Run a strict political-trading event-study backtest for a ticker or portfolio.

Inputs:
- ticker (optional; omit to run portfolio mode against stored holdings)
- optional anchor mode (transaction/report/both)
- optional forward windows (trading sessions)
- optional output root override

Behavior:
- Requires Quiver auth with plan metadata and Tier 1 government-trading entitlement.
- Loads Congress/Senate/House ticker datasets for each analyzed scope ticker.
- Computes event-level forward returns and benchmark-relative results.
- Writes deterministic artifacts under reports/.
- Fails loudly when required auth, datasets, or price history are missing.

This tool is analytic only and does not provide investment advice.
