feat: shadow book + shadow-vs-manual performance comparison

The manual paper book only contains trades taken by hand, inside a 20
minute window, on days someone was available. The backtest that validated
this strategy auto-takes the top-ranked qualified setups up to capacity
every session. The forward record was therefore measuring strategy plus
discretion plus availability -- and degrading silently on busy days.

The shadow book closes that gap: it mirrors the backtest's selection rule
(top strategy_rank qualified, up to capacity, 1% fixed-fractional risk)
and shares the manual book's exit policy, so the only difference between
the two books is which setups get taken. Selection ordering reuses the
strategy_rank the scanner already stores rather than recomputing it, so
the two cannot drift apart. It runs as a near-close pipeline step right
after the scan, marking entries at the same prices a human would see.

Gate-reset re-entry state is now scoped per book -- the books diverge as
soon as their entries differ, and each must see only its own stops.

Performance view rewritten around the comparison:
  - three series (shadow, manual, SPY) from a new endpoint
  - SPY changes from a per-trade cost-basis counterfactual to plain
    buy-and-hold %, since one line has to serve two books
  - headline stats are R-multiples, not currency: the books size
    differently, so only R compares across them
  - configurable start date, because the strategy has been revised
    repeatedly and pre-cutover trades ran under rules that no longer
    exist

Migration 024 also repairs the numeric weekday crons written by 023,
rewriting only rows still holding the broken form so hand-corrected
settings survive. Its literals are inlined because bound parameters
render as NULL under 'alembic upgrade --sql'.

The shadow book is opt-in and writes nothing until enabled. Verify its
first selections match a backtest of that day's cross-section before
trusting any point on the curve.

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

app/models/paper_trade.py

@@ -49,3 +49,12 @@ class PaperTrade(Base):
     # Execution era for forward vs backtest comparison:
     # null/legacy = pre-cutover morning-scan, "near_close" = post near-close cutover.
     fill_mode: Mapped[str | None] = mapped_column(String(20), nullable=True)
+    # Which book this trade belongs to:
+    #   "manual" — discretionary, opened by the user from a qualified setup
+    #   "shadow" — opened automatically by the validated strategy (top-ranked
+    #              qualified up to capacity, 1% risk). The shadow book is the
+    #              faithful live twin of the backtest; the two books share the
+    #              same exit policy so the only difference is *selection*.
+    # Gate-reset re-entry state is tracked per book — the books diverge as soon
+    # as their entries differ, and each must see its own trade history.
+    book: Mapped[str] = mapped_column(String(10), nullable=False, default="manual")