Arena run #1747
meanrev-v1 • mistralai • mistralai/mistral-large-2512 • EU • success
Run status
as_of: 2026-05-10T10:12:52.141379+00:00
started_at: 2026-05-10T11:21:33.219770+00:00
finished_at: 2026-05-10T11:21:55.591163+00:00
duration_ms: 22368
Inputs
{
"as_of": "2026-05-10T10:12:52.141379+00:00",
"dry_run": false,
"selected": [
{
"symbol": "CBG_CFD.UK",
"selection_reason": "Extreme 1-day drop (-26.6%), oversold vs MA50 (-22.1%) and MA200 (-13.4%), high volatility (169%) suggests reversion potential.",
"mean_reversion_score": 90
},
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "Sharp 1-day decline (-27.4%), oversold vs MA50 (-19.1%) and MA200 (-27.5%), high volatility (249%) indicates reversion likelihood.",
"mean_reversion_score": 85
},
{
"symbol": "HAS_CFD.UK",
"selection_reason": "Significant 1-day drop (-41.1%), deeply oversold vs MA50 (-36.9%) and MA200 (-48.1%), high volatility (238%) supports reversion.",
"mean_reversion_score": 80
},
{
"symbol": "CTEC_CFD.UK",
"selection_reason": "1-day decline (-9.3%), oversold vs MA50 (-11.1%) and MA200 (-16.7%), moderate volatility (116%) suggests reversion.",
"mean_reversion_score": 75
},
{
"symbol": "HFG_CFD.UK",
"selection_reason": "1-day gain (10.3%) but deeply oversold vs MA200 (-29.3%) and MA50 (-8.6%), high volatility (170%) indicates potential pullback.",
"mean_reversion_score": 70
}
],
"simulate_only": false,
"strict_replay": false,
"universe_symbols": [
"BOY_CFD.UK",
"ASHM_CFD.UK",
"GRI_CFD.UK",
"N91_CFD.UK",
"CBG_CFD.UK",
"DLN_CFD.UK",
"GFTU_CFD.UK",
"TPK_CFD.UK",
"PNN_CFD.UK",
"MGNS_CFD.UK",
"INVP_CFD.UK",
"BRNK_CFD.DE",
"BNZL_CFD.UK",
"HAIN_CFD.US",
"OPTU_CFD.US",
"MCG_CFD.UK",
"HFG_CFD.UK",
"HE_CFD.US",
"WKP_CFD.UK",
"OCDO_CFD.UK",
"ADJ_CFD.DE",
"PSON_CFD.UK",
"LMP_CFD.UK",
"HAS_CFD.UK",
"SBT_CFD.FR",
"ATG_CFD.UK",
"MOS_CFD.US",
"CPG_CFD.UK",
"GPK_CFD.US",
"HMSO_CFD.UK",
"SPX_CFD.UK",
"BLND_CFD.UK",
"CTEC_CFD.UK",
"ECMPA_CFD.NL",
"PHP_CFD.UK",
"REC_CFD.BE",
"MNDI_CFD.UK",
"GLW_CFD.US",
"TER_CFD.US",
"UKW_CFD.UK",
"NXI_CFD.FR",
"AKAM_CFD.US",
"SFM_CFD.US",
"APH_CFD.US",
"ALB_CFD.US",
"GT_CFD.US",
"TSCO_CFD.US",
"CDW_CFD.US",
"SMIN_CFD.UK"
]
}Outputs
{
"actions": {
"buy": [
{
"reason": "Extreme 1-day drop (-27.4%) with high mean reversion score (85), deeply oversold vs MA50 and MA200, high volatility suggests strong reversion potential.",
"symbol": "OCDO_CFD.UK",
"position_size": 3000
},
{
"reason": "Significant 1-day drop (-41.1%) with high mean reversion score (80), deeply oversold vs MA50 and MA200, high volatility supports reversion.",
"symbol": "HAS_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "No significant price movement or reversion signal; holding for potential mean reversion.",
"symbol": "BOY_CFD.UK"
},
{
"reason": "Moderate unrealized gain; no strong signal to sell or add.",
"symbol": "BTRW_CFD.UK"
},
{
"reason": "Already held; candidate for potential addition but max buys per run reached.",
"symbol": "CBG_CFD.UK"
},
{
"reason": "No significant price movement; holding for potential mean reversion.",
"symbol": "CDW_CFD.US"
},
{
"reason": "Strong unrealized gain; no strong signal to sell.",
"symbol": "EXPD_CFD.US"
},
{
"reason": "Strong unrealized gain; no strong signal to sell.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "Strong unrealized gain; no strong signal to sell.",
"symbol": "HIK_CFD.UK"
},
{
"reason": "Strong unrealized gain; no strong signal to sell.",
"symbol": "ICG_CFD.UK"
},
{
"reason": "Moderate unrealized gain; no strong signal to sell or add.",
"symbol": "INF_CFD.UK"
},
{
"reason": "Strong unrealized gain; no strong signal to sell.",
"symbol": "ITRK_CFD.UK"
},
{
