docs: explain the dashboard's field names and the four money settings

[eaitbrahim]

Two documentation gaps, split along what the operator sees vs. what the operator edits.

TUI help (h overlay) — the vocabulary on screen

_equity_lines prints keel's internal field names verbatim, and nothing on the dashboard explains them:

equity_state_mode: paper
high_water_mark: 11000
drawdown: total=0 (ceiling 0.2) weekly=0 (ceiling 0.1)
rail11 (drawdown breaker): ok
paper_cash_usdc: 11000

The v overlay adds sig blk ent exi err. A screen of zeroes reads identically whether keel found no setup or found one and a rail vetoed it — the difference between an idle deployment and a correctly-declining one.

Adds a Glossary section to the existing h overlay (after "Live balance", before "Help mode"), in the existing _row/_note idiom: cycle, signal, sig / blk / ent / exi / err, paper_cash_usdc, equity_state_mode, high_water_mark / drawdown / rail11.

• No new key binding.
• Widest new line is 85 columns against the help's existing 88, so nothing newly clips under _paint; scrolling is unchanged (161 lines total).
• Four new tests in the existing style, section-scoped so an assertion can't be satisfied by a word three sections away.

README — the settings in a file

Adds "How much money moves" after "Confirm vs. autonomy", covering the four settings and, crucially, how they interact.

setting	the surprise
paper.starting_equity_usd	ONE-TIME seed, first paper run only (agent.py, the paper_trader.get_cash() is None branch). Editing it later resizes nothing, and no command clears the persisted paper_cash_usdc.
paper.monthly_contribution_usd	compounds against that small base
caps.max_exposure_usd	dual role — held-at-once ceiling and the live sizing equity proxy, so risk_pct is a fraction of it, not of real equity
rail 14's monthly allowance	lives in broker_subscriptions (DB, not config) — which is why it drifts out of step with the caps

The interaction is the point: sizing scales with equity (or the proxy), the rail-14 allowance is a fixed dollar figure. When they drift apart every setup is vetoed and the system looks broken while working exactly as designed. Recorded with the verified case — $11,000 equity, risk_pct: 0.01, a 3.35%-wide stop sizing to $3,284.67 against a $500/month allowance; reseeding at $500 sizes the same setup at $149.30. Plus the mechanic that makes it counter-intuitive: a tighter stop yields a LARGER position (size = risk ÷ stop-distance), which is how a 1% risk became a 30% position.

Verification

Every claim was read out of the source, not assumed. Notable precision fixes made during review: starting_equity_usd: 0 seeds from real mark-to-market equity (a value > 0 is an override, not a fallback); the sizing proxy applies to the live non-DCA ENTER path only — paper mode passes equity_override; the contribution is per UTC calendar month; and config.yaml does still supply rail 14's tier catalogue and unattested fallback, so the DB claim is scoped to the in-force allowance.

Documentation only — no behaviour, default, or config value changed. pyproject.toml untouched; nothing under docs/experiments/ touched.

$ uv run ruff check keel tests packages scripts
All checks passed!

$ uv run pytest -q
2668 passed, 1 skipped in 31.65s
SKIPPED [1] packages/keel-broker-api/keel_broker_api/conformance/suite.py:254:
  adapter serves no granularity the suite could exercise

$ uv run mypy
Success: no issues found in 221 source files

2668 = the 2664 baseline + 4 new tests; exactly the one expected skip.

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