Support quintile and decile long-short portfolio sorts

[Yuning598]

Background

The current equity pipeline hard-codes monthly decile assignments and the explorer labels the spread as 10-1. The analysis should also report quintile portfolios so that 5-1 and 10-1 results can be compared consistently.

Scope

• Parameterize the number of portfolios instead of hard-coding ten groups.
• Build both quintile (5-1) and decile (10-1) long-short series.
• Support the existing equal-weighted and value-weighted variants for both sorts.
• Expose the selected sort in the explorer, chart subtitle, hover text, caption, and output metadata.

Acceptance criteria

• scripts/build_long_short_portfolios.py produces reproducible 5-1 and 10-1 outputs from the same source release.
• Direction handling remains consistent for characteristics whose expected premium is negative.
• chars/scripts/long-short-explorer.js allows users to distinguish or select quintile and decile results.
• No quintile result is labeled as 10-1 or as a decile portfolio.
• Tests cover portfolio membership, long/short leg selection, and both weighting schemes.