feat: breadth-divergence early-warning indicator + event study

Adds a leading-by-construction candidate and the harness to measure whether it
actually leads regime breaks, before any of it earns weight in the live index.

- breadth_service: % of the stored universe above its own 200-DMA + a divergence
  score (benchmark price up while breadth falls, nudged by low breadth). Genuinely
  leading because it keys on divergence, not level. Not wired into the live score.
- event_study_service: detect drawdown events on the benchmark, then measure each
  indicator's median lead time (event-centered) and precision/recall vs. the base
  rate (signal-centered). Compares breadth-divergence against the deterministic
  coincident price composite (reuses the regime price sub-scores). Price/breadth
  only — reproducible, no LLM/FRED.
- Manual "Event Study" job (Admin → Jobs), GET /regime/event-study, and an
  inline early-warning panel on the Regime tab with an honest small-sample caveat.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>

app/services/admin_service.py

@@ -520,6 +520,7 @@ VALID_JOB_NAMES = {
     "alerts",
     "market_regime",
     "regime_monitor",
+    "event_study",
     "backtest",
     "daily_pipeline",
     "intraday_pipeline",
@@ -536,6 +537,7 @@ JOB_LABELS = {
     "alerts": "Alerts Dispatcher",
     "market_regime": "Market Regime",
     "regime_monitor": "Regime Monitor",
+    "event_study": "Event Study",
     "backtest": "Backtest",
     "daily_pipeline": "Daily Pipeline",
     "intraday_pipeline": "Intraday Pipeline",