Arena run #1181

meanrev-v1amazonamazon/nova-premier-v1EUsuccess
Arena
Run status
as_of: 2026-04-11T10:24:31.165590+00:00
started_at: 2026-04-11T14:30:45.750508+00:00
finished_at: 2026-04-11T14:31:05.866926+00:00
duration_ms: 20115
Inputs
{
  "as_of": "2026-04-11T10:24:31.165590+00:00",
  "dry_run": false,
  "selected": [
    {
      "symbol": "RS1_CFD.UK",
      "selection_reason": "23.9% 1d move with 26.4% distance from MA200",
      "mean_reversion_score": 85
    },
    {
      "symbol": "BOY_CFD.UK",
      "selection_reason": "+24.1% 1d change and 28.7% above MA200",
      "mean_reversion_score": 82
    },
    {
      "symbol": "CFEB_CFD.BE",
      "selection_reason": "+11.0% 1d move and 27.7% above MA200",
      "mean_reversion_score": 79
    },
    {
      "symbol": "RSW_CFD.UK",
      "selection_reason": "+18.2% 1d change +36.8% from MA200",
      "mean_reversion_score": 78
    },
    {
      "symbol": "PNN_CFD.UK",
      "selection_reason": "+16.6% 1d return and 23.8% above MA200",
      "mean_reversion_score": 76
    }
  ],
  "simulate_only": false,
  "strict_replay": false,
  "universe_symbols": [
    "RS1_CFD.UK",
    "MGNS_CFD.UK",
    "GEN_CFD.UK",
    "JUP_CFD.UK",
    "BOY_CFD.UK",
    "THG_CFD.UK",
    "CRST_CFD.UK",
    "PAGE_CFD.UK",
    "ICG_CFD.UK",
    "SHC_CFD.UK",
    "PAG_CFD.UK",
    "RHIM_CFD.UK",
    "PNN_CFD.UK",
    "CBG_CFD.UK",
    "RSW_CFD.UK",
    "DLN_CFD.UK",
    "TPK_CFD.UK",
    "DOM_CFD.UK",
    "ITV_CFD.UK",
    "SGE_CFD.UK",
    "BBY_CFD.UK",
    "IEP_CFD.BE",
    "MAB_CFD.UK",
    "OCDO_CFD.UK",
    "IPO_CFD.UK",
    "GROW_CFD.UK",
    "IWG_CFD.UK",
    "WKP_CFD.UK",
    "SMIN_CFD.UK",
    "DOCS_CFD.UK",
    "CFEB_CFD.BE",
    "CRDA_CFD.UK",
    "CCC_CFD.UK",
    "MNDI_CFD.UK",
    "CCL_CFD.UK",
    "HMSO_CFD.UK",
    "NYT_CFD.US",
    "LIO_CFD.UK",
    "CABO_CFD.US",
    "SW_CFD.FR",
    "LSS_CFD.FR",
    "PSON_CFD.UK",
    "GRI_CFD.UK",
    "DE_CFD.US",
    "DELL_CFD.US",
    "LPX_CFD.US",
    "HQY_CFD.US",
    "SEM_CFD.PT"
  ]
}
Outputs
{
  "actions": {
    "buy": [
      {
        "reason": "Highest mean-reversion score +23.9% 1d move",
        "symbol": "RS1_CFD.UK",
        "position_size": 3000
      },
      {
        "reason": "Second-highest score with +24.1% 1d deviation",
        "symbol": "BOY_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [],
    "sell": [
      {
        "reason": "Overtrading prevention: selling oldest profitable position first",
        "symbol": "UKW_CFD.UK"
      }
    ]
  },
  "portfolio_rationale": "Maintaining max_positions=10 by selling 1 oldest profitable position (UKW_CFD.UK) to fund 2 new buys. Prioritized candidates with extreme 1d deviations >20% from MA200 and highest scores per strategy rules."
}
Prompts & responses
#2281openrouteramazon/nova-premier-v12026-04-11T14:30:45.796413+00:00
System prompt
You are an Arena strategy executor. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices, fundamentals, earnings dates, or sentiment. If a field is null/empty, treat it as unknown. You are a constrained selector (no narrative).
