momentum gate: long-only + wire the percentile onto live setups

Part 1 — long-only. The momentum edge is long top-momentum; the gate was
qualifying shorts on high-momentum names (fighting the trend), which showed as
the -0.13R Short(qual.) drag. While the gate is active, shorts no longer qualify
(backend qualification, backtest _momentum_qualifies, and the frontend mirror).

Part 2 — production wiring. Live setups now carry a real momentum rank, so the
dashboard, the Track Record's qualified stats, and outcome evaluation all gate on
the same value instead of deferring to floors:
- new momentum_service.compute_momentum_percentiles: 12-1 momentum per ticker,
  ranked across the universe into a {symbol: percentile} map.
- the daily R:R scan ranks the universe up front and stores each setup's
  percentile (new trade_setups.momentum_percentile column, migration 010).
- enhance_trade_setup mutates the same row, so the percentile is preserved;
  _trade_setup_to_dict + TradeSetupResponse expose it to the API.

Until a fresh scan runs, pre-existing setups have a null percentile and the gate
falls back to floors for them (longs) / excludes them (shorts) — they fill in on
the next scan. 341 backend tests pass; frontend build clean.

Needs the alembic upgrade (migration 010) on deploy.

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

app/services/qualification.py

@@ -67,11 +67,15 @@ def setup_qualifies(setup: Any, config: dict) -> bool:
     if (setup.confidence_score or 0.0) < config["min_confidence"]:
         return False
     # Cross-sectional momentum: the core selection. A setup's ticker must rank in
-    # the top ``min_momentum_percentile`` of the universe by 12-1 momentum. Only
-    # enforced when a percentile is attached (live setups / backtest) and a
-    # threshold is set; callers that don't attach it defer to the floors above.
+    # the top ``min_momentum_percentile`` of the universe by 12-1 momentum. The
+    # validated edge is long-only, so while the gate is active shorts (which fight
+    # the trend) never qualify. The percentile floor is only enforced when a
+    # percentile is attached (live setups / backtest); callers that don't attach
+    # it defer to the floors above.
     min_pct = float(config.get("min_momentum_percentile", 0.0))
     if min_pct > 0:
+        if (getattr(setup, "direction", "long") or "long") == "short":
+            return False
         momentum_percentile = getattr(setup, "momentum_percentile", None)
         if momentum_percentile is not None and momentum_percentile < min_pct:
             return False