Switch to overnight_recovery_top10, rebalanced every 10 sessions

Under quant-trading's PIT research engine (S&P 500 members 2006-2026,
10 bp), overnight_recovery_top10 filled at the next close beat the
daily UpCap+MomGap by 10.5%/yr (paired Newey-West t 2.44) at 3x instead
of 29x yearly turnover. UpCap+MomGap was a CN champion there, and its
daily variant was never picked for the US book.

- strategy: overnight-return momentum (12m skip 1m) + distance from the
  126-day low, ported from strategies/robust_momentum.py; top 10 equal
  weight, a held name stays while ranked within 30. Scores and picks
  match RobustMomentumStrategy on the IB bars (25 rebalances, 0 diffs).
- rebalance: every 10 sessions from strategy.anchor (2026-09-29), on
  completed sessions through yesterday's close, MOC at today's close;
  other sessions do nothing and weights drift.
- backtest trades only on rebalance sessions, like the live loop.

Co-Authored-By: Claude Opus 5.5 (1M context) <noreply@anthropic.com>

Makefile

@@ -2,6 +2,8 @@
 # "Enable ActiveX and Socket Clients" on and the port matching config.toml.
 # Daily flow, 09:31-15:45 ET on a trading day: `make bars` (picks up today's
 # open), `make plan` to review, `make submit` to send MOC orders filled at the close.
+# Only rebalance sessions (every strategy.rebalance_every from strategy.anchor)
+# trade; on other days plan and submit say so and do nothing.
 # With delayed data (market_data_type = 3) today's bar appears ~15 min after the
 # open, so start after 09:47 ET.
 RUN = uv run ibkr-quant