fix: align daily matrix ranking universe

app/services/backtest_service.py

@@ -1039,11 +1039,16 @@ def _replay_candidates_for_period(
     benchmark_closes: dict[date, float] | None,
     start_date: date,
     cadence: str = DEFAULT_BACKTEST_CADENCE,
+    include_short_candidates: bool = False,
 ) -> list[dict]:
     """Slim picklable replay used by local event studies.
 
     Unlike the full report worker it skips factor-series construction and only
-    evaluates setup dates on or after ``start_date``.
+    evaluates setup dates on or after ``start_date``. Long-only remains the
+    compatibility default. Set ``include_short_candidates`` when the caller
+    needs the production-faithful cross-sectional ranking universe; shorts can
+    then contribute to percentiles while the portfolio simulator still trades
+    only qualified longs.
     """
     date_ords, opens, highs, lows, closes, volumes = columns
     bars = [
@@ -1075,14 +1080,14 @@ def _replay_candidates_for_period(
         vol_6m = _realized_vol_6m(window_closes, len(window) - 1)
         iso = bars[i].date.isocalendar()
         for setup in _window_setups(window, config, activation):
-            if setup["direction"] != "long":
+            if not include_short_candidates and setup["direction"] != "long":
                 continue
             candidates.append({
                 "symbol": symbol,
                 "date": bars[i].date.isoformat(),
                 "iso_week": (iso[0], iso[1]),
                 "ranking_period": _ranking_period(bars[i].date, cadence),
-                "direction": "long",
+                "direction": setup["direction"],
                 "entry": setup["entry"],
                 "stop": setup["stop"],
                 "target": setup["target"],