User prompt
{"task": "stage1_universe_scan", "region": "EU", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "selection_rules": {"horizon": "2-10 trading days", "target": "short-term mean reversion in liquid equities", "constraints": ["Select exactly 5 candidates", "Avoid earnings within 5 trading days (if known)", "Avoid highly binary/event-driven moves (if known)", "Avoid sector concentration: max 1 per sector unless clearly justified (sector may be unknown)"]}, "universe": [{"symbol": "RS1_CFD.UK", "name": "RS GROUP PLC", "sector": "", "last_price": 725.5, "change_1d_pct": 23.91118701964132, "distance_from_ma200_pct": 26.42587431420933, "distance_from_ma50_pct": 23.74236481466445, "volatility_20d_pct": 102.67597620645313, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "MGNS_CFD.UK", "name": "MORGAN SINDALL GROUP PLC", "sector": "", "last_price": 5370.0, "change_1d_pct": 19.599109131403125, "distance_from_ma200_pct": 32.00382943846654, "distance_from_ma50_pct": 15.63012691493826, "volatility_20d_pct": 90.38530398603771, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "GEN_CFD.UK", "name": "GENUIT GROUP PLC", "sector": "", "last_price": 370.0, "change_1d_pct": 13.671274961597547, "distance_from_ma200_pct": 1.1384913963945476, "distance_from_ma50_pct": 7.521632190000593, "volatility_20d_pct": 112.82453945409682, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "JUP_CFD.UK", "name": "JUPITER FUND MANAGEMENT", "sector": "", "last_price": 193.6, "change_1d_pct": 22.06809583858764, "distance_from_ma200_pct": 57.65825374753912, "distance_from_ma50_pct": 19.274691586205538, "volatility_20d_pct": 96.15961444303547, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "BOY_CFD.UK", "name": "BODYCOTE PLC", "sector": "", "last_price": 775.4, "change_1d_pct": 24.163330664531625, "distance_from_ma200_pct": 28.652243313347768, "distance_from_ma50_pct": 18.63612217470385, "volatility_20d_pct": 103.46484337510964, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "THG_CFD.UK", "name": "THG PLC", "sector": "", "last_price": 34.98, "change_1d_pct": -21.463852716659193, "distance_from_ma200_pct": 2.6990050116409536, "distance_from_ma50_pct": -18.650784422253118, "volatility_20d_pct": 150.5308117928466, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "CRST_CFD.UK", "name": "CREST NICHOLSON HOLDINGS", "sector": "", "last_price": 166.0, "change_1d_pct": -1.7169923031379541, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 17.326095868142446, "volatility_20d_pct": 6765.572529258391, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "PAGE_CFD.UK", "name": "PAGEGROUP PLC", "sector": "", "last_price": 152.7, "change_1d_pct": -36.79635761589404, "distance_from_ma200_pct": -40.61156091058385, "distance_from_ma50_pct": -31.72721647345812, "volatility_20d_pct": 193.22753953431183, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "ICG_CFD.UK", "name": "ICG Plc", "sector": "", "last_price": 1693.0, "change_1d_pct": -15.18545979199647, "distance_from_ma200_pct": -16.18296530905513, "distance_from_ma50_pct": -12.256151916578562, "volatility_20d_pct": 73.10253575454833, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "SHC_CFD.UK", "name": "SHAFTESBURY CAPITAL PLC", "sector": "", "last_price": 140.4, "change_1d_pct": -2.9045643153526868, "distance_from_ma200_pct": 0.26963533347688085, "distance_from_ma50_pct": -0.771073778544229, "volatility_20d_pct": 63.75522821252001, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "PAG_CFD.UK", "name": "PARAGON BANKING GROUP PLC", "sector": "", "last_price": 852.5, "change_1d_pct": -3.399433427762044, "distance_from_ma200_pct": -1.3404962254783492, "distance_from_ma50_pct": 0.699141440891915, "volatility_20d_pct": 71.52779356208148, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "RHIM_CFD.UK", "name": "RHI MAGNESITA NV", "sector": "", "last_price": 2550.0, "change_1d_pct": -6.764168190127973, "distance_from_ma200_pct": -2.35709026809392, "distance_from_ma50_pct": 0.9429816244979738, "volatility_20d_pct": 151.25590362229855, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "PNN_CFD.UK", "name": "PENNON GROUP PLC", "sector": "", "last_price": 599.27, "change_1d_pct": 16.58722592945663, "distance_from_ma200_pct": 23.75684537859759, "distance_from_ma50_pct": 16.983140154106113, "volatility_20d_pct": 84.07433118596934, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "CBG_CFD.UK", "name": "CLOSE BROTHERS GROUP PLC", "sector": "", "last_price": 342.92, "change_1d_pct": -25.159319074639885, "distance_from_ma200_pct": -20.296380692860406, "distance_from_ma50_pct": -28.359052096581994, "volatility_20d_pct": 9929.245998071934, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "RSW_CFD.UK", "name": "RENISHAW PLC", "sector": "", "last_price": 4100.0, "change_1d_pct": 18.155619596541793, "distance_from_ma200_pct": 36.779911314574385, "distance_from_ma50_pct": 14.333028240759926, "volatility_20d_pct": 92.61568245477878, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "DLN_CFD.UK", "name": "DERWENT LONDON PLC", "sector": "", "last_price": 1953.0, "change_1d_pct": 10.401356698699837, "distance_from_ma200_pct": 5.069478604951705, "distance_from_ma50_pct": 12.150447212111025, "volatility_20d_pct": 115.39088732649292, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "TPK_CFD.UK", "name": "TRAVIS PERKINS PLC", "sector": "", "last_price": 601.57, "change_1d_pct": -1.21029986533977, "distance_from_ma200_pct": 