LLMs are strong at synthesizing lots of text — earnings summaries, filings, news — into a coherent thesis, and at explaining their reasoning in plain language. That makes them a useful final layer on top of structured research.
They are weak at anything requiring live, precise numerical data they were not given, and they have no inherent ability to forecast prices. A model asked to pick stocks from memory alone is essentially guessing from stale knowledge.
An LLM given a curated, up-to-date brief — valuation, momentum, insider activity, analyst views, macro context — and forced to cite specific figures behaves very differently from one asked an open-ended "what should I buy?" The quality of the inputs and the discipline of the rules around it drive the outcome far more than which model is used.