Arena run #1739

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).

{"task": "stage1_universe_scan", "region": "US", "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": "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": "ASHM_CFD.UK", "name": "ASHMORE GROUP PLC", "sector": "", "last_price": 244.8, "change_1d_pct": 1.4084507042253502, "distance_from_ma200_pct": 40.45532080672305, "distance_from_ma50_pct": 24.88993054528128, "volatility_20d_pct": 134.25405461264828, "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": "N91_CFD.UK", "name": "NINETY ONE PLC", "sector": "", "last_price": 241.4, "change_1d_pct": -2.739726027397249, "distance_from_ma200_pct": 22.140556255617817, "distance_from_ma50_pct": 6.809338693563394, "volatility_20d_pct": 84.21236037483679, "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": 372.74, "change_1d_pct": -26.625984251968504, "distance_from_ma200_pct": -13.365429078084645, "distance_from_ma50_pct": -22.129222788055436, "volatility_20d_pct": 169.0552301316783, "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": "GFTU_CFD.UK", "name": "GRAFTON GROUP PLC-UTS", "sector": "", "last_price": 955.8, "change_1d_pct": 1.0434175890393638, "distance_from_ma200_pct": 3.963270661870655, "distance_from_ma50_pct": 3.4837359036161253, "volatility_20d_pct": 51.04515943079597, "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": "PNN_CFD.UK", "name": "PENNON GROUP PLC", "sector": "", "last_price": 551.0, "change_1d_pct": 7.699224018295192, "distance_from_ma200_pct": 13.698549858568065, "distance_from_ma50_pct": 7.285607918028347, "volatility_20d_pct": 97.33547101641821, "market_cap_usd": null, 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null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "AKAM_CFD.US", "name": "Akamai Technologies Inc", "sector": "", "last_price": 149.65, "change_1d_pct": 29.533454513979063, "distance_from_ma200_pct": 67.35414384628247, "distance_from_ma50_pct": 40.951064126376544, "volatility_20d_pct": 154.28386628635903, "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": "STNE_CFD.US", "name": "STONECO LTD-A", "sector": "", "last_price": 10.91, "change_1d_pct": -0.7279344858962755, "distance_from_ma200_pct": -30.477228265371803, "distance_from_ma50_pct": -20.212376954467683, "volatility_20d_pct": 128.5417491189962, "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": "SFM_CFD.US", "name": "SPROUTS FARMERS MARKET INC", "sector": "", "last_price": 83.96, "change_1d_pct": 5.823040080665476, "distance_from_ma200_pct": -11.859033241826022, "distance_from_ma50_pct": 8.726337517838312, "volatility_20d_pct": 109.60367883354618, "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": "J_CFD.US", "name": "", "sector": "", "last_price": 119.9, "change_1d_pct": -7.988642467961016, "distance_from_ma200_pct": -14.777321100786999, "distance_from_ma50_pct": -7.1698335250842575, "volatility_20d_pct": 89.92059814232583, "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": "APH_CFD.US", "name": "Amphenol Corporation", "sector": "", "last_price": 129.32, "change_1d_pct": -6.405153072302228, "distance_from_ma200_pct": -2.0376873106913607, "distance_from_ma50_pct": -5.5835102608208125, "volatility_20d_pct": 75.0166002676417, "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": "ALB_CFD.US", "name": "Albemarle Corp", "sector": "", "last_price": 206.33, "change_1d_pct": 5.340276714147141, "distance_from_ma200_pct": 55.2867137024927, "distance_from_ma50_pct": 14.528901159776497, "volatility_20d_pct": 129.20248363317458, "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": "VSVS_CFD.UK", "name": "VESUVIUS PLC", "sector": "", "last_price": 460.91, "change_1d_pct": 