feat: add strategy variant lab and signal context snapshots

Backtest report now includes research-only hold-to-horizon portfolio variants comparing raw vs residual 12-1 momentum, cutoff 80 vs 90, max 10 vs 15 positions, and SPY-200 risk scaling. A dynamic research recommendation panel flags residual momentum, cutoff 90, or regime scaling only when transparent promotion rules pass.

Adds signal_context_snapshots with migration 016 and captures one point-in-time context row per newly generated TradeSetup: setup fields, composite/dimensions, latest sentiment, latest fundamentals, and strategy_version=momentum_12_1_rr_time_v1. This is forward-only; no historical sentiment/fundamental backfill is attempted.

No live gate, paper-trade exit, or production ranking behavior changes.

Verification: 458 backend tests pass, ruff check app/ clean, frontend npm run build clean.

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

app/models/__init__.py

@@ -12,6 +12,7 @@ from app.models.alert import AlertLog
 from app.models.paper_trade import PaperTrade
 from app.models.regime_snapshot import RegimeSnapshot
 from app.models.benchmark_price import BenchmarkPrice
+from app.models.signal_context_snapshot import SignalContextSnapshot
 
 __all__ = [
     "Ticker",
@@ -30,4 +31,5 @@ __all__ = [
     "PaperTrade",
     "RegimeSnapshot",
     "BenchmarkPrice",
+    "SignalContextSnapshot",
 ]