docs: clarify control parity accounting

docs/research/portfolio-capacity-bracket.md

@@ -41,6 +41,14 @@ The daily replay uses zero outcome horizon: setup and rank observations continue
 through the snapshot's last session because portfolio simulation, unlike outcome
 grading, does not require 30 future bars.
 
+Control-parity note: a direct main-versus-branch comparison found identical
+total return, CAGR, maximum drawdown, and Sharpe. The branch intentionally
+changes only the first calendar year's `yearly_returns` convention: it starts
+from initial capital rather than equity after the first session, so day-one
+entry costs are now charged to year one. Older reports can therefore show a
+different first-year contextual return without a strategy-performance
+regression. New trade-detail and measurement-start fields are additive.
+
 ### Weekly-selection mechanics
 
 - Ordinary exits run before entries/rebalancing.

tests/unit/test_portfolio_capacity_research.py

@@ -69,7 +69,7 @@ def _business_days(start: date, end: date) -> list[date]:
     return days
 
 
-def test_new_simulator_options_preserve_legacy_control_path():
+def test_new_simulator_option_defaults_match_explicit_defaults():
     start = date(2025, 1, 6)
     ords = [start.toordinal() + offset for offset in range(8)]
     prices = {'AAA': _prices(ords)}