Adriano/PythagorasGoal
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b5db59bea9d7e51b07fe110d9bb6e7ca4f8a904d
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159 Commits

Author SHA1 Message Date
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 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 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 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 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 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