"reason": "Moderate unrealized gain; no strong signal to sell or add.",
"symbol": "IWG_CFD.UK"
},
{
"reason": "Strong unrealized gain; no strong signal to sell.",
"symbol": "JMAT_CFD.UK"
},
{
"reason": "Marginal unrealized gain; no strong signal to sell or add.",
"symbol": "KGF_CFD.UK"
},
{
"reason": "Strong unrealized gain; no strong signal to sell.",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "Strong unrealized gain; no strong signal to sell.",
"symbol": "SYNT_CFD.UK"
},
{
"reason": "Moderate unrealized gain; no strong signal to sell or add.",
"symbol": "THG_CFD.UK"
},
{
"reason": "No significant price movement; holding for potential mean reversion.",
"symbol": "TPK_CFD.UK"
},
{
"reason": "Moderate unrealized gain; no strong signal to sell or add.",
"symbol": "UKW_CFD.UK"
}
],
"sell": [
{
"reason": "Marginal unrealized loss with no clear reversion signal; prefer to free up capital for stronger candidates.",
"symbol": "PAG_CFD.UK"
}
]
},
"portfolio_rationale": "Portfolio adjustments focused on mean reversion candidates with extreme 1-day declines and high volatility, indicating strong reversion potential. Sold PAG_CFD.UK to free up capital for higher-conviction buys (OCDO_CFD.UK and HAS_CFD.UK). Held positions with unrealized gains or no clear signals to avoid overtrading. Max buys/sells per run adhered to strategy rules."
}Prompts & responses
#2862 • openrouter • mistralai/mistral-large-2512 • 2026-05-10T11:21:33.264984+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": "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": "GRI_CFD.UK", "name": "GRAINGER PLC", "sector": "", "last_price": 189.6, "change_1d_pct": -1.455301455301461, "distance_from_ma200_pct": -6.198447178618971, "distance_from_ma50_pct": -0.23237017579308406, "volatility_20d_pct": 71.77829509727196, "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": "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": "HAIN_CFD.US", "name": "The Hain Celestial Group Inc", "sector": "", "last_price": 0.7051, "change_1d_pct": -0.18403171007929098, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -33.19918220868079, "volatility_20d_pct": 9562.636249272142, "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": "OPTU_CFD.US", "name": "Optimum Communications Inc.", "sector": "", "last_price": 1.16, "change_1d_pct": -18.881118881118887, "distance_from_ma200_pct": -39.28291023292333, "distance_from_ma50_pct": -19.388464211257826, "volatility_20d_pct": 155.53996036728756, "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": "MCG_CFD.UK", "name": "MOBICO GROUP PLC", "sector": "", "last_price": 26.38, "change_1d_pct": -4.142441860465118, "distance_from_ma200_pct": -3.657754948131142, "distance_from_ma50_pct": 12.38635685863516, "volatility_20d_pct": 328.69037941810484, "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": "HFG_CFD.UK", "name": "HILTON FOOD GROUP PLC", "sector": "", "last_price": 548.0, "change_1d_pct": 10.261569416498983, "distance_from_ma200_pct": -29.343342424790787, "distance_from_ma50_pct": -8.640994786201595, "volatility_20d_pct": 169.6338077414147, "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": "HE_CFD.US", "name": "", "sector": "", "last_price": 15.21, "change_1d_pct": -0.5232177894048284, "distance_from_ma200_pct": 15.418325030448132, "distance_from_ma50_pct": 0.38013779995249575, "volatility_20d_pct": 56.2273665181513, "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": "ADJ_CFD.DE", "name": "ADLER GROUP SA", "sector": "", "last_price": 0.172, "change_1d_pct": 0.0, "distance_from_ma200_pct": -12.882720895484601, "distance_from_ma50_pct": -4.603438713255703, "volatility_20d_pct": 