feat(hypotheses): add /backtest-hypothesis command

.claude/commands/backtest-hypothesis.md

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+# /backtest-hypothesis
+
+Test a hypothesis about a scanner improvement using branch-per-hypothesis isolation.
+
+**Usage:** `/backtest-hypothesis "<description of the hypothesis>"`
+
+**Example:** `/backtest-hypothesis "options_flow: scan 3 expirations instead of 1 to capture institutional 30+ DTE positioning"`
+
+---
+
+## Step 1: Read Current Registry
+
+Read `docs/iterations/hypotheses/active.json`. Note:
+- How many hypotheses currently have `status: "running"`
+- The `max_active` limit (default 5)
+- Any existing `pending` entries
+
+Also read `docs/iterations/LEARNINGS.md` and the relevant scanner domain file in
+`docs/iterations/scanners/` to understand the current baseline.
+
+## Step 2: Classify the Hypothesis
+
+Determine whether this is:
+
+**Statistical** — answerable from existing data in `data/recommendations/performance_database.json`
+without any code change. Examples:
+- "Does high confidence (≥8) predict better 30d returns?"
+- "Are options_flow picks that are ITM outperforming OTM ones?"
+
+**Implementation** — requires a code change and forward-testing period. Examples:
+- "Scan 3 expirations instead of 1"
+- "Apply a premium filter of $50K instead of $25K"
+
+## Step 3a: Statistical Path
+
+If statistical: run the analysis now against `data/recommendations/performance_database.json`.
+Write the finding to the relevant scanner domain file under **Evidence Log**. Print a summary.
+Done — no branch needed.
+
+## Step 3b: Implementation Path
+
+### 3b-i: Capacity check
+
+Count running hypotheses from `active.json`. If fewer than `max_active` running, proceed.
+If at capacity: add the new hypothesis as `status: "pending"` — running experiments are NEVER
+paused mid-streak. Inform the user which slot it is queued behind and when it will likely start.
+
+### 3b-ii: Score the hypothesis
+
+Assign a `priority` score (1–9) using these factors:
+
+| Factor | Score |
+|---|---|
+| Scanner 30d win rate < 40% | +3 |
+| Change touches 1 file, 1 parameter | +2 |
+| Directly addresses a weak spot in LEARNINGS.md | +2 |
+| Scanner generates ≥2 picks/day (data accrues fast) | +1 |
+| Supported by external research (arXiv, Alpha Architect, etc.) | +1 |
+| Contradictory evidence or unclear direction | −2 |
+
+### 3b-iii: Determine min_days
+
+Set `min_days` based on the scanner's typical picks-per-day rate:
+- ≥2 picks/day → 14 days
+- 1 pick/day → 21 days
+- <1 pick/day → 30 days
+
+### 3b-iv: Create the branch and implement the code change
+
+```bash
+BRANCH="hypothesis/<scanner>-<slug>"
+git checkout -b "$BRANCH"
+```
+
+Make the minimal code change that implements the hypothesis. Read the scanner file first.
+Only change what the hypothesis requires — do not refactor surrounding code.
+
+```bash
+git add tradingagents/
+git commit -m "hypothesis(<scanner>): <title>"
+```
+
+### 3b-v: Create picks tracking file on the branch
+
+Create `docs/iterations/hypotheses/<id>/picks.json` on the hypothesis branch:
+
+```json
+{
+  "hypothesis_id": "<id>",
+  "scanner": "<scanner>",
+  "picks": []
+}
+```
+
+```bash
+mkdir -p docs/iterations/hypotheses/<id>
+git add docs/iterations/hypotheses/<id>/picks.json
+git commit -m "hypothesis(<scanner>): add picks tracker"
+git push -u origin "$BRANCH"
+```
+
+### 3b-vi: Open a draft PR
+
+```bash
+gh pr create \
+  --title "hypothesis(<scanner>): <title>" \
+  --body "**Hypothesis:** <description>
+
+**Expected impact:** <high/medium/low>
+**Min days:** <N>
+**Priority:** <score>/9
+
+*This is an automated hypothesis experiment. It will be auto-concluded after ${MIN_DAYS} days of data.*" \
+  --draft \
+  --base main
+```
+
+Note the PR number from the output.
+
+### 3b-vii: Update active.json on main
+
+Check out `main`, then update `docs/iterations/hypotheses/active.json` to add the new entry:
+
+```json
+{
+  "id": "<scanner>-<slug>",
+  "scanner": "<scanner>",
+  "title": "<title>",
+  "description": "<description>",
+  "branch": "hypothesis/<scanner>-<slug>",
+  "pr_number": <N>,
+  "status": "running",
+  "priority": <score>,
+  "expected_impact": "<high|medium|low>",
+  "hypothesis_type": "implementation",
+  "created_at": "<YYYY-MM-DD>",
+  "min_days": <N>,
+  "days_elapsed": 0,
+  "picks_log": [],
+  "baseline_scanner": "<scanner>",
+  "conclusion": null
+}
+```
+
+```bash
+git checkout main
+git add docs/iterations/hypotheses/active.json
+git commit -m "feat(hypotheses): register hypothesis <id>"
+git push origin main
+```
+
+## Step 4: Print Summary
+
+Print a confirmation:
+- Hypothesis ID and branch name
+- Status: running or pending
+- Expected conclusion date (created_at + min_days)
+- PR link (if running)
+- Priority score and why