0.5267641208837714, "distance_from_ma50_pct": -4.983077425595306, "volatility_20d_pct": 108.19399806448348, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "DOM_CFD.UK", "name": "DOMINO'S PIZZA GROUP PLC", "sector": "", "last_price": 183.13, "change_1d_pct": -0.3102885138813294, "distance_from_ma200_pct": -15.070952368916624, "distance_from_ma50_pct": 1.0777282376278619, "volatility_20d_pct": 87.92203351330001, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "ITV_CFD.UK", "name": "ITV PLC", "sector": "", "last_price": 79.85, "change_1d_pct": -2.9179331306990908, "distance_from_ma200_pct": 0.2068138123516139, "distance_from_ma50_pct": -1.5145908877870817, "volatility_20d_pct": 147.26310294999405, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "SGE_CFD.UK", "name": "SAGE GROUP PLC/THE", "sector": "", "last_price": 856.8, "change_1d_pct": 3.1046931407942235, "distance_from_ma200_pct": -22.243697671553598, "distance_from_ma50_pct": -3.8484198618999543, "volatility_20d_pct": 113.91757826865711, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "BBY_CFD.UK", "name": "BALFOUR BEATTY PLC", "sector": "", "last_price": 759.18, "change_1d_pct": 5.222453222453205, "distance_from_ma200_pct": 33.313724414201815, "distance_from_ma50_pct": 8.832962232591, "volatility_20d_pct": 54.25956465831767, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "IEP_CFD.BE", "name": "IEP Invest NV", "sector": "", "last_price": 5.4, "change_1d_pct": 0.0, "distance_from_ma200_pct": 0.9951765451794659, "distance_from_ma50_pct": 0.5657756042326989, "volatility_20d_pct": 138.39532879660115, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "MAB_CFD.UK", "name": "MITCHELLS & BUTLERS PLC", "sector": "", "last_price": 292.81, "change_1d_pct": 14.37890625, "distance_from_ma200_pct": 11.595067041457764, "distance_from_ma50_pct": 10.935906392690597, "volatility_20d_pct": 118.87119977937589, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "OCDO_CFD.UK", "name": "OCADO GROUP PLC", "sector": "", "last_price": 191.8, "change_1d_pct": -27.731725697061027, "distance_from_ma200_pct": -25.425914067168765, "distance_from_ma50_pct": -16.54505218327368, "volatility_20d_pct": 249.00720326714767, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "IPO_CFD.UK", "name": "IP GROUP PLC", "sector": "", "last_price": 57.6, "change_1d_pct": -1.873935264054516, "distance_from_ma200_pct": 10.233643652522883, "distance_from_ma50_pct": -2.027486732888828, "volatility_20d_pct": 89.82123635439407, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "GROW_CFD.UK", "name": "MOLTEN VENTURES PLC", "sector": "", "last_price": 465.0, "change_1d_pct": 1.572739187418093, "distance_from_ma200_pct": 22.569628774815076, "distance_from_ma50_pct": -4.275686024250158, "volatility_20d_pct": 115.72658030340939, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "IWG_CFD.UK", "name": "IWG PLC", "sector": "", "last_price": 177.0, "change_1d_pct": -26.786896095301127, "distance_from_ma200_pct": -17.645939421376646, "distance_from_ma50_pct": -22.14236071400294, "volatility_20d_pct": 154.02502086657427, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "WKP_CFD.UK", "name": "WORKSPACE GROUP PLC", "sector": "", "last_price": 423.0, "change_1d_pct": 3.6764705882353033, "distance_from_ma200_pct": 1.8640028868691871, "distance_from_ma50_pct": 5.808194506978848, "volatility_20d_pct": 70.2233148398582, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "SMIN_CFD.UK", "name": "SMITHS GROUP PLC", "sector": "", "last_price": 2410.0, "change_1d_pct": -2.900886381950041, "distance_from_ma200_pct": 8.724723729236384, "distance_from_ma50_pct": -1.2150629239554345, "volatility_20d_pct": 88.62035790812207, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "DOCS_CFD.UK", "name": "DR. MARTENS PLC", "sector": "", "last_price": 64.5, "change_1d_pct": -3.5153328347045543, "distance_from_ma200_pct": -14.829841246785492, "distance_from_ma50_pct": -11.320702834987761, "volatility_20d_pct": 128.30568371469687, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "CFEB_CFD.BE", "name": "Compagnie d'Entreprises CFE SA", "sector": "", "last_price": 11.65, "change_1d_pct": 10.952380952380958, "distance_from_ma200_pct": 27.744099511008756, "distance_from_ma50_pct": 11.01137556911198, "volatility_20d_pct": 124.27125846201999, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "CRDA_CFD.UK", "name": "CRODA INTERNATIONAL PLC", "sector": "", "last_price": 3008.31, "change_1d_pct": -6.574223602484475, "distance_from_ma200_pct": 6.3535245799013484, "distance_from_ma50_pct": 6.21677669397771, "volatility_20d_pct": 122.68863352417152, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "CCC_CFD.UK", "name": "COMPUTACENTER PLC", "sector": "", "last_price": 3166.0, "change_1d_pct": 3.396472893533642, "distance_from_ma200_pct": 22.624137961218405, "distance_from_ma50_pct": 5.540749329986272, "volatility_20d_pct": 128.39090015387438, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "MNDI_CFD.UK", "name": "MONDI PLC", "sector": "", "last_price": 872.2, "change_1d_pct": -3.23940536942533, "distance_from_ma200_pct": -10.415672512073126, "distance_from_ma50_pct": -0.6407883120211899, "volatility_20d_pct": 116.1087128917664, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "CCL_CFD.UK", "name": "CARNIVAL PLC", "sector": "", "last_price": 2045.0, "change_1d_pct": -16.80397062712313, "distance_from_ma200_pct": 6.687498465878128, "distance_from_ma50_pct": -2.5866414417672567, "volatility_20d_pct": 