Task 21
Cross-sectional Factor RankerEnter a watchlist (3–20 tickers). The LLM picks ONE long-only cross-sectional factor — 12-1 momentum, low volatility, proximity to the 52-week high, or short-term reversal — from as-of universe stats. At each rebalance the whole universe is ranked by that factor using only trailing data, and the top-N is held (equal- or inverse-vol weighted). The LLM never picks individual stocks; the ranking selects them deterministically and lookahead-free. Backtested vs an equal-weight, always-invested basket of ALL the names and the S&P 500.