Arena run #1745

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, "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": "SSPG_CFD.UK", "name": "SSP GROUP PLC", "sector": "", "last_price": 165.4, "change_1d_pct": 15.261324041811841, "distance_from_ma200_pct": 1.4859967425081333, "distance_from_ma50_pct": -0.5180998115016378, "volatility_20d_pct": 172.20034161947044, "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": 4860.0, "change_1d_pct": 8.928311274976753, "distance_from_ma200_pct": 19.027421064583947, "distance_from_ma50_pct": 4.129720434840567, "volatility_20d_pct": 174.2493967907277, "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": "INVP_CFD.UK", "name": "INVESTEC PLC", "sector": "", "last_price": 642.0, "change_1d_pct": 9.369676320272568, "distance_from_ma200_pct": 20.33187982293969, "distance_from_ma50_pct": 11.734877154290203, "volatility_20d_pct": 115.28654302325035, "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": "BRNK_CFD.DE", "name": "Branicks Group AG", "sector": "", "last_price": 1.45, "change_1d_pct": 5.072463768115942, "distance_from_ma200_pct": -21.736689839803102, "distance_from_ma50_pct": -6.741616392894367, "volatility_20d_pct": 192.10029439414404, "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": "BNZL_CFD.UK", "name": "BUNZL PLC", "sector": "", "last_price": 2463.0, "change_1d_pct": 11.246612466124661, "distance_from_ma200_pct": 6.753831191506032, "distance_from_ma50_pct": 13.385480526561633, "volatility_20d_pct": 95.72449919502712, "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": "OCDO_CFD.UK", "name": "OCADO GROUP PLC", "sector": "", "last_price": 186.0, "change_1d_pct": -27.372120265521282, "distance_from_ma200_pct": -27.532109898724187, "distance_from_ma50_pct": -19.095469955276336, "volatility_20d_pct": 249.4549801604736, "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": "SBT_CFD.FR", "name": "Oeneo Bouchage", "sector": "", "last_price": 9.06, "change_1d_pct": -3.6170212765957444, "distance_from_ma200_pct": -2.470898704832891, "distance_from_ma50_pct": -2.093216767347117, "volatility_20d_pct": 44.82674811022072, "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": "ATG_CFD.UK", "name": "AUCTION TECHNOLOGY GROUP", "sector": "", "last_price": 326.5, "change_1d_pct": 12.006861063464846, "distance_from_ma200_pct": -24.987260470422935, "distance_from_ma50_pct": 5.84429056770146, "volatility_20d_pct": 172.45012969704524, "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": "MOS_CFD.US", "name": "MOSAIC CO/THE", "sector": "", "last_price": 22.68, "change_1d_pct": -0.8307826847398392, "distance_from_ma200_pct": -20.041178088180335, "distance_from_ma50_pct": -10.675604357518132, "volatility_20d_pct": 58.492818534138344, "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": "CPG_CFD.UK", "name": "COMPASS GROUP PLC", "sector": "", "last_price": 29.86, "change_1d_pct": 10.38817005545285, "distance_from_ma200_pct": -98.62792901945058, "distance_from_ma50_pct": -97.64592728075431, "volatility_20d_pct": 603.5168554995487, "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": "GPK_CFD.US", "name": "GRAPHIC PACKAGING HOLDING CO", "sector": "", "last_price": 10.83, "change_1d_pct": 3.3396946564885566, "distance_from_ma200_pct": -30.55310635378158, "distance_from_ma50_pct": 8.776440810751085, "volatility_20d_pct": 88.64166136593849, "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": "SPX_CFD.UK", "name": "SPIRAX-SARCO ENGINEERING PLC", "sector": "", "last_price": 7168.0, "change_1d_pct": 7.064973861090373, "distance_from_ma200_pct": 9.233977228616963, "distance_from_ma50_pct": 1.207072239512863, "volatility_20d_pct": 