Event study: report its own statistical limits

The v3 cutover run scored 2/4 corrections warned against v2's 3/4, which reads
like a regression and is not one. Only 4 of the 11 detected corrections fall in
the holdout, so recall is one event from a different headline -- and the event
that flips is decided by threshold placement, not by what the score saw. "v3
without the credit sensor" catches 2025-02-21 at a *higher* threshold (35.5)
than shipped v3 misses it at (32.3), because the alarm rule needs a rising edge
and a lower threshold can fire outside the horizon then never reset below.

Two caveats are now computed and surfaced rather than left for the reader to
infer:

- Holdout event count against MIN_EVENTS_FOR_CONFIDENCE. The summary sentence
  states how many of the detected corrections actually fall in the test period.
- Warning-sensor coverage across the split. The score renormalises over what is
  available, so a training window predating a sensor's history freezes the
  threshold on a different construct than the holdout is measured against. At
  the cutover that is 39% of training sessions with all three sensors versus
  100% of the test period, credit history beginning 2023-07-25.

Restricting the threshold to sensor-matched training sessions was tested and
rejected: those sessions are a calm recent stretch, so the threshold falls from
32.3 to 22.5 and false alarms rise from 3.3 to 8.6/yr. It swaps a coverage bias
for a regime-selection bias. The report states its limits instead.

_warning_series now returns per-session sensor counts alongside the scores.

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

frontend/src/lib/types.ts

@@ -604,6 +604,18 @@ export interface EventStudyReport {
     warn_threshold: number;
     basket_hash: string;
     basket_asof: string;
+    credit_sensor_from?: string | null;
+  };
+  /** How far the headline metrics can be trusted. See _reliability(). */
+  reliability?: {
+    events_detected: number;
+    events_in_holdout: number;
+    minimum_events: number;
+    underpowered: boolean;
+    sensors_expected: number;
+    train_full_sensor_share: number;
+    holdout_full_sensor_share: number;
+    sensor_coverage_mismatch: boolean;
   };
   sample?: {
     start: string;