docs(skill): testfol — synthetic LETFs & backtester automation

[robert7800787-hue]

Adds a domain skill for testfol.io, a portfolio backtester for ETFs / asset allocation (Quasar/Vue).

What it captures

• Synthetic leveraged tickers — the UNDERLYING?L=2&E=0.95&SP=0.30 param syntax (L/E/SP/SW).
• Non-obvious finding: testfol's SP (financing spread) has a hidden default of exactly 0.40% — omitting it is not free leverage. Verified empirically (SP=0.40 reproduces the omitted-SP result to the penny). An SP≈0.30 better matches a real ProShares 2× LETF (QLD) over the 2022–2026 high-rate window, since real funds earn securities-lending income.
• CDP automation gotchas:
  • Input.insertText / dispatchKeyEvent don't populate testfol's type=date fields or its ticker autocomplete reliably — documents the native-setter + input/change event trick that updates Vue's model.
  • Results render as a div grid, not an HTML <table> — documents how to scrape them (find smallest div containing CAGR + Max Drawdown).
  • The per-portfolio Drag field is a separate account-level fee, distinct from a ticker's E.

Notes

• Follows the existing domain-skills/<site>/ convention (durable site shape, no run narration, no secrets/coords).
• Single new file: domain-skills/testfol/synthetic-letf.md.

🤖 Generated with Claude Code

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Summary by cubic

Add domain-skills/testfol/synthetic-letf.md documenting testfol.io synthetic LETF params (L, E, SP, SW) and the hidden SP=0.40% default, with a calibration tip (SP≈0.30) that better matches QLD in 2022–2026. Also covers CDP automation for reliable date/ticker entry and scraping the div-based results grid, and clarifies portfolio Drag vs ticker E.

^{Written for commit 569f3d2. Summary will update on new commits.}

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