3 Commits

Author	SHA1	Message	Date
Adriano Dal Pastro	c7c07f4c35	test(skyhook): demo anchors + dual-TF alignment + causality + V1 robustness (5 pass) ... Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>	2026-06-23 14:46:47 +00:00
Adriano Dal Pastro	2d8faf3896	research(skyhook): inline lever-scout -> shorts essential, regime gate matters, ptn_n=55/vol_lo=40/wider-stops lift hold-out ... Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>	2026-06-23 14:35:35 +00:00
Adriano Dal Pastro	64d98a070d	feat(skyhook): SKH01 dual-TF regime+breakout engine + honest eval harness ... Porting onesto del sistema ES Skyhook su BTC/ETH certificati: - src/strategies/skyhook.py: 690m(segnale)+230m(exec) da 5m; BuzVola/BuzVolume Chande 0-100 (ancore demo verificate); Donchian breakout HTF; regime gate; composer; entries asimmetrici (uscitalong/short + stop/profit ATR) per backtest_signals. - scripts/research/skyhook/skyhooklib.py: study (FULL/HOLD/fee-sweep/per-anno BTC&ETH), causality guard (0 mismatch), marginal-vs-TP01. Baseline: BTC FULL Sh +0.91/+581%, ETH +0.64/+255%, fee-surviving, ma HOLD-OUT debole -> da migliorare. Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>	2026-06-23 14:33:54 +00:00