273.6401010011234, "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": 1130.5, "change_1d_pct": 10.887690044139276, "distance_from_ma200_pct": 8.656877487760717, "distance_from_ma50_pct": 14.070566544762686, "volatility_20d_pct": 113.35458813581232, "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": "LMP_CFD.UK", "name": "LONDONMETRIC PROPERTY PLC", "sector": "", "last_price": 192.3, "change_1d_pct": -1.5864892528147378, "distance_from_ma200_pct": 0.9846926531141609, "distance_from_ma50_pct": -0.5701060895768606, "volatility_20d_pct": 115.33658818601971, "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": "HAS_CFD.UK", "name": "HAYS PLC", "sector": "", "last_price": 33.32, "change_1d_pct": -41.13074204946997, "distance_from_ma200_pct": -48.070043100929105, "distance_from_ma50_pct": -36.93550462952447, "volatility_20d_pct": 238.64976019705142, "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": "HMSO_CFD.UK", "name": "HAMMERSON PLC", "sector": "", "last_price": 355.4, "change_1d_pct": 14.129736673089276, "distance_from_ma200_pct": 22.516025502913806, "distance_from_ma50_pct": 10.006914897239172, "volatility_20d_pct": 87.54938293511039, "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": "REC_CFD.BE", "name": "Recticel SA", "sector": "", "last_price": 10.46, "change_1d_pct": 4.809619238476959, "distance_from_ma200_pct": 8.058074500153921, "distance_from_ma50_pct": 4.356848542895064, "volatility_20d_pct": 90.40840090493766, "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": "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": 364.83, "change_1d_pct": 0.42390376833933985, "distance_from_ma200_pct": 68.88921190821016, "distance_from_ma50_pct": 9.709846130159061, "volatility_20d_pct": 157.6172997157301, "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": "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": "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": "GT_CFD.US", "name": "GOODYEAR TIRE & RUBBER CO", "sector": "", "last_price": 6.6, "change_1d_pct": -6.647807637906656, "distance_from_ma200_pct": -19.067063973807162, "distance_from_ma50_pct": -5.438707089231487, "volatility_20d_pct": 91.97055948582533, "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"}], "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": "CBG_CFD.UK",
"selection_reason": "Extreme 1-day drop (-26.6%), oversold vs MA50 (-22.1%) and MA200 (-13.4%), high volatility (169%) suggests reversion potential.",
"mean_reversion_score": 90
},
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "Sharp 1-day decline (-27.4%), oversold vs MA50 (-19.1%) and MA200 (-27.5%), high volatility (249%) indicates reversion likelihood.",
"mean_reversion_score": 85
},
{
"symbol": "HAS_CFD.UK",
"selection_reason": "Significant 1-day drop (-41.1%), deeply oversold vs MA50 (-36.9%) and MA200 (-48.1%), high volatility (238%) supports reversion.",
"mean_reversion_score": 80
},
{
"symbol": "CTEC_CFD.UK",
"selection_reason": "1-day decline (-9.3%), oversold vs MA50 (-11.1%) and MA200 (-16.7%), moderate volatility (116%) suggests reversion.",
"mean_reversion_score": 75
},
{
"symbol": "HFG_CFD.UK",
"selection_reason": "1-day gain (10.3%) but deeply oversold vs MA200 (-29.3%) and MA50 (-8.6%), high volatility (170%) indicates potential pullback.",
"mean_reversion_score": 70
}
],
"rejected_common_reasons": [
"Missing earnings data (cannot confirm avoidance of earnings within 5 days).",
"Missing sector data (cannot enforce sector concentration rule).",
"Extreme volatility outliers (e.g., HAIN_CFD.US, CPG_CFD.UK) may indicate binary/event-driven moves.",
"Insufficient deviation from moving averages for mean-reversion criteria."
