feat(backtest): make the tiles answer "is that good?", and stop the layout jumping

Five UI problems, all reported from using the page.

Expanding "How this is measured" shoved every control down, because the
disclosure and the run controls shared one flex row. They no longer do: run
status and the controls that start a new run sit together on one line, and the
explainer is below them where growing it moves nothing.

A long strategy name wrapped the dropdown trigger onto three lines and dragged
the row out of alignment. The trigger now truncates with the full text on hover
— a wrapping dropdown is broken anywhere, so the fix is in the primitive — and
the twelve-character "Production: " prefix is a bullet.

"Sortino 2.72" answered nothing. Each risk-adjusted metric now carries a meter:
a track showing where the value sits, ticks at the band edges, and the band word.
Colour never travels alone. Bands are deliberately stricter than textbook ranges
because this universe is today's survivors replayed backward, which flatters
every ratio — that caveat is stated next to them rather than left implied.

The two tile rows were different sizes, which read as inconsistent rather than
as hierarchy. Every tile is the same size now and grouping carries the ranking:
top row is raw outcome and takes no meters, second row is risk-adjusted ratios
and all take meters. Sharpe moved down to join them — it is one of those ratios,
and leaving it above made it the only metered tile in a row of bare ones.

The recommendation led with a long bold sentence that describes the
configuration, not a verdict, while the actual findings were small grey text.
Findings now come first, each split into label and detail on the colon the
backend strings already carry, and the configuration is a footer.

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

frontend/src/components/signals/BacktestPanel.tsx

@@ -70,23 +70,30 @@ export function BacktestPanel() {
   return (
     <Section title="Is the strategy working?" hint="portfolio simulation of the promoted strategy vs S&P 500">
       <div className="space-y-4">
-        <div className="flex flex-wrap items-start justify-between gap-3">
-          <Disclosure summary="How this is measured">
-            <p className="max-w-2xl text-xs text-gray-400">
-              The backtest replays the current config at the selected cadence — at each point the setup is
-              rebuilt using only data up to that day (no lookahead) and the following ~30 trading days decide
-              its outcome — then simulates one capital-constrained book against the S&P 500. Sentiment and
-              fundamentals are held neutral (no point-in-time history). ~6 months is roughly one market regime,
-              so read it as directional.
-            </p>
-            <p className="mt-2 max-w-2xl text-xs text-gray-400">
-              <strong className="text-gray-300">Live GTL</strong> is the exact target path the scanner and the
-              scheduled backtest use; <strong className="text-gray-300">Structural S/R</strong> is a comparison
-              arm sourcing targets from chart structure. <strong className="text-gray-300">Weekly</strong> steps
-              five sessions at a time and is what the server runs; <strong className="text-gray-300">Daily</strong>
-              {' '}is roughly 5× the replay work.
-            </p>
-          </Disclosure>
+        {/* Run status and the controls that start a new run, on one line. The
+            explainer sits BELOW this row rather than beside it — sharing a flex
+            row meant expanding it shoved every control down the page. */}
+        <div className="flex flex-wrap items-end justify-between gap-3">
+          <div className="min-w-0">
+            <p className="section-index">Last run</p>
+            {report ? (
+              <p className="mt-1 text-xs text-gray-400">
+                {timeAgo(report.generated_at)} · {report.tickers} tickers ·{' '}
+                {report.candidates} setups ({report.qualified} qualified) ·{' '}
+                {report.params.entry_cadence ?? 'weekly'},{' '}
+                {report.params.horizon_days}d horizon
+                {report.params.cost_per_side_pct != null && (
+                  <> · net of {report.params.cost_per_side_pct}%/side</>
+                )}
+                {' · '}
+                <span className={report.params.is_production_target_model === false ? 'text-amber-300' : 'text-blue-300'}>
+                  {report.params.target_model_label ?? 'Unknown (legacy report)'}
+                </span>
+              </p>
+            ) : (
+              <p className="mt-1 text-xs text-gray-500">Never run</p>
+            )}
+          </div>
 
           {/* flex-wrap is load-bearing: two dropdowns plus the button overflow a
               narrow viewport otherwise. */}
@@ -112,11 +119,30 @@ export function BacktestPanel() {
               />
             </div>
             <Button onClick={() => run.mutate()} loading={run.isPending} className="shrink-0">
-              {run.isPending ? 'Starting…' : report ? 'Re-run backtest' : 'Run backtest'}
+              {run.isPending ? 'Starting…' : report ? 'Re-run' : 'Run backtest'}
             </Button>
           </div>
         </div>
 
+        <div>
+          <Disclosure summary="How this is measured">
+            <p className="max-w-2xl text-xs text-gray-400">
+              The backtest replays the current config at the selected cadence — at each point the setup is
+              rebuilt using only data up to that day (no lookahead) and the following ~30 trading days decide
+              its outcome — then simulates one capital-constrained book against the S&P 500. Sentiment and
+              fundamentals are held neutral (no point-in-time history). ~6 months is roughly one market regime,
+              so read it as directional.
+            </p>
+            <p className="mt-2 max-w-2xl text-xs text-gray-400">
+              <strong className="text-gray-300">Live GTL</strong> is the exact target path the scanner and the
+              scheduled backtest use; <strong className="text-gray-300">Structural S/R</strong> is a comparison
+              arm sourcing targets from chart structure. <strong className="text-gray-300">Weekly</strong> steps
+              five sessions at a time and is what the server runs; <strong className="text-gray-300">Daily</strong>
+              {' '}is roughly 5× the replay work.
+            </p>
+          </Disclosure>
+        </div>
+
         {/* Only surfaced for non-default choices — zero noise on the common path,
             but a non-production selection still announces itself, which is what
             the old always-amber cards were really for. */}
@@ -142,19 +168,6 @@ export function BacktestPanel() {
 
         {report && (
           <>
-            <p className="text-[11px] text-gray-500">
-              Ran {timeAgo(report.generated_at)} · {report.tickers} tickers · {report.candidates} setups
-              ({report.qualified} qualified) · {report.params.entry_cadence ?? 'weekly'} cadence,
-              {' '}{report.params.horizon_days}-day horizon
-              {report.params.cost_per_side_pct != null && (
-                <> · net of {report.params.cost_per_side_pct}%/side costs</>
-              )}
-              {' '}· target model:{' '}
-              <span className={report.params.is_production_target_model === false ? 'text-amber-300' : 'text-blue-300'}>
-                {report.params.target_model_label ?? 'Unknown (legacy report)'}
-              </span>
-            </p>
-
             <PortfolioMonitorPanel
               monitor={monitor}
               monitorRun={monitorRun}