Dark Pool Signal Backtest

Replays the unusual-flow z-score panel across history: each business day, score the universe AS-OF that day; for every flagged ticker, simulate buying at the next session's close and selling hold_days sessions later; benchmark forward returns against SPY held over the same window. Long side = signals where z > 0 (high-flow names), short side = z < 0 (low-flow names). Short-side returns, hit rate, and alpha are reported as the short's realized P&L (positive = the name fell, so the short was profitable).