15.054917623564656, "distance_from_ma200_pct": 14.930204294042394, "distance_from_ma50_pct": 4.058627377052515, "volatility_20d_pct": 138.4878050269555, "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": "TSCO_CFD.US", "name": "TRACTOR SUPPLY COMPANY", "sector": "", "last_price": 30.97, "change_1d_pct": -4.941682013505222, "distance_from_ma200_pct": -40.941691123328326, "distance_from_ma50_pct": -28.859547567855635, "volatility_20d_pct": 73.43852653574369, "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": "CDW_CFD.US", "name": "CDW Corp", "sector": "", "last_price": 105.95, "change_1d_pct": -22.522851919561237, "distance_from_ma200_pct": -26.021248903759897, "distance_from_ma50_pct": -15.385807177072463, "volatility_20d_pct": 133.8807652870453, "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": 2557.0, "change_1d_pct": 4.6235679214402525, "distance_from_ma200_pct": 14.883274190387418, "distance_from_ma50_pct": 3.9730049158046343, "volatility_20d_pct": 101.30183705216716, "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": "OLN_CFD.US", "name": "OLIN CORP", "sector": "", "last_price": 27.17, "change_1d_pct": -6.116102280580504, "distance_from_ma200_pct": 15.50446586092702, "distance_from_ma50_pct": 0.8447651285705904, "volatility_20d_pct": 108.09649885425287, "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": "WELL_CFD.US", "name": "WELLTOWER INC", "sector": "", "last_price": 217.23, "change_1d_pct": 1.4903756307232285, "distance_from_ma200_pct": 15.263300739159135, "distance_from_ma50_pct": 5.0618095993499646, "volatility_20d_pct": 42.5447144283932, "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": "AOS_CFD.US", "name": "SMITH (A.O.) CORP", "sector": "", "last_price": 59.31, "change_1d_pct": 1.2116040955631346, "distance_from_ma200_pct": -14.687648336473869, "distance_from_ma50_pct": -9.916067474095735, "volatility_20d_pct": 58.48398686369537, "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"]}}

{
  "selected_stocks": [
    {
      "symbol": "CBG_CFD.UK",
      "selection_reason": "Significant oversold: -22.1% from MA50, -13.4% from MA200; large daily drop -26.6%; high volatility 169% suggests strong mean reversion potential",
      "mean_reversion_score": 85
    },
    {
      "symbol": "OCDO_CFD.UK",
      "selection_reason": "Deep oversold: -19.1% from MA50, -27.5% from MA200; severe daily decline -27.4%; high volatility 249% enables mean reversion",
      "mean_reversion_score": 80
    },
    {
      "symbol": "CDW_CFD.US",
      "selection_reason": "Strong oversold: -15.4% from MA50, -26.0% from MA200; sharp daily drop -22.5%; volatility 134% supports mean reversion",
      "mean_reversion_score": 78
    },
    {
      "symbol": "IWG_CFD.UK",
      "selection_reason": "Moderate oversold: -15.9% from MA50, -11.7% from MA200; daily decline -19.4%; volatility 167% favorable for reversion",
      "mean_reversion_score": 72
    },
    {
      "symbol": "CTEC_CFD.UK",
      "selection_reason": "Clear oversold: -11.1% from MA50, -16.7% from MA200; daily drop -9.3%; volatility 117% indicates mean reversion opportunity",
      "mean_reversion_score": 68
    }
  ],
  "rejected_common_reasons": [
    "Positive daily change % (gappers/longs not mean reversion plays) - e.g., JUP +22.1%, AKAM +29.5%, GLW +15.1%",
    "Near or above moving averages (not oversold) - e.g., TPK, GFTU, SPX, PHP",
    "distance_from_ma50 positive (overbought) - e.g., AKAM +41%, GLW +25%, ALB +14.5%",
    "Extremely high/volatile (binary/event risk) - e.g., TER 6186% vol, CPG 604% vol",
    "Unknown sector/earnings (incomplete data for sector/earnings filtering rule) - applies to all in universe"
  ]
}

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.