136.31219199190863, "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": "BLND_CFD.UK", "name": "BRITISH LAND CO PLC", "sector": "", "last_price": 391.7, "change_1d_pct": 13.077367205542734, "distance_from_ma200_pct": 4.463250377902539, "distance_from_ma50_pct": -0.22954591071041586, "volatility_20d_pct": 119.37084138774277, "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": "CTEC_CFD.UK", "name": "CONVATEC GROUP PLC", "sector": "", "last_price": 207.6, "change_1d_pct": -9.344978165938866, "distance_from_ma200_pct": -16.703012133032836, "distance_from_ma50_pct": -11.110882751143869, "volatility_20d_pct": 116.55231905033538, "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": "ECMPA_CFD.NL", "name": "Eurocommercial Properties", "sector": "", "last_price": 27.55, "change_1d_pct": -1.0771992818671472, "distance_from_ma200_pct": 3.6903216093641333, "distance_from_ma50_pct": 1.1231830861841097, "volatility_20d_pct": 61.36817383080048, "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": "PHP_CFD.UK", "name": "PRIMARY HEALTH PROPERTIES", "sector": "", "last_price": 94.45, "change_1d_pct": 2.9427792915531326, "distance_from_ma200_pct": -1.7938096307572038, "distance_from_ma50_pct": -3.243122527295772, "volatility_20d_pct": 111.6461438724416, "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": 189.9, "change_1d_pct": -19.39728353140916, "distance_from_ma200_pct": -11.676534259760752, "distance_from_ma50_pct": -15.922856232068849, "volatility_20d_pct": 167.0810039928667, "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": 791.2, "change_1d_pct": -6.698113207547163, "distance_from_ma200_pct": -16.479426249971617, "distance_from_ma50_pct": -7.4613389099806415, "volatility_20d_pct": 122.60907560467662, "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": "EXPE_CFD.US", "name": "EXPEDIA GROUP INC", "sector": "", "last_price": 233.75, "change_1d_pct": -5.237767057201925, "distance_from_ma200_pct": -1.3788398438769, "distance_from_ma50_pct": -2.492276554012385, "volatility_20d_pct": 110.18821210149012, "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": "FMC_CFD.US", "name": "FMC Corporation", "sector": "", "last_price": 13.55, "change_1d_pct": -8.19783197831978, "distance_from_ma200_pct": -38.09209429190834, "distance_from_ma50_pct": -11.930636439267882, "volatility_20d_pct": 102.63745619428188, "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": "GLW_CFD.US", "name": "CORNING INC", "sector": "", "last_price": 188.85, "change_1d_pct": 15.110325490674148, "distance_from_ma200_pct": 82.89928046057497, "distance_from_ma50_pct": 24.75557552055807, "volatility_20d_pct": 146.84474569423688, "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": "TER_CFD.US", "name": "Teradyne Inc", "sector": "", "last_price": 305.58, "change_1d_pct": 0.12450851900394078, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 17.197016104022467, "volatility_20d_pct": 6185.755685728551, "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": "UKW_CFD.UK", "name": "GREENCOAT UK WIND PLC", "sector": "", "last_price": 100.4, "change_1d_pct": 3.976801988401002, "distance_from_ma200_pct": -9.084405711745047, "distance_from_ma50_pct": 0.06418459649417674, "volatility_20d_pct": 80.6750581480199, "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": "NXI_CFD.FR", "name": "Nexity SA", "sector": "", "last_price": 8.87, "change_1d_pct": 2.9002320185614883, "distance_from_ma200_pct": -3.8172723359173766, "distance_from_ma50_pct": 5.139882271780061, "volatility_20d_pct": 60.36558349705058, "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": "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": "Sharp -26.6% 1-day drop, trading -22% below MA50 and -13% below MA200, suggesting oversold bounce potential within 2-10 days",
