Task 8

Enter a ticker. We fetch its recent earnings press releases (SEC 8-K, Item 2.02 / Exhibit 99.1), an LLM classifies each one as-of its filing date (sentiment / guidance / beat-miss, with a citation), then it picks one event-driven strategy that trades the post-earnings-announcement drift. A lookahead-free backtest acts only on the open after each filing. This reads the press release, not the live call Q&A transcript — the source is pluggable.