Adriano Dal Pastro 5c48a8322a research(goal50): MC prop INTRADAY wick-aware — leva eval 1.5x refutata, funded ottimo a 0.75x, P(perdere fee) ~56% ...

Recon MTM 1h del book Deribit (TP01 pesi daily + SKH01 230m exit-al-livello SL-first,
fee incluse). Validata: leg TP corr 0.9997 / log-total +0.833 vs 0.827; leg SKH +0.548
vs +0.513; Sharpe MTM 1.62 vs 1.77 sleeve (delta = attribuzione a scalino di SKH).
I wick tagliano 6-37pp di P(pass): de-luck 1.0x HYRO 44.7% / FTMO 59.9% / Breakout 26.6%
(declassata). Funded sweep: leva ottima 0.75x (HYRO P(vivo) 58% vs 20.5% a 1x), atteso
~EUR 14.5/g a 100k. EV biglietto resta positivo ma sottile (de-luck +491/+1048/+2197 USD).
Bug tz-naive/aware nel reindex catturato dalla sanity (TP01 spariva, corr 0.43).

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

2026-07-24 21:55:23 +00:00

..

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

2026-06-20-alt-strategies-100agent-sweep.md

research(alt): sweep 104 strategie alternative su Deribit (153 agenti) + marginal scorer

2026-06-20 19:50:39 +00:00

2026-06-20-cerbero-backfill-fix.md

fix(fetch_hyperliquid): taglia il backfill sintetico di cerbero MCP (vol=0) — universo 52->51

2026-06-20 11:53:55 +00:00

2026-06-20-financeold-analysis-vrp-v2.md

feat: integra VRP01 come sleeve del portafoglio (put credit spread + gate IV-rank)

2026-06-20 11:24:40 +02:00

2026-06-20-vrp-active-management.md

research(xsec): sweep cross-sectional su Hyperliquid (43 script/257 config) + verifica avversariale

2026-06-20 21:36:57 +00:00

2026-06-20-xsec-strategies-sweep.md

research(xsec): sweep cross-sectional su Hyperliquid (43 script/257 config) + verifica avversariale

2026-06-20 21:36:57 +00:00

2026-06-21-blind-signal-fleet.md

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

2026-06-21-intraday-microstructure.md

harness(causality): guardia look-ahead + calendar-artifact self-policing nel lab intraday

2026-06-21 15:22:58 +00:00

2026-06-21-ortho-tp01-relative-value.md

harness(marginal): indurisci marginal_vs_tp01 con la lezione dell'onda ortho (17/18 -> 1)

2026-06-21 12:50:26 +00:00

2026-06-21-prevday-bootstrap.md

research(intraday): PREVDAY block-bootstrap -> coda-fortuna vs persistente (blocker #2/#3)

2026-06-21 19:56:11 +00:00

2026-06-21-prevday-fill-haircut.md

research(intraday): fill-haircut PREVDAY a basso capitale -> blocker d'esecuzione BENIGNO

2026-06-21 19:41:20 +00:00

2026-06-21-prevday-overlay-portfolio.md

research(portfolio): simula PREVDAY come overlay tail-hedge su TP01+XS01+VRP01 (NON deploy)

2026-06-21 20:01:20 +00:00

2026-06-21-prevday-turnover-and-hedge.md

research(intraday): PREVDAY turnover-reduction (no free lunch) + long-only probe (e' un HEDGE)

2026-06-21 19:45:54 +00:00

2026-06-22-crypto-lead-50agent-sweep.md

research(cross-market): sweep 65-agenti crypto->mercati IB -> fenomeno gap robustissimo ma NON edge

2026-06-22 22:32:28 +00:00

2026-06-22-crypto-macro-leadlag.md

research(cross-market): crypto x mercati IB -> trovata ANTICIPAZIONE weekend-crypto -> lunedi' equity

2026-06-22 21:55:01 +00:00

2026-06-22-deployable-combo-tp01-gtaa.md

research(equities): valida combo DEPLOYABLE TP01+GTAA (le due gambe eseguibili)