{"task": "stage2_portfolio_management", "region": "US", "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": "ABF_CFD.UK", "qty": 0.0, "avg_price": 1868.5, "last_price": 1849.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-06T18:02:13.212382+00:00"}, {"symbol": "AEO_CFD.US", "qty": 0.0, "avg_price": 22.265, "last_price": 18.64, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T21:11:27.888829+00:00"}, {"symbol": "AGFB_CFD.BE", "qty": 0.0, "avg_price": 0.465, "last_price": 0.452, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T21:11:27.888829+00:00"}, {"symbol": "AML_CFD.UK", "qty": 0.0, "avg_price": 36.92, "last_price": 36.04, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T10:26:53.527562+00:00"}, {"symbol": "ATG_CFD.UK", "qty": 0.0, "avg_price": 296.0, "last_price": 326.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T18:49:26.891792+00:00"}, {"symbol": "ATO_CFD.FR", "qty": 0.0, "avg_price": 40.34, "last_price": 39.505, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "AUTO_CFD.UK", "qty": 0.0, "avg_price": 482.79999999999995, "last_price": 482.8, "unrealized_pnl": 0.0, "opened_at": "2026-03-19T18:04:14.272849+00:00"}, {"symbol": "BIG_CFD.FR", "qty": 0.0, "avg_price": 0.453, "last_price": 0.296, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "BTRW_CFD.UK", "qty": 0.0, "avg_price": 250.8, "last_price": 272.44, "unrealized_pnl": 0.0, "opened_at": "2026-03-23T18:04:09.108429+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 0.0, "avg_price": 292.6, "last_price": 289.6, "unrealized_pnl": -61.517429938482564, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "CBG_CFD.UK", "qty": 0.0, "avg_price": 342.91999999999996, "last_price": 342.92, "unrealized_pnl": 0.0, "opened_at": "2026-03-13T18:17:31.188931+00:00"}, {"symbol": "CCL_CFD.UK", "qty": 0.0, "avg_price": 1945.9999999999998, "last_price": 1989.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-06T18:02:13.212382+00:00"}, {"symbol": "CRST_CFD.UK", "qty": 0.0, "avg_price": 118.83, "last_price": 118.83, "unrealized_pnl": 0.0, "opened_at": "2026-03-23T10:03:51.599067+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 0.0, "avg_price": 349.265, "last_price": 365.38, "unrealized_pnl": 0.0, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "DKNG_CFD.US", "qty": 0.0, "avg_price": 25.28, "last_price": 24.91, "unrealized_pnl": 0.0, "opened_at": "2026-03-05T18:20:59.102726+00:00"}, {"symbol": "DSY_CFD.FR", "qty": 0.0, "avg_price": 17.881, "last_price": 17.133, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "DT_CFD.US", "qty": 0.0, "avg_price": 34.105000000000004, "last_price": 35.864999999999995, "unrealized_pnl": 0.0, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "ERA_CFD.FR", "qty": 0.0, "avg_price": 47.4, "last_price": 48.88, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 0.0, "avg_price": 284.2, "last_price": 297.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "GO_CFD.US", "qty": 0.0, "avg_price": 6.53, "last_price": 6.34, "unrealized_pnl": -87.28943338437996, "opened_at": "2026-03-05T18:20:59.102726+00:00"}, {"symbol": "HAIN_CFD.US", "qty": 0.0, "avg_price": 0.63, "last_price": 0.6, "unrealized_pnl": 0.0, "opened_at": "2026-03-20T18:25:08.105367+00:00"}, {"symbol": "HIK_CFD.UK", "qty": 0.0, "avg_price": 1409.0, "last_price": 1244.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "HYQ_CFD.DE", "qty": 0.0, "avg_price": 82.3, "last_price": 77.3, "unrealized_pnl": 0.0, "opened_at": "2026-03-19T10:09:24.325041+00:00"}, {"symbol": "ICG_CFD.UK", "qty": 0.0, "avg_price": 1496.0, "last_price": 1496.