]
}#2863 • openrouter • mistralai/mistral-large-2512 • 2026-05-10T11:21:42.248270+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": "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": "ACM_CFD.US", "qty": 0.0, "avg_price": 88.42, "last_price": 97.88, "unrealized_pnl": 0.0, "opened_at": "2026-02-15T10:57:15.913854+00:00"}, {"symbol": "ADS_CFD.DE", "qty": 0.0, "avg_price": 137.15, "last_price": 138.55, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T10:26:53.527562+00:00"}, {"symbol": "AIR_CFD.DE", "qty": 0.0, "avg_price": 200.984, "last_price": 187.12, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "AMCX_CFD.US", "qty": 0.0, "avg_price": 7.5, "last_price": 7.365, "unrealized_pnl": -53.999999999999915, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "AMH_CFD.US", "qty": 0.0, "avg_price": 29.595, "last_price": 29.485, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "ATG_CFD.UK", "qty": 0.0, "avg_price": 296.0, "last_price": 296.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T18:49:26.891792+00:00"}, {"symbol": "ATO_CFD.FR", "qty": 0.0, "avg_price": 35.106, "last_price": 38.024, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "AUTO_CFD.UK", "qty": 0.0, "avg_price": 482.8, "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": 0.453, "unrealized_pnl": 0.0, "opened_at": "2026-02-28T10:51:05.818250+00:00"}, {"symbol": "BLND_CFD.UK", "qty": 0.0, "avg_price": 364.2, "last_price": 364.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-09T18:18:45.954380+00:00"}, {"symbol": "BOY_CFD.UK", "qty": 4.73186119873817, "avg_price": 634.0, "last_price": 634.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-31T17:54:15.044829+00:00"}, {"symbol": "BRBY_CFD.UK", "qty": 0.0, "avg_price": 1070.84, "last_price": 1070.84, "unrealized_pnl": 0.0, "opened_at": "2026-03-09T10:19:46.508085+00:00"}, {"symbol": "BTRW_CFD.UK", "qty": 11.961722488038276, "avg_price": 250.8, "last_price": 264.3, "unrealized_pnl": 161.48325358851673, "opened_at": "2026-03-23T18:04:09.108429+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 0.0, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-15T10:57:15.913854+00:00"}, {"symbol": "CBG_CFD.UK", "qty": 17.496792254753295, "avg_price": 342.92, "last_price": 342.92, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T10:26:53.527562+00:00"}, {"symbol": "CDW_CFD.US", "qty": 28.66698518872432, "avg_price": 104.65, "last_price": 104.65, "unrealized_pnl": 0.0, "opened_at": "2026-05-09T18:07:46.147407+00:00"}, {"symbol": "CRST_CFD.UK", "qty": 0.0, "avg_price": 103.4, "last_price": 74.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-18T17:58:33.497657+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 0.0, "avg_price": 350.24, "last_price": 350.055, "unrealized_pnl": -1.5846276838739344, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "DLTR_CFD.US", "qty": 0.0, "avg_price": 112.12, "last_price": 107.655, "unrealized_pnl": 0.0, "opened_at": "2026-03-17T18:12:35.221859+00:00"}, {"symbol": "DOM_CFD.UK", "qty": 0.0, "avg_price": 199.3, "last_price": 189.21, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+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": "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": 54.045, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "EVT_CFD.DE", "qty": 0.0, "avg_price": 4.502, "last_price": 4.353, "unrealized_pnl": 0.0, "opened_at": "2026-03-11T10:11:17.665074+00:00"}, {"symbol": "EXM_CFD.BE", "qty": 0.0, "avg_price": 10.0, "last_price": 9.933, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "EXPD_CFD.US", "qty": 22.01269398686576, "avg_price": 136.285, "last_price": 156.45, "unrealized_pnl": 443.88597424514785, "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": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "FRVIA_CFD.FR", "qty": 0.0, "avg_price": 12.709, "last_price": 12.