diff --git a/.Jules/palette.md b/.Jules/palette.md
new file mode 100644
index 0000000..9b3d5cd
--- /dev/null
+++ b/.Jules/palette.md
@@ -0,0 +1,3 @@
+## 2024-05-18 - Added Tooltip Concrete Examples for Quant/Financial Parameters
+**Learning:** Users in data-heavy or financial applications often face cognitive load parsing abstract parameters like "bps" (basis points) or statistical quantiles. Tooltips that only repeat the label are unhelpful.
+**Action:** Always provide concrete numerical examples in tooltips for abstract or scaled units (e.g., `10 bps = 0.10%`, `0.80 = top 20%`) to immediately anchor the user's understanding.
diff --git a/src/dashboard.py b/src/dashboard.py
index 4156c1d..082c438 100644
--- a/src/dashboard.py
+++ b/src/dashboard.py
@@ -170,7 +170,14 @@ def get_cache_key(*args) -> str:
     else:
         factor_window = st.slider("Factor Beta Window (days)", 20, 252, 63, 7)
         vol_window = st.slider("Regime Vol Window (days)", 10, 60, 21, 5)
-        adv_pct = st.slider("ADV Participation %", 0.01, 0.30, float(DEFAULT_ADV_PCT), 0.01)
+        adv_pct = st.slider(
+            "ADV Participation %",
+            0.01,
+            0.30,
+            float(DEFAULT_ADV_PCT),
+            0.01,
+            help="Maximum allowed percentage of Average Daily Volume to trade (e.g., 0.10 = 10%).",
+        )
 
     st.markdown("---")
     st.subheader("4. Research Rigor")
@@ -185,12 +192,25 @@ def get_cache_key(*args) -> str:
         st.info("Using full-sample quantiles (exploratory mode)")
 
     vol_q_high = st.slider(
-        "High Volatility Quantile", 0.5, 0.95, DEFAULT_VOL_QUANTILE_HIGH, 0.05
+        "High Volatility Quantile",
+        0.5,
+        0.95,
+        DEFAULT_VOL_QUANTILE_HIGH,
+        0.05,
+        help="Quantile threshold defining 'High Volatility' (e.g., 0.80 = top 20% most volatile days).",
     )
 
     if mode == "Single-Asset":
         st.subheader("5. Backtest Settings")
-        bt_cost = st.number_input("Transaction Cost (bps)", value=DEFAULT_COST_BPS, step=1) / 10000
+        bt_cost = (
+            st.number_input(
+                "Transaction Cost (bps)",
+                value=DEFAULT_COST_BPS,
+                step=1,
+                help="Cost per trade in basis points (e.g., 10 bps = 0.10%).",
+            )
+            / 10000
+        )
         allow_short = st.checkbox("Allow Short Selling?", value=False)
     else:
         st.subheader("5. Alert Thresholds")
@@ -650,11 +670,11 @@ def get_cache_key(*args) -> str:
 # --- Regime Detection ---
 # Using 21-day annualized vol with option for out-of-sample analysis
 df = signals.detect_volatility_regime(
-    df, 
-    vol_col='Vol_21d', 
-    quantile_high=vol_q_high, 
+    df,
+    vol_col="Vol_21d",
+    quantile_high=vol_q_high,
     quantile_low=0.25,
-    use_expanding=use_oos  # Toggle between in-sample and out-of-sample
+    use_expanding=use_oos,  # Toggle between in-sample and out-of-sample
 )
 
 # --- Dashboard Header ---
@@ -672,14 +692,12 @@ def get_cache_key(*args) -> str:
 h4.metric("Trend Status", "BULLISH" if latest['Close'] > latest[f'SMA_{sma_window}'] else "BEARISH")
 
 # --- Backtest (cached for reuse) ---
-df['Signal_Trend'] = np.where(df['Close'] > df[f'SMA_{sma_window}'], 1, -1 if allow_short else 0)
-bt_cache_key = get_cache_key(
-    signal_cache_key, bt_cost, allow_short, use_oos, vol_q_high
-)
+df["Signal_Trend"] = np.where(df["Close"] > df[f"SMA_{sma_window}"], 1, -1 if allow_short else 0)
+bt_cache_key = get_cache_key(signal_cache_key, bt_cost, allow_short, use_oos, vol_q_high)
 
 if bt_cache_key not in st.session_state.backtest_results:
     with st.spinner("Running backtest simulation..."):
-        res_df = backtester.run_backtest(df, 'Signal_Trend', cost_bps=bt_cost, rebalance_freq='M')
+        res_df = backtester.run_backtest(df, "Signal_Trend", cost_bps=bt_cost, rebalance_freq="M")
         st.session_state.backtest_results[bt_cache_key] = res_df
 
 res_df = st.session_state.backtest_results[bt_cache_key]
@@ -705,9 +723,7 @@ def get_cache_key(*args) -> str:
     transition_stats = regime_analysis.compute_transition_stats(
         res_df['Strategy_Net_Return'], res_df['Vol_Regime']
     )
-    sweep_df = sweep.run_sma_regime_sweep(
-        df, DEFAULT_SMA_SWEEP, mom_window, vol_q_high, use_oos
-    )
+    sweep_df = sweep.run_sma_regime_sweep(df, DEFAULT_SMA_SWEEP, mom_window, vol_q_high, use_oos)
 else:
     cond_stats = pd.DataFrame()
     bench_cond = pd.DataFrame()