Arena run #182

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": "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": "AIR_CFD.DE", "name": "AIRBUS SE", "sector": "", "last_price": 200.984, "change_1d_pct": 2.73154774074833, "distance_from_ma200_pct": 6.284898992222621, "distance_from_ma50_pct": 0.5545147418150043, "volatility_20d_pct": 42.989395732870086, "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": "FUTR_CFD.UK", "name": "FUTURE PLC", "sector": "", "last_price": 422.0, "change_1d_pct": -13.70143149284253, "distance_from_ma200_pct": -38.122509366851766, "distance_from_ma50_pct": -25.139370269544393, "volatility_20d_pct": 146.49494054552733, "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": 0.2, "change_1d_pct": 7.526881720430123, "distance_from_ma200_pct": -5.966430015515534, "distance_from_ma50_pct": 2.7326895418122055, "volatility_20d_pct": 311.6321860192083, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "LIO_CFD.UK", "name": "LIONTRUST ASSET MANAGEMENT", "sector": "", "last_price": 259.0, "change_1d_pct": 0.19342359767891004, "distance_from_ma200_pct": -20.670350849922237, "distance_from_ma50_pct": -0.35817197640911624, "volatility_20d_pct": 128.03912578370827, "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": 305.0, "change_1d_pct": 4.2735042735042805, "distance_from_ma200_pct": -30.344980756373573, "distance_from_ma50_pct": -1.1704016694101371, "volatility_20d_pct": 159.9931345477538, "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": "BDT_CFD.DE", "name": "Bertrandt AG", "sector": "", "last_price": 18.571, "change_1d_pct": 1.1492374727668953, "distance_from_ma200_pct": -3.8907902111545822, "distance_from_ma50_pct": -0.12283638022053678, "volatility_20d_pct": 97.18981583912894, "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": "BT_CFD.UK", "name": "", "sector": "", "last_price": 209.7, "change_1d_pct": 3.35140463282404, "distance_from_ma200_pct": 10.419039464933654, "distance_from_ma50_pct": 11.273956800022077, "volatility_20d_pct": 86.28451509255954, "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": "BYIT_CFD.UK", "name": "BYTES TECHNOLOGY GROUP PLC", "sector": "", "last_price": 300.4, "change_1d_pct": -12.674418604651173, "distance_from_ma200_pct": -28.03446775272175, "distance_from_ma50_pct": -14.34777426817815, "volatility_20d_pct": 87.82535981934274, "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": 412.5, "change_1d_pct": -2.4822695035460973, "distance_from_ma200_pct": -0.6645361918828807, "distance_from_ma50_pct": 3.1817499624793744, "volatility_20d_pct": 3857.1547460259226, "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": "UMG_CFD.NL", "name": "Universal Music Group N.V.", "sector": "", "last_price": 19.085, "change_1d_pct": -2.052861175263021, "distance_from_ma200_pct": -25.01215089983454, "distance_from_ma50_pct": -16.475708151200628, "volatility_20d_pct": 5277.5584258190365, "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": 221.9, "change_1d_pct": -21.312056737588648, "distance_from_ma200_pct": -14.06664037160078, "distance_from_ma50_pct": -3.1767959417158487, "volatility_20d_pct": 240.9598068877464, "market_cap_usd": null, "avg_daily_volume_usd": null, 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"earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "FLO_CFD.US", "name": "Flowers