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-31T17:54:15.044829+00:00"}, {"symbol": "IHG_CFD.UK", "qty": 23.032629558541267, "avg_price": 130.25, "last_price": 149.35, "unrealized_pnl": 439.92322456813804, "opened_at": "2026-04-02T18:04:13.492519+00:00"}, {"symbol": "INF_CFD.UK", "qty": 0.0, "avg_price": 795.2, "last_price": 785.85, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T18:21:09.503139+00:00"}, {"symbol": "IWG_CFD.UK", "qty": 34.84320557491289, "avg_price": 172.2, "last_price": 187.0, "unrealized_pnl": 515.6794425087112, "opened_at": "2026-03-28T18:06:26.607078+00:00"}, {"symbol": "LIO_CFD.UK", "qty": 0.0, "avg_price": 250.0, "last_price": 250.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "LMND_CFD.US", "qty": 0.0, "avg_price": 48.96, "last_price": 52.07, "unrealized_pnl": 0.0, "opened_at": "2026-02-24T11:23:36.694156+00:00"}, {"symbol": "LMP_CFD.UK", "qty": 0.0, "avg_price": 181.3, "last_price": 181.3, "unrealized_pnl": 0.0, "opened_at": "2026-03-23T10:03:51.599067+00:00"}, {"symbol": "LPE_CFD.FR", "qty": 0.0, "avg_price": 88.414, "last_price": 86.679, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T18:21:09.503139+00:00"}, {"symbol": "LXS_CFD.DE", "qty": 0.0, "avg_price": 13.14, "last_price": 13.24, "unrealized_pnl": 0.0, "opened_at": "2026-03-06T10:33:43.857578+00:00"}, {"symbol": "MAN_CFD.US", "qty": 0.0, "avg_price": 25.68, "last_price": 27.94, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "MCG_CFD.UK", "qty": 0.0, "avg_price": 17.39, "last_price": 19.28, "unrealized_pnl": 0.0, "opened_at": "2026-03-31T10:31:52.715854+00:00"}, {"symbol": "MDB_CFD.US", "qty": 0.0, "avg_price": 252.01, "last_price": 263.69, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T10:26:53.527562+00:00"}, {"symbol": "MGNS_CFD.UK", "qty": 0.7170172084130019, "avg_price": 4184.0, "last_price": 4670.93, "unrealized_pnl": 349.1371892925432, "opened_at": "2026-04-11T10:24:31.165590+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 0.0, "avg_price": 204.3, "last_price": 204.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 90.29345372460496, "avg_price": 132.9, "last_price": 139.0, "unrealized_pnl": 550.7900677200897, "opened_at": "2026-03-06T10:33:43.857578+00:00"}, {"symbol": "PBB_CFD.DE", "qty": 0.0, "avg_price": 2.826, "last_price": 2.7640000000000002, "unrealized_pnl": 0.0, "opened_at": "2026-03-19T10:09:24.325041+00:00"}, {"symbol": "PROX_CFD.BE", "qty": 0.0, "avg_price": 6.98, "last_price": 7.3, "unrealized_pnl": 0.0, "opened_at": "2026-03-01T10:30:13.622938+00:00"}, {"symbol": "RCO_CFD.FR", "qty": 0.0, "avg_price": 44.34, "last_price": 43.58, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T10:32:09.961595+00:00"}, {"symbol": "RIVN_CFD.US", "qty": 0.0, "avg_price": 15.62, "last_price": 15.1, "unrealized_pnl": 0.0, "opened_at": "2026-03-12T18:01:52.554929+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 417.16, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "RS1_CFD.UK", "qty": 5.323868677905945, "avg_price": 563.5, "last_price": 579.5, "unrealized_pnl": 85.18189884649512, "opened_at": "2026-04-11T10:24:31.165590+00:00"}, {"symbol": "RSW_CFD.UK", "qty": 0.0, "avg_price": 3790.0000000000005, "last_price": 3790.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-12T18:01:52.554929+00:00"}, {"symbol": "SGRO_CFD.UK", "qty": 0.0, "avg_price": 789.8, "last_price": 735.4, "unrealized_pnl": 0.0, "opened_at": "2026-03-08T18:08:31.007911+00:00"}, {"symbol": "SYNT_CFD.UK", "qty": 0.0, "avg_price": 27.2, "last_price": 34.9, "unrealized_pnl": 0.0, "opened_at": "2026-03-21T10:00:02.317290+00:00"}, {"symbol": "TCAP_CFD.UK", "qty": 0.0, "avg_price": 247.99999999999997, "last_price": 255.