percorso live costruito e validato:
- pairs_research.pairs_sim_flat: engine generalizzato con exit LIVE-REALIZABLE
  (arma exit_ready, esce alla 1a barra pulita); regression-lock a pairs_sim.
- PairsWorker: flat_skip + exit_ready + rilevamento flat da OHLC (1h byte-exact).
- runner: fetch diretto dei timeframe sub-orari + override position_size per-sleeve.
- validate_worker_pairs: replay worker == backtest a 15m (8452 vs 8453 trade).
- _defs/build_everything: sleeve PR_ETHBTC_15M (mezza size, pos 0.10) -> PORT06
  FULL 6.43->7.20, OOS 8.58->9.66, DD giu'. Rischio bilanciato col 1h.
- smoke live: Cerbero serve candele 15m fresche; worker ticca.

Diari docs/diary/2026-06-09-*. Caveat slippage: mezza size = blend-tilt prudente.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>

scripts/analysis/report_families.py

@@ -28,7 +28,7 @@ from scripts.analysis.combine_portfolio import (
     build_all_sleeves, port_returns, metrics, yearly_returns, SPLIT, OOS_DATE, IDX,
 )
 from scripts.analysis.honest_improve2 import _daily_equity, _norm
-from scripts.analysis.pairs_research import pairs_sim
+from scripts.analysis.pairs_research import pairs_sim, pairs_sim_flat
 from scripts.analysis.tsmom_research import tsmom_sim
 from scripts.strategies.PR01_pairs_reversion import PAIRS
 from scripts.analysis.shape_ml_validate import shape_daily_equity
@@ -46,6 +46,16 @@ def build_everything():
     for a, b, p in PAIRS:
         r = pairs_sim(a, b, **p)
         pairs[f"PR_{a}{b}"] = daily_from(r["eq_ts"], r["eq_v"])
+    # BLEND ETH/BTC 15m flat-skip (gioco Blind Traders -> gate PORT06, decorrelato 0.37
+    # dal 1h, edge non-artefatto-flat, worker validato). Engine LIVE-REALIZABLE identico
+    # al PairsWorker (pairs_sim_flat). Diari 2026-06-09-pairs15m-*.md.
+    # MEZZA size (pos 0.075 = meta' della canonica 0.15): a peso uguale il 15m, piu'
+    # volatile, contribuirebbe ~26% del rischio PORT06 (vs ~9% del 1h). Dimezzarlo lo
+    # riporta in linea col 1h -> blend-tilt, non scommessa dominante (col caveat slippage).
+    # Coerente col live (params.position_size=0.10 = meta' del family PAIRS 0.20).
+    r15 = pairs_sim_flat("ETH", "BTC", tf="15m", n=66, z_in=1.674, z_exit=1.0,
+                         max_bars=35, flat_skip=True, pos=0.075)
+    pairs["PR_ETHBTC_15M"] = daily_from(r15["eq_ts"], r15["eq_v"])
     t = tsmom_sim()
     tsm = {"TSM01": daily_from(t["eq_ts"], t["eq_v"])}
     shape = {f"SH_{a}": _norm(shape_daily_equity(a, IDX)) for a in ("BTC", "ETH")}