Foods Inc", "sector": "", "last_price": 10.08, "change_1d_pct": -13.550600343053176, "distance_from_ma200_pct": -26.247859870933755, "distance_from_ma50_pct": -7.983860661274722, "volatility_20d_pct": 89.84040924651786, "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": "CLARI_CFD.FR", "name": "Clariane SE", "sector": "", "last_price": 4.054, "change_1d_pct": 5.959226346053326, "distance_from_ma200_pct": -2.880989684399149, "distance_from_ma50_pct": 5.118498159000162, "volatility_20d_pct": 56.44908583267642, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, 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"snapshot_ok_prices_technicals_only"}, {"symbol": "NWE_CFD.US", "name": "", "sector": "", "last_price": 69.35, "change_1d_pct": 1.122776319626717, "distance_from_ma200_pct": 16.511248333603533, "distance_from_ma50_pct": 3.879257401865188, "volatility_20d_pct": 48.81632674937871, "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": "MPT_CFD.US", "name": "", "sector": "", "last_price": 5.42, "change_1d_pct": -4.745166959578196, "distance_from_ma200_pct": 11.542142144202172, "distance_from_ma50_pct": 3.5339063992358977, "volatility_20d_pct": 61.24361337038149, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "CCC_CFD.UK", "name": "COMPUTACENTER PLC", "sector": "", "last_price": 2960.0, "change_1d_pct": -10.789632308619645, "distance_from_ma200_pct": 17.038340831266787, "distance_from_ma50_pct": 2.2104670976909713, "volatility_20d_pct": 92.6737083098957, "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": "", "sector": "", "last_price": 1.6, "change_1d_pct": -3.0303030303030165, "distance_from_ma200_pct": -26.487479898920274, "distance_from_ma50_pct": -7.535829865926946, "volatility_20d_pct": 103.86164938143123, "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": "DCC_CFD.UK", "name": "DCC PLC", "sector": "", "last_price": 5245.0, "change_1d_pct": 21.976744186046517, "distance_from_ma200_pct": 8.796736819749817, "distance_from_ma50_pct": 9.249138275290836, "volatility_20d_pct": 93.64714435327805, "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": "FME_CFD.DE", "name": "", "sector": "", "last_price": 40.818, "change_1d_pct": -0.0538687561214668, "distance_from_ma200_pct": -7.105280795556412, "distance_from_ma50_pct": 3.713965126820784, "volatility_20d_pct": 35.43744786221902, "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": "RAND_CFD.NL", "name": "RANDSTAD NV", "sector": "", "last_price": 28.3, "change_1d_pct": 2.573396158028274, "distance_from_ma200_pct": -25.34622337623419, "distance_from_ma50_pct": -17.726770313492977, "volatility_20d_pct": 156.94217733189032, "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": "BKH_CFD.US", "name": "", "sector": "", "last_price": 74.06, "change_1d_pct": 1.8566909641039908, "distance_from_ma200_pct": 16.55961837191111, "distance_from_ma50_pct": 3.5882430281447775, "volatility_20d_pct": 46.0532888421459, "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": "DPLM_CFD.UK", "name": "DIPLOMA PLC", "sector": "", "last_price": 5450.0, "change_1d_pct": -2.066486972147352, "distance_from_ma200_pct": 10.794115706218555, "distance_from_ma50_pct": -0.20332519590636755, "volatility_20d_pct": 61.180379080220206, "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": "LEG_CFD.US", "name": "", "sector": "", "last_price": 