 Adriano Dal Pastro
|
5c48a8322a
|
research(goal50): MC prop INTRADAY wick-aware — leva eval 1.5x refutata, funded ottimo a 0.75x, P(perdere fee) ~56%
Recon MTM 1h del book Deribit (TP01 pesi daily + SKH01 230m exit-al-livello SL-first,
fee incluse). Validata: leg TP corr 0.9997 / log-total +0.833 vs 0.827; leg SKH +0.548
vs +0.513; Sharpe MTM 1.62 vs 1.77 sleeve (delta = attribuzione a scalino di SKH).
I wick tagliano 6-37pp di P(pass): de-luck 1.0x HYRO 44.7% / FTMO 59.9% / Breakout 26.6%
(declassata). Funded sweep: leva ottima 0.75x (HYRO P(vivo) 58% vs 20.5% a 1x), atteso
~EUR 14.5/g a 100k. EV biglietto resta positivo ma sottile (de-luck +491/+1048/+2197 USD).
Bug tz-naive/aware nel reindex catturato dalla sanity (TP01 spariva, corr 0.43).
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
|
2026-07-24 21:55:23 +00:00 |
|