Calmar / MAR distinction + survivorship bias estimate

Two quant-rigour additions to the result card. First, Calmar and MAR are now reported as separate ratios — they're often used interchangeably, but Calmar uses the worst rolling 36-month drawdown while MAR uses lifetime max drawdown, and the gap between them is itself useful information.

Second, every backtest now carries a survivorship-bias estimate in the trust block. Our universe is curated to liquid US names that exist today, which means strategies are implicitly tested only on companies that didn't go bust. We compute a rough adjustment based on the historical delisting rate for the relevant sector mix, and surface it as a downward sleeve on the headline CAGR — "your reported CAGR is X%, survivorship-adjusted estimate is Y%".

This isn't a perfect correction (no public dataset of delisted ticker bars exists at this scale), but it's a more honest number than pretending the bias doesn't exist.