Adriano Dal Pastro 87dd56a9ce feat(XS01): + gate di dispersione (p30) — portafoglio FULL 1.48->1.55, HOLD 1.06->1.55 ...

Momentum cross-sectional vive nella dispersione; gate: entra solo se la dispersione cross-section
del momentum supera il percentile ESPANDENTE causale (altrimenti flat). Plateau robusto p15-p35
(non knife-edge: il crollo a p40+ e' over-gating); scelto p30. XS01 standalone FULL 1.10->1.50,
HOLD 1.03->1.71, DD 14%->10.8%. Portafoglio TP01 70+XS 30: FULL 1.48->1.55, HOLD 1.06->1.55, DD
4.6%->4.4%. Il gate alza SIA FULL SIA hold-out (tiene XS attivo nei regimi dispersi, flat nei bull
compatti; causale). E' il concetto del vecchio XS01.

sleeves.XS_CFG disp_pct=30; engine _xsec_returns gatea su dispersione. 12 test ok.
Diario 2026-06-19-xsec-dispgate.md. Affinamenti del segnale (blend+gate) > espansione universo.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>

2026-06-19 22:24:04 +00:00

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2026-06-19-beat-tp01-wave1.md

research: wave1 beat-TP01 (26 agenti BTC/ETH) — nessun 3o sleeve robusto, portafoglio invariato

2026-06-19 20:19:47 +00:00

2026-06-19-cerbero-bite-mainnet-verified.md

research: porta artefatti da strategy-research-calendar (tracks F-I + eval crypto_backtest + lead OPZIONI/VRP)

2026-06-19 20:24:16 +00:00

2026-06-19-deribit-history.md

chore(reset): v2.0.0 — storico certificato Deribit mainnet, ripartenza pulita

2026-06-19 15:20:59 +00:00

2026-06-19-eval-crypto-backtest-options.md

research: porta artefatti da strategy-research-calendar (tracks F-I + eval crypto_backtest + lead OPZIONI/VRP)

2026-06-19 20:24:16 +00:00

2026-06-19-fractal-multiagent-search.md

research(v2.0.0): honest harness + fasi 0-3 + ricerca frattale 63 agenti — nessun edge robusto su BTC/ETH

2026-06-19 18:37:05 +00:00

2026-06-19-hyperliquid-xsec.md

feat(portfolio): XS01 cross-sectional (Hyperliquid) BATTE il portafoglio -> TP01 70% + XS01 30%

2026-06-19 20:05:45 +00:00

2026-06-19-options-vrp-lab.md

research: calibra VRP su quote REALI cerbero-bite — f≈1.0 (non 1.29), lead DEBOLE confermato non-deploy

2026-06-19 20:38:54 +00:00

2026-06-19-research-phase0-1.md

research(v2.0.0): honest harness + fasi 0-3 + ricerca frattale 63 agenti — nessun edge robusto su BTC/ETH

2026-06-19 18:37:05 +00:00

2026-06-19-research-phase2-options.md

research(v2.0.0): honest harness + fasi 0-3 + ricerca frattale 63 agenti — nessun edge robusto su BTC/ETH

2026-06-19 18:37:05 +00:00

2026-06-19-research-phase3-confirm.md

research(v2.0.0): honest harness + fasi 0-3 + ricerca frattale 63 agenti — nessun edge robusto su BTC/ETH

2026-06-19 18:37:05 +00:00

2026-06-19-research-synthesis.md

integra(TP01): merge ricerca branch strategy-research-2026-06 (squash) — strategia vincente + harness + track A-E

2026-06-19 18:55:04 +00:00

2026-06-19-second-sleeve-hunt.md

research: caccia al 2o sleeve — nessun diversificatore robusto, TP01-only resta

2026-06-19 19:28:51 +00:00

2026-06-19-strategy-portfolio.md

feat(portfolio): contenitore di strategie ESTENSIBILE — TP01 primo sleeve

2026-06-19 19:17:18 +00:00

2026-06-19-tp01-lookahead-fix-lf.md

fix(TP01): bug look-ahead ffill mixed-TF -> deploy a >=12h (1d), strategia DIFENSIVA

2026-06-19 19:04:38 +00:00

2026-06-19-tp01-verification.md

research: stress-test TP01 — robusto come strategia DIFENSIVA (DD-cut), edge ritorno hold-out sottile

2026-06-19 18:57:22 +00:00

2026-06-19-trackA-trend.md

integra(TP01): merge ricerca branch strategy-research-2026-06 (squash) — strategia vincente + harness + track A-E

2026-06-19 18:55:04 +00:00

2026-06-19-trackB-ml.md

integra(TP01): merge ricerca branch strategy-research-2026-06 (squash) — strategia vincente + harness + track A-E

2026-06-19 18:55:04 +00:00

2026-06-19-trackC-meanrev.md

integra(TP01): merge ricerca branch strategy-research-2026-06 (squash) — strategia vincente + harness + track A-E

2026-06-19 18:55:04 +00:00

2026-06-19-trackD-trendport.md

integra(TP01): merge ricerca branch strategy-research-2026-06 (squash) — strategia vincente + harness + track A-E

2026-06-19 18:55:04 +00:00

2026-06-19-trackE-xsec-ensemble.md

integra(TP01): merge ricerca branch strategy-research-2026-06 (squash) — strategia vincente + harness + track A-E

2026-06-19 18:55:04 +00:00

2026-06-19-trackF-seasonality.md

research: porta artefatti da strategy-research-calendar (tracks F-I + eval crypto_backtest + lead OPZIONI/VRP)

2026-06-19 20:24:16 +00:00

2026-06-19-trackG-prior-levels.md

research: porta artefatti da strategy-research-calendar (tracks F-I + eval crypto_backtest + lead OPZIONI/VRP)

2026-06-19 20:24:16 +00:00

2026-06-19-trackH-volume-vol.md

research: porta artefatti da strategy-research-calendar (tracks F-I + eval crypto_backtest + lead OPZIONI/VRP)

2026-06-19 20:24:16 +00:00

2026-06-19-trackI-momentum-reversal.md

research: porta artefatti da strategy-research-calendar (tracks F-I + eval crypto_backtest + lead OPZIONI/VRP)

2026-06-19 20:24:16 +00:00

2026-06-19-trend-multiasset.md

research: strato trend multi-asset (52 alt) RIDONDANTE col trend TP01 -> non aggiunto

2026-06-19 21:17:16 +00:00

2026-06-19-xsec-blend.md

feat(XS01): affina con blend di lookback [30,90] — FULL 0.80->1.10, portafoglio 1.41->1.48

2026-06-19 22:19:12 +00:00

2026-06-19-xsec-dispgate.md

feat(XS01): + gate di dispersione (p30) — portafoglio FULL 1.48->1.55, HOLD 1.06->1.55

2026-06-19 22:24:04 +00:00

2026-06-19-xsec-universe-expansion.md

research: universo top-liquidità DINAMICO per XS — anch'esso peggiore del fisso-19 (memecoin diluiscono)

2026-06-19 21:09:48 +00:00