Adriano
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  • Joined on 2026-03-11
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Adriano pushed to strategy_explore at Adriano/PythagorasGoal 2026-05-29 06:20:27 +00:00
9a066eb76f feat(analysis): report_families.py - riepilogo strategie/famiglie per anno + integrazione
7226946911 refactor(explore): irrobustimento anti-overfit di pairs/TSM01/master
945c2a2db6 feat(explore): 3a ondata - PAIRS a 6 coppie + verdetti su 4 nuove famiglie
33e3e2a603 feat(explore): esplora 9 famiglie alternative -> PAIRS (nuovo edge forte) + TSM01
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Adriano created branch strategy_explore in Adriano/PythagorasGoal 2026-05-29 06:20:27 +00:00
Adriano pushed to main at Adriano/PythagorasGoal 2026-05-28 22:37:35 +00:00
666c906907 feat(analysis): report.py aggiornato con numero trade per anno
9ebdfc7a7a feat(ROT02): riduce il DD diversificando (top_k 2 -> 3)
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Adriano pushed to main at Adriano/PythagorasGoal 2026-05-28 22:22:34 +00:00
bcccfde9a0 feat(strategie): portafogli master (PORT02/PORT03) + waste delle peggiori (MR03, ROT01)
1af4addbdd feat(analysis): studio combinazione strategie fade + honest (diversificazione)
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Adriano pushed to main at Adriano/PythagorasGoal 2026-05-28 22:09:26 +00:00
22c6080873 chore(analysis): pulizia e accorpamento script di analisi (25 -> 15 file)
Adriano pushed to main at Adriano/PythagorasGoal 2026-05-28 22:01:03 +00:00
fd547748dd merge: strategy_free -> main (fade MR02/MR03/MR07 + filtro trend Acc/DD)
cff0d08fca feat(risk): filtro trend per alzare Acc e ridurre DD + modello portafoglio
21d3ba609d feat(strategie): 3 nuove fade mean-reversion validate OOS fee-aware (MR02/MR03/MR07)
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Adriano pushed to main at Adriano/PythagorasGoal 2026-05-28 21:58:54 +00:00
a51129acf6 feat(analysis): matrice PnL/anno consolidata (confronto strategie + portafoglio)
1b099bb47b feat(analysis): tabella per-anno (PnL/DD) versioni migliorate + portafoglio
783fa5546f feat(analysis): miglioramenti - ROT02 dual-momentum + portafoglio (DD 12%)
ad141f080c feat(analysis): report per-anno (Trade/Acc/DD/PnL) delle 3 strategie
212427ffa1 feat(analysis): 3 strategie oneste validate OOS multi-crypto (DIP/TR/ROT)
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Adriano created branch strategy-research-honest in Adriano/PythagorasGoal 2026-05-28 21:57:46 +00:00
Adriano pushed to strategy-research-honest at Adriano/PythagorasGoal 2026-05-28 21:57:46 +00:00
a51129acf6 feat(analysis): matrice PnL/anno consolidata (confronto strategie + portafoglio)
1b099bb47b feat(analysis): tabella per-anno (PnL/DD) versioni migliorate + portafoglio
783fa5546f feat(analysis): miglioramenti - ROT02 dual-momentum + portafoglio (DD 12%)
ad141f080c feat(analysis): report per-anno (Trade/Acc/DD/PnL) delle 3 strategie
212427ffa1 feat(analysis): 3 strategie oneste validate OOS multi-crypto (DIP/TR/ROT)
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Adriano pushed to strategy_free at Adriano/PythagorasGoal 2026-05-28 21:57:09 +00:00
cff0d08fca feat(risk): filtro trend per alzare Acc e ridurre DD + modello portafoglio
21d3ba609d feat(strategie): 3 nuove fade mean-reversion validate OOS fee-aware (MR02/MR03/MR07)
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Adriano created branch strategy_free in Adriano/PythagorasGoal 2026-05-28 21:57:09 +00:00
Adriano pushed to main at Adriano/PythagorasGoal 2026-05-28 20:53:01 +00:00
48435f6858 feat(live): worker con exit TP/SL/max_bars per MR01 + doc aggiornata
9879b46688 refactor(strategie): tieni solo MR01 mean-reversion, squeeze -> waste
ca88e62a11 feat(analysis): validazione out-of-sample fee-aware delle strategie
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Adriano pushed to main at Adriano/PythagorasGoal 2026-05-28 15:30:41 +00:00
8fd2c16cac fix(live): MT01 usa trend 1h live da Cerbero, non dal parquet statico
Adriano pushed to V2.0.0 at Adriano/Cerbero-mcp 2026-05-28 14:27:16 +00:00
eb5f0148ad fix(V2): Deribit get_historical end_date day-inclusive + pagination
Adriano pushed to main at Adriano/PythagorasGoal 2026-05-28 07:51:00 +00:00
31be1b43aa docs: aggiorna README e CLAUDE.md con strategie MT01/PD01/CM01/AD01
Adriano pushed to main at Adriano/PythagorasGoal 2026-05-28 07:46:35 +00:00
bdcef09057 chore: untrack paper_trades runtime data + report per anno/mercato
d39c75b103 feat(strategy4): PD01 82.5%/DD2.9%, AD01 81.2%, CM01 81.9% — tutte battono SQ02
f42fec9fac feat(strategy4): MT01 squeeze+MTF 82.7% acc — batte SQ02, 6 strategie scartate
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Adriano created branch strategy4-exploration in Adriano/PythagorasGoal 2026-05-27 23:13:20 +00:00
Adriano pushed to strategy4-exploration at Adriano/PythagorasGoal 2026-05-27 23:13:20 +00:00
d39c75b103 feat(strategy4): PD01 82.5%/DD2.9%, AD01 81.2%, CM01 81.9% — tutte battono SQ02
f42fec9fac feat(strategy4): MT01 squeeze+MTF 82.7% acc — batte SQ02, 6 strategie scartate
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Adriano pushed to main at Adriano/PythagorasGoal 2026-05-27 21:23:09 +00:00
56bad4741e docs: aggiorna README e CLAUDE.md con struttura attuale e multi-strategy runner
Adriano pushed to main at Adriano/PythagorasGoal 2026-05-27 21:12:23 +00:00
b79c87e4af feat: multi-strategy paper trader — N strategie in parallelo su testnet