Commit Graph

1 Commits

Author SHA1 Message Date
Adriano Dal Pastro 12e71d4c8b research: fade TF sweep 1m/2m/5m/10m/30m — 15m confermato, 10m in watchlist, 1m/2m chiusi
Frontiera Sharpe monotona al scendere del tf ma margine fee si assottiglia:
MR02_BTC muore a fee2x a 5m (-1.70); MR02 sotto i 15m e' fee-death nel regime
corrente (1m -64%). 1m: flat share ETH 25.6% + niente storia full -> chiuso.
Corr col 15m live: 5m 0.46 / 10m 0.53. Fix resample unit-safe (pandas 2.x ms).

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-06-12 20:56:15 +00:00