184.46129061649768, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "HMSO_CFD.UK", "name": "HAMMERSON PLC", "sector": "", "last_price": 348.8, "change_1d_pct": -1.8570624648283518, "distance_from_ma200_pct": 20.24082637989966, "distance_from_ma50_pct": 7.964017771966869, "volatility_20d_pct": 3280.1806241206145, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "NYT_CFD.US", "name": "NEW YORK TIMES CO-A", "sector": "", "last_price": 80.39, "change_1d_pct": -6.729318946513518, "distance_from_ma200_pct": 23.25246056465542, "distance_from_ma50_pct": 2.5565789809404604, "volatility_20d_pct": 40.292747360527436, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "LIO_CFD.UK", "name": "LIONTRUST ASSET MANAGEMENT", "sector": "", "last_price": 254.5, "change_1d_pct": 8.76068376068375, "distance_from_ma200_pct": -21.5373741842546, "distance_from_ma50_pct": -0.10244896196827113, "volatility_20d_pct": 159.90793576662, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "CABO_CFD.US", "name": "Cable One Inc", "sector": "", "last_price": 93.73, "change_1d_pct": -1.0556317956296857, "distance_from_ma200_pct": -26.478316868806196, "distance_from_ma50_pct": -6.10813041683863, "volatility_20d_pct": 131.88457142772032, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "SW_CFD.FR", "name": "Sodexo", "sector": "", "last_price": 40.439, "change_1d_pct": -11.614538937337437, "distance_from_ma200_pct": -16.173190802122594, "distance_from_ma50_pct": -9.890537915986663, "volatility_20d_pct": 103.00245662172654, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "LSS_CFD.FR", "name": "Lectra SA", "sector": "", "last_price": 16.18, "change_1d_pct": 1.8122325698464614, "distance_from_ma200_pct": -27.886811710147786, "distance_from_ma50_pct": -13.496752118474165, "volatility_20d_pct": 95.13374174947018, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "PSON_CFD.UK", "name": "PEARSON PLC", "sector": "", "last_price": 1014.0, "change_1d_pct": 0.5453644025780857, "distance_from_ma200_pct": -3.340468567087751, "distance_from_ma50_pct": 6.424380125215534, "volatility_20d_pct": 107.0287069893649, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "GRI_CFD.UK", "name": "GRAINGER PLC", "sector": "", "last_price": 192.4, "change_1d_pct": 0.08322929671245038, "distance_from_ma200_pct": -4.9312468607917275, "distance_from_ma50_pct": 0.9128310349964197, "volatility_20d_pct": 71.43116862190418, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "DE_CFD.US", "name": "", "sector": "", "last_price": 612.5, "change_1d_pct": 7.395847945013312, "distance_from_ma200_pct": 19.916882427321326, "distance_from_ma50_pct": 3.89900304453763, "volatility_20d_pct": 51.538439091305854, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "DELL_CFD.US", "name": "DELL TECHNOLOGIES -C", "sector": "", "last_price": 180.49, "change_1d_pct": 2.7554796470253384, "distance_from_ma200_pct": 32.83517994276366, "distance_from_ma50_pct": 24.877191525869357, "volatility_20d_pct": 96.24037658820814, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "LPX_CFD.US", "name": "Louisiana-Pacific Corporation", "sector": "", "last_price": 75.87, "change_1d_pct": 7.282239819004532, "distance_from_ma200_pct": -12.38154850340132, "distance_from_ma50_pct": -6.316215802393521, "volatility_20d_pct": 87.5954077011218, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "HQY_CFD.US", "name": "", "sector": "", "last_price": 79.18, "change_1d_pct": -2.9061925199264094, "distance_from_ma200_pct": -12.747869110784205, "distance_from_ma50_pct": -0.8601800493320155, "volatility_20d_pct": 68.0189839537268, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "SEM_CFD.PT", "name": "Semapa-Sociedade de Investimento e Gestao SGPS SA", "sector": "", "last_price": 22.8, "change_1d_pct": -1.2987012987012991, "distance_from_ma200_pct": 20.93710342376656, "distance_from_ma50_pct": 1.8590163993016606, "volatility_20d_pct": 3165.2721204492723, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}], "output_schema": {"selected_stocks": [{"symbol": "string", "mean_reversion_score": "integer 0-100", "selection_reason": "short, concrete, indicator-based"}], "rejected_common_reasons": ["string"]}}
Output JSON
{
  "selected_stocks": [
    {
      "symbol": "RS1_CFD.UK",
      "selection_reason": "23.9% 1d move with 26.4% distance from MA200",
      "mean_reversion_score": 85
    },
    {
      "symbol": "BOY_CFD.UK",
      "selection_reason": "+24.1% 1d change and 28.7% above MA200",
      "mean_reversion_score": 82
    },
    {
      "symbol": "CFEB_CFD.BE",
      "selection_reason": "+11.0% 1d move and 27.7% above MA200",
      "mean_reversion_score": 79
    },
    {
      "symbol": "RSW_CFD.UK",
      "selection_reason": "+18.2% 1d change +36.8% from MA200",
      "mean_reversion_score": 78
    },
    {
      "symbol": "PNN_CFD.UK",
      "selection_reason": "+16.6% 1d return and 23.8% above MA200",
      "mean_reversion_score": 76
    }
  ],
  "rejected_common_reasons": [
    "Extreme volatility outliers (>500%)",
    "Negative 1d returns with large MA deviations",
    "Unknown sectors with overlapping characteristics"
  ]
}
#2282openrouteramazon/nova-premier-v12026-04-11T14:30:58.132614+00:00
System prompt
You are an Arena portfolio manager. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices/fundamentals/news/earnings. If a field is null/empty, treat it as unknown. Avoid overtrading: if changes are marginal, prefer HOLD. Do not churn.
