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>

frontend/src/lib/types.ts

@@ -294,6 +294,11 @@ export interface BacktestRecommendation {
   note?: string;
 }
 
+export interface BacktestResearchRecommendation {
+  items: { topic: string; text: string; candidate?: boolean }[];
+  note?: string;
+}
+
 export interface BacktestPortfolioSim {
   params: {
     starting_capital: number;
@@ -307,6 +312,21 @@ export interface BacktestPortfolioSim {
   note?: string;
 }
 
+export interface BacktestStrategyVariant extends BacktestPortfolioPolicy {
+  variant: string;
+  label: string;
+  ranking: 'raw' | 'residual' | string;
+  cutoff: number;
+  max_positions: number;
+  risk_per_trade_pct: number;
+  risk_scale: string | null;
+}
+
+export interface BacktestStrategyVariants {
+  variants: BacktestStrategyVariant[];
+  note?: string;
+}
+
 export interface BacktestGateAblationRow extends BacktestBucket {
   variant: string;
   // The same variant graded under the hold-to-horizon time exit.
@@ -347,7 +367,9 @@ export interface BacktestReport {
   gate_ablation_note?: string;
   time_exit_sweep?: BacktestTimeExitRow[];
   portfolio_sim?: BacktestPortfolioSim;
+  strategy_variants?: BacktestStrategyVariants;
   recommendation?: BacktestRecommendation;
+  research_recommendation?: BacktestResearchRecommendation;
   signal_eval?: BacktestSignalEvalRow[];
   signal_eval_note?: string;
   note: string;