feat: creative alpha models + portfolio layer targeting Sharpe > 1.5

New strategies:
  - Cross-Sectional Momentum: long top-N, short bottom-N across HL universe
  - Spot-Perp Basis Arbitrage: delta-neutral spot vs perp price gap trading
  - Regime-Switching Ensemble: dynamically allocates strategies by market regime
  - Portfolio Construction: risk parity, vol targeting, correlation penalty

Infrastructure:
  - DuckDBDataProvider: real tick/candle data for backtests (replaces synthetic)
  - Walk-Forward Validation: systematic IS/OOS across all 12 strategies
  - 3 Jupyter research notebooks (EDA, strategy research, portfolio)

Pipeline integration:
  - deploy.py registry, sweep_runner, vbt_runner all updated
  - fee_tiers support for new strategies
  - All modules syntax-validated and import-tested

framework/deploy.py

@@ -77,6 +77,21 @@ STRATEGY_REGISTRY = {
         "description": "VWAP deviation oscillator",
         "class": None,
     },
+    "cross_sectional": {
+        "name": "Cross-Sectional Momentum",
+        "description": "Long top-N performers, short bottom-N across HL universe",
+        "class": None,
+    },
+    "spot_perp_basis": {
+        "name": "Spot-Perp Basis Arb",
+        "description": "Delta-neutral spot vs perp price gap arbitrage",
+        "class": None,
+    },
+    "regime_ensemble": {
+        "name": "Regime-Switching Ensemble",
+        "description": "Meta-strategy: selects strategies by market regime",
+        "class": None,
+    },
 }