fix(backtest): flag a lookback the recommendation was not computed on

Selecting a different window or a comparison strategy silently made the tiles
stop matching the recommendation below, which is baked into the report and
cannot follow a dropdown. On load they now agree by construction; moving off
that basis says so.

Also: an absent production row produced no headline and no benchmark, but any
passing gate finding still rendered a green "no warnings" chip — a success badge
for missing data, directly beside "this report predates the portfolio monitor".
Missing baseline now reads "baseline unavailable".

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

frontend/src/components/signals/BacktestPanel.tsx

@@ -42,8 +42,19 @@ export function BacktestPanel() {
   const monitor = report?.portfolio_monitor ?? null;
   const activeStrategy =
     selectedStrategy || monitor?.production_strategy || monitor?.strategies[0]?.strategy || '';
+  // Default to the window the recommendation was computed on, so the tiles and
+  // the recommendation never open showing different numbers. They used to: the
+  // backend preferred "all" while this defaulted to "3y". The 3y fallback is
+  // only for reports predating basis_lookback.
+  const basisLookback = report?.recommendation?.basis_lookback ?? null;
   const activeLookback =
-    selectedLookback || (monitor?.lookbacks.some((l) => l.lookback === '3y') ? '3y' : monitor?.lookbacks[0]?.lookback) || '';
+    selectedLookback ||
+    (basisLookback && monitor?.lookbacks.some((l) => l.lookback === basisLookback)
+      ? basisLookback
+      : monitor?.lookbacks.some((l) => l.lookback === '3y')
+        ? '3y'
+        : monitor?.lookbacks[0]?.lookback) ||
+    '';
   const monitorRun = useMemo(
     () =>
       monitor?.runs.find((row) => row.strategy === activeStrategy && row.lookback === activeLookback) ??
@@ -175,6 +186,9 @@ export function BacktestPanel() {
               activeLookback={activeLookback}
               onStrategyChange={setSelectedStrategy}
               onLookbackChange={setSelectedLookback}
+              basisLookback={basisLookback}
+              basisLookbackLabel={report.recommendation?.basis_lookback_label ?? null}
+              productionStrategy={monitor?.production_strategy ?? null}
             />
 
             {report.recommendation && (

frontend/src/components/signals/BacktestRecommendationCard.tsx

@@ -81,7 +81,16 @@ export function BacktestRecommendationCard({
       <div className="glass border border-blue-400/20 p-4">
         <div className="flex flex-wrap items-center justify-between gap-2">
           <p className="section-index">What this backtest recommends</p>
-          {warningCount > 0 ? (
+          {/* No headline means the backend found no production monitor row, so
+              nothing here describes the production book. Zero keyword warnings
+              is then absence of data, not a clean bill of health — a green chip
+              beside "this report predates the portfolio monitor" would be a
+              success badge for missing data. */}
+          {!recommendation.headline ? (
+            <span className="rounded-full border border-white/15 bg-white/[0.05] px-2 py-0.5 text-[10px] font-semibold uppercase tracking-wider text-gray-400">
+              baseline unavailable
+            </span>
+          ) : warningCount > 0 ? (
             <span className="rounded-full border border-amber-400/40 bg-amber-400/10 px-2 py-0.5 text-[10px] font-semibold uppercase tracking-wider text-amber-300">
               ⚠ {warningCount} warning{warningCount > 1 ? 's' : ''}
             </span>

frontend/src/components/signals/PortfolioMonitorPanel.tsx

@@ -30,6 +30,9 @@ export function PortfolioMonitorPanel({
   activeLookback,
   onStrategyChange,
   onLookbackChange,
+  basisLookback = null,
+  basisLookbackLabel = null,
+  productionStrategy = null,
 }: {
   monitor: BacktestPortfolioMonitor | null | undefined;
   monitorRun: BacktestPortfolioMonitorRun | null | undefined;
@@ -37,6 +40,10 @@ export function PortfolioMonitorPanel({
   activeLookback: string;
   onStrategyChange: (v: string) => void;
   onLookbackChange: (v: string) => void;
+  /** The window the recommendation below was computed on. */
+  basisLookback?: string | null;
+  basisLookbackLabel?: string | null;
+  productionStrategy?: string | null;
 }) {
   if (!monitor || !monitorRun) {
     return (
@@ -90,6 +97,21 @@ export function PortfolioMonitorPanel({
         </div>
       </div>
 
+      {/* The recommendation below is baked into the report and cannot follow a
+          dropdown. On load the two agree by construction; say so plainly the
+          moment a selection moves off that basis. */}
+      {((basisLookback && activeLookback !== basisLookback) ||
+        (productionStrategy && activeStrategy !== productionStrategy)) && (
+        <p className="text-[11px] text-amber-300/80">
+          Showing{' '}
+          {productionStrategy && activeStrategy !== productionStrategy
+            ? 'a comparison strategy'
+            : 'a different window'}
+          . The recommendation below is computed on the production strategy over{' '}
+          {basisLookbackLabel ?? basisLookback} — these tiles will not match it.
+        </p>
+      )}
+
       {/* Tier 1 — what the book returned. */}
       <div className="grid gap-3 sm:grid-cols-2 lg:grid-cols-5">
         <StatTile

frontend/src/lib/types.ts

@@ -336,6 +336,13 @@ export interface BacktestCurvePoint {
 export interface BacktestRecommendation {
   headline: string | null;
   items: { topic: string; text: string }[];
+  /**
+   * The monitor lookback every production/benchmark figure was read from. The
+   * page defaults its selector to this so the tiles and the recommendation
+   * cannot open on different windows. Absent on reports predating the field.
+   */
+  basis_lookback?: string | null;
+  basis_lookback_label?: string | null;
   note?: string;
 }