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T18:49:26.891792+00:00"}, {"symbol": "TRN_CFD.UK", "qty": 0.0, "avg_price": 184.5, "last_price": 204.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-08T18:08:31.007911+00:00"}, {"symbol": "TRST_CFD.UK", "qty": 0.0, "avg_price": 151.8, "last_price": 224.82, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 0.0, "avg_price": 92.35, "last_price": 94.79, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "UTG_CFD.UK", "qty": 0.0, "avg_price": 461.2, "last_price": 461.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-10T18:24:41.570614+00:00"}, {"symbol": "VIRI_CFD.FR", "qty": 24.23263327948304, "avg_price": 123.79999999999998, "last_price": 114.0, "unrealized_pnl": -237.47980613893338, "opened_at": "2026-04-07T10:08:43.931517+00:00"}, {"symbol": "VTY_CFD.UK", "qty": 0.0, "avg_price": 385.0, "last_price": 354.1, "unrealized_pnl": 0.0, "opened_at": "2026-03-10T18:24:41.570614+00:00"}, {"symbol": "WIZZ_CFD.UK", "qty": 0.0, "avg_price": 908.5, "last_price": 878.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T10:20:03.276878+00:00"}, {"symbol": "WPP_CFD.UK", "qty": 0.0, "avg_price": 263.4, "last_price": 257.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"symbol": "WTB_CFD.UK", "qty": 0.0, "avg_price": 2345.0, "last_price": 2308.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-13T18:17:31.188931+00:00"}], "candidates": [{"symbol": "CBG_CFD.UK", "mean_reversion_score": 85, "selection_reason": "Significant oversold: -22.1% from MA50, -13.4% from MA200; large daily drop -26.6%; high volatility 169% suggests strong mean reversion potential"}, {"symbol": "OCDO_CFD.UK", "mean_reversion_score": 80, "selection_reason": "Deep oversold: -19.1% from MA50, -27.5% from MA200; severe daily decline -27.4%; high volatility 249% enables mean reversion"}, {"symbol": "CDW_CFD.US", "mean_reversion_score": 78, "selection_reason": "Strong oversold: -15.4% from MA50, -26.0% from MA200; sharp daily drop -22.5%; volatility 134% supports mean reversion"}, {"symbol": "IWG_CFD.UK", "mean_reversion_score": 72, "selection_reason": "Moderate oversold: -15.9% from MA50, -11.7% from MA200; daily decline -19.4%; volatility 167% favorable for reversion"}, {"symbol": "CTEC_CFD.UK", "mean_reversion_score": 68, "selection_reason": "Clear oversold: -11.1% from MA50, -16.7% from MA200; daily drop -9.3%; volatility 117% indicates mean reversion opportunity"}], "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"}}

{
  "actions": {
    "buy": [
      {
        "reason": "Top mean reversion pick: score 78, strong oversold -15.4% from MA50 and -26.0% from MA200, sharp daily drop -22.5%, volatility 134%. High probability reversal candidate at 3000 fixed size.",
        "symbol": "CDW_CFD.US",
        "position_size": 3000
      },
      {
        "reason": "Highest score 85: significant oversold -22.1% from MA50 and -13.4% from MA200, large daily drop -26.6%, volatility 169%. Strong mean reversion setup; add to portfolio.",
        "symbol": "CBG_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Strong unrealized gain +439.92 (+14.6%), price at 149.35 vs avg 130.25. Maintain position while mean reversion unfolds.",
        "symbol": "IHG_CFD.UK"
      },
      {
        "reason": "Solid profit +515.68 (+8.6%), price at 187.0 vs avg 172.2. Candidate score 72 but already sized; avoid adding.",
        "symbol": "IWG_CFD.UK"
      },
      {
