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Adriano Dal Pastro 491411ac77 research(wave-0701): 6 filoni multi-agente — 0 nuovi sleeve, pesi confermati, gate weights_tilt_null 
Ondata onesta su angoli non coperti: funding-TS (chiude il filone funding su 3
lati), breadth alt (non-ridondante ma DSR 0.43, rivisitabile con storia),
XS-residmom (REDUNDANT), pesi+guardia-DD (EW-STR refutato dallo scettico come
selezione-sull'hold-out di 2° ordine, firma best-of-15), VRP-refine (filone
esaurito), stagionalità-XS (morta allo step statistico).

Lezione codificata: weights_tilt_null + combine_outer in src/portfolio
(ogni cambio-pesi vs null di tilt casuali cap-respecting + delta in-sample>=0);
5 test nuovi, suite 165/165.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-07-01 23:21:59 +00:00
..
alt
research(intraday): de-bias del lead ERM (filone B) — falso positivo + gate selection-on-holdout
2026-06-29 20:04:36 +00:00
blind
research(blind): 52 agenti ciechi su curve anonime BTC/ETH — orchestratore valuta PnL/maxDD, niente di nuovo regge
2026-06-21 07:05:04 +00:00
intraday
research(intraday): PREVDAY block-bootstrap -> coda-fortuna vs persistente (blocker #2/#3)
2026-06-21 19:56:11 +00:00
ortho
research(ortho): caccia all'ortogonale a TP01 — relative-value BTC/ETH reale ma NON deployabile (hedge mono-regime)
2026-06-21 12:35:48 +00:00
skyhook
feat(skyhook): SKH01-V2-DD — asymmetric %-exits cut standalone DD <30% (2-wave agent research)
2026-06-23 16:10:38 +00:00
xsec
research(xsec): sweep cross-sectional su Hyperliquid (43 script/257 config) + verifica avversariale
2026-06-20 21:36:57 +00:00
cash_carry_hl.py
research(carry): cash-and-carry CC01 — premio reale, Sharpe artefatto, non deployabile
2026-06-26 18:46:14 +00:00
combo_leverage_sim.py
research(report): sim leva 1x/2x/3x combo vs TP01 (DD reale + margin-call), da 2k/5k
2026-06-23 12:44:54 +00:00
combo_protected_yearly.py
research(report): resoconto PROTETTO (soft-guard DD -4%) anno-per-anno -> combo + TP01 + GTAA singoli
2026-06-23 14:16:59 +00:00
combo_yearly_report.py
research(report): resoconto anno-per-anno combo/TP01/GTAA da $2k (PnL/MaxDD/NumTrades)
2026-06-23 12:37:23 +00:00
crypto_lead_harness.py
research(cross-market): sweep 65-agenti crypto->mercati IB -> fenomeno gap robustissimo ma NON edge
2026-06-22 22:32:28 +00:00
crypto_macro_leadlag.py
research(cross-market): crypto x mercati IB -> trovata ANTICIPAZIONE weekend-crypto -> lunedi' equity
2026-06-22 21:55:01 +00:00
crypto_overnight_equity.py
research(cross-market): "monitor Deribit/trade IB" gap = LOOK-AHEAD, edge tradabile ~0
2026-06-23 11:23:18 +00:00
crypto_overnight_honest.py
research(cross-market): "monitor Deribit/trade IB" gap = LOOK-AHEAD, edge tradabile ~0
2026-06-23 11:23:18 +00:00
crypto_weekend_signal.py
research(cross-market): crypto x mercati IB -> trovata ANTICIPAZIONE weekend-crypto -> lunedi' equity
2026-06-22 21:55:01 +00:00
dvol_directional.py
research(crypto): 4 filoni 2026-06-29 — ERM lead sub-daily (forward), 3 scartati/deboli
2026-06-29 19:48:36 +00:00
eq_crypto_combo.py
research(equities): EQ-GTAA01 trend multi-asset + COMBO cross-mercato (diversifica il crypto)
2026-06-22 21:42:42 +00:00
eq_fundnews_short.py
research(equity): screener short 'fond/news neg ma prezzo su' (forward, edge non provato)
2026-06-26 19:51:22 +00:00
eq_gtaa_trend.py
research(equities): EQ-GTAA01 trend multi-asset + COMBO cross-mercato (diversifica il crypto)
2026-06-22 21:42:42 +00:00
eq_meanrev_ib.py
research(equity): scalping 'sottoquotate' su IB + check dati dalla rete
2026-06-26 19:42:14 +00:00
eq_sector_momentum.py
research(equities): EQ-MOM01 momentum settoriale -> NON batte SPY
2026-06-22 21:33:38 +00:00
eq_spy_trend.py
