Tighten qualified signal gate

app/services/qualification.py

@@ -5,9 +5,9 @@ performance stats (server) and mirrored on the frontend. The core selection is
 residual cross-sectional momentum: a setup's ticker must rank in the top
 ``min_momentum_percentile`` of the universe by beta-adjusted 12-1 month momentum.
 R:R and confidence remain as floors, and conviction/conflict survive as optional
-tighteners (off by default). The activation percentile is computed across the
-universe and attached to each setup upstream; when it's absent the gate falls
-back to the floors.
+tighteners (off by default). Qualified setups must also have a probability-backed
+target; otherwise a mathematically high R:R can be driven by a fragile target
+with no independent validation.
 """
 
 from __future__ import annotations
@@ -34,6 +34,18 @@ def best_target_probability(setup: Any) -> float:
     return max(probs, default=0.0)
 
 
+def primary_target_probability(setup: Any) -> float | None:
+    """Probability of the primary/headline target, falling back to best target."""
+    targets = getattr(setup, "targets", None) or []
+    for target in targets:
+        if not isinstance(target, dict) or not target.get("is_primary"):
+            continue
+        probability = target.get("probability")
+        return float(probability) if probability is not None else None
+    best = best_target_probability(setup)
+    return best if best > 0 else None
+
+
 def live_risk_reward(setup: Any, current_price: float) -> float | None:
     """R:R recomputed from the CURRENT price, not the (possibly stale) entry.
 
@@ -58,10 +70,10 @@ def setup_qualifies(setup: Any, config: dict) -> bool:
     ``setup`` is duck-typed: any object exposing rr_ratio, confidence_score,
     recommended_action, risk_level and a ``targets`` list of dicts.
 
-    Gate order: R:R floor → freshness (live R:R) → confidence floor → momentum
-    percentile (the core selection) → optional conviction / conflict tighteners.
-    ``min_momentum_percentile`` defaults to 0 (off) for callers that pass a legacy
-    config without the key.
+    Gate order: R:R floor, freshness (live R:R), target probability, confidence
+    floor, momentum percentile (the core selection), then optional conviction /
+    conflict tighteners. ``min_momentum_percentile`` defaults to 0 (off) for
+    callers that pass a legacy config without the key.
     """
     if setup.rr_ratio < config["min_rr"]:
         return False
@@ -73,20 +85,22 @@ def setup_qualifies(setup: Any, config: dict) -> bool:
         live_rr = live_risk_reward(setup, float(current_price))
         if live_rr is not None and live_rr < config["min_rr"]:
             return False
+    if primary_target_probability(setup) is None:
+        return False
     if (setup.confidence_score or 0.0) < config["min_confidence"]:
         return False
     # Residual cross-sectional momentum: the core selection. A setup's ticker
     # must rank in the top ``min_momentum_percentile`` of the universe by
     # beta-adjusted 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.
+    # gate is active shorts (which fight the trend) never qualify. Missing ranks
+    # do not qualify because the production edge depends on this cross-sectional
+    # selection.
     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:
+        if momentum_percentile is None or momentum_percentile < min_pct:
             return False
     # A setup is actionable only when the live ticker action points in the same
     # direction. NEUTRAL means no clear signal; an opposite action means the