fix: rank-based allocator + momentum signal (reversal->momentum flip)

signals/momentum.py

@@ -0,0 +1,21 @@
+"""Short-horizon momentum signal."""
+import pandas as pd
+
+from signals.base import AlphaSignal
+
+
+class MomentumSignal(AlphaSignal):
+    """Positive trailing return: stocks that rose score high (momentum).
+
+    The signal is ``close.pct_change(lookback)`` — opposite of ReversalSignal.
+    """
+
+    def __init__(self, lookback: int = 5):
+        self.lookback = lookback
+
+    def compute(self, df: pd.DataFrame) -> pd.Series:
+        return df["close"].pct_change(self.lookback)
+
+    @property
+    def name(self) -> str:
+        return f"momentum_{self.lookback}d"