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 10.55594651653765, "avg_price": 284.2, "last_price": 337.6, "unrealized_pnl": 563.6875439831109, "opened_at": "2026-02-18T09:36:37.284518+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": "GRI_CFD.UK", "qty": 0.0, "avg_price": 189.6, "last_price": 189.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "HAS_CFD.UK", "qty": 0.0, "avg_price": 32.48, "last_price": 32.48, "unrealized_pnl": 0.0, "opened_at": "2026-04-08T10:08:21.944296+00:00"}, {"symbol": "HIK_CFD.UK", "qty": 4.854368932038835, "avg_price": 1236.0, "last_price": 1416.0, "unrealized_pnl": 873.7864077669902, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "ICG_CFD.UK", "qty": 2.0053475935828877, "avg_price": 1496.0, "last_price": 1876.0, "unrealized_pnl": 762.0320855614973, "opened_at": "2026-03-15T18:15:23.812047+00:00"}, {"symbol": "INF_CFD.UK", "qty": 4.0474905558553695, "avg_price": 741.2, "last_price": 813.8, "unrealized_pnl": 293.84781435509944, "opened_at": "2026-03-21T10:00:02.317290+00:00"}, {"symbol": "ITRK_CFD.UK", "qty": 0.7890583903208838, "avg_price": 3802.0, "last_price": 4899.0, "unrealized_pnl": 865.5970541820095, "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": "JDW_CFD.UK", "qty": 0.0, "avg_price": 664.5, "last_price": 664.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-15T10:35:48.762746+00:00"}, {"symbol": "JEF_CFD.US", "qty": 0.0, "avg_price": 47.46, "last_price": 44.27, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T18:07:22.382508+00:00"}, {"symbol": "JMAT_CFD.UK", "qty": 1.6528925619834711, "avg_price": 1815.0, "last_price": 2122.0, "unrealized_pnl": 507.43801652892563, "opened_at": "2026-03-03T10:20:03.276878+00:00"}, {"symbol": "KGF_CFD.UK", "qty": 10.526315789473685, "avg_price": 285.0, "last_price": 286.0, "unrealized_pnl": 10.526315789473685, "opened_at": "2026-03-27T09:59:46.331143+00:00"}, {"symbol": "LIO_CFD.UK", "qty": 0.0, "avg_price": 250.0, "last_price": 257.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "MCG_CFD.UK", "qty": 0.0, "avg_price": 17.39, "last_price": 17.39, "unrealized_pnl": 0.0, "opened_at": "2026-03-27T18:04:13.865611+00:00"}, {"symbol": "MSLH_CFD.UK", "qty": 0.0, "avg_price": 140.8, "last_price": 140.8, "unrealized_pnl": 0.0, "opened_at": "2026-03-21T17:59:11.913241+00:00"}, {"symbol": "NA9_CFD.DE", "qty": 0.0, "avg_price": 48.578, "last_price": 53.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 0.0, "avg_price": 186.0, "last_price": 181.4, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "OKTA_CFD.US", "qty": 0.0, "avg_price": 70.18, "last_price": 79.26, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 135.44018058690745, "avg_price": 132.9, "last_price": 139.0, "unrealized_pnl": 826.1851015801346, "opened_at": "2026-03-06T10:33:43.857578+00:00"}, {"symbol": "PAG_CFD.UK", "qty": 3.9190071848465053, "avg_price": 765.5, "last_price": 741.0, "unrealized_pnl": -96.01567602873938, "opened_at": "2026-03-22T18:18:31.438015+00:00"}, {"symbol": "PSN_CFD.UK", "qty": 0.0, "avg_price": 1068.0, "last_price": 1066.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-21T10:00:02.317290+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 424.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "SOI_CFD.FR", "qty": 0.0, "avg_price": 57.5, "last_price": 54.96, "unrealized_pnl": 0.0, "opened_at": "2026-03-19T10:09:24.325041+00:00"}, {"symbol": "STJ_CFD.UK", "qty": 0.0, "avg_price": 1220.0, "last_price": 1202.