Leakage-controlled LLM factor ranking yields median Spearman IC of +0.154 that is largely matched by a kNN baseline on the same real-time macro inputs.
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Leakage-Aware Benchmarking of LLM Forecasting: Real-Time Nowcasts as the Decision-Time Input for Macro Factor Ranking
Leakage-controlled LLM factor ranking yields median Spearman IC of +0.154 that is largely matched by a kNN baseline on the same real-time macro inputs.