feat(real-family): realistic strategy lengths over real data

The built-in family grid was calibrated for the synthetic demo streams (18/60
bars), where trend SMA 2-5 / MACD 2-4-3 are the only lengths that warm. Over real
M1 data those are noise — ~9000 exposure sign-flips per month, a strategy trading
the bid-ask wiggle, not a trend.

DataSource::strategy_lengths() makes the grid data-kind-dependent (like
wf_window_sizes): synthetic keeps {2,3}x{4,5} + MACD 2/4/3 (byte-unchanged); real
uses {50,100}x{200,400} trend SMAs + standard 12/26/9 MACD. Threaded through
sweep_family + sweep_over (the walk-forward in-sample sweep). Over real EURUSD the
monthly flip count drops from ~9000 to ~130-310 — a genuine trend cross.

This is a demo-strategy calibration patch (ledger C22 amendment notes it as such);
the real answer is project-authored strategies owning their own grid (C9), deferred
to the project-env work.

Verified: cargo test -p aura-cli (all green, synthetic byte-unchanged),
clippy -D warnings clean; real sweep probe shows ~130-310 flips/month.

refs #106

crates/aura-cli/src/main.rs

@@ -604,6 +604,20 @@ impl DataSource {
             DataSource::Real { .. } => (WF_REAL_IS_NS, WF_REAL_OOS_NS, WF_REAL_STEP_NS),
         }
     }
+
+    /// The built-in strategy's length grid, **per data kind**. Synthetic keeps the
+    /// short lengths that fit the 18/60-bar demo streams (a 200-bar MA would never
+    /// warm on a 60-bar stream); real uses realistic M1 lengths so the SMA-cross +
+    /// MACD signal is a real trend cross over tens of thousands of bars, not noise.
+    /// Returns `(trend_fast grid, trend_slow grid, (macd_fast, macd_slow, macd_signal))`;
+    /// only the two trend axes vary (a 2×2 sweep), the MACD lengths are pinned.
+    fn strategy_lengths(&self) -> ([i64; 2], [i64; 2], (i64, i64, i64)) {
+        match self {
+            DataSource::Synthetic => ([2, 3], [4, 5], (2, 4, 3)),
+            // 50/200-style intraday crosses on M1 (minutes), standard 12/26/9 MACD.
+            DataSource::Real { .. } => ([50, 100], [200, 400], (12, 26, 9)),
+        }
+    }
 }
 
 /// The SMA-cross signal as a named composite (price -> fast/slow SMA -> spread).
@@ -702,12 +716,13 @@ fn sweep_family(trace: Option<&str>, data: &DataSource) -> SweepFamily {
     let window = data.full_window();
     let bp = sample_blueprint_with_sinks(pip).0;
     let space = bp.param_space();
+    let (tf, ts, (mf, ms, msig)) = data.strategy_lengths();
     let binder = bp
-        .axis("signals.trend.fast.length", [2, 3])
-        .axis("signals.trend.slow.length", [4, 5])
-        .axis("signals.momentum.fast.length", [2])
-        .axis("signals.momentum.slow.length", [4])
-        .axis("signals.momentum.signal.length", [3])
+        .axis("signals.trend.fast.length", tf)
+        .axis("signals.trend.slow.length", ts)
+        .axis("signals.momentum.fast.length", [mf])
+        .axis("signals.momentum.slow.length", [ms])
+        .axis("signals.momentum.signal.length", [msig])
         .axis("signals.blend.weights[0]", [1.0])
         .axis("signals.blend.weights[1]", [1.0])
         .axis("exposure.scale", [0.5]);
@@ -985,11 +1000,12 @@ fn sweep_over(from: Timestamp, to: Timestamp, data: &DataSource) -> SweepFamily
     let pip = data.pip_size();
     let bp = sample_blueprint_with_sinks(pip).0;
     let space = bp.param_space();
-    bp.axis("signals.trend.fast.length", [2, 3])
-        .axis("signals.trend.slow.length", [4, 5])
-        .axis("signals.momentum.fast.length", [2])
-        .axis("signals.momentum.slow.length", [4])
-        .axis("signals.momentum.signal.length", [3])
+    let (tf, ts, (mf, ms, msig)) = data.strategy_lengths();
+    bp.axis("signals.trend.fast.length", tf)
+        .axis("signals.trend.slow.length", ts)
+        .axis("signals.momentum.fast.length", [mf])
+        .axis("signals.momentum.slow.length", [ms])
+        .axis("signals.momentum.signal.length", [msig])
         .axis("signals.blend.weights[0]", [1.0])
         .axis("signals.blend.weights[1]", [1.0])
         .axis("exposure.scale", [0.5])
@@ -1447,6 +1463,29 @@ mod tests {
         assert_eq!(WF_REAL_STEP_NS, 30 * day_ns);
     }
 
+    #[test]
+    fn strategy_lengths_are_short_for_synthetic_realistic_for_real() {
+        // Synthetic keeps the demo-stream lengths (byte-unchanged: the 18/60-bar
+        // built-in streams cannot warm a long MA).
+        assert_eq!(DataSource::Synthetic.strategy_lengths(), ([2, 3], [4, 5], (2, 4, 3)));
+        // Real uses realistic M1 lengths — no 2-5-bar noise over tens of thousands
+        // of bars. Constructing Real needs a server, but strategy_lengths matches on
+        // the variant only (no data access).
+        let real = DataSource::Real {
+            server: std::sync::Arc::new(data_server::DataServer::new(data_server::DEFAULT_DATA_PATH)),
+            symbol: "EURUSD".into(),
+            from_ms: None,
+            to_ms: None,
+            pip: 0.0001,
+        };
+        let (tf, ts, macd) = real.strategy_lengths();
+        assert_eq!((tf, ts, macd), ([50, 100], [200, 400], (12, 26, 9)));
+        // every trend-fast < every trend-slow (a valid SMA cross, both variants).
+        assert!(tf.iter().max().unwrap() < ts.iter().min().unwrap());
+        let (stf, sts, _) = DataSource::Synthetic.strategy_lengths();
+        assert!(stf.iter().max().unwrap() < sts.iter().min().unwrap());
+    }
+
     #[test]
     fn walkforward_report_is_deterministic() {
         // The built-in WFO render is byte-identical across two

docs/design/INDEX.md

@@ -1057,7 +1057,15 @@ the whole change is in `aura-cli`); the synthetic path is byte-unchanged.
 realization (C12 axis 4), which is undefined over real data's single realization —
 `aura mc --real` refuses with exit 2; a real MC needs a bootstrap-resampling axis
 (its own cycle). The real walk-forward member key `oos{from.0}` widens from a small
-synthetic bar index to an epoch-ns integer (still portable, collision-free).
+synthetic bar index to an epoch-ns integer (still portable, collision-free). The
+built-in demo strategy's **length grid is likewise data-kind-dependent**
+(`DataSource::strategy_lengths`): synthetic keeps the short lengths that fit the
+18/60-bar demo streams (trend SMA `{2,3}×{4,5}`, MACD `2/4/3`), real uses realistic
+M1 lengths (trend `{50,100}×{200,400}`, MACD `12/26/9`) so the cross is a genuine
+trend signal over tens of thousands of bars, not noise. This — like the roller
+sizes — is a *demo-strategy calibration* patch; the real answer is project-authored
+strategies (C9: a project crate owns its own grid), deferred to the project-env
+work.
 
 ### C23 — Graph compilation and behaviour-preserving optimisation
 **Guarantee.** The bootstrap (C19) is a **compilation**: it lowers a param-generic,