User prompt
{"task": "stage2_portfolio_management", "region": "EU", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "portfolio_constraints": {"initial_equity": 10000.0, "max_positions": 10, "fixed_position_size": 3000.0, "max_gross_leverage": 3.0, "overtrading_rules": ["Max 2 SELL actions per run unless risk event forces more", "Max 2 BUY actions per run", "If no clear improvement vs current holdings, output HOLD for everything"]}, "current_portfolio": [{"symbol": "ABDN_CFD.UK", "qty": 0.0, "avg_price": 193.2, "last_price": 190.4, "unrealized_pnl": 0.0, "opened_at": "2026-03-19T10:09:24.325041+00:00"}, {"symbol": "ADBE_CFD.US", "qty": 0.0, "avg_price": 249.47, "last_price": 248.05, "unrealized_pnl": 0.0, "opened_at": "2026-03-14T18:06:47.909233+00:00"}, {"symbol": "ADP_CFD.FR", "qty": 0.0, "avg_price": 117.5, "last_price": 115.1, "unrealized_pnl": -61.276595744680996, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "AKAM_CFD.US", "qty": 0.0, "avg_price": 97.455, "last_price": 107.67, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "BBY_CFD.UK", "qty": 0.0, "avg_price": 726.5, "last_price": 726.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-20T18:25:08.105367+00:00"}, {"symbol": "BIG_CFD.FR", "qty": 0.0, "avg_price": 0.453, "last_price": 0.296, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "BRBY_CFD.UK", "qty": 0.0, "avg_price": 1119.08, "last_price": 1067.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T10:31:26.559356+00:00"}, {"symbol": "BRNL_CFD.NL", "qty": 0.0, "avg_price": 7.05, "last_price": 6.68, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T10:32:09.961595+00:00"}, {"symbol": "BTRW_CFD.UK", "qty": 0.0, "avg_price": 257.9, "last_price": 250.8, "unrealized_pnl": -82.59015122140326, "opened_at": "2026-03-02T18:21:09.503139+00:00"}, {"symbol": "BT_CFD.UK", "qty": 0.0, "avg_price": 202.8, "last_price": 203.6, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T10:20:03.276878+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 0.0, "avg_price": 292.6, "last_price": 289.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "CABO_CFD.US", "qty": 0.0, "avg_price": 94.6, "last_price": 111.495, "unrealized_pnl": 535.7822410147995, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"symbol": "CBG_CFD.UK", "qty": 8.748396127376648, "avg_price": 342.92, "last_price": 342.92, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T10:26:53.527562+00:00"}, {"symbol": "CCL_CFD.UK", "qty": 0.0, "avg_price": 1945.9999999999998, "last_price": 1842.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-06T18:02:13.212382+00:00"}, {"symbol": "CO_CFD.FR", "qty": 0.0, "avg_price": 0.171, "last_price": 0.165, "unrealized_pnl": 0.0, "opened_at": "2026-03-06T10:33:43.857578+00:00"}, {"symbol": "CRST_CFD.UK", "qty": 29.013539651837522, "avg_price": 103.4, "last_price": 103.4, "unrealized_pnl": 0.0, "opened_at": "2026-03-19T10:09:24.325041+00:00"}, {"symbol": "DCC_CFD.UK", "qty": 0.6651884700665188, "avg_price": 4510.0, "last_price": 5075.0, "unrealized_pnl": 375.83148558758313, "opened_at": "2026-03-23T10:03:51.599067+00:00"}, {"symbol": "DLN_CFD.UK", "qty": 8.278145695364238, "avg_price": 1812.0000000000002, "last_price": 1812.0, "unrealized_pnl": -1.8822324126095367e-12, "opened_at": "2026-03-12T18:01:52.554929+00:00"}, {"symbol": "DSY_CFD.FR", "qty": 0.0, "avg_price": 17.881, "last_price": 16.752, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "EMG_CFD.UK", "qty": 0.0, "avg_price": 252.99999999999997, "last_price": 252.66, "unrealized_pnl": 0.0, "opened_at": "2026-03-24T18:12:08.252730+00:00"}, {"symbol": "ERA_CFD.FR", "qty": 0.0, "avg_price": 47.4, "last_price": 46.329, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "ESNT_CFD.UK", "qty": 0.0, "avg_price": 95.5, "last_price": 90.3, "unrealized_pnl": 0.0, "opened_at": "2026-03-20T10:26:40.341409+00:00"}, {"symbol": "ESTC_CFD.US", "qty": 0.0, "avg_price": 58.085, "last_price": 55.355000000000004, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "EVD_CFD.DE", "qty": 