Adriano
f6e111f72d
test(strategy2): VRP + filtri honest — 69% acc max, squeeze filter non aiuta
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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
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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
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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
6755063c7b
infra: Dockerfile + docker-compose per paper trader su VPS
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Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com >
2026-05-27 10:10:02 +02:00
Adriano
591f045cde
feat: capitale virtuale $1000 USDC, PnL tracking realistico con fee
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Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com >
2026-05-27 10:04:54 +02:00
Adriano
8c4ddebe85
feat: paper trader su USDC (ETH_USDC-PERPETUAL), pronto per operatività reale
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Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com >
2026-05-27 09:57:26 +02:00
Adriano
bf26eb0439
fix: get_positions usa currency=ETH (default era USDC)
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Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com >
2026-05-27 09:43:18 +02:00
Adriano
6e9862c183
feat: paper trading live su Deribit testnet — squeeze+ML ibrida
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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
1617330d10
docs: README.md e CLAUDE.md con documentazione progetto completa
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Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com >
2026-05-27 08:04:21 +02:00
Adriano
c44f008e4d
docs: diario completo con strategia 13 ibrida e TOP 5 finale
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Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com >
2026-05-27 07:45:56 +02:00
Adriano
5a6821f958
feat: strategia ibrida squeeze+ML — 76.9% acc, 118% ann, €13.78/day
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Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com >
2026-05-27 07:45:25 +02:00
Adriano
6c3a5b4e77
docs: aggiornamento diario con risultati walk-forward e top 5 definitivo
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Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com >
2026-05-27 01:54:35 +02:00
Adriano
19284d3001
feat: strategia squeeze breakout (83.9% accuracy) + report finale top 5
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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
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Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com >
2026-05-27 00:55:13 +02:00
Adriano
49ee092c7f
docs: initial project documents (Libro Frattali + Pythagoras Trading Prediction summaries)
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Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com >
2026-05-26 23:31:41 +02:00
Adriano