11.89, "change_1d_pct": 3.4812880765883403, "distance_from_ma200_pct": 19.11738923535453, "distance_from_ma50_pct": 0.8550198486750649, "volatility_20d_pct": 70.5337217331953, "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": "DEZ_CFD.DE", "name": "Deutz AG", "sector": "", "last_price": 11.596, "change_1d_pct": 1.898066783831287, "distance_from_ma200_pct": 33.977571812486865, "distance_from_ma50_pct": 15.755575653396114, "volatility_20d_pct": 52.36182414033206, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "LPX_CFD.US", "name": "LOUISIANA-PACIFIC CORP", "sector": "", "last_price": 87.47, "change_1d_pct": -8.16797900262467, "distance_from_ma200_pct": -1.8245018971205673, "distance_from_ma50_pct": -0.55481025034676, "volatility_20d_pct": 68.57109478700374, "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": "MAN_CFD.US", "name": "", "sector": "", "last_price": 29.82, "change_1d_pct": 1.1533242876526462, "distance_from_ma200_pct": -18.412574641413403, "distance_from_ma50_pct": -3.074822856399917, "volatility_20d_pct": 110.1219007608683, "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": "TMV_CFD.DE", "name": "", "sector": "", "last_price": 4.836, "change_1d_pct": -6.169965075669371, "distance_from_ma200_pct": -39.297706090940466, "distance_from_ma50_pct": -14.730049017879177, "volatility_20d_pct": 85.73079178879432, "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": "RMV_CFD.UK",
      "selection_reason": "Large 1D selloff (-14.81%) with deep undershoot vs MA200 (-37.28%) and MA50 (-17.53%); elevated 20D vol (137.8%) fits short-horizon bounce setup.",
      "mean_reversion_score": 92
    },
    {
      "symbol": "FUTR_CFD.UK",
      "selection_reason": "Sharp 1D drop (-13.70%) and very depressed vs MA200 (-38.12%) and MA50 (-25.14%); high 20D vol (146.5%) supports mean-reversion potential.",
      "mean_reversion_score": 90
    },
    {
      "symbol": "BYIT_CFD.UK",
      "selection_reason": "Significant 1D drawdown (-12.67%) while trading well below MA200 (-28.03%) and MA50 (-14.35%); 20D vol (87.8%) suggests room for 2-10D snapback.",
      "mean_reversion_score": 88
    },
    {
      "symbol": "TMV_CFD.DE",
      "selection_reason": "Oversold trend position: far below MA200 (-39.30%) and MA50 (-14.73%) with fresh downside (-6.17% 1D); moderate-high 20D vol (85.7%) for rebound.",
      "mean_reversion_score": 83
    },
    {
      "symbol": "RAND_CFD.NL",
      "selection_reason": "Price remains materially below MA200 (-25.35%) and MA50 (-17.73%) despite modest 1D uptick (+2.57%); elevated 20D vol (156.9%) supports short-term reversion attempt.",
      "mean_reversion_score": 78
    }
  ],
  "rejected_common_reasons": [
    "Likely data-quality/technical anomalies (e.g., extreme 20D volatility or MA-distance values) making signals unreliable (UMG_CFD.NL, WKP_CFD.UK, IHG_CFD.UK).",
    "Strong upside extension vs moving averages (overbought) inconsistent with long mean-reversion entries (WEIR_CFD.UK, DBG_CFD.FR, PNN_CFD.UK, CCL_CFD.UK, DEZ_CFD.DE).",
    "Extreme 1D moves that may be highly event-driven/binary with insufficient context in the snapshot (TRST_CFD.UK, OCDO_CFD.UK, THG_CFD.UK).",
    "Very low-priced/high-volatility profiles that can be unstable for short-horizon mean-reversion without liquidity/fundamental confirmation (ADJ_CFD.DE)."
