Forward test: record forecasts before their outcomes exist.

`snapshot` writes each tracked model's forecast quantiles at the seven
backtest horizons from the latest price to data/forecasts/<origin>.csv. It
refuses stale data (older than two days) and duplicate dates, so snapshots
can't be reconstructed after the fact; committing them dates them.
`forward` scores every recorded forecast whose target date has passed,
reusing the backtest's scoring (now factored out as evaluate.score).

Tracked: random_walk, drift_rw, cycle, powerlaw, plus powerlaw_ou,
powerlaw_ou_param and cycle_on_powerlaw, which development data couldn't
settle. `just weekly` runs update, snapshot and forward.

First snapshot: 2026-09-23 (BTC $84.4K). The first outcomes are due
2026-10-23.

justfile

@@ -36,3 +36,14 @@ clean:
 # Run A/B experiments on development data (default: all)
 ab *names:
     python -m btcmodel ab {{ names }}
+
+# Record tracked models' forecasts for the forward test (commit the new file)
+snapshot:
+    python -m btcmodel snapshot
+
+# Score recorded forecasts whose target dates have passed
+forward:
+    python -m btcmodel forward
+
+# The weekly routine: new prices, a new snapshot, and scores so far
+weekly: update snapshot forward