      "mean_reversion_score": 78
    },
    {
      "symbol": "CDW_CFD.US",
      "selection_reason": "-22.5% 1-day crash, -26% below MA200 and -15% below MA50, deep oversold condition favoring short-term reversion",
      "mean_reversion_score": 75
    },
    {
      "symbol": "MOS_CFD.US",
      "selection_reason": "Trading -20% below MA200 and -10.7% below MA50 with moderate volatility (58%), relatively contained risk for mean-reversion entry",
      "mean_reversion_score": 70
    },
    {
      "symbol": "AOS_CFD.US",
      "selection_reason": "-14.7% below MA200, -9.9% below MA50, low volatility (58%) provides cleaner reversion setup with manageable risk",
      "mean_reversion_score": 68
    },
    {
      "symbol": "EXPE_CFD.US",
      "selection_reason": "-5.2% 1-day drop, near MA200 (-1.4%) and slightly below MA50 (-2.5%), moderate vol (110%), mild dislocation suitable for quick reversion",
      "mean_reversion_score": 65
    }
  ],
  "rejected_common_reasons": [
    "Massive 1-day gains (+15-30%) indicate momentum/news-driven moves unlikely to revert quickly (JUP, BOY, AKAM, GLW)",
    "Extreme volatility >150% makes position sizing and risk unmanageable (OCDO, CPG, TER, SSPG)",
    "Trading far above MA200 (>50%) suggests extended trend, not mean-reversion candidate (ASHM, ALB)",
    "CPG_CFD.UK shows -98% distance from MA200 indicating likely data quality issue or corporate action",
    "IWG -19.4% drop but very high volatility (167%) and unclear catalyst increases binary risk"
  ]
}

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": "AAL_CFD.UK", "qty": 0.0, "avg_price": 2913.0, "last_price": 2900.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-19T10:09:24.325041+00:00"}, {"symbol": "ABDN_CFD.UK", "qty": 0.0, "avg_price": 190.4, "last_price": 197.35, "unrealized_pnl": 109.50630252100822, "opened_at": "2026-04-04T10:04:54.381536+00:00"}, {"symbol": "ABF_CFD.UK", "qty": 0.0, "avg_price": 1868.5, "last_price": 1846.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-06T18:02:13.212382+00:00"}, {"symbol": "ADBE_CFD.US", "qty": 0.0, "avg_price": 249.47, "last_price": 245.96, "unrealized_pnl": 0.0, "opened_at": "2026-03-15T18:15:23.812047+00:00"}, {"symbol": "ADS_CFD.DE", "qty": 0.0, "avg_price": 137.15, "last_price": 142.35, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T10:26:53.527562+00:00"}, {"symbol": "AMCX_CFD.US", "qty": 0.0, "avg_price": 7.07, "last_price": 6.93, "unrealized_pnl": 0.0, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "AMH_CFD.US", "qty": 0.0, "avg_price": 29.63, "last_price": 29.16, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "AML_CFD.UK", "qty": 0.0, "avg_price": 59.0, "last_price": 58.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "ARCAD_CFD.NL", "qty": 0.0, "avg_price": 28.6, "last_price": 27.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T10:32:09.961595+00:00"}, {"symbol": "BEKB_CFD.BE", "qty": 0.0, "avg_price": 38.9, "last_price": 40.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-09T10:19:46.508085+00:00"}, {"symbol": "BLND_CFD.UK", "qty": 0.0, "avg_price": 364.2, "last_price": 373.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T18:03:34.247734+00:00"}, {"symbol": "BOY_CFD.UK", "qty": 0.0, "avg_price": 634.0, "last_price": 634.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-31T17:54:15.044829+00:00"}, {"symbol": "BTRW_CFD.UK", "qty": 0.0, "avg_price": 310.3, "last_price": 295.4, "unrealized_pnl": 0.0, "opened_at": "2026-03-10T18:24:41.570614+00:00"}, {"symbol": "BXP_CFD.US", "qty": 0.0, "avg_price": 60.835, "last_price": 57.754999999999995, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 0.0, "avg_price": 292.6, "last_price": 289.