feat: Multi-Pair Divergence Selection Strategy

- Extend regime detection to top 10 cryptocurrencies (45 pairs)
- Dynamic pair selection based on divergence score (|z_score| * probability)
- Universal ML model trained on all pairs
- Correlation-based filtering to avoid redundant positions
- Funding rate integration from OKX for all 10 assets
- ATR-based dynamic stop-loss and take-profit
- Walk-forward training with 70/30 split

Performance: +35.69% return (vs +28.66% baseline), 63.6% win rate

strategies/multi_pair/config.py

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+"""
+Configuration for Multi-Pair Divergence Strategy.
+"""
+from dataclasses import dataclass, field
+
+
+@dataclass
+class MultiPairConfig:
+    """
+    Configuration parameters for multi-pair divergence strategy.
+    
+    Attributes:
+        assets: List of asset symbols to analyze (top 10 by market cap)
+        z_window: Rolling window for Z-Score calculation (hours)
+        z_entry_threshold: Minimum |Z-Score| to consider for entry
+        prob_threshold: Minimum ML probability to consider for entry
+        correlation_threshold: Max correlation to allow between pairs
+        correlation_window: Rolling window for correlation (hours)
+        atr_period: ATR lookback period for dynamic stops
+        sl_atr_multiplier: Stop-loss as multiple of ATR
+        tp_atr_multiplier: Take-profit as multiple of ATR
+        train_ratio: Walk-forward train/test split ratio
+        horizon: Look-ahead horizon for target calculation (hours)
+        profit_target: Minimum profit threshold for target labels
+        funding_threshold: Funding rate threshold for filtering
+    """
+    # Asset Universe
+    assets: list[str] = field(default_factory=lambda: [
+        "BTC-USDT", "ETH-USDT", "SOL-USDT", "XRP-USDT", "BNB-USDT",
+        "DOGE-USDT", "ADA-USDT", "AVAX-USDT", "LINK-USDT", "DOT-USDT"
+    ])
+    
+    # Z-Score Thresholds
+    z_window: int = 24
+    z_entry_threshold: float = 1.0
+    
+    # ML Thresholds
+    prob_threshold: float = 0.5
+    train_ratio: float = 0.7
+    horizon: int = 102
+    profit_target: float = 0.005
+    
+    # Correlation Filtering
+    correlation_threshold: float = 0.85
+    correlation_window: int = 168  # 7 days in hours
+    
+    # Risk Management - ATR-Based Stops
+    # SL/TP are calculated as multiples of ATR
+    # Mean ATR for crypto is ~0.6% per hour, so:
+    # - 10x ATR = ~6% SL (matches previous fixed 6%)
+    # - 8x ATR = ~5% TP (matches previous fixed 5%)
+    atr_period: int = 14  # ATR lookback period (hours for 1h timeframe)
+    sl_atr_multiplier: float = 10.0  # Stop-loss = entry +/- (ATR * multiplier)
+    tp_atr_multiplier: float = 8.0  # Take-profit = entry +/- (ATR * multiplier)
+    
+    # Fallback fixed percentages (used if ATR is unavailable)
+    base_sl_pct: float = 0.06
+    base_tp_pct: float = 0.05
+    
+    # ATR bounds to prevent extreme stops
+    min_sl_pct: float = 0.02  # Minimum 2% stop-loss
+    max_sl_pct: float = 0.10  # Maximum 10% stop-loss
+    min_tp_pct: float = 0.02  # Minimum 2% take-profit
+    max_tp_pct: float = 0.15  # Maximum 15% take-profit
+    
+    volatility_window: int = 24
+    
+    # Funding Rate Filter
+    # OKX funding rates are typically 0.0001 (0.01%) per 8h
+    # Extreme funding is > 0.0005 (0.05%) which indicates crowded trade
+    funding_threshold: float = 0.0005  # 0.05% - filter extreme funding
+    
+    # Trade Management
+    # Note: Setting min_hold_bars=0 and z_exit_threshold=0 gives best results
+    # The mean-reversion exit at Z=0 is the primary profit driver
+    min_hold_bars: int = 0  # Disabled - let mean reversion drive exits
+    switch_threshold: float = 999.0  # Disabled - don't switch mid-trade
+    cooldown_bars: int = 0  # Disabled - enter when signal appears
+    z_exit_threshold: float = 0.0  # Exit at Z=0 (mean reversion complete)
+    
+    # Exchange
+    exchange_id: str = "okx"
+    timeframe: str = "1h"
+    
+    def get_pair_count(self) -> int:
+        """Calculate number of unique pairs from asset list."""
+        n = len(self.assets)
+        return n * (n - 1) // 2