research(equities): EQ-TREND01 trend difensivo su SPY = edge difensivo REALE (analogo TP01)
2026-06-22 21:37:37 +00:00
eq_tp01_gtaa_combo.py
research(equities): valida combo DEPLOYABLE TP01+GTAA (le due gambe eseguibili)
2026-06-22 21:48:35 +00:00
eqlib.py
research(equities): apre il fronte azioni/ETF via IB — dati certificati + cache su disco
2026-06-22 21:29:11 +00:00
eu_overnight_deepdive.py
research(cross-market): oltre SP500 (bond/commodity/indici esteri) -> niente, artefatto di confine UTC
2026-06-23 12:12:16 +00:00
fetch_dvol.py
research: imposta sleeve OPZIONI VRP — infrastruttura + prima validazione (LEAD reale, non deploy)
2026-06-19 20:30:08 +00:00
fetch_hl_funding.py
research(funding-carry): FC01 cross-sectional su HL -> fragile, NON regge + infra IB paper
2026-06-22 20:56:18 +00:00
fetch_ib_equities.py
feat(combo): paper-trade cross-venue TP01 (Deribit) + GTAA (IB), forward-only
2026-06-23 12:26:51 +00:00
fetch_ib_futures.py
research(cross-market): oltre SP500 (bond/commodity/indici esteri) -> niente, artefatto di confine UTC
2026-06-23 12:12:16 +00:00
funding_carry_hl.py
research(funding-carry): FC01 cross-sectional su HL -> fragile, NON regge + infra IB paper
2026-06-22 20:56:18 +00:00
fut_leadlag_generic.py
research(cross-market): oltre SP500 (bond/commodity/indici esteri) -> niente, artefatto di confine UTC
2026-06-23 12:12:16 +00:00
fut_overnight_leadlag.py
research(cross-market): futures overnight non-sovrapposto -> edge ~0 su SP500, soffio su small-cap
2026-06-23 11:51:15 +00:00
ib_equities_probe.py
research(equities): apre il fronte azioni/ETF via IB — dati certificati + cache su disco
2026-06-22 21:29:11 +00:00
ib_probe.py
research(funding-carry): FC01 cross-sectional su HL -> fragile, NON regge + infra IB paper
2026-06-22 20:56:18 +00:00
intraday_regime_analysis.py
research(intraday): de-bias del lead ERM (filone B) — falso positivo + gate selection-on-holdout
2026-06-29 20:04:36 +00:00
intraday_regime.py
research(crypto): 4 filoni 2026-06-29 — ERM lead sub-daily (forward), 3 scartati/deboli
2026-06-29 19:48:36 +00:00
log_vol_termstructure.py
research(vol): calendar-vol non backtestabile — data-first gate + forward logger
2026-06-26 19:18:59 +00:00
macro_regime_gate.py
research(crypto): 4 filoni 2026-06-29 — ERM lead sub-daily (forward), 3 scartati/deboli
2026-06-29 19:48:36 +00:00
meta_allocation.py
research(sweep): 5 thread paralleli — 0 nuovi sleeve, STATARB-RESID LEAD ortogonale+eseguibile
2026-06-29 20:50:33 +00:00
options_gamma_scalp.py
research(options): gamma scalping (long-vol) — SCARTATO
2026-06-26 18:36:48 +00:00
options_real_quote_check.py
research: porta artefatti da strategy-research-calendar (tracks F-I + eval crypto_backtest + lead OPZIONI/VRP)
2026-06-19 20:24:16 +00:00
options_vrp_calibrate.py
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
options_vrp_lab.py
research: imposta sleeve OPZIONI VRP — infrastruttura + prima validazione (LEAD reale, non deploy)
2026-06-19 20:30:08 +00:00
options_vrp_managed.py
research(xsec): sweep cross-sectional su Hyperliquid (43 script/257 config) + verifica avversariale
2026-06-20 21:36:57 +00:00
options_vrp_v2.py
research: analisi strategie FinanceOld + VRP v2 (defined-risk spread + gate IV-rank)
2026-06-20 11:16:59 +02:00
orthogonal_signals.py
research(sweep): 5 thread paralleli — 0 nuovi sleeve, STATARB-RESID LEAD ortogonale+eseguibile
2026-06-29 20:50:33 +00:00
probe_vol_termstructure.py
research(vol): calendar-vol non backtestabile — data-first gate + forward logger
2026-06-26 19:18:59 +00:00
r0701_breadth_internals.py
research(wave-0701): 6 filoni multi-agente — 0 nuovi sleeve, pesi confermati, gate weights_tilt_null
2026-07-01 23:21:59 +00:00
r0701_funding_ts.py