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "CABO_CFD.US", "qty": 0.0, "avg_price": 94.6, "last_price": 108.935, "unrealized_pnl": 0.0, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"symbol": "CAR_CFD.US", "qty": 0.0, "avg_price": 92.285, "last_price": 95.88499999999999, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "CBG_CFD.UK", "qty": 0.0, "avg_price": 342.92, "last_price": 342.92, "unrealized_pnl": 0.0, "opened_at": "2026-03-10T18:24:41.570614+00:00"}, {"symbol": "CCC_CFD.UK", "qty": 0.0, "avg_price": 2978.0, "last_price": 3218.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "CCL_CFD.UK", "qty": 1.4961101137043686, "avg_price": 2005.2, "last_price": 1854.5, "unrealized_pnl": -225.46379413524843, "opened_at": "2026-03-05T10:27:11.178069+00:00"}, {"symbol": "CPAY_CFD.US", "qty": 0.0, "avg_price": 321.845, "last_price": 317.015, "unrealized_pnl": -45.02167192282037, "opened_at": "2026-03-09T18:18:45.954380+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 0.0, "avg_price": 423.05499999999995, "last_price": 388.21500000000003, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "CTT_CFD.PT", "qty": 0.0, "avg_price": 6.74, "last_price": 6.76, "unrealized_pnl": 0.0, "opened_at": "2026-03-13T10:07:39.444598+00:00"}, {"symbol": "DLN_CFD.UK", "qty": 0.0, "avg_price": 1812.0, "last_price": 1812.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-28T10:51:05.818250+00:00"}, {"symbol": "DLTR_CFD.US", "qty": 30.06915906585146, "avg_price": 99.77, "last_price": 94.245, "unrealized_pnl": -166.13210383882904, "opened_at": "2026-04-10T18:00:56.644490+00:00"}, {"symbol": "DOCS_CFD.UK", "qty": 0.0, "avg_price": 62.5, "last_price": 64.4, "unrealized_pnl": 0.0, "opened_at": "2026-03-17T18:12:35.221859+00:00"}, {"symbol": "DPLM_CFD.UK", "qty": 0.0, "avg_price": 5110.0, "last_price": 5940.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-14T10:03:26.036362+00:00"}, {"symbol": "EEFT_CFD.US", "qty": 0.0, "avg_price": 63.91, "last_price": 66.13499999999999, "unrealized_pnl": 0.0, "opened_at": "2026-04-04T18:08:49.555685+00:00"}, {"symbol": "ELIOR_CFD.FR", "qty": 0.0, "avg_price": 2.4, "last_price": 2.378, "unrealized_pnl": 0.0, "opened_at": "2026-03-16T10:12:30.296045+00:00"}, {"symbol": "ERA_CFD.FR", "qty": 0.0, "avg_price": 55.55, "last_price": 53.6, "unrealized_pnl": 0.0, "opened_at": "2026-03-07T10:14:47.113218+00:00"}, {"symbol": "ESNT_CFD.UK", "qty": 34.32494279176201, "avg_price": 87.4, "last_price": 81.9, "unrealized_pnl": -188.78718535469108, "opened_at": "2026-04-09T10:04:16.483403+00:00"}, {"symbol": "ETSY_CFD.US", "qty": 0.0, "avg_price": 44.13, "last_price": 50.905, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "EZJ_CFD.UK", "qty": 0.0, "avg_price": 405.2, "last_price": 395.4, "unrealized_pnl": 0.0, "opened_at": "2026-03-08T10:05:58.226220+00:00"}, {"symbol": "FICO_CFD.US", "qty": 0.0, "avg_price": 1127.4099999999999, "last_price": 1199.4650000000001, "unrealized_pnl": 0.0, "opened_at": "2026-03-14T18:06:47.909233+00:00"}, {"symbol": "FME_CFD.DE", "qty": 0.0, "avg_price": 38.38, "last_price": 38.14, "unrealized_pnl": 0.0, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "FRE_CFD.DE", "qty": 0.0, "avg_price": 49.156, "last_price": 47.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 0.0, "avg_price": 284.2, "last_price": 297.6, "unrealized_pnl": 141.44968332160488, "opened_at": "2026-03-31T17:54:15.044829+00:00"}, {"symbol": "HAS_CFD.UK", "qty": 92.36453201970444, "avg_price": 32.48, "last_price": 32.56, "unrealized_pnl": 7.389162561576854, "opened_at": "2026-04-10T10:21:39.995579+00:00"}, {"symbol": "HIK_CFD.UK", "qty": 0.0, "avg_price": 1408.0, "last_price": 1342.