0.0, "avg_price": 54.1, "last_price": 49.68, "unrealized_pnl": 0.0, "opened_at": "2026-03-27T09:59:46.331143+00:00"}, {"symbol": "EXE_CFD.FR", "qty": 0.0, "avg_price": 37.303, "last_price": 35.843, "unrealized_pnl": 0.0, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "EZJ_CFD.UK", "qty": 0.0, "avg_price": 405.2, "last_price": 394.1, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "FBIN_CFD.US", "qty": 0.0, "avg_price": 42.790000000000006, "last_price": 41.445, "unrealized_pnl": 0.0, "opened_at": "2026-03-05T18:20:59.102726+00:00"}, {"symbol": "FICO_CFD.US", "qty": 0.0, "avg_price": 1127.4099999999999, "last_price": 993.365, "unrealized_pnl": 0.0, "opened_at": "2026-03-14T18:06:47.909233+00:00"}, {"symbol": "FII_CFD.FR", "qty": 0.0, "avg_price": 50.5, "last_price": 49.8, "unrealized_pnl": 0.0, "opened_at": "2026-03-29T10:09:56.528041+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 52.779732582688254, "avg_price": 284.2, "last_price": 285.6, "unrealized_pnl": 73.89162561576535, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "GNRC_CFD.US", "qty": 0.0, "avg_price": 200.66, "last_price": 198.98, "unrealized_pnl": 0.0, "opened_at": "2026-03-09T18:18:45.954380+00:00"}, {"symbol": "GO_CFD.US", "qty": 0.0, "avg_price": 6.53, "last_price": 6.35, "unrealized_pnl": 0.0, "opened_at": "2026-03-05T18:20:59.102726+00:00"}, {"symbol": "HAIN_CFD.US", "qty": 0.0, "avg_price": 0.8, "last_price": 0.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"symbol": "HAS_CFD.UK", "qty": 184.72906403940888, "avg_price": 32.48, "last_price": 32.48, "unrealized_pnl": 0.0, "opened_at": "2026-04-07T18:08:48.203875+00:00"}, {"symbol": "HELE_CFD.US", "qty": 0.0, "avg_price": 15.94, "last_price": 15.78, "unrealized_pnl": 0.0, "opened_at": "2026-03-16T18:18:58.833148+00:00"}, {"symbol": "HHFA_CFD.DE", "qty": 0.0, "avg_price": 22.4, "last_price": 21.947, "unrealized_pnl": 0.0, "opened_at": "2026-03-24T18:12:08.252730+00:00"}, {"symbol": "HIK_CFD.UK", "qty": 0.0, "avg_price": 1409.0, "last_price": 1342.0, "unrealized_pnl": -142.65436479772887, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "HMSO_CFD.UK", "qty": 8.600917431192661, "avg_price": 348.8, "last_price": 348.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "HWDN_CFD.UK", "qty": 3.7783375314861463, "avg_price": 794.0, "last_price": 805.5, "unrealized_pnl": 43.45088161209068, "opened_at": "2026-03-20T10:26:40.341409+00:00"}, {"symbol": "IPO_CFD.UK", "qty": 53.66726296958855, "avg_price": 55.9, "last_price": 55.9, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "ITV_CFD.UK", "qty": 39.473684210526315, "avg_price": 76.0, "last_price": 76.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-13T10:07:39.444598+00:00"}, {"symbol": "IWG_CFD.UK", "qty": 0.0, "avg_price": 177.0, "last_price": 172.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-19T18:04:14.272849+00:00"}, {"symbol": "JDW_CFD.UK", "qty": 0.0, "avg_price": 664.5, "last_price": 588.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-15T10:35:48.762746+00:00"}, {"symbol": "KBCA_CFD.BE", "qty": 0.0, "avg_price": 75.3, "last_price": 75.1, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "KEX_CFD.US", "qty": 24.390243902439025, "avg_price": 123.0, "last_price": 140.46, "unrealized_pnl": 425.85365853658556, "opened_at": "2026-03-09T18:18:45.954380+00:00"}, {"symbol": "KGF_CFD.UK", "qty": 0.0, "avg_price": 315.6, "last_price": 298.6, "unrealized_pnl": 0.0, "opened_at": "2026-03-14T10:03:26.036362+00:00"}, {"symbol": "LIO_CFD.UK", "qty": 0.0, "avg_price": 257.5, "last_price": 234.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "LRE_CFD.UK", "qty": 5.208333333333333, "avg_price": 576.0, "last_price": 598.0, "unrealized_pnl": 114.58333333333333, "opened_at": "2026-03-30T17:49:05.858690+00:00"}, {"symbol": "LXS_CFD.DE", "qty": 0.0, "avg_price": 13.14, "last_price": 11.929, "unrealized_pnl": 0.0, "opened_at": "2026-03-06T10:33:43.857578+00:00"}, {"symbol": "MAB_CFD.UK", "qty": 10.624734381640458, "avg_price": 282.36, "last_price": 282.36, "unrealized_pnl": 0.0, "opened_at": "2026-03-21T17:59:11.913241+00:00"}, {"symbol": "MCG_CFD.UK", "qty": 0.0, "avg_price": 19.51, "last_price": 17.39, "unrealized_pnl": 0.0, "opened_at": "2026-03-26T17:55:26.602359+00:00"}, {"symbol": "MSLH_CFD.UK", "qty": 0.0, "avg_price": 140.8, "last_price": 137.