Add decision-quality roadmap for the investing pack#12
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Documents the planned follow-ups to the quick-wins pass (#10): hybrid narration wiring, a broader backtest scenario corpus, a fundamentals/ momentum win-probability prior, coherent vol/stop/horizon scaling, outcome-driven confidence calibration, and portfolio-level risk aggregation — each gated by the backtest quality metrics.
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Documents the planned decision-quality work for the investing domain — the phases implemented in #11 (hybrid wiring, scenario corpus, win-probability prior, time-scale coherence, calibration, portfolio risk) plus the orthogonal real market-data provider — with the gating metric for each phase.