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "HO_CFD.FR", "qty": 0.0, "avg_price": 254.566, "last_price": 251.7, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T10:32:09.961595+00:00"}, {"symbol": "ICG_CFD.UK", "qty": 4.010695187165775, "avg_price": 1496.0, "last_price": 1876.0, "unrealized_pnl": 1524.0641711229946, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "INF_CFD.UK", "qty": 0.0, "avg_price": 741.2, "last_price": 766.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-21T10:00:02.317290+00:00"}, {"symbol": "ITRK_CFD.UK", "qty": 0.0, "avg_price": 3942.0, "last_price": 3760.0, "unrealized_pnl": -138.5083713850837, "opened_at": "2026-03-13T10:07:39.444598+00:00"}, {"symbol": "IWG_CFD.UK", "qty": 17.421602787456447, "avg_price": 172.2, "last_price": 187.0, "unrealized_pnl": 257.8397212543556, "opened_at": "2026-03-16T18:18:58.833148+00:00"}, {"symbol": "JBLU_CFD.US", "qty": 0.0, "avg_price": 4.57, "last_price": 4.5600000000000005, "unrealized_pnl": 0.0, "opened_at": "2026-03-05T18:20:59.102726+00:00"}, {"symbol": "JMAT_CFD.UK", "qty": 0.0, "avg_price": 1815.0, "last_price": 1815.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-21T17:59:11.913241+00:00"}, {"symbol": "JMT_CFD.PT", "qty": 0.0, "avg_price": 20.76, "last_price": 20.159, "unrealized_pnl": 0.0, "opened_at": "2026-03-19T10:09:24.325041+00:00"}, {"symbol": "KGF_CFD.UK", "qty": 0.0, "avg_price": 285.0, "last_price": 301.6, "unrealized_pnl": 0.0, "opened_at": "2026-03-22T18:18:31.438015+00:00"}, {"symbol": "LAND_CFD.UK", "qty": 0.0, "avg_price": 586.0, "last_price": 573.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-12T10:21:39.078796+00:00"}, {"symbol": "LOPE_CFD.US", "qty": 0.0, "avg_price": 157.02, "last_price": 152.77, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T17:33:48.338981+00:00"}, {"symbol": "LPX_CFD.US", "qty": 0.0, "avg_price": 86.45, "last_price": 82.99, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "LRE_CFD.UK", "qty": 0.0, "avg_price": 576.0, "last_price": 593.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-21T10:00:02.317290+00:00"}, {"symbol": "LSEG_CFD.UK", "qty": 0.0, "avg_price": 8510.0, "last_price": 8694.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-12T10:21:39.078796+00:00"}, {"symbol": "LSS_CFD.FR", "qty": 0.0, "avg_price": 20.15, "last_price": 19.78, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "LTA_CFD.FR", "qty": 0.0, "avg_price": 24.288, "last_price": 24.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-14T10:03:26.036362+00:00"}, {"symbol": "LXS_CFD.DE", "qty": 0.0, "avg_price": 13.14, "last_price": 13.64, "unrealized_pnl": 0.0, "opened_at": "2026-03-06T10:33:43.857578+00:00"}, {"symbol": "MKS_CFD.UK", "qty": 0.0, "avg_price": 346.1, "last_price": 330.4, "unrealized_pnl": 0.0, "opened_at": "2026-03-24T10:08:31.727705+00:00"}, {"symbol": "MNDI_CFD.UK", "qty": 0.0, "avg_price": 820.0, "last_price": 808.6, "unrealized_pnl": 0.0, "opened_at": "2026-03-16T10:12:30.296045+00:00"}, {"symbol": "MNG_CFD.UK", "qty": 0.0, "avg_price": 263.0, "last_price": 278.8, "unrealized_pnl": 0.0, "opened_at": "2026-03-23T18:04:09.108429+00:00"}, {"symbol": "MTG_CFD.US", "qty": 0.0, "avg_price": 26.27, "last_price": 25.98, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "NRG_CFD.US", "qty": 0.0, "avg_price": 145.86, "last_price": 152.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-22T18:18:31.438015+00:00"}, {"symbol": "NXT_CFD.UK", "qty": 0.0, "avg_price": 12327.27, "last_price": 12695.