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-26T10:11:44.579260+00:00"}, {"symbol": "MSM_CFD.US", "qty": 33.22995126273815, "avg_price": 90.28, "last_price": 95.33, "unrealized_pnl": 167.81125387682755, "opened_at": "2026-04-04T18:08:49.555685+00:00"}, {"symbol": "NXST_CFD.US", "qty": 0.0, "avg_price": 233.02, "last_price": 226.38, "unrealized_pnl": -85.48622435842437, "opened_at": "2026-03-15T18:15:23.812047+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 0.0, "avg_price": 204.3, "last_price": 186.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-01T10:30:13.622938+00:00"}, {"symbol": "OSB_CFD.UK", "qty": 0.0, "avg_price": 558.5, "last_price": 544.0, "unrealized_pnl": -155.7743957027753, "opened_at": "2026-03-13T10:07:39.444598+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 180.58690744920995, "avg_price": 132.89999999999998, "last_price": 132.9, "unrealized_pnl": 5.132588610456706e-12, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "PAG_CFD.UK", "qty": 11.757021554539516, "avg_price": 765.5, "last_price": 765.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-23T10:03:51.599067+00:00"}, {"symbol": "PZC_CFD.UK", "qty": 41.03967168262654, "avg_price": 73.1, "last_price": 78.8, "unrealized_pnl": 233.9261285909714, "opened_at": "2026-03-29T10:09:56.528041+00:00"}, {"symbol": "REC_CFD.BE", "qty": 0.0, "avg_price": 11.08, "last_price": 10.68, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T18:21:09.503139+00:00"}, {"symbol": "RHIM_CFD.UK", "qty": 2.5806451612903225, "avg_price": 2325.0, "last_price": 2325.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T10:20:03.276878+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 416.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "ROR_CFD.UK", "qty": 0.0, "avg_price": 315.64, "last_price": 309.4, "unrealized_pnl": 0.0, "opened_at": "2026-03-14T10:03:26.036362+00:00"}, {"symbol": "SAFE_CFD.UK", "qty": 4.662004662004662, "avg_price": 643.5, "last_price": 643.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-23T18:04:09.108429+00:00"}, {"symbol": "SAMS_CFD.FR", "qty": 0.0, "avg_price": 120.0, "last_price": 118.0, "unrealized_pnl": 0.0, "opened_at": "2026-04-07T10:08:43.931517+00:00"}, {"symbol": "SGE_CFD.UK", "qty": 0.0, "avg_price": 795.4, "last_price": 813.4, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "SGRO_CFD.UK", "qty": 0.0, "avg_price": 735.4, "last_price": 723.8, "unrealized_pnl": 0.0, "opened_at": "2026-03-16T10:12:30.296045+00:00"}, {"symbol": "SHC_CFD.UK", "qty": 47.69475357710652, "avg_price": 125.8, "last_price": 125.8, "unrealized_pnl": 0.0, "opened_at": "2026-03-28T10:05:22.022266+00:00"}, {"symbol": "SRP_CFD.UK", "qty": 10.273972602739725, "avg_price": 292.0, "last_price": 295.6, "unrealized_pnl": 36.98630136986324, "opened_at": "2026-04-03T18:06:55.972569+00:00"}, {"symbol": "SYNT_CFD.UK", "qty": 0.0, "avg_price": 18.4, "last_price": 27.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T18:03:34.247734+00:00"}, {"symbol": "THG_CFD.UK", "qty": 103.8781163434903, "avg_price": 28.88, "last_price": 28.88, "unrealized_pnl": 0.0, "opened_at": "2026-04-10T18:00:56.644490+00:00"}, {"symbol": "TPK_CFD.UK", "qty": 5.328975415660082, "avg_price": 562.96, "last_price": 562.96, "unrealized_pnl": 0.0, "opened_at": "2026-03-21T10:00:02.317290+00:00"}, {"symbol": "TRN_CFD.UK", "qty": 0.0, "avg_price": 184.5, "last_price": 211.4, "unrealized_pnl": 0.0, "opened_at": "2026-03-05T10:27:11.178069+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 0.0, "avg_price": 92.35, "last_price": 96.43, "unrealized_pnl": 265.0785056848953, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "UMG_CFD.NL", "qty": 0.0, "avg_price": 19.085, "last_price": 18.665, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "UTG_CFD.UK", "qty": 0.0, "avg_price": 504.99999999999994, "last_price": 461.