scripts/portfolio/forecast_deribit_book.py — projects the Deribit-only book (TP01+SKH01)
forward by pure compounding (reinvest winnings), monthly-aligned, NO external contributions
(not a PAC). Deterministic @historical & @conservative CAGR + Monte-Carlo block-bootstrap
(median/p10/p90), plus €/day run-rate @conservative. Parametric (--capital/--years/--cons-frac).
Honest caveats baked in (bull-crypto sample, no leverage, SKH01 not live, conditional projection).
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
Adriano Dal Pastro