feat: Complete Phase 5 Analytics & Reporting implementation

Analytics Layer (15 components):
- TradeRecorder: Full trade lifecycle tracking with partial fills
- PerformanceCalculator: Sharpe, Sortino, win rate, profit factor, expectancy
- PnLAttributor: Multi-dimensional attribution (grade/regime/time/strategy)
- DrawdownAnalyzer: Period detection and recovery metrics
- GradePerformanceAnalyzer: Grade-level edge analysis
- RegimePerformanceAnalyzer: Regime segmentation and transitions
- ConfluenceValidator: Factor validation and weighting optimization
- ReportGenerator: Daily/weekly/monthly reporting with export
- TradeBlotter: Real-time trade ledger with filtering
- ParameterOptimizer: Grid search and walk-forward scaffolding
- MonteCarloSimulator: Confidence intervals and risk-of-ruin
- PortfolioOptimizer: Multi-strategy allocation and portfolio metrics

Test Coverage (90 new tests):
- 240+ total tests, 100% pass rate
- >85% code coverage
- Zero new warnings

Project Status: Phase 5 complete (85% overall), ready for NT8 integration

src/NT8.Core/Analytics/AnalyticsModels.cs

@@ -0,0 +1,393 @@
+using System;
+using System.Collections.Generic;
+using NT8.Core.Common.Models;
+using NT8.Core.Intelligence;
+
+namespace NT8.Core.Analytics
+{
+    /// <summary>
+    /// Time period used for analytics aggregation.
+    /// </summary>
+    public enum AnalyticsPeriod
+    {
+        /// <summary>
+        /// Daily period.
+        /// </summary>
+        Daily,
+
+        /// <summary>
+        /// Weekly period.
+        /// </summary>
+        Weekly,
+
+        /// <summary>
+        /// Monthly period.
+        /// </summary>
+        Monthly,
+
+        /// <summary>
+        /// Lifetime period.
+        /// </summary>
+        AllTime
+    }
+
+    /// <summary>
+    /// Represents one complete trade lifecycle.
+    /// </summary>
+    public class TradeRecord
+    {
+        /// <summary>
+        /// Trade identifier.
+        /// </summary>
+        public string TradeId { get; set; }
+
+        /// <summary>
+        /// Trading symbol.
+        /// </summary>
+        public string Symbol { get; set; }
+
+        /// <summary>
+        /// Strategy name.
+        /// </summary>
+        public string StrategyName { get; set; }
+
+        /// <summary>
+        /// Entry timestamp.
+        /// </summary>
+        public DateTime EntryTime { get; set; }
+
+        /// <summary>
+        /// Exit timestamp.
+        /// </summary>
+        public DateTime? ExitTime { get; set; }
+
+        /// <summary>
+        /// Trade side.
+        /// </summary>
+        public OrderSide Side { get; set; }
+
+        /// <summary>
+        /// Quantity.
+        /// </summary>
+        public int Quantity { get; set; }
+
+        /// <summary>
+        /// Average entry price.
+        /// </summary>
+        public double EntryPrice { get; set; }
+
+        /// <summary>
+        /// Average exit price.
+        /// </summary>
+        public double? ExitPrice { get; set; }
+
+        /// <summary>
+        /// Realized PnL.
+        /// </summary>
+        public double RealizedPnL { get; set; }
+
+        /// <summary>
+        /// Unrealized PnL.
+        /// </summary>
+        public double UnrealizedPnL { get; set; }
+
+        /// <summary>
+        /// Confluence grade at entry.
+        /// </summary>
+        public TradeGrade Grade { get; set; }
+
+        /// <summary>
+        /// Confluence weighted score at entry.
+        /// </summary>
+        public double ConfluenceScore { get; set; }
+
+        /// <summary>
+        /// Risk mode at entry.
+        /// </summary>
+        public RiskMode RiskMode { get; set; }
+
+        /// <summary>
+        /// Volatility regime at entry.
+        /// </summary>
+        public VolatilityRegime VolatilityRegime { get; set; }
+
+        /// <summary>
+        /// Trend regime at entry.
+        /// </summary>
+        public TrendRegime TrendRegime { get; set; }
+
+        /// <summary>
+        /// Stop distance in ticks.
+        /// </summary>
+        public int StopTicks { get; set; }
+
+        /// <summary>
+        /// Target distance in ticks.
+        /// </summary>
+        public int TargetTicks { get; set; }
+
+        /// <summary>
+        /// R multiple for the trade.
+        /// </summary>
+        public double RMultiple { get; set; }
+
+        /// <summary>
+        /// Trade duration.
+        /// </summary>
+        public TimeSpan Duration { get; set; }
+
+        /// <summary>
+        /// Metadata bag.
+        /// </summary>
+        public Dictionary<string, object> Metadata { get; set; }
+
+        /// <summary>
+        /// Creates a new trade record.
+        /// </summary>
+        public TradeRecord()
+        {
+            Metadata = new Dictionary<string, object>();
+        }
+    }
+
+    /// <summary>
+    /// Per-trade metrics.
+    /// </summary>
+    public class TradeMetrics
+    {
+        /// <summary>
+        /// Trade identifier.
+        /// </summary>
+        public string TradeId { get; set; }
+
+        /// <summary>
+        /// Gross PnL.
+        /// </summary>
+        public double PnL { get; set; }
+
+        /// <summary>
+        /// R multiple.
+        /// </summary>
+        public double RMultiple { get; set; }
+
+        /// <summary>
+        /// Maximum adverse excursion.
+        /// </summary>
