add: 30d/90d/180d/365d forward returns in all backtest views

- Bracket table now shows Avg 30d, 90d, 180d, and 1yr columns
- Signal events show all 4 timeframes
- Current context shows all 4 average returns
- Comparable examples show all available timeframes
- Updated backtest screenshot

backtesting/engine.py

@@ -361,11 +361,13 @@ def run_backtest():
             if abs(d["score"] - current_score) <= margin and d["forward_returns"]:
                 comparable.append(d)
 
-        avg_1yr = None
+        avg_returns = {}
         if comparable:
-            yr_returns = [d["forward_returns"]["365d"] for d in comparable if "365d" in d["forward_returns"]]
-            if yr_returns:
-                avg_1yr = round(sum(yr_returns) / len(yr_returns), 2)
+            for period in ["30d", "90d", "180d", "365d"]:
+                vals = [d["forward_returns"][period] for d in comparable if period in d["forward_returns"]]
+                if vals:
+                    avg_returns[period] = round(sum(vals) / len(vals), 2)
+        avg_1yr = avg_returns.get("365d")
 
         # Best comparable examples (most recent 5)
         examples = []
@@ -383,6 +385,9 @@ def run_backtest():
             "percentile": percentile,
             "comparable_days": len(comparable),
             "avg_1yr_return": avg_1yr,
+            "avg_30d_return": avg_returns.get("30d"),
+            "avg_90d_return": avg_returns.get("90d"),
+            "avg_180d_return": avg_returns.get("180d"),
             "examples": examples,
         }