feat: show FIP path-smoothness in ticker technicals

Display-only Da/Gurun/Warachka information discreteness on the ticker
indicator panel. Shared compute with the backtest harness; not wired into
gate or rank.

app/services/backtest_service.py

@@ -819,39 +819,14 @@ def _realized_vol_6m(closes: list[float], i: int) -> float | None:
 
 
 def _fip_id(closes: list[float], i: int) -> float | None:
-    """Da/Gurun/Warachka information discreteness over the 12-1 formation window.
+    """Point-in-time FIP ID for the signal harness; delegates to indicator_service."""
+    from app.services.indicator_service import compute_fip_id
+    from app.exceptions import ValidationError
 
-    Formation matches ``mom_12_1``: cumulative return from close[i-252] to
-    close[i-21] (231 daily returns ending one month before as-of).
-
-        ID = sign(PRET) × (%neg − %pos)
-
-    where %pos / %neg are fractions of up / down days over the formation window
-    (zero-return days count in neither numerator, but remain in the denominator).
-    Lower ID = smoother / more continuous path → expect negative cross-sectional
-    IC (continuous-information winners outperform).
-    """
-    if i - 252 < 0 or closes[i - 252] <= 0 or closes[i - 21] <= 0:
+    try:
+        return float(compute_fip_id(closes, as_of_index=i)["fip_id"])
+    except (ValidationError, KeyError, TypeError, ValueError):
         return None
-    pret = closes[i - 21] / closes[i - 252] - 1.0
-    rets: list[float] = []
-    for k in range(i - 251, i - 20):
-        prev = closes[k - 1]
-        if prev <= 0:
-            return None
-        rets.append(closes[k] / prev - 1.0)
-    if len(rets) < 200:
-        return None
-    n = len(rets)
-    pct_pos = sum(1 for r in rets if r > 0) / n
-    pct_neg = sum(1 for r in rets if r < 0) / n
-    if pret > 0:
-        sign = 1.0
-    elif pret < 0:
-        sign = -1.0
-    else:
-        sign = 0.0
-    return sign * (pct_neg - pct_pos)
 
 
 def _signal_values(