deepen OHLCV history + make the factor-IC pass honest about overlap/regime

Two changes so the cross-sectional signal results can actually be trusted.

(a) History depth — the binding constraint. Ingestion defaulted to 365 days, so
long-lookback factors (12-month momentum, 52-week high) were only computable on a
handful of weeks at the tail, and every IC reflected a single market regime.
- New `settings.ohlcv_history_days` (default 1825 ≈ 5y); new tickers backfill this
  far instead of 1 year.
- New manual "data_backfill" job (Admin → Jobs) re-fetches the full window for
  every ticker, ignoring incremental resume — run once to deepen existing
  1-year histories. Idempotent (upsert); resumes after rate limits.

(b) Factor-IC honesty. The IC was averaged over weekly rebalances whose 30-day
forward windows overlap, inflating the t-stat ~sqrt(6)x.
- IC now measured on NON-OVERLAPPING windows (weeks thinned to ~HORIZON apart).
- Each signal carries a `reliable` flag (>= 12 independent windows); BacktestPanel
  greys out and de-stars thin signals so a lucky 9-week IC of 0.3 can't masquerade
  as an edge.

332 backend tests pass; frontend build clean. No migration (config + job + an
added JSON field on the cached backtest report).

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>

tests/unit/test_scheduler.py

@@ -79,6 +79,7 @@ class TestConfigureScheduler:
         job_ids = {j.id for j in jobs}
         assert job_ids == {
             "data_collector",
+            "data_backfill",
             "sentiment_collector",
             "fundamental_collector",
             "rr_scanner",
@@ -103,6 +104,7 @@ class TestConfigureScheduler:
             "daily_pipeline",
             "intraday_pipeline",
             "data_collector",
+            "data_backfill",
             "fundamental_collector",
             "market_regime",
             "outcome_evaluator",