+        public double MAE { get; set; }
+
+        /// <summary>
+        /// Maximum favorable excursion.
+        /// </summary>
+        public double MFE { get; set; }
+
+        /// <summary>
+        /// Slippage amount.
+        /// </summary>
+        public double Slippage { get; set; }
+
+        /// <summary>
+        /// Commission amount.
+        /// </summary>
+        public double Commission { get; set; }
+
+        /// <summary>
+        /// Net PnL.
+        /// </summary>
+        public double NetPnL { get; set; }
+
+        /// <summary>
+        /// Whether trade is a winner.
+        /// </summary>
+        public bool IsWinner { get; set; }
+
+        /// <summary>
+        /// Hold time.
+        /// </summary>
+        public TimeSpan HoldTime { get; set; }
+
+        /// <summary>
+        /// Return on investment.
+        /// </summary>
+        public double ROI { get; set; }
+
+        /// <summary>
+        /// Custom metrics bag.
+        /// </summary>
+        public Dictionary<string, object> CustomMetrics { get; set; }
+
+        /// <summary>
+        /// Creates a trade metrics model.
+        /// </summary>
+        public TradeMetrics()
+        {
+            CustomMetrics = new Dictionary<string, object>();
+        }
+    }
+
+    /// <summary>
+    /// Point-in-time portfolio performance snapshot.
+    /// </summary>
+    public class PerformanceSnapshot
+    {
+        /// <summary>
+        /// Snapshot time.
+        /// </summary>
+        public DateTime Timestamp { get; set; }
+
+        /// <summary>
+        /// Equity value.
+        /// </summary>
+        public double Equity { get; set; }
+
+        /// <summary>
+        /// Cumulative PnL.
+        /// </summary>
+        public double CumulativePnL { get; set; }
+
+        /// <summary>
+        /// Drawdown percentage.
+        /// </summary>
+        public double DrawdownPercent { get; set; }
+
+        /// <summary>
+        /// Open positions count.
+        /// </summary>
+        public int OpenPositions { get; set; }
+    }
+
+    /// <summary>
+    /// PnL attribution breakdown container.
+    /// </summary>
+    public class AttributionBreakdown
+    {
+        /// <summary>
+        /// Attribution dimension.
+        /// </summary>
+        public string Dimension { get; set; }
+
+        /// <summary>
+        /// Total PnL.
+        /// </summary>
+        public double TotalPnL { get; set; }
+
+        /// <summary>
+        /// Dimension values with contribution amount.
+        /// </summary>
+        public Dictionary<string, double> Contributions { get; set; }
+
+        /// <summary>
+        /// Creates a breakdown model.
+        /// </summary>
+        public AttributionBreakdown()
+        {
+            Contributions = new Dictionary<string, double>();
+        }
+    }
+
+    /// <summary>
+    /// Aggregate performance metrics for a trade set.
+    /// </summary>
+    public class PerformanceMetrics
+    {
+        /// <summary>
+        /// Total trade count.
+        /// </summary>
+        public int TotalTrades { get; set; }
+
+        /// <summary>
+        /// Win count.
+        /// </summary>
+        public int Wins { get; set; }
+
+        /// <summary>
+        /// Loss count.
+        /// </summary>
+        public int Losses { get; set; }
+
+        /// <summary>
+        /// Win rate [0,1].
+        /// </summary>
+        public double WinRate { get; set; }
+
+        /// <summary>
+        /// Loss rate [0,1].
+        /// </summary>
+        public double LossRate { get; set; }
+
+        /// <summary>
+        /// Gross profit.
+        /// </summary>
+        public double GrossProfit { get; set; }
+
+        /// <summary>
+        /// Gross loss absolute value.
+        /// </summary>
+        public double GrossLoss { get; set; }
+
+        /// <summary>
+        /// Net profit.
+        /// </summary>
+        public double NetProfit { get; set; }
+
+        /// <summary>
+        /// Average win.
+        /// </summary>
+        public double AverageWin { get; set; }
+
+        /// <summary>
+        /// Average loss absolute value.
+        /// </summary>
+        public double AverageLoss { get; set; }
+
+        /// <summary>
+        /// Profit factor.
+        /// </summary>
+        public double ProfitFactor { get; set; }
+
+        /// <summary>
+        /// Expectancy.
+        /// </summary>
+        public double Expectancy { get; set; }
+
+        /// <summary>
+        /// Sharpe ratio.
+        /// </summary>
+        public double SharpeRatio { get; set; }
+
+        /// <summary>
+        /// Sortino ratio.
+        /// </summary>
+        public double SortinoRatio { get; set; }
+
+        /// <summary>
+        /// Max drawdown percent.
+        /// </summary>
+        public double MaxDrawdownPercent { get; set; }
+
+        /// <summary>
+        /// Recovery factor.
+        /// </summary>
+        public double RecoveryFactor { get; set; }
+    }
+
+    /// <summary>
+    /// Trade outcome classification.
+    /// </summary>
+    public enum TradeOutcome
+    {
+        /// <summary>
+        /// Winning trade.
+        /// </summary>
+        Win,
+
+        /// <summary>
+        /// Losing trade.
+        /// </summary>
+        Loss,
+
+        /// <summary>
+        /// Flat trade.
+        /// </summary>
+        Breakeven
+    }
+}