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Adriano Dal Pastro dc22256e0e feat(report): ledger reale vs backtest — il gate per scalare il capitale

Per gli sleeve eseguiti sim==backtest per costruzione -> reale vs backtest =
fuga di esecuzione (slippage + fee + netting/phantom/sim_fallback). Misura
LEAKAGE sim-reale per-trade, slippage ingressi/uscite, fee reali, sim_fallback,
ledger per-sleeve; verdetto verde/giallo/rosso. Clean-start --since 2026-06-13
(la finestra mobile includerebbe l'incidente testnet pre-fix). Cron host
giornaliero 08:30 UTC --telegram. Read-only, niente rete.

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

2026-06-13 11:24:19 +00:00

2026-05-26.md

feat: strategie 1-10, framework analisi frattale, download dati storici BTC/ETH

2026-05-27 00:55:13 +02:00

2026-05-27.md

docs: diario completo con strategia 13 ibrida e TOP 5 finale

2026-05-27 07:45:56 +02:00

2026-05-28-honest-strategies.md

feat(analysis): miglioramenti - ROT02 dual-momentum + portafoglio (DD 12%)

2026-05-28 23:49:14 +02:00

2026-05-28.md

feat(risk): filtro trend per alzare Acc e ridurre DD + modello portafoglio

2026-05-28 23:47:52 +02:00

2026-05-29-exploration.md

refactor(explore): irrobustimento anti-overfit di pairs/TSM01/master

2026-05-29 08:11:33 +02:00

2026-05-29-shape.md

feat(shape): SH01 Shape-ML validato come diversificatore + doc

2026-05-29 12:31:26 +02:00

2026-05-29.md

feat(ROT02): riduce il DD diversificando (top_k 2 -> 3)

2026-05-29 00:30:55 +02:00

2026-05-31-exit-study.md

docs(diary): studio exit fade (scalping / TP dinamico / TP-ATR)

2026-05-31 13:52:44 +00:00

2026-05-31-live-status.md

docs(diary): stato trade live PORT06 (snapshot verificato 2026-05-31)

2026-05-31 13:23:35 +00:00

2026-05-31-options-rejected.md

docs(diary): record anti-ripetizione strategie scartate (opzioni + TA classiche)

2026-05-31 07:17:10 +00:00

2026-05-31-ta-classic-rejected.md

docs(diary): record anti-ripetizione strategie scartate (opzioni + TA classiche)

2026-05-31 07:17:10 +00:00

2026-06-01-sh01-horizon-exit-bug.md

docs(diary): bugfix exit a orizzonte SH01 (3 barre -> H=12)

2026-06-01 09:06:49 +00:00

2026-06-01-sh01-wiring-squeeze-bug.md

fix(live): SH01 esegue shape-ML reale, non il wrapper squeeze scartato

2026-06-01 12:24:13 +00:00

2026-06-01-tp-min-edge.md

fix(live): win netto-fee + filtro TP edge-minimo sulle fade

2026-06-01 11:07:30 +00:00

2026-06-02-fade-lossguard.md

feat(fade): loss-guard Hurst (skip regime persistente) — dimezza il DD del PORT06

2026-06-02 14:08:15 +00:00

2026-06-02-fractal-argo-search.md

test(research): FR01 NON migliora PORT06 (verdetto decisivo)

2026-06-02 11:48:02 +00:00

2026-06-04-exit-lab.md

docs(diary): exit-lab — sezione implementazione+deploy v1.1.0 (complementarieta' hurst/trend/close-confirm)

2026-06-04 21:29:55 +00:00

2026-06-04-partial-tp-ladder.md

docs(diary): exit ladder 80/20 con runner+stop dinamico SCARTATO (il runner non corre: TP=media, ~3% oltre TP, −38% ret su MR02 ETH)

2026-06-04 19:48:45 +00:00

2026-06-04-shadow-divergence.md

feat(live): TP reale = LIMIT reduce-only al livello (fix +235bps slippage exit)

2026-06-04 19:24:07 +00:00

2026-06-05-confirm-sl-forming-bar.md

fix(live): EXIT-16 confirm-SL valutato sul close di barra COMPLETATA + alert STALE_FEED

2026-06-05 18:32:14 +00:00

2026-06-05-sh01-sl-research.md

config(PORT06): cap SHAPE 0.0588 — SH01 resta senza SL (ricerca multi-agente: 11 famiglie di stop, 0 sopravvissute)

2026-06-05 17:56:16 +00:00

2026-06-06-improvement-sweep.md

fix(PORT06): ripristina cap SHAPE 0.0588 in portfolios.yml (P0 improvement-sweep)

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

2026-06-07-dip01-exit16.md

feat(DIP01): EXIT-16 close-confirm SL (gate gap-aware 36/36 BTC, PORT06 promosso)

2026-06-07 16:19:25 +00:00

2026-06-07-pairspos-gate.md

feat(pairs): position_size per-famiglia, PAIRS 0.5->0.20 (gate PORT06)

2026-06-07 10:44:15 +00:00

2026-06-07-sh01-trainwindow.md

feat(SH01): bootstrap storia full-history + last_block_only (punto-10: regime live non robusto)

2026-06-07 16:48:22 +00:00

2026-06-07-sweep-fixes.md

fix(live): 4 hardening da code-review — REAL_DIVERGENCE, outage su feed vuoto, bars.py condiviso, DSL cancel retry

2026-06-07 14:59:58 +00:00

2026-06-07-trendmax-gate.md

feat(fade): swap filtro live hurst->trend_max 3.0 (gate PORT06 sul path live)

