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Adriano Dal Pastro 12e71d4c8b research: fade TF sweep 1m/2m/5m/10m/30m — 15m confermato, 10m in watchlist, 1m/2m chiusi

Frontiera Sharpe monotona al scendere del tf ma margine fee si assottiglia:
MR02_BTC muore a fee2x a 5m (-1.70); MR02 sotto i 15m e' fee-death nel regime
corrente (1m -64%). 1m: flat share ETH 25.6% + niente storia full -> chiuso.
Corr col 15m live: 5m 0.46 / 10m 0.53. Fix resample unit-safe (pandas 2.x ms).

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>

2026-06-12 20:56:15 +00:00

analysis

research: fade TF sweep 1m/2m/5m/10m/30m — 15m confermato, 10m in watchlist, 1m/2m chiusi

2026-06-12 20:56:15 +00:00

games

feat(games): sessioni 2-3 Blind Traders (opzioni/session/grid) + gate PORT06 e tooling reset

2026-06-11 09:49:17 +00:00

portfolios

feat(live): SWAP fade 1h -> 15m su PORT06 (scelta utente, gate fade15m_port06_gate)

2026-06-12 20:47:44 +00:00

strategies

feat(xsec): XS01 reversione cross-sectional (8 asset) -> PORT06 PAPER