Adriano/PythagorasGoal
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Adriano 0e47956f7a refactor: riorganizzazione script — Strategy ABC, folder strategies/waste/analysis 
- src/strategies/base.py: Strategy ABC con Signal, BacktestResult, YearlyStats
- src/strategies/indicators.py: keltner_ratio, detect_squeezes, ema, atr, rv, corr
- scripts/strategies/: SQ01-SQ04 (squeeze puro/filtri), ML01 (squeeze+GBM)
- scripts/waste/: W01-W22 script scartati + REF originali
- scripts/analysis/: compare, best_yearly, final_report, paper_status
- CLAUDE.md aggiornato con nuova struttura e tabella strategie

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
 2026-05-27 23:01:36 +02:00
Adriano fa2d74be77 feat(strategy3): ultimate squeeze — BTC 15m antifake+vol 79.7%, antifake+corr 81.6% 
Top results con dati reali:
- BTC 15m antifake+vol: 79.7% acc, 1250 trades, DD 6.5%
- ETH 15m antifake+vol: 78.5% acc, 941 trades, DD 3.4%
- BTC 15m antifake+corr: 81.6% acc, 376 trades (pochi anni)

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
 2026-05-27 14:25:22 +02:00
Adriano 041db2191c test(strategy3): lead-lag multi-asset — leader-follower fallito, corr-weighted 76.8% 
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
 2026-05-27 14:22:44 +02:00
Adriano 185ac0d49b feat(strategy3): squeeze migliorato — BTC 15m ALL_FILTERS 79.2% acc 
Cross-asset + timing + long_squeeze + dual_tf + anti_fakeout.
Worst year: 2021 76.8%. Tutti gli anni profittevoli.
ETH 15m long_squeeze: 77.9% acc. BTC 1h anti_fakeout: 76.3%.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
 2026-05-27 14:20:44 +02:00
Adriano 0ab3b5698a docs: confronto migliori strategie S1/S2 per anno, dati reali 
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
 2026-05-27 11:12:47 +02:00
Adriano 7639e5012b Merge branch 'main' of ssh://git.tielogic.xyz:222/Adriano/PythagorasGoal 
# Conflicts:
#	uv.lock
 2026-05-27 11:09:52 +02:00
Adriano 5930f366d1 chore: add uv.lock 
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
 2026-05-27 11:09:04 +02:00
Adriano 613c2ccda1 test(strategy2): VRP DVOL reale BTC 82.7% + strategie perpetual 
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
 2026-05-27 11:03:36 +02:00
Adriano Dal Pastro 2694a4a00c feat: notifiche Telegram dal paper trader via bot 
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
 2026-05-27 08:52:11 +00:00
Adriano f6e111f72d test(strategy2): VRP + filtri honest — 69% acc max, squeeze filter non aiuta 
Regime filter migliore (+1% acc). Tutti gli anni positivi 2018-2026.
Max realistico: 69.3% acc, 84% ann, 3.2% DD.
80% accuracy non raggiungibile con VRP puro.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
 2026-05-27 10:51:42 +02:00
Adriano e7be299b27 feat(strategy2): VRP honest test per-anno — 68% acc, profittevole anche nei crash 
Testato 2018-2026 inclusi COVID, Luna, FTX collapse.
Tutti gli anni positivi. ETH 48h: 100.8% ann, 3.3% DD.
Fee realistiche 0.52% roundtrip. IV regime-dependent.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
 2026-05-27 10:47:16 +02:00
Adriano a6056c4ac7 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>
 2026-05-27 10:29:17 +02:00
Adriano Dal Pastro a7b3c3c203 infra: add uv.lock per build Docker riproducibili 
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
 2026-05-27 08:19:15 +00:00
Adriano 6755063c7b infra: Dockerfile + docker-compose per paper trader su VPS 
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
 2026-05-27 10:10:02 +02:00
Adriano 591f045cde feat: capitale virtuale $1000 USDC, PnL tracking realistico con fee 
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
 2026-05-27 10:04:54 +02:00
Adriano 8c4ddebe85 feat: paper trader su USDC (ETH_USDC-PERPETUAL), pronto per operatività reale 
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
 2026-05-27 09:57:26 +02:00
Adriano bf26eb0439 fix: get_positions usa currency=ETH (default era USDC) 
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
 2026-05-27 09:43:18 +02:00
Adriano 6e9862c183 feat: paper trading live su Deribit testnet — squeeze+ML ibrida 
Sistema completo: client Cerbero MCP, signal engine (squeeze + GBM),
paper trader con gestione posizioni, stop loss, log JSONL.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
 2026-05-27 09:36:47 +02:00
Adriano 1617330d10 docs: README.md e CLAUDE.md con documentazione progetto completa 
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
 2026-05-27 08:04:21 +02:00
Adriano c44f008e4d docs: diario completo con strategia 13 ibrida e TOP 5 finale 
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
 2026-05-27 07:45:56 +02:00
Adriano 5a6821f958 feat: strategia ibrida squeeze+ML — 76.9% acc, 118% ann, €13.78/day 
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
 2026-05-27 07:45:25 +02:00
Adriano 6c3a5b4e77 docs: aggiornamento diario con risultati walk-forward e top 5 definitivo 
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
 2026-05-27 01:54:35 +02:00
Adriano 19284d3001 feat: strategia squeeze breakout (83.9% accuracy) + report finale top 5 
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
 2026-05-27 01:08:01 +02:00
Adriano 988739b2f5 feat: strategie 1-10, framework analisi frattale, download dati storici BTC/ETH 
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
 2026-05-27 00:55:13 +02:00
Adriano 49ee092c7f docs: initial project documents (Libro Frattali + Pythagoras Trading Prediction summaries) 
Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
 2026-05-26 23:31:41 +02:00