2026-06-07 10:29:57 +00:00

2026-06-08-dispersion-correlation-search.md

research: gate PORT06 index_comp_disp — promosso marginale, documentato e rimandato

2026-06-08 10:06:34 +00:00

2026-06-08-mr02eth-replace-search.md

feat(live): MR02/ETH stop-largo sl_atr 3.0 (miglioria gated, regola sl=0 rispettata)

2026-06-09 07:31:55 +00:00

2026-06-08-pairs-executor.md

feat(live): executor a 2 gambe per i pairs (PairsExecutionClient, shadow) — pronto, spento

2026-06-08 10:19:56 +00:00

2026-06-08-real-only-portfolio.md

feat(live): portafoglio REALE-only — i 2000EUR ai soli 14 sleeve eseguiti, paper fuori dal pool

2026-06-08 11:29:00 +00:00

2026-06-09-blind-traders-game2.md

feat(games): sessione 2 del gioco Blind Traders su timing diversi (30m/2h/4h)

2026-06-09 13:01:34 +00:00

2026-06-09-blind-traders-game.md

feat(pairs): attiva ETH/BTC 15m flat-skip in PORT06 (BLEND, mezza size)

2026-06-09 11:48:15 +00:00

2026-06-09-cerbero-bite-credit-spread.md

research(cerbero-bite): validazione edge credit-spread su prezzi reali

2026-06-09 08:08:53 +00:00

2026-06-09-pairs15m-live-path.md

feat(pairs): attiva ETH/BTC 15m flat-skip in PORT06 (BLEND, mezza size)

2026-06-09 11:48:15 +00:00

2026-06-09-pairs15m-port06-gate.md

feat(pairs): attiva ETH/BTC 15m flat-skip in PORT06 (BLEND, mezza size)

2026-06-09 11:48:15 +00:00

2026-06-09-pairs15m-robustezza.md

docs(diary): analisi robustezza ETH/BTC 15m — robusto come segnale, fragile sui costi

2026-06-09 12:34:08 +00:00

2026-06-09-stats-per-anno-real.md

docs(diary): statistiche per-anno delle 15 sleeve attive in real

2026-06-09 12:12:53 +00:00

2026-06-09-xs01-cross-sectional.md

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

2026-06-09 21:38:05 +00:00

2026-06-10-funding-carry.md

feat(xsec): dispersion-gate XS01 live (disp_min=0.0313) — Sharpe 3.46, PORT06 OOS 10.07->10.37; FC01 funding-carry scartata

2026-06-10 21:42:12 +00:00

2026-06-10-grid-traders-game3.md

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

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

2026-06-10-real-truth-ledger.md

feat(live): REAL-TRUTH ledger — capital aggiornato dal PnL dei fill reali, sim ridotto a diagnostica

2026-06-10 12:23:52 +00:00

2026-06-10-xs01-dispersion-gate.md

feat(xsec): dispersion-gate XS01 live (disp_min=0.0313) — Sharpe 3.46, PORT06 OOS 10.07->10.37; FC01 funding-carry scartata

2026-06-10 21:42:12 +00:00

2026-06-11-stability-sweep.md

feat(stability): sweep stabilità — fix TR01 mean(rets), XS01 phase-tranching K=3, z-stop pairs bocciato

2026-06-11 13:29:14 +00:00

2026-06-11-system-audit.md

feat(exec): netting delle chiusure market — il residuo reduce-only cappato/respinto va in market puro

2026-06-11 20:54:43 +00:00

2026-06-12-accel50.md

docs(research): ACCEL50 — frontiera di leva PORT06 + probe fade 15m verso i 50 EUR/giorno

2026-06-12 20:21:51 +00:00

2026-06-12-fade15m-gate.md

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

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

2026-06-12-fade-tf-sweep.md

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

2026-06-12-improvements-sweep.md

feat(live): INIT_LINEAGE — eredita' capitale al cambio timeframe + sweep migliorie serale

2026-06-12 21:18:30 +00:00

2026-06-12-resting-reconcile-feedgap.md

docs(diary): chiusura incidente testnet — flatten + orfani risolti, reconciler OK

2026-06-12 13:04:56 +00:00

2026-06-12-xex-divergence.md

docs(research): XEX — discordanze Deribit testnet vs Hyperliquid

2026-06-12 20:29:11 +00:00

2026-06-13-ledger-vs-backtest-report.md

feat(report): ledger reale vs backtest — il gate per scalare il capitale

2026-06-13 11:24:19 +00:00

2026-06-13-orphan-swap-guard.md

feat(reconcile): guard STALE_REAL_POSITION — rileva posizioni reali non gestite

2026-06-13 09:43:47 +00:00

2026-06-13-rebalance-conservation.md

fix(ledger): ribilancio conserva l'equity (no doppio conteggio in-position)

2026-06-13 10:09:36 +00:00

README.md

feat: strategie 1-10, framework analisi frattale, download dati storici BTC/ETH

2026-05-27 00:55:13 +02:00

README.md

Diario di Ricerca — PythagorasGoal

Registro cronologico di ogni passo del progetto: decisioni, esperimenti, risultati attesi e reali.

Formato entry

Ogni entry segue il formato:

### YYYY-MM-DD HH:MM — Titolo

**Cosa:** descrizione azione
**Perché:** motivazione
**Atteso:** risultato previsto
**Reale:** risultato effettivo
**Note:** osservazioni, lezioni apprese