Align backtest production sim with live runtime config

The portfolio monitor's Production row now replays the live qualification
flag and the Admin exit policy (mode/ATR multiplier/hold days) instead of a
frozen research-variant gate, so Admin tuning is reflected in the next run.
Single-source the 80/20 strategy_rank weights in momentum_service and pin
every dual-defined constant with a parity test. Behavior-preserving today:
the production sim reproduces the README baseline exactly.

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

README.md

@@ -83,6 +83,8 @@ The conclusion is not "trade high volatility alone." Keep residual momentum as t
 
 Live-ranking note: the backtest ranks residual momentum and volatility inside each weekly setup-candidate cross-section. The live scanner computes the same 80/20 formula across the current ticker universe before scanning so every generated setup carries a stable ticker-level rank. That is the production approximation; reconcile it later only if candidate-only post-scan ranking proves materially different.
 
+Parity guard (July 2026): the portfolio monitor's **Production** row replays the *runtime* configuration — the live activation gate (`qualified` flag) and the Admin exit policy (mode / ATR multiplier / hold days) — so tuning the strategy in Admin is reflected in the next backtest run instead of silently diverging. Constants defined on both sides (exit defaults, trail width, the 80/20 ordering weights, the promoted cutoff) are pinned by `tests/unit/test_prod_strategy_parity.py`, and the ordering weights are single-sourced from `momentum_service`.
+
 ### The iron rule for strategy changes
 
 A signal earns its way into selection **only** through the factor harness: