Adriano Dal Pastro 9ed2ea4b13 fix(fetch_hyperliquid): taglia il backfill sintetico di cerbero MCP (vol=0) — universo 52->51 ...

Cerbero MCP padda il periodo pre-quotazione su HL con barre SINTETICHE (volume 0, prezzi
copiati da Binance -> matchano cross-venue e non sono flat): asset listati dopo lo START
(es. AXS 83%, ALGO/SAND 37%) passavano i gate flat+cross-venue ed erano certificati PULITO
pur non essendo negoziabili. E' il caso v2.0.0 (edge su un book che non c'era).

Fix: il VOLUME e' il rivelatore del backfill -> (1) taglio del run iniziale a volume 0
(serie nativa), (2) gate storia nativa >=365g reali (AXS scartato), (3) gate vol=0 interno,
(4) cross-venue/flat ricalcolati solo sulle barre reali, (5) parquet scartati rimossi.

Verificato direttamente su cerbero MCP mainnet. I 19 major di XS01 hanno 0 backfill ->
strategia live invariata. Diario 2026-06-20-cerbero-backfill-fix.md.

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

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