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-15T10:35:48.762746+00:00"}, {"symbol": "SYNT_CFD.UK", "qty": 85.9598853868195, "avg_price": 34.9, "last_price": 47.2, "unrealized_pnl": 1057.30659025788, "opened_at": "2026-03-04T18:49:26.891792+00:00"}, {"symbol": "THG_CFD.UK", "qty": 103.8781163434903, "avg_price": 28.88, "last_price": 31.18, "unrealized_pnl": 238.91966759002779, "opened_at": "2026-04-07T10:08:43.931517+00:00"}, {"symbol": "TPK_CFD.UK", "qty": 5.328975415660082, "avg_price": 562.96, "last_price": 562.96, "unrealized_pnl": 0.0, "opened_at": "2026-03-22T18:18:31.438015+00:00"}, {"symbol": "TRN_CFD.UK", "qty": 0.0, "avg_price": 184.50000000000003, "last_price": 211.4, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "TRST_CFD.UK", "qty": 0.0, "avg_price": 151.8, "last_price": 224.82, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "TUI1_CFD.DE", "qty": 0.0, "avg_price": 7.398000000000001, "last_price": 6.95, "unrealized_pnl": -181.67072181670738, "opened_at": "2026-03-02T10:31:26.559356+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 32.48511099079589, "avg_price": 92.35, "last_price": 99.04, "unrealized_pnl": 217.32539252842489, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "ULTA_CFD.US", "qty": 0.0, "avg_price": 535.2, "last_price": 523.22, "unrealized_pnl": 0.0, "opened_at": "2026-03-15T18:15:23.812047+00:00"}, {"symbol": "UTG_CFD.UK", "qty": 0.0, "avg_price": 505.0, "last_price": 505.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-26T17:55:26.602359+00:00"}, {"symbol": "VSVS_CFD.UK", "qty": 0.0, "avg_price": 425.0, "last_price": 421.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-16T18:18:58.833148+00:00"}, {"symbol": "VTY_CFD.UK", "qty": 0.0, "avg_price": 385.0, "last_price": 385.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-11T10:11:17.665074+00:00"}, {"symbol": "WEIR_CFD.UK", "qty": 0.0, "avg_price": 2890.0, "last_price": 2842.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-14T10:03:26.036362+00:00"}, {"symbol": "WIX_CFD.UK", "qty": 0.0, "avg_price": 224.5, "last_price": 222.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-09T10:19:46.508085+00:00"}, {"symbol": "WIZZ_CFD.UK", "qty": 0.0, "avg_price": 1087.0, "last_price": 1064.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T10:20:03.276878+00:00"}, {"symbol": "WKP_CFD.UK", "qty": 0.0, "avg_price": 412.5, "last_price": 412.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "WPP_CFD.UK", "qty": 0.0, "avg_price": 263.4, "last_price": 257.0, "unrealized_pnl": -72.89293849658289, "opened_at": "2026-02-18T09:36:37.284518+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": "CBG_CFD.UK", "mean_reversion_score": 90, "selection_reason": "Extreme 1-day drop (-26.6%), oversold vs MA50 (-22.1%) and MA200 (-13.4%), high volatility (169%) suggests reversion potential."}, {"symbol": "OCDO_CFD.UK", "mean_reversion_score": 85, "selection_reason": "Sharp 1-day decline (-27.4%), oversold vs MA50 (-19.1%) and MA200 (-27.5%), high volatility (249%) indicates reversion likelihood."}, {"symbol": "HAS_CFD.UK", "mean_reversion_score": 80, "selection_reason": "Significant 1-day drop (-41.1%), deeply oversold vs MA50 (-36.9%) and MA200 (-48.1%), high volatility (238%) supports reversion."}, {"symbol": "CTEC_CFD.UK", "mean_reversion_score": 75, "selection_reason": "1-day decline (-9.3%), oversold vs MA50 (-11.1%) and MA200 (-16.7%), moderate volatility (116%) suggests reversion."}, {"symbol": "HFG_CFD.UK", "mean_reversion_score": 70, "selection_reason": "1-day gain (10.3%) but deeply oversold vs MA200 (-29.3%) and MA50 (-8.6%), high volatility (170%) indicates potential pullback."}], "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": "Extreme 1-day drop (-27.4%) with high mean reversion score (85), deeply oversold vs MA50 and MA200, high volatility suggests strong reversion potential.",
"symbol": "OCDO_CFD.UK",
"position_size": 3000
},
{
"reason": "Significant 1-day drop (-41.1%) with high mean reversion score (80), deeply oversold vs MA50 and MA200, high volatility supports reversion.",
"symbol": "HAS_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "No significant price movement or reversion signal; holding for potential mean reversion.",
