Task 23

Enter two correlated tickers (e.g. KO, PEP). We build the spread (logA − β·logB, β from a trailing OLS), and when its rolling z-score stretches, bet on mean-reversion: long the cheap leg, short the rich one, dollar-neutral. The suite's one long-short strategy. β and z-stats use only trailing data → lookahead-free. Judge it on Sharpe/drawdown, not raw return — a market-neutral book isn't comparable to long-only buy-and-hold.