Adriano
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a6056c4ac7
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feat(strategy2): 7 strategie esotiche — VRP harvesting 90.5% acc, 274% ann, €29/day
Strategie testate:
- Mean reversion oraria: edge minimo
- Funding rate proxy: edge minimo
- Vol selling (straddle): 72% acc, 82% ann ✅
- Momentum 5m: fallita (20% acc)
- Gap fade sessione: edge moderato ETH
- Iron condor: non funziona simulato
- VRP refined: 88-90% acc, 200-325% ann, DD 1.6-2.5% ✅✅
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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2026-05-27 10:29:17 +02:00 |
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