research(wave-0701): 6 filoni multi-agente — 0 nuovi sleeve, pesi confermati, gate weights_tilt_null
2026-07-01 23:21:59 +00:00
r0701_portfolio_opt.py
research(wave-0701): 6 filoni multi-agente — 0 nuovi sleeve, pesi confermati, gate weights_tilt_null
2026-07-01 23:21:59 +00:00
r0701_portfolio_skeptic.py
research(wave-0701): 6 filoni multi-agente — 0 nuovi sleeve, pesi confermati, gate weights_tilt_null
2026-07-01 23:21:59 +00:00
r0701_vrp_refine.py
research(wave-0701): 6 filoni multi-agente — 0 nuovi sleeve, pesi confermati, gate weights_tilt_null
2026-07-01 23:21:59 +00:00
r0701_xs_residmom.py
research(wave-0701): 6 filoni multi-agente — 0 nuovi sleeve, pesi confermati, gate weights_tilt_null
2026-07-01 23:21:59 +00:00
r0701_xs_seasonal.py
research(wave-0701): 6 filoni multi-agente — 0 nuovi sleeve, pesi confermati, gate weights_tilt_null
2026-07-01 23:21:59 +00:00
signal_inout_1leg.py
research(sweep): 5 thread paralleli — 0 nuovi sleeve, STATARB-RESID LEAD ortogonale+eseguibile
2026-06-29 20:50:33 +00:00
stops_lab.py
research(stops): SL classici vs soft-guard -> il soft-guard vince (lo SL duro whippa nel grind)
2026-06-23 13:09:43 +00:00
tail_hedge_lab.py
research(tail-hedge): protezione DD combo (incl. opzioni) -> vince la guardia-drawdown
2026-06-23 12:55:14 +00:00
tp01_dvol_overlay.py
research(tp01): DVOL vol-targeting non migliora TP01 (de-levering, non timing)
2026-06-26 18:56:56 +00:00
trackA_trend.py
integra(TP01): merge ricerca branch strategy-research-2026-06 (squash) — strategia vincente + harness + track A-E
2026-06-19 18:55:04 +00:00
trackB_ml.py
integra(TP01): merge ricerca branch strategy-research-2026-06 (squash) — strategia vincente + harness + track A-E
2026-06-19 18:55:04 +00:00
trackC_meanrev.py
integra(TP01): merge ricerca branch strategy-research-2026-06 (squash) — strategia vincente + harness + track A-E
2026-06-19 18:55:04 +00:00
trackD_lookahead_audit.py
research: porta artefatti da strategy-research-calendar (tracks F-I + eval crypto_backtest + lead OPZIONI/VRP)
2026-06-19 20:24:16 +00:00
trackD_timing.py
integra(TP01): merge ricerca branch strategy-research-2026-06 (squash) — strategia vincente + harness + track A-E
2026-06-19 18:55:04 +00:00
trackD_trendport.py
integra(TP01): merge ricerca branch strategy-research-2026-06 (squash) — strategia vincente + harness + track A-E
2026-06-19 18:55:04 +00:00
trackE_xsec_ensemble.py
integra(TP01): merge ricerca branch strategy-research-2026-06 (squash) — strategia vincente + harness + track A-E
2026-06-19 18:55:04 +00:00
trackF_seasonality.py
research: porta artefatti da strategy-research-calendar (tracks F-I + eval crypto_backtest + lead OPZIONI/VRP)
2026-06-19 20:24:16 +00:00
trackG_prior_levels.py
research: porta artefatti da strategy-research-calendar (tracks F-I + eval crypto_backtest + lead OPZIONI/VRP)
2026-06-19 20:24:16 +00:00
trackH_volume_vol.py
research: porta artefatti da strategy-research-calendar (tracks F-I + eval crypto_backtest + lead OPZIONI/VRP)
2026-06-19 20:24:16 +00:00
trackI_momentum_reversal.py
research: porta artefatti da strategy-research-calendar (tracks F-I + eval crypto_backtest + lead OPZIONI/VRP)
2026-06-19 20:24:16 +00:00
wf_crypto_lead.js
research(cross-market): sweep 65-agenti crypto->mercati IB -> fenomeno gap robustissimo ma NON edge
2026-06-22 22:32:28 +00:00
xsec_v2_nonmom.py
research(crypto): 4 filoni 2026-06-29 — ERM lead sub-daily (forward), 3 scartati/deboli
2026-06-29 19:48:36 +00:00
xsec_v3_lowrisk.py
research(sweep): 5 thread paralleli — 0 nuovi sleeve, STATARB-RESID LEAD ortogonale+eseguibile
2026-06-29 20:50:33 +00:00
xsec_v3_momstruct.py
research(sweep): 5 thread paralleli — 0 nuovi sleeve, STATARB-RESID LEAD ortogonale+eseguibile
2026-06-29 20:50:33 +00:00