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-07T10:14:47.113218+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 0.0, "avg_price": 204.3, "last_price": 204.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "OKTA_CFD.US", "qty": 0.0, "avg_price": 70.18, "last_price": 78.38, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "ORCL_CFD.US", "qty": 0.0, "avg_price": 153.02, "last_price": 150.49, "unrealized_pnl": 0.0, "opened_at": "2026-03-08T18:08:31.007911+00:00"}, {"symbol": "OSB_CFD.UK", "qty": 0.0, "avg_price": 515.0, "last_price": 513.55, "unrealized_pnl": -8.446601941747838, "opened_at": "2026-03-11T10:11:17.665074+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 22.57336343115124, "avg_price": 132.9, "last_price": 139.0, "unrealized_pnl": 137.69751693002243, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "PAG_CFD.UK", "qty": 3.9190071848465053, "avg_price": 765.5, "last_price": 741.0, "unrealized_pnl": -96.01567602873938, "opened_at": "2026-03-26T17:55:26.602359+00:00"}, {"symbol": "PROX_CFD.BE", "qty": 0.0, "avg_price": 6.98, "last_price": 7.55, "unrealized_pnl": 0.0, "opened_at": "2026-02-28T10:51:05.818250+00:00"}, {"symbol": "PRU_CFD.UK", "qty": 0.0, "avg_price": 1030.0, "last_price": 1101.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-09T10:19:46.508085+00:00"}, {"symbol": "PZC_CFD.UK", "qty": 0.0, "avg_price": 73.1, "last_price": 78.8, "unrealized_pnl": 233.9261285909714, "opened_at": "2026-03-04T18:49:26.891792+00:00"}, {"symbol": "RHIM_CFD.UK", "qty": 1.2903225806451613, "avg_price": 2325.0, "last_price": 2325.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-20T10:26:40.341409+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 417.16, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "ROR_CFD.UK", "qty": 0.0, "avg_price": 309.4, "last_price": 337.0, "unrealized_pnl": 267.61473820297374, "opened_at": "2026-03-18T10:06:24.210601+00:00"}, {"symbol": "RSW_CFD.UK", "qty": 0.0, "avg_price": 3790.0000000000005, "last_price": 3790.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-17T18:12:35.221859+00:00"}, {"symbol": "RVTY_CFD.US", "qty": 0.0, "avg_price": 91.28, "last_price": 89.93, "unrealized_pnl": 0.0, "opened_at": "2026-03-08T10:05:58.226220+00:00"}, {"symbol": "SAFE_CFD.UK", "qty": 0.0, "avg_price": 708.0, "last_price": 708.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-13T18:17:31.188931+00:00"}, {"symbol": "SGE_CFD.UK", "qty": 0.0, "avg_price": 795.4, "last_price": 783.4, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "SHC_CFD.UK", "qty": 23.84737678855326, "avg_price": 125.8, "last_price": 131.8, "unrealized_pnl": 143.0842607313199, "opened_at": "2026-04-10T10:21:39.995579+00:00"}, {"symbol": "STAN_CFD.UK", "qty": 0.0, "avg_price": 1615.0, "last_price": 1634.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-11T10:11:17.665074+00:00"}, {"symbol": "STJ_CFD.UK", "qty": 0.0, "avg_price": 1220.0, "last_price": 1202.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "STM_CFD.DE", "qty": 0.0, "avg_price": 18.436, "last_price": 17.66, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T10:31:26.559356+00:00"}, {"symbol": "STZ_CFD.US", "qty": 0.0, "avg_price": 149.07, "last_price": 156.44, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "TCAP_CFD.UK", "qty": 0.0, "avg_price": 257.0, "last_price": 248.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-01T10:30:13.622938+00:00"}, {"symbol": "TMV_CFD.DE", "qty": 0.0, "avg_price": 4.781, "last_price": 4.769, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "TRN_CFD.UK", "qty": 0.0, "avg_price": 184.5, "last_price": 184.