Replay historic negation-pair arbitrage signals against real trade flow

Pulls every kind=negation_pair arbitrage_history row in [from, to], filters by min_net_edge, then for each surviving signal simulates a fill against the real BUY-side event_trades that landed within fill_window_ms on each leg (YES + NO). Returns cumulative PnL, drawdown, and per-signal curve. The position economics are guaranteed-$1-on-payout, so PnL = notional - costBasis - fees.