feat(portfolio): definizioni PORT01-06 + report run() (default PORT06)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

scripts/portfolios/PORT02_fade.py

@@ -0,0 +1,28 @@
+"""PORT02 — Fade master (default). Report backtest del portafoglio."""
+import sys
+from pathlib import Path
+
+PROJECT_ROOT = Path(__file__).resolve().parents[2]
+sys.path.insert(0, str(PROJECT_ROOT))
+
+from scripts.portfolios._defs import PORTFOLIOS  # noqa: E402
+
+CODE = "PORT02"
+
+
+def run():
+    p = PORTFOLIOS[CODE]
+    r = p.backtest()
+    print("=" * 80)
+    print(f"  {p.code} — {p.label} | pesi={p.weighting} caps={p.caps} leva={p.leverage}x")
+    print("=" * 80)
+    print(f"  FULL ret {r.full['ret']:+.0f}%  CAGR {r.full['cagr']:.0f}%  "
+          f"DD {r.full['dd']:.1f}%  Sharpe {r.full['sharpe']:.2f}")
+    print(f"  OOS  ret {r.oos['ret']:+.0f}%  DD {r.oos['dd']:.1f}%  Sharpe {r.oos['sharpe']:.2f}")
+    print("  per anno:", {y: round(v) for y, v in sorted(r.yearly.items())})
+    print("  rischio % per sleeve:", {k: round(v, 1) for k, v in
+          sorted(r.risk.items(), key=lambda x: -x[1])})
+
+
+if __name__ == "__main__":
+    run()