jgrusewski
04e7a61320
fix(crypto): restrict funding harness to crypto-native perps (match validated universe)
...
Live Binance fapi now lists tokenized-stock perps (MSTR/CRCL/INTC/AMD/SOXL, underlyingType=
EQUITY) which dominated the high-funding qualifiers (12 of 19) but were NEVER in the validated
crypto_pit backtest. Filter to exchangeInfo underlyingType==COIN (crypto-native) to keep the
paper-forward test measuring the edge we actually proved. Post-filter: 7 of 212 liquid qualify
(thin = current deleverage regime, filter sitting mostly in cash as designed). Tokenized-stock
funding may be a separate unvalidated carry; not contaminating the Phase-1 gate.
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com >
2026-06-07 01:41:20 +02:00
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