2026-06-22 21:48:35 +00:00

2026-06-22-equities-gtaa-and-crypto-combo.md

research(equities): EQ-GTAA01 trend multi-asset + COMBO cross-mercato (diversifica il crypto)

2026-06-22 21:42:42 +00:00

2026-06-22-equities-sector-momentum.md

research(equities): EQ-MOM01 momentum settoriale -> NON batte SPY

2026-06-22 21:33:38 +00:00

2026-06-22-equities-spy-trend.md

research(equities): EQ-TREND01 trend difensivo su SPY = edge difensivo REALE (analogo TP01)

2026-06-22 21:37:37 +00:00

2026-06-22-funding-carry-hl.md

research(funding-carry): FC01 cross-sectional su HL -> fragile, NON regge + infra IB paper

2026-06-22 20:56:18 +00:00

2026-06-23-combo-paper-deploy.md

feat(combo): paper-trade cross-venue TP01 (Deribit) + GTAA (IB), forward-only

2026-06-23 12:26:51 +00:00

2026-06-23-crossmarket-beyond-sp500.md

research(cross-market): oltre SP500 (bond/commodity/indici esteri) -> niente, artefatto di confine UTC

2026-06-23 12:12:16 +00:00

2026-06-23-crypto-overnight-lookahead.md

research(cross-market): "monitor Deribit/trade IB" gap = LOOK-AHEAD, edge tradabile ~0

2026-06-23 11:23:18 +00:00

2026-06-23-futures-overnight-leadlag.md

research(cross-market): futures overnight non-sovrapposto -> edge ~0 su SP500, soffio su small-cap

2026-06-23 11:51:15 +00:00

2026-06-23-skyhook.md

feat(portfolio): wire SKH01-V2-DD sleeve @25% effective -> 4-sleeve book

2026-06-23 16:22:15 +00:00

2026-06-23-tail-hedge-lab.md

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

2026-06-26-cash-carry-hl.md

research(carry): cash-and-carry CC01 — premio reale, Sharpe artefatto, non deployabile

2026-06-26 18:46:14 +00:00

2026-06-26-equity-fundnews-short.md

research(equity): screener short 'fond/news neg ma prezzo su' (forward, edge non provato)

2026-06-26 19:51:22 +00:00

2026-06-26-equity-meanrev-network-check.md

research(equity): scalping 'sottoquotate' su IB + check dati dalla rete

2026-06-26 19:42:14 +00:00

2026-06-26-gamma-scalp-options.md

research(options): gamma scalping (long-vol) — SCARTATO

2026-06-26 18:36:48 +00:00

2026-06-26-tp01-dvol-overlay.md

research(tp01): DVOL vol-targeting non migliora TP01 (de-levering, non timing)

2026-06-26 18:56:56 +00:00

2026-06-26-vol-termstructure-feasibility.md

research(vol): calendar-vol non backtestabile — data-first gate + forward logger

2026-06-26 19:18:59 +00:00

2026-06-29-dvol-directional.md

research(crypto): 4 filoni 2026-06-29 — ERM lead sub-daily (forward), 3 scartati/deboli

2026-06-29 19:48:36 +00:00

2026-06-29-intraday-regime.md

research(intraday): de-bias del lead ERM (filone B) — falso positivo + gate selection-on-holdout

2026-06-29 20:04:36 +00:00

2026-06-29-macro-regime-gate.md

research(crypto): 4 filoni 2026-06-29 — ERM lead sub-daily (forward), 3 scartati/deboli

2026-06-29 19:48:36 +00:00

2026-06-29-strategy-search-5threads.md

feat(forward): cabla STATARB-RESID nel forward-monitor PAPER (lead ortogonale ETH/BTC)

2026-06-29 20:58:29 +00:00

2026-06-29-xsec-v2-nonmom.md

research(crypto): 4 filoni 2026-06-29 — ERM lead sub-daily (forward), 3 scartati/deboli

2026-06-29 19:48:36 +00:00

2026-07-01-alt-breadth-internals.md

research(wave-0701): 6 filoni multi-agente — 0 nuovi sleeve, pesi confermati, gate weights_tilt_null

2026-07-01 23:21:59 +00:00

2026-07-01-book-live-error-surfacing.md

fix(book): gate fail-safe posizione + diagnostica equity — niente errori silenziosi nel path live

