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>

tests/unit/test_scheduler.py

@@ -88,6 +88,7 @@ class TestConfigureScheduler:
             "alerts",
             "market_regime",
             "regime_monitor",
+            "event_study",
             "backtest",
             "daily_pipeline",
             "intraday_pipeline",
@@ -109,6 +110,7 @@ class TestConfigureScheduler:
             "fundamental_collector",
             "market_regime",
             "regime_monitor",
+            "event_study",
             "outcome_evaluator",
             "rr_scanner",
             "sentiment_collector",