"symbol": "BOY_CFD.UK"
},
{
"reason": "Moderate unrealized gain; no strong signal to sell or add.",
"symbol": "BTRW_CFD.UK"
},
{
"reason": "Already held; candidate for potential addition but max buys per run reached.",
"symbol": "CBG_CFD.UK"
},
{
"reason": "No significant price movement; holding for potential mean reversion.",
"symbol": "CDW_CFD.US"
},
{
"reason": "Strong unrealized gain; no strong signal to sell.",
"symbol": "EXPD_CFD.US"
},
{
"reason": "Strong unrealized gain; no strong signal to sell.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "Strong unrealized gain; no strong signal to sell.",
"symbol": "HIK_CFD.UK"
},
{
"reason": "Strong unrealized gain; no strong signal to sell.",
"symbol": "ICG_CFD.UK"
},
{
"reason": "Moderate unrealized gain; no strong signal to sell or add.",
"symbol": "INF_CFD.UK"
},
{
"reason": "Strong unrealized gain; no strong signal to sell.",
"symbol": "ITRK_CFD.UK"
},
{
"reason": "Moderate unrealized gain; no strong signal to sell or add.",
"symbol": "IWG_CFD.UK"
},
{
"reason": "Strong unrealized gain; no strong signal to sell.",
"symbol": "JMAT_CFD.UK"
},
{
"reason": "Marginal unrealized gain; no strong signal to sell or add.",
"symbol": "KGF_CFD.UK"
},
{
"reason": "Strong unrealized gain; no strong signal to sell.",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "Strong unrealized gain; no strong signal to sell.",
"symbol": "SYNT_CFD.UK"
},
{
"reason": "Moderate unrealized gain; no strong signal to sell or add.",
"symbol": "THG_CFD.UK"
},
{
"reason": "No significant price movement; holding for potential mean reversion.",
"symbol": "TPK_CFD.UK"
},
{
"reason": "Moderate unrealized gain; no strong signal to sell or add.",
"symbol": "UKW_CFD.UK"
}
],
"sell": [
{
"reason": "Marginal unrealized loss with no clear reversion signal; prefer to free up capital for stronger candidates.",
"symbol": "PAG_CFD.UK"
}
]
},
"portfolio_rationale": "Portfolio adjustments focused on mean reversion candidates with extreme 1-day declines and high volatility, indicating strong reversion potential. Sold PAG_CFD.UK to free up capital for higher-conviction buys (OCDO_CFD.UK and HAS_CFD.UK). Held positions with unrealized gains or no clear signals to avoid overtrading. Max buys/sells per run adhered to strategy rules."
}Selection logs
#1120 • stage1 • 2026-05-10T11:21:42.243038+00:00
{
"selected_stocks": [
{
"symbol": "CBG_CFD.UK",
"selection_reason": "Extreme 1-day drop (-26.6%), oversold vs MA50 (-22.1%) and MA200 (-13.4%), high volatility (169%) suggests reversion potential.",
"mean_reversion_score": 90
},
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "Sharp 1-day decline (-27.4%), oversold vs MA50 (-19.1%) and MA200 (-27.5%), high volatility (249%) indicates reversion likelihood.",
"mean_reversion_score": 85
},
{
"symbol": "HAS_CFD.UK",
"selection_reason": "Significant 1-day drop (-41.1%), deeply oversold vs MA50 (-36.9%) and MA200 (-48.1%), high volatility (238%) supports reversion.",
"mean_reversion_score": 80
},
{
"symbol": "CTEC_CFD.UK",
"selection_reason": "1-day decline (-9.3%), oversold vs MA50 (-11.1%) and MA200 (-16.7%), moderate volatility (116%) suggests reversion.",
"mean_reversion_score": 75
},
{
"symbol": "HFG_CFD.UK",
"selection_reason": "1-day gain (10.3%) but deeply oversold vs MA200 (-29.3%) and MA50 (-8.6%), high volatility (170%) indicates potential pullback.",
"mean_reversion_score": 70
}
],
"rejected_common_reasons": [
"Missing earnings data (cannot confirm avoidance of earnings within 5 days).",
"Missing sector data (cannot enforce sector concentration rule).",
"Extreme volatility outliers (e.g., HAIN_CFD.US, CPG_CFD.UK) may indicate binary/event-driven moves.",
"Insufficient deviation from moving averages for mean-reversion criteria."
]
}