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>

tests/unit/test_prod_strategy_parity.py

@@ -0,0 +1,88 @@
+"""Parity guards: the backtest's production strategy must equal the live setup.
+
+The portfolio monitor's production row replays the live qualification flag and
+the runtime Admin exit policy, but several constants are still defined on both
+sides (defaults, trail width, ordering weights). These tests fail if the two
+sides drift, so a change to the live strategy forces the backtest — and vice
+versa — to move with it.
+"""
+
+import pytest
+
+from app.services import paper_trade_service
+from app.services.admin_service import ACTIVATION_DEFAULTS
+from app.services.backtest_service import (
+    ATR_TRAIL_MULTIPLIER,
+    LIVE_EXIT_MODE_TO_SIM,
+    PORTFOLIO_MONITOR_STRATEGIES,
+    PRODUCTION_PERCENTILE_KEY,
+    RESIDUAL_HIGH_VOL_BLEND_80_20_KEY,
+    TIME_EXIT_DAYS,
+    _entry_variant_config,
+    _momentum_qualifies,
+    _qualifies_strategy_variant,
+)
+from app.services.momentum_service import (
+    STRATEGY_RANK_MOMENTUM_WEIGHT,
+    STRATEGY_RANK_VOL_WEIGHT,
+)
+
+
+def _production_monitor_row() -> dict:
+    return next(s for s in PORTFOLIO_MONITOR_STRATEGIES if s.get("is_production"))
+
+
+def test_exit_defaults_match_the_simulated_exit() -> None:
+    assert paper_trade_service.DEFAULT_EXIT_MODE == "atr_trailing"
+    assert LIVE_EXIT_MODE_TO_SIM[paper_trade_service.DEFAULT_EXIT_MODE] == "atr_trail3"
+    assert paper_trade_service.DEFAULT_ATR_MULTIPLIER == ATR_TRAIL_MULTIPLIER
+    assert paper_trade_service.DEFAULT_HOLD_DAYS == max(TIME_EXIT_DAYS)
+
+
+def test_every_live_exit_mode_has_a_sim_mapping() -> None:
+    assert set(paper_trade_service._VALID_EXIT_MODES) == set(LIVE_EXIT_MODE_TO_SIM)
+
+
+def test_gate_default_matches_the_promoted_cutoff() -> None:
+    prod = _production_monitor_row()
+    entry_cfg = _entry_variant_config(str(prod["entry_variant"]))
+    assert entry_cfg is not None
+    assert float(entry_cfg["cutoff"]) == float(ACTIVATION_DEFAULTS["min_momentum_percentile"])
+
+
+def test_production_ordering_weights_are_single_sourced() -> None:
+    # The promoted ordering is 80/20 momentum/vol; the backtest imports the
+    # weight, so equality here pins the *value* the promotion was validated at.
+    assert STRATEGY_RANK_MOMENTUM_WEIGHT == 0.8
+    assert STRATEGY_RANK_VOL_WEIGHT == pytest.approx(0.2)
+    prod = _production_monitor_row()
+    entry_cfg = _entry_variant_config(str(prod["entry_variant"]))
+    assert entry_cfg is not None
+    assert entry_cfg["ranking_key"] == RESIDUAL_HIGH_VOL_BLEND_80_20_KEY
+
+
+def test_production_monitor_row_replays_the_live_config() -> None:
+    prod = _production_monitor_row()
+    assert prod.get("use_live_config") is True
+    assert prod["exit_policy"] == "atr_trail3"
+
+
+def test_live_gate_equals_the_production_variant_gate() -> None:
+    """The monitor's live-gate switch relies on the runtime `qualified` flag
+    (_momentum_qualifies) selecting exactly what the frozen production variant
+    gate selects at the default cutoff."""
+    prod = _production_monitor_row()
+    entry_cfg = _entry_variant_config(str(prod["entry_variant"]))
+    assert entry_cfg is not None
+    cutoff = float(ACTIVATION_DEFAULTS["min_momentum_percentile"])
+    for cand in (
+        {"meets_core": True, "direction": "long", PRODUCTION_PERCENTILE_KEY: 92.0},
+        {"meets_core": True, "direction": "long", PRODUCTION_PERCENTILE_KEY: 80.0},
+        {"meets_core": True, "direction": "long", PRODUCTION_PERCENTILE_KEY: 79.9},
+        {"meets_core": True, "direction": "long", PRODUCTION_PERCENTILE_KEY: None},
+        {"meets_core": True, "direction": "short", PRODUCTION_PERCENTILE_KEY: 95.0},
+        {"meets_core": False, "direction": "long", PRODUCTION_PERCENTILE_KEY: 95.0},
+    ):
+        assert _momentum_qualifies(cand, cutoff) == _qualifies_strategy_variant(
+            cand, entry_cfg
+        ), cand