        "reason": "Unrealized +349.14 (+11.6%), price at 4670.93 vs avg 4184. Hold and capture continued mean reversion.",
        "symbol": "MGNS_CFD.UK"
      },
      {
        "reason": "Good gain +550.79 (+4.6%), price at 139.0 vs avg 132.9. Hold current position.",
        "symbol": "PAGE_CFD.UK"
      },
      {
        "reason": "Unrealized +85.18 (+2.8%), price at 579.5 vs avg 563.5. Modest gain, maintain.",
        "symbol": "RS1_CFD.UK"
      },
      {
        "reason": "Mean reversion candidate score 85 with -26.6% daily drop, but position already exists (qty 0 but held in portfolio). Monitor for buy opportunity next run.",
        "symbol": "CBG_CFD.UK"
      },
      {
        "reason": "Candidate score 80 with -27.4% daily decline, but already in portfolio (qty 0). Await clearer entry timing.",
        "symbol": "OCDO_CFD.UK"
      },
      {
        "reason": "Score 68 moderate; lower priority than current profitable holdings. Defer to future run.",
        "symbol": "CTEC_CFD.UK"
      }
    ],
    "sell": [
      {
        "reason": "Mean reversion failed: price continued declining -7.9% below avg entry (123.8→114.0), unrealized loss -237.48. Holding longer risks further deterioration.",
        "symbol": "VIRI_CFD.FR"
      }
    ]
  },
  "portfolio_rationale": "Portfolio currently holds 6 positions with 4 open slots. Action: 1 SELL (VIRI - failed mean reversion, -237 loss), 2 BUYS (CDW and CBG - top mean reversion candidates with scores 78 and 85). VIRI's continued decline past entry confirms mean reversion thesis invalid; exit to preserve capital. CDW and CBG offer best risk/reward with highest oversold metrics and volatility for mean reversion capture. Remaining positions (IHG, IWG, MGNS, PAGE, RS1) all show unrealized gains and should be held. Avoid overtrading by limiting to 2 buys and 1 sell within max leverage constraints."
}

{
  "selected_stocks": [
    {
      "symbol": "CBG_CFD.UK",
      "selection_reason": "Significant oversold: -22.1% from MA50, -13.4% from MA200; large daily drop -26.6%; high volatility 169% suggests strong mean reversion potential",
      "mean_reversion_score": 85
    },
    {
      "symbol": "OCDO_CFD.UK",
      "selection_reason": "Deep oversold: -19.1% from MA50, -27.5% from MA200; severe daily decline -27.4%; high volatility 249% enables mean reversion",
      "mean_reversion_score": 80
    },
    {
      "symbol": "CDW_CFD.US",
      "selection_reason": "Strong oversold: -15.4% from MA50, -26.0% from MA200; sharp daily drop -22.5%; volatility 134% supports mean reversion",
      "mean_reversion_score": 78
    },
    {
      "symbol": "IWG_CFD.UK",
      "selection_reason": "Moderate oversold: -15.9% from MA50, -11.7% from MA200; daily decline -19.4%; volatility 167% favorable for reversion",
      "mean_reversion_score": 72
    },
    {
      "symbol": "CTEC_CFD.UK",
      "selection_reason": "Clear oversold: -11.1% from MA50, -16.7% from MA200; daily drop -9.3%; volatility 117% indicates mean reversion opportunity",
      "mean_reversion_score": 68
    }
  ],
  "rejected_common_reasons": [
    "Positive daily change % (gappers/longs not mean reversion plays) - e.g., JUP +22.1%, AKAM +29.5%, GLW +15.1%",
    "Near or above moving averages (not oversold) - e.g., TPK, GFTU, SPX, PHP",
    "distance_from_ma50 positive (overbought) - e.g., AKAM +41%, GLW +25%, ALB +14.5%",
    "Extremely high/volatile (binary/event risk) - e.g., TER 6186% vol, CPG 604% vol",
    "Unknown sector/earnings (incomplete data for sector/earnings filtering rule) - applies to all in universe"
  ]
}