fix(research): correct DCA cash-flow drawdowns and causal signals - #540
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Co-Authored-By: Codex <noreply@openai.com>
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Fix three DCA research errors that can change candidate ranking: contributions previously concealed investment drawdowns, close-derived signals affected fills at the same close, and a zero-duration window could report a spurious annualized money-weighted return.
Preserve the asset curve while scoring a contribution-neutral index under the documented beginning-of-session cash convention. Use only earlier available trading-day signals and align warmup accordingly. Aggregate same-day cash flows and keep undefined returns unavailable through scenario exports. The research note identifies historical outputs that require re-evaluation; no production strategy or frozen dataset is changed.
Validation: 57 targeted research/CLI tests passed; Ruff and diff checks passed. Independent review reproduced the public drawdown, signal-timing and zero-span export cases (6 targeted tests passed). No real market-data replay, deployment or trading was performed.