Hello Stringfellow, I will also overwinter a Rocoto outdoors. It will be interesting to hear your experience, but I bet it dies. I do not know if there is a biological reason why one could not be selected to be hardy.
I do not have that many plants, 6 or so Black Hungarian, 4 or 5 Rocoto, an Orange Habanera and a Paper lantern (C. chinense) picked up on the spur of the moment from a garden centre. They are raised indoors on a window sill/board, until outside warms up, so space is limited. I experimented with a cold frame. It is amazing with courgette, squash and tomato, which I can put out even when there are frosts, but chillis just stop growing if it is cold.