fix(backtest): one window, and stop calling a rejected exit "recommended"

Two ways the recommendation still disagreed with the page it sits on.

It preferred the "all" monitor row while the UI defaulted its selector to "3y",
so a default page load showed one set of returns in the tiles and a different
set in the recommendation. The row it used is now published as basis_lookback
and the page defaults to it, so the two cannot open on different windows. The
test fixture gains a second monitor row with different numbers — with only an
"all" row present, a lookback mix-up could not fail.

Robustness picked its basis between "the recommended Nd hold" and "the S/R
target exit", naming an exit the production book replaced as recommended. There
is no ATR-trail ex-top-5% figure in the report, so it now always reports the
gate-level grading and says that is what it is, rather than dressing a legacy
number as a verdict on the production book. time_exit_sweep is no longer read
here at all.

Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>

app/services/backtest_service.py

@@ -3944,14 +3944,11 @@ def _build_recommendation(report: dict) -> dict:
             })
 
     q = report.get("overall_qualified") or {}
-    target_net = q.get("net_avg_r")
 
-    # The best fixed hold, kept ONLY to pick the basis for the robustness check
-    # below. The hold-vs-target comparison itself is deliberately not reported:
-    # both are legacy exits the production book replaced with the ATR trail, so
-    # a recommendation between them could not lead to an action.
-    time_rows = [r for r in report.get("time_exit_sweep") or [] if r.get("net_avg_r") is not None]
-    best_hold = max(time_rows, key=lambda r: r["net_avg_r"], default=None)
+    # Nothing here reads time_exit_sweep any more. The hold-vs-target comparison
+    # is not reported (both are exits the production book replaced, so choosing
+    # between them cannot lead to an action), and the robustness check below no
+    # longer picks its basis from them either.
 
     # Gate floors, judged under the hold exit (the ablation's Hold column).
     ablation = {r["variant"]: r for r in report.get("gate_ablation") or []}
@@ -4016,19 +4013,15 @@ def _build_recommendation(report: dict) -> dict:
             ),
         })
 
-    # Robustness: does the edge survive without the biggest winners? Judged on
-    # the RECOMMENDED exit — outlier dependence under an exit we'd abandon
-    # would be the wrong warning.
-    hold_recommended = (
-        best_hold is not None and target_net is not None
-        and best_hold["net_avg_r"] > target_net + _EXIT_SWITCH_THRESHOLD
-    )
-    if hold_recommended and best_hold.get("net_avg_r_ex_top5") is not None:
-        trimmed = best_hold["net_avg_r_ex_top5"]
-        basis = f"under the recommended {best_hold['hold_days']}d hold"
-    else:
-        trimmed = q.get("net_avg_r_ex_top5")
-        basis = "under the S/R target exit"
+    # Robustness: does the edge survive without the biggest winners?
+    #
+    # There is no ATR-trail equivalent of this number in the report — the only
+    # ex-top-5% figure is the gate-level target/stop grading. So it is reported
+    # on that basis and SAYS SO, rather than being dressed up as a verdict on the
+    # production book. It used to pick between "the recommended Nd hold" and "the
+    # S/R target exit", naming a rejected exit as recommended.
+    trimmed = q.get("net_avg_r_ex_top5")
+    basis = "gate-level grading, not the production ATR-trail book"
     if trimmed is not None:
         if trimmed > 0:
             items.append({
@@ -4057,6 +4050,12 @@ def _build_recommendation(report: dict) -> dict:
     return {
         "headline": headline,
         "items": items,
+        # Which monitor row every production/benchmark figure above was read
+        # from. The page defaults its lookback selector to this, so the tiles and
+        # the recommendation cannot open on different windows — they used to,
+        # because this preferred "all" while the UI defaulted to "3y".
+        "basis_lookback": (production_row or {}).get("lookback"),
+        "basis_lookback_label": (production_row or {}).get("lookback_label"),
         "note": "Derived from this report's numbers on every run — the advice flips if the data does.",
     }
 

tests/unit/test_backtest_service.py

@@ -1287,6 +1287,12 @@ def test_build_recommendation_reads_the_report():
                 "strategy": "prod", "lookback": "all", "lookback_label": "All history",
                 "cagr_pct": 40.0, "sharpe": 1.72, "max_drawdown_pct": 17.7,
                 "total_return_pct": 297.8, "spy_return_pct": 101.9,
+            }, {
+                # A second window with DIFFERENT numbers. Without it the "all"
+                # preference is untested and a lookback mix-up cannot fail.
+                "strategy": "prod", "lookback": "3y", "lookback_label": "3y",
+                "cagr_pct": 47.9, "sharpe": 1.96, "max_drawdown_pct": 17.3,
+                "total_return_pct": 220.9, "spy_return_pct": 71.5,
             }],
         },
     }
@@ -1308,12 +1314,21 @@ def test_build_recommendation_reads_the_report():
     assert "keep the NEUTRAL exclusion" in gate_texts
     assert "80" in by_topic["cutoff"][0]
     assert "beats" in by_topic["benchmark"][0]
-    # robustness is judged under the RECOMMENDED exit (the 30d hold), not the
-    # target model the recommendation advises abandoning
-    assert any(
-        "not a handful of outliers" in t and "under the recommended 30d hold" in t
-        for t in by_topic["robustness"]
-    )
+
+    # Every production figure comes from ONE window, and the report says which,
+    # so the page can default its selector to the same one.
+    assert rec["basis_lookback"] == "all"
+    assert rec["basis_lookback_label"] == "All history"
+    assert "+40.0%" in by_topic["production"][0]
+    assert "47.9" not in by_topic["production"][0]   # the 3y row must not leak in
+    assert "220.9" not in by_topic["benchmark"][0]
+
+    # Robustness names its real basis. It used to claim "under the recommended
+    # 30d hold" — nothing recommends that exit; production is the ATR trail.
+    robustness = by_topic["robustness"][0]
+    assert "not a handful of outliers" in robustness
+    assert "gate-level grading" in robustness
+    assert "recommended" not in robustness
 
 
 def test_build_recommendation_flags_outlier_dependence():