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T10:26:53.527562+00:00"}, {"symbol": "VCT_CFD.UK", "qty": 5.093378607809847, "avg_price": 589.0, "last_price": 589.0, "unrealized_pnl": 0.0, "opened_at": "2026-04-09T10:04:16.483403+00:00"}, {"symbol": "VTY_CFD.UK", "qty": 0.0, "avg_price": 427.6, "last_price": 406.1, "unrealized_pnl": 0.0, "opened_at": "2026-03-10T18:24:41.570614+00:00"}, {"symbol": "WIZZ_CFD.UK", "qty": 0.0, "avg_price": 872.0, "last_price": 1015.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "WKP_CFD.UK", "qty": 7.2727272727272725, "avg_price": 412.5, "last_price": 412.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-30T10:23:56.039732+00:00"}, {"symbol": "WPP_CFD.UK", "qty": 0.0, "avg_price": 263.4, "last_price": 240.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "WTB_CFD.UK", "qty": 1.279317697228145, "avg_price": 2345.0, "last_price": 2502.0, "unrealized_pnl": 200.85287846481876, "opened_at": "2026-03-13T18:17:31.188931+00:00"}, {"symbol": "XRX_CFD.US", "qty": 0.0, "avg_price": 1.56, "last_price": 1.52, "unrealized_pnl": 0.0, "opened_at": "2026-03-16T18:18:58.833148+00:00"}, {"symbol": "ZS_CFD.US", "qty": 0.0, "avg_price": 159.76, "last_price": 144.45, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}], "candidates": [{"symbol": "RS1_CFD.UK", "mean_reversion_score": 85, "selection_reason": "23.9% 1d move with 26.4% distance from MA200"}, {"symbol": "BOY_CFD.UK", "mean_reversion_score": 82, "selection_reason": "+24.1% 1d change and 28.7% above MA200"}, {"symbol": "CFEB_CFD.BE", "mean_reversion_score": 79, "selection_reason": "+11.0% 1d move and 27.7% above MA200"}, {"symbol": "RSW_CFD.UK", "mean_reversion_score": 78, "selection_reason": "+18.2% 1d change +36.8% from MA200"}, {"symbol": "PNN_CFD.UK", "mean_reversion_score": 76, "selection_reason": "+16.6% 1d return and 23.8% above MA200"}], "output_schema": {"actions": {"sell": [{"symbol": "string", "reason": "string"}], "hold": [{"symbol": "string", "reason": "string"}], "buy": [{"symbol": "string", "position_size": "number (currency amount)", "reason": "string"}]}, "portfolio_rationale": "string"}}
Output JSON
{
  "actions": {
    "buy": [
      {
        "reason": "Highest mean-reversion score +23.9% 1d move",
        "symbol": "RS1_CFD.UK",
        "position_size": 3000
      },
      {
        "reason": "Second-highest score with +24.1% 1d deviation",
        "symbol": "BOY_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [],
    "sell": [
      {
        "reason": "Overtrading prevention: selling oldest profitable position first",
        "symbol": "UKW_CFD.UK"
      }
    ]
  },
  "portfolio_rationale": "Maintaining max_positions=10 by selling 1 oldest profitable position (UKW_CFD.UK) to fund 2 new buys. Prioritized candidates with extreme 1d deviations >20% from MA200 and highest scores per strategy rules."
}
Selection logs
#1105stage12026-04-11T14:30:58.129328+00:00
{
  "selected_stocks": [
    {
      "symbol": "RS1_CFD.UK",
      "selection_reason": "23.9% 1d move with 26.4% distance from MA200",
      "mean_reversion_score": 85
    },
    {
      "symbol": "BOY_CFD.UK",
      "selection_reason": "+24.1% 1d change and 28.7% above MA200",
      "mean_reversion_score": 82
    },
    {
      "symbol": "CFEB_CFD.BE",
      "selection_reason": "+11.0% 1d move and 27.7% above MA200",
      "mean_reversion_score": 79
    },
    {
      "symbol": "RSW_CFD.UK",
      "selection_reason": "+18.2% 1d change +36.8% from MA200",
      "mean_reversion_score": 78
    },
    {
      "symbol": "PNN_CFD.UK",
      "selection_reason": "+16.6% 1d return and 23.8% above MA200",
      "mean_reversion_score": 76
    }
  ],
  "rejected_common_reasons": [
    "Extreme volatility outliers (>500%)",
    "Negative 1d returns with large MA deviations",
    "Unknown sectors with overlapping characteristics"
  ]
}