feat: agent-reviewed overnight_recovery_agent_top10; guard monitor hot-reload

overnight_recovery_agent_top10 (strategies/agent_review.py) re-ranks the
overnight_recovery top 50 with an LLM agent's daily scores:
final = quant percentile + 0.25 x score (-2..+2), vetoes for five event types,
top 10 on the base strategy's rebalance rows and hysteresis. Score files are
stamped by `agent_review.py submit` and steer a session only if stamped before
its 16:00 New York close; without one the strategy holds exactly what
overnight_recovery_top10 holds (checked on the live panel 2016-2026).
- agent_review.py: candidates / submit / evaluate; skill
  .claude/skills/agent-stock-review drives the daily research.
- US only, skipped by precompute (no history before its first score file);
  runs in the original book and in selected_2026_09 (from the book's start).
- .gitignore tracks .claude/skills/ and ignores data/agent/.

Monitor fix: hot-reload re-imports trader.py but not strategies/*. After the
2026-09-29 strategy commits the stale modules made every phase's panel refresh
fail ("Unknown signal 'low_risk'") and US books skipped 09-29 until a restart.
_reload_strategies now builds every factory and keeps the old registry when
any fails; CLAUDE.md says to restart the monitor after changing strategy code.

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>

.gitignore

@@ -1,4 +1,5 @@
-.claude
+.claude/*
+!.claude/skills/
 .qoder/
 
 # Python
@@ -24,6 +25,8 @@ data/csi300_history.json
 # Trader state — per-machine, regenerated by auto/simulate
 data/trader_*.json
 data/books/
+# Agent candidate packs and score files (agent_review.py) — per-machine forward record
+data/agent/
 
 # Factor attribution output and cached factors
 data/attribution_*/