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T18:03:34.247734+00:00"}, {"symbol": "TUI1_CFD.DE", "qty": 0.0, "avg_price": 7.398000000000001, "last_price": 7.132, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T10:31:26.559356+00:00"}, {"symbol": "UAL_CFD.US", "qty": 0.0, "avg_price": 91.79, "last_price": 92.6, "unrealized_pnl": 0.0, "opened_at": "2026-03-26T17:55:26.602359+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 0.0, "avg_price": 92.35, "last_price": 94.79, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "UTG_CFD.UK", "qty": 0.0, "avg_price": 461.2, "last_price": 458.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"symbol": "VCT_CFD.UK", "qty": 5.093378607809847, "avg_price": 589.0, "last_price": 599.0, "unrealized_pnl": 50.93378607809847, "opened_at": "2026-04-09T10:04:16.483403+00:00"}, {"symbol": "VSVS_CFD.UK", "qty": 0.0, "avg_price": 394.2, "last_price": 404.25, "unrealized_pnl": 0.0, "opened_at": "2026-03-17T10:04:29.123574+00:00"}, {"symbol": "WEIR_CFD.UK", "qty": 0.0, "avg_price": 2890.0, "last_price": 2808.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-15T10:35:48.762746+00:00"}, {"symbol": "WIX_CFD.UK", "qty": 0.0, "avg_price": 224.5, "last_price": 215.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-13T18:17:31.188931+00:00"}, {"symbol": "WIZZ_CFD.UK", "qty": 0.0, "avg_price": 1299.0, "last_price": 1080.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "ZAL_CFD.DE", "qty": 0.0, "avg_price": 21.078, "last_price": 20.775, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "ZION_CFD.US", "qty": 0.0, "avg_price": 58.99, "last_price": 57.21, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T18:14:12.978497+00:00"}], "candidates": [{"symbol": "CBG_CFD.UK", "mean_reversion_score": 78, "selection_reason": "Sharp -26.6% 1-day drop, trading -22% below MA50 and -13% below MA200, suggesting oversold bounce potential within 2-10 days"}, {"symbol": "CDW_CFD.US", "mean_reversion_score": 75, "selection_reason": "-22.5% 1-day crash, -26% below MA200 and -15% below MA50, deep oversold condition favoring short-term reversion"}, {"symbol": "MOS_CFD.US", "mean_reversion_score": 70, "selection_reason": "Trading -20% below MA200 and -10.7% below MA50 with moderate volatility (58%), relatively contained risk for mean-reversion entry"}, {"symbol": "AOS_CFD.US", "mean_reversion_score": 68, "selection_reason": "-14.7% below MA200, -9.9% below MA50, low volatility (58%) provides cleaner reversion setup with manageable risk"}, {"symbol": "EXPE_CFD.US", "mean_reversion_score": 65, "selection_reason": "-5.2% 1-day drop, near MA200 (-1.4%) and slightly below MA50 (-2.5%), moderate vol (110%), mild dislocation suitable for quick reversion"}], "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": "Mean-reversion score 78. Sharp -26.6% 1-day drop, trading -22% below MA50 and -13% below MA200. Already in portfolio at qty 0 (closed position). Re-entering on extreme oversold condition for bounce.",
        "symbol": "CBG_CFD.UK",
        "position_size": 3000
      },
      {
        "reason": "Mean-reversion score 75. -22.5% 1-day crash, -26% below MA200 and -15% below MA50. Deep oversold condition with high probability of short-term reversion.",
        "symbol": "CDW_CFD.US",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Strong unrealized gain of +1524, position trending well above entry. Hold for continued momentum.",
        "symbol": "ICG_CFD.UK"
      },
      {
        "reason": "Solid +258 unrealized gain, price above entry by ~8.6%. Continue holding.",
        "symbol": "IWG_CFD.UK"
      },
      {
