feat(skyhook): SKH01-V2-DD — asymmetric %-exits cut standalone DD <30% (2-wave agent research)

Second agent wave (skyhook-improve-v2, 14 DD-reduction families, each adversarially
verified by 2 skeptics) beats the prior winner on the only unmet goal (DD<30%).

Winner = ASYM_LS -> promoted to engine as SKH01_V2_DD:
  same signal (ptn_n=45, vola[35,95], vol_lo=0, exit-bars 24/16) but exits switched
  from ATR to FIXED-PCT ASYMMETRIC — long sl4%/tp10%, short sl2%(tighter)/tp8%.
  The tight short %-SL caps the per-trade loss that forms the maxDD in vol spikes.

Verified (sk.study, independent re-run): standalone maxDD BTC 21.4% / ETH 27.4% (<30%),
minFull +0.99, minHold +1.26, causality 0/400 both assets, fee-surviving to 0.40%RT,
marginal vs TP01 ADDS (corr 0.09, in-sample edge, robust_oos, multicut, clean-year +0.57),
blend 0.75*TP01+0.25*SKH uplift_hold +0.87; blend 50/50 full 1.84/hold 1.59/DD 10.7%.
Plateau (not knife-edge); both skeptics holds_up=high, killer=null.

Engine: per-direction short exit overrides (exit_mode_short/sl_*_short/tp_*_short),
backward-compatible (None -> symmetric, V1/intermediate-winner unchanged). +3 tests (8/8 pass).

Lessons: DD is cut by changing the exit MECHANISM (%-SL, L/S asymmetry, ensembles), NOT by
entry-only kill-switch / vol-target / cadence. PATTERN_CONF killed as overfit (knife-edge).
PCTL_DD unverified (rate-limit) and ENS_PARAM/TPSL_DD recency/hedge-loaded -> forward-monitor.
NOT yet wired to live sleeves: re-verify blend@0.25 + causality on execution code before deploy.

Includes both waves' research scripts (runs/SKH_* wave 1, runs/SKH2_* wave 2).

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

tests/test_skyhook.py

@@ -15,7 +15,7 @@ sys.path.insert(0, str(PROJECT_ROOT / "scripts" / "research" / "skyhook"))
 
 from src.data.downloader import load_data
 from src.strategies.skyhook import (
-    HTF_MIN, LTF_MIN, SkyhookParams, build_frames, chande01, skyhook_entries)
+    HTF_MIN, LTF_MIN, SKH01_V2_DD, SkyhookParams, build_frames, chande01, skyhook_entries)
 
 # config V1 (vincente del lever-scout/grid; vedi diario 2026-06-23-skyhook)
 V1 = dict(ptn_n=55, sl_atr=2.5, tp_atr=6.0, vola_lo=35, vola_hi=95, vol_lo=0.0)
@@ -89,3 +89,54 @@ def test_v1_robust_both_assets():
         assert r["holdout"]["sharpe"] >= 0.2, f"{a} HOLD-OUT Sharpe basso: {r['holdout']['sharpe']}"
         assert r["full"]["n_trades"] >= 20, f"{a} troppo pochi trade: {r['full']['n_trades']}"
     assert sk.causality(p, "BTC")["ok"] and sk.causality(p, "ETH")["ok"]
+
+
+# ---------------------------------------------------------------------------
+# Exit asimmetrici SHORT (SKH01-V2-DD): l'override cambia SOLO gli short; i default
+# (None) preservano esattamente il comportamento simmetrico precedente.
+# ---------------------------------------------------------------------------
+def test_short_override_backward_compatible():
+    """Con gli override SHORT a None, gli ingressi sono identici alla versione simmetrica."""
+    ltf, htf = build_frames(load_data("BTC", "5m"))
+    base = SkyhookParams(**V1)
+    # stessi parametri ma con campi override esplicitamente None (= default)
+    same = SkyhookParams(**V1, exit_mode_short=None, sl_pct_short=None, tp_pct_short=None)
+    e0, e1 = skyhook_entries(ltf, htf, base), skyhook_entries(ltf, htf, same)
+    assert e0 == e1, "i campi override a None NON devono cambiare nulla (backward-compat)"
+
+
+def test_short_override_changes_only_shorts():
+    """Un SL short piu' stretto (pct) modifica gli stop SHORT ma lascia intatti i LONG."""
+    ltf, htf = build_frames(load_data("ETH", "5m"))
+    sym = SkyhookParams(ptn_n=45, vola_lo=35, vola_hi=95, vol_lo=0.0,
+                        exit_mode="pct", sl_pct=0.04, tp_pct=0.10)
+    asym = SkyhookParams(ptn_n=45, vola_lo=35, vola_hi=95, vol_lo=0.0,
+                         exit_mode="pct", sl_pct=0.04, tp_pct=0.10,
+                         sl_pct_short=0.02, tp_pct_short=0.08)
+    es, ea = skyhook_entries(ltf, htf, sym), skyhook_entries(ltf, htf, asym)
+    longs_same = shorts_diff = 0
+    for a, b in zip(es, ea):
+        if a is None or b is None:
+            assert (a is None) == (b is None)
+            continue
+        assert a["dir"] == b["dir"]
+        if a["dir"] == 1:                                  # LONG invariati
+            assert abs(a["sl"] - b["sl"]) < 1e-6 and abs(a["tp"] - b["tp"]) < 1e-6
+            longs_same += 1
+        else:                                              # SHORT con SL/TP diversi
+            assert abs(a["sl"] - b["sl"]) > 1e-6
+            shorts_diff += 1
+    assert longs_same > 0 and shorts_diff > 0
+
+
+def test_v2dd_robust_both_assets():
+    """SKH01-V2-DD: PASS netto fee su BTC&ETH, hold-out forte, e maxDD standalone <30%."""
+    import skyhooklib as sk
+    p = SKH01_V2_DD
+    for a in ("BTC", "ETH"):
+        r = sk.run_asset(a, p, sk.FEE_RT)
+        assert r["full"]["sharpe"] >= 0.5, f"{a} FULL Sharpe basso: {r['full']['sharpe']}"
+        assert r["holdout"]["sharpe"] >= 0.5, f"{a} HOLD-OUT Sharpe basso: {r['holdout']['sharpe']}"
+        assert r["full"]["maxdd"] < 0.30, f"{a} maxDD non sotto 30%: {r['full']['maxdd']}"
+        assert r["full"]["n_trades"] >= 20, f"{a} troppo pochi trade: {r['full']['n_trades']}"
+    assert sk.causality(p, "BTC")["ok"] and sk.causality(p, "ETH")["ok"]