feat(dashboard): Deribit-only book panel (TP01+SKH01) + accumulation forecast

New section showing the executable Deribit-only book (TP01 75% + SKH01 25%): combined
FULL/HOLD Sharpe+DD, plus the reinvest-winnings accumulation projection (historical &
conservative CAGR, €5k→5y/10y, conservative €/day run-rate). Reuses the already-computed
sleeve daily series (no extra heavy compute). Honest caveats (bull sample, no leverage,
SKH01 not live, ~€177k for €50/day).

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

src/live/dashboard.py

@@ -32,6 +32,21 @@ def build():
     pf = StrategyPortfolio(active_sleeves(), capital=2000.0)
     bt = pf.backtest()
     eq = bt["equity"]; idx = bt["index"]
+    # BOOK DERIBIT-ONLY eseguibile (TP01 75% + SKH01 25%), riusando i daily gia' calcolati
+    try:
+        sl_by = {s.name: s for s in pf.sleeves}
+        tp_d, sk_d = sl_by["TP01_trend_1d"].daily(), sl_by["SKH01_skyhook"].daily()
+        Jd = pd.concat({"t": tp_d, "s": sk_d}, axis=1, join="inner").fillna(0.0)
+        der = 0.75 * Jd["t"] + 0.25 * Jd["s"]
+        mm = ((1.0 + der).resample("ME").prod() - 1.0).dropna()
+        d_cagr = float(np.prod(1.0 + mm.values) ** (12.0 / len(mm)) - 1.0) if len(mm) else 0.0
+        cons = d_cagr * 0.5
+        rd = (1.0 + cons) ** (1.0 / 365.0) - 1.0 if cons > 0 else 0.0
+        deribit = dict(full=metrics(der), hold=metrics(der[der.index >= HOLDOUT]),
+                       cagr=d_cagr, cons_cagr=cons, eday_5k=5000.0 * rd,
+                       eq5_5y=5000.0 * (1.0 + cons) ** 5, eq5_10y=5000.0 * (1.0 + cons) ** 10)
+    except Exception as e:
+        deribit = {"error": f"{type(e).__name__}: {e}"}
     # sparkline: subsample ~400 punti
     step = max(1, len(eq) // 400)
     spark = [(str(idx[i].date()), float(eq[i])) for i in range(0, len(eq), step)]
@@ -56,7 +71,7 @@ def build():
         full=bt["full"], holdout=bt["holdout"], weights=bt["weights"],
         per_sleeve=bt["per_sleeve"], yearly=bt["yearly"],
         positions=pf.current_positions(), spark=spark, paper=paper, prevday=prevday,
-        combo=combo, gtaa_weights=gtaa_w,
+        combo=combo, gtaa_weights=gtaa_w, deribit=deribit,
         shadow=shadow, trades=trades, bh=None,
     )
     _CACHE.update(t=time.time(), data=data)
@@ -146,6 +161,18 @@ def html():
                    + f" <span style='color:#8a93a0'>(asof {asof})</span>")
     else:
         gw_html = "n/d (cache ETF assente — gira fetch_ib_equities.py)"
+    db = d.get("deribit")
+    if db and "error" not in db:
+        f2, h2 = db["full"], db["hold"]
+        deribit_html = (
+            f"FULL <b>Sh {f2['sharpe']:.2f}</b> ret {f2['ret']*100:+.0f}% DD {f2['maxdd']*100:.1f}% &nbsp;·&nbsp; "
+            f"HOLD-OUT <b>Sh {h2['sharpe']:.2f}</b> DD {h2['maxdd']*100:.1f}%<br>"
+            f"<span style='color:#8a93a0;font-size:13px'>accumulo (reinvesti le vincite, no leva) — CAGR storico "
+            f"<b>{db['cagr']*100:.0f}%</b>, conservativo <b>{db['cons_cagr']*100:.0f}%</b>: "
+            f"da €5k → ~€{db['eq5_5y']:,.0f} (5a) / ~€{db['eq5_10y']:,.0f} (10a) &nbsp;·&nbsp; "
+            f"run-rate oggi ~<b>€{db['eday_5k']:.2f}/g</b> @conservativo</span>")
+    else:
+        deribit_html = "n/d" + (f" — {db['error']}" if db and db.get("error") else "")
     sh = d.get("shadow")
     if sh and "error" not in sh:
         bits = " &nbsp;·&nbsp; ".join(
@@ -221,6 +248,10 @@ th{{color:#8a93a0;font-weight:500}}.y{{display:inline-block;background:#161b22;b
 <div class=box><b>TP01 (Deribit) + GTAA (IB)</b> — le DUE gambe ESEGUIBILI a basso capitale, scorrelate (corr ~0.21) → blend Sharpe ~1.5, drawdown dimezzato. <b>Nessuna esecuzione reale</b>:<br>{combo_html}<br>
 <span style="color:#8a93a0;font-size:13px">posizioni azionabili IB (GTAA, peso ETF):</span> {gw_html}</div>
 <p class=warn>⚠️ PAPER cross-venue: valida l'operativita' su due conti (Deribit + IB) a rischio zero. Lo Sharpe ~1.5 e' ottimistico (finestra crypto corta/favorevole); il dato robusto e' la diversificazione (corr 0.21, DD dimezzato), non il livello. XS01/VRP01 esclusi (STAT-MODE): qui solo TP01+GTAA.</p>
+<div class="section">BOOK DERIBIT-ONLY — eseguibile (TP01 + SKH01)</div>
+<div class=box><b>TP01 75% + SKH01 25%</b> — le due gambe direzionali BTC/ETH sullo STESSO venue (Deribit), ribilancio mensile. Sottoinsieme realmente armabile (XS01/VRP01 esclusi):<br>{deribit_html}<br>
+<span style="color:#8a93a0;font-size:13px">forecast: <code>scripts/portfolio/forecast_deribit_book.py</code> · report: <code>scripts/portfolio/run_deribit_book.py</code></span></div>
+<p class=warn>⚠️ Accumulo = proiezione condizionata (storico bull crypto → pianifica sul conservativo); nessuna leva; SKH01 research/forward-monitor (solo TP01 armato live). A €50/g servono ~€177k @conservativo: la via è capitale+tempo, non leva.</p>
 <div class="section">FORWARD-MONITOR — lead paper (non deploy)</div>
 <div class=box><b>PREVDAY range-breakout</b> — lead ORTOGONALE a TP01 (corr ~0.15 full / ~0 hold; marginal ADDS, non-hedge, robusto allo shift del confine-giorno). Forward-only, <b>nessuna esecuzione reale</b>:<br>{prevday_html}</div>
 <p class=warn>⚠️ LEAD in osservazione, NON deployato. Sopravvissuto alla verifica avversariale dell'onda intraday; lo teniamo in paper per validarlo fuori-campione-vero. I due libri (modeled vs real-$600) mostrano l'haircut di fill che lo scettico aveva segnalato.</p>