2026-07-01 22:39:59 +00:00

2026-07-01-funding-ts-signal.md

research(wave-0701): 6 filoni multi-agente — 0 nuovi sleeve, pesi confermati, gate weights_tilt_null

2026-07-01 23:21:59 +00:00

2026-07-01-portfolio-weights-ddguard.md

research(wave-0701): 6 filoni multi-agente — 0 nuovi sleeve, pesi confermati, gate weights_tilt_null

2026-07-01 23:21:59 +00:00

2026-07-01-strategy-wave-6threads.md

feat(portfolio): GTAA01 promosso a 5° sleeve @20% — FULL 2.12→2.24, HOLD 2.21→2.46, DD 7.8→6.2%

2026-07-01 23:31:38 +00:00

2026-07-01-vrp-refinement.md

research(wave-0701): 6 filoni multi-agente — 0 nuovi sleeve, pesi confermati, gate weights_tilt_null

2026-07-01 23:21:59 +00:00

2026-07-01-xs-residual-momentum.md

research(wave-0701): 6 filoni multi-agente — 0 nuovi sleeve, pesi confermati, gate weights_tilt_null

2026-07-01 23:21:59 +00:00

2026-07-01-xs-seasonality.md

research(wave-0701): 6 filoni multi-agente — 0 nuovi sleeve, pesi confermati, gate weights_tilt_null

2026-07-01 23:21:59 +00:00

2026-07-02-anchor-audit-xs01-skh01.md

research(anchor-audit): timing-luck confermato su XS01 e SKH01 — 3/3 sleeve ancorati, book de-luckato HOLD ~2.0

2026-07-02 22:34:35 +00:00

2026-07-02-elliott-albimarini-capital.md

research(wave-0702bis): ondata video-claims — Elliott 3/3 e Albimarini 2/2 scartati, mappa capital scaling 2-5k

2026-07-02 23:31:38 +00:00

2026-07-02-timing-crt-wave.md

research(wave-0702): ondata timing + CRT — 8 filoni, 0 nuovi sleeve, finding anchor timing-luck TP01

2026-07-02 22:12:22 +00:00

2026-07-03-book-frontier.md

research(frontier): frontiera onesta del book — il 6% e' un miraggio di regime, gira gia' alla vol nativa

2026-07-03 08:43:59 +00:00

2026-07-03-cap-dynamic.md

feat(live): cap/asset dinamico = equity/2 — operazionalizza la decisione frontier (inerte a $600)

2026-07-03 09:42:13 +00:00

2026-07-03-stato-completo-progetto.md

docs(diary): snapshot stato completo del progetto (2026-07-03)

2026-07-03 07:16:17 +00:00

2026-07-03-vrp-improve-dd.md

research(wave-0703): migliora+proteggi VRP01 — 7 filoni, 0 miglioramenti, anchor-audit VRP01 chiuso (4/4 sleeve)

2026-07-03 07:05:19 +00:00

2026-07-07-crt-topdown-74winrate.md

research(crt): video-claim "CRT top-down 74% win rate" SCARTATO — il 74% e' un knob, non un edge

2026-07-08 06:02:38 +00:00

2026-07-09-traefik-cert-book-offline.md

docs(diary): incident 2026-07-09 — "BOOK LIVE conto offline" = cert Traefik di default

2026-07-09 20:09:41 +00:00

2026-07-15-feed-freeze-rebuild-copystat.md

fix(feed): backup rebuild non-fatale — copy2→copyfile, il .bak non abortisce piu' il feed live

2026-07-15 18:37:42 +00:00

2026-07-17-weekend-window.md

research(weekend): ondata ven->lun SCARTATA 4/4 — famiglia calendario SATURA; weekend = 38% del gross TP01 (mai de-esporre)

2026-07-18 15:03:44 +00:00

2026-07-24-goal-50eur-roadmap.md

research(goal50): MC prop INTRADAY wick-aware — leva eval 1.5x refutata, funded ottimo a 0.75x, P(perdere fee) ~56%

2026-07-24 21:55:23 +00:00