        "reason": "Positive PnL +138, price recovering above entry. Hold for further mean-reversion upside.",
        "symbol": "PAGE_CFD.UK"
      },
      {
        "reason": "Positive PnL +143, recently opened and showing good reversion. Hold.",
        "symbol": "SHC_CFD.UK"
      },
      {
        "reason": "Modest gain +51, recently opened. Hold for further upside.",
        "symbol": "VCT_CFD.UK"
      },
      {
        "reason": "Near breakeven +7, recently opened. Hold to allow mean-reversion to develop.",
        "symbol": "HAS_CFD.UK"
      },
      {
        "reason": "Down -166 but recently opened. Allow more time for mean-reversion thesis to play out.",
        "symbol": "DLTR_CFD.US"
      },
      {
        "reason": "Down -96 but moderate loss. Hold for potential recovery.",
        "symbol": "PAG_CFD.UK"
      },
      {
        "reason": "Flat at entry price. Hold for potential upside.",
        "symbol": "RHIM_CFD.UK"
      }
    ],
    "sell": [
      {
        "reason": "Position down -225 unrealized PnL (-7.5% from entry), no clear mean-reversion catalyst visible. Cutting loss to free capital for higher-conviction candidates.",
        "symbol": "CCL_CFD.UK"
      },
      {
        "reason": "Position down -189 unrealized PnL (-6.3% from entry), stock continues to drift lower. Exiting to redeploy into stronger mean-reversion setups.",
        "symbol": "ESNT_CFD.UK"
      }
    ]
  },
  "portfolio_rationale": "Selling two losing positions (CCL, ESNT) that show no recovery momentum to free capital and reduce drawdown. Buying CBG and CDW which both show extreme 1-day drops with high mean-reversion scores (78, 75), fitting the strategy's core thesis of capturing oversold bounces within 2-10 days. Remaining holdings are a mix of profitable positions (ICG, IWG, PAGE, SHC) and recently opened positions that need time to develop. Portfolio stays within max 10 active positions and gross leverage constraints."
}

{
  "selected_stocks": [
    {
      "symbol": "CBG_CFD.UK",
      "selection_reason": "Sharp -26.6% 1-day drop, trading -22% below MA50 and -13% below MA200, suggesting oversold bounce potential within 2-10 days",
      "mean_reversion_score": 78
    },
    {
      "symbol": "CDW_CFD.US",
      "selection_reason": "-22.5% 1-day crash, -26% below MA200 and -15% below MA50, deep oversold condition favoring short-term reversion",
      "mean_reversion_score": 75
    },
    {
      "symbol": "MOS_CFD.US",
      "selection_reason": "Trading -20% below MA200 and -10.7% below MA50 with moderate volatility (58%), relatively contained risk for mean-reversion entry",
      "mean_reversion_score": 70
    },
    {
      "symbol": "AOS_CFD.US",
      "selection_reason": "-14.7% below MA200, -9.9% below MA50, low volatility (58%) provides cleaner reversion setup with manageable risk",
      "mean_reversion_score": 68
    },
    {
      "symbol": "EXPE_CFD.US",
      "selection_reason": "-5.2% 1-day drop, near MA200 (-1.4%) and slightly below MA50 (-2.5%), moderate vol (110%), mild dislocation suitable for quick reversion",
      "mean_reversion_score": 65
    }
  ],
  "rejected_common_reasons": [
    "Massive 1-day gains (+15-30%) indicate momentum/news-driven moves unlikely to revert quickly (JUP, BOY, AKAM, GLW)",
    "Extreme volatility >150% makes position sizing and risk unmanageable (OCDO, CPG, TER, SSPG)",
    "Trading far above MA200 (>50%) suggests extended trend, not mean-reversion candidate (ASHM, ALB)",
    "CPG_CFD.UK shows -98% distance from MA200 indicating likely data quality issue or corporate action",
    "IWG -19.4% drop but very high volatility (167%) and unclear catalyst increases binary risk"
  ]
}