  ]
}

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": "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": "BYIT_CFD.UK", "qty": 10.252904989747094, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "DSY_CFD.FR", "qty": 167.77585146244618, "avg_price": 17.881, "last_price": 17.133, "unrealized_pnl": -125.49633689390993, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "ETSY_CFD.US", "qty": 67.98096532970767, "avg_price": 44.13, "last_price": 44.13, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "FBIN_CFD.US", "qty": 58.85237861696911, "avg_price": 50.974999999999994, "last_price": 53.760000000000005, "unrealized_pnl": 163.90387444825961, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "FLO_CFD.US", "qty": 303.7974683544304, "avg_price": 9.875, "last_price": 9.875, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 7.488766849725412, "avg_price": 400.6, "last_price": 400.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "MLCO_CFD.US", "qty": 544.464609800363, "avg_price": 5.51, "last_price": 5.64, "unrealized_pnl": 70.78039927404713, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 7.070469007777516, "avg_price": 424.3, "last_price": 424.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}], "candidates": [{"symbol": "RMV_CFD.UK", "mean_reversion_score": 92, "selection_reason": "Large 1D selloff (-14.81%) with deep undershoot vs MA200 (-37.28%) and MA50 (-17.53%); elevated 20D vol (137.8%) fits short-horizon bounce setup."}, {"symbol": "FUTR_CFD.UK", "mean_reversion_score": 90, "selection_reason": "Sharp 1D drop (-13.70%) and very depressed vs MA200 (-38.12%) and MA50 (-25.14%); high 20D vol (146.5%) supports mean-reversion potential."}, {"symbol": "BYIT_CFD.UK", "mean_reversion_score": 88, "selection_reason": "Significant 1D drawdown (-12.67%) while trading well below MA200 (-28.03%) and MA50 (-14.35%); 20D vol (87.8%) suggests room for 2-10D snapback."}, {"symbol": "TMV_CFD.DE", "mean_reversion_score": 83, "selection_reason": "Oversold trend position: far below MA200 (-39.30%) and MA50 (-14.73%) with fresh downside (-6.17% 1D); moderate-high 20D vol (85.7%) for rebound."}, {"symbol": "RAND_CFD.NL", "mean_reversion_score": 78, "selection_reason": "Price remains materially below MA200 (-25.35%) and MA50 (-17.73%) despite modest 1D uptick (+2.57%); elevated 20D vol (156.9%) supports short-term reversion attempt."}], "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": "Next-best available mean-reversion candidate not currently held (score 83). Adding one fixed-size position increases diversification while keeping gross leverage within the 3.0 limit.",
        "symbol": "TMV_CFD.DE",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Remain in high-conviction mean-reversion name (score 88) already held; no new data suggesting the edge has changed and avoiding unnecessary churn.",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "Currently down vs entry but no comparable mean-reversion score/catalyst provided to justify rotation; prefer HOLD under anti-overtrading rules.",
        "symbol": "DSY_CFD.FR"
      },
      {
        "reason": "Recently opened at current price; no new information provided to justify an early exit; HOLD to avoid churn.",
        "symbol": "ETSY_CFD.US"
      },
      {
        "reason": "Position is working (positive unrealized PnL) and no risk/event flags provided; HOLD rather than trimming without a clear rule-based trigger.",
        "symbol": "FBIN_CFD.US"
      },
      {
        "reason": "Recently opened at current price; no new information provided to justify changes; HOLD to avoid overtrading.",
        "symbol": "FLO_CFD.US"
      },
      {
        "reason": "High mean-reversion score (90) and already held; maintain exposure for potential short-horizon snapback.",
        "symbol": "FUTR_CFD.UK"
      },
      {
        "reason": "Position has positive unrealized PnL and no new contrary signal provided; HOLD to avoid unnecessary turnover.",
        "symbol": "MLCO_CFD.US"
      },
      {
        "reason": "Highest mean-reversion score (92) and already held; stay positioned for the intended bounce setup.",
        "symbol": "RMV_CFD.UK"
      }
    ],
    "sell": []
  },
  "portfolio_rationale": "Current portfolio already holds the top-ranked mean-reversion setups (RMV, FUTR, BYIT). To avoid churn, no sells are made without a rule-based deterioration signal. One incremental buy (TMV) adds a new oversold mean-reversion exposure while keeping total positions within the 10-name cap and gross leverage comfortably below the 3.0 maximum; a second buy is intentionally skipped to respect anti-overtrading and avoid pushing leverage to the ceiling without stronger incremental edge."
}

{
  "selected_stocks": [
    {
      "symbol": "RMV_CFD.UK",
      "selection_reason": "Large 1D selloff (-14.81%) with deep undershoot vs MA200 (-37.28%) and MA50 (-17.53%); elevated 20D vol (137.8%) fits short-horizon bounce setup.",
      "mean_reversion_score": 92
    },
    {
      "symbol": "FUTR_CFD.UK",
      "selection_reason": "Sharp 1D drop (-13.70%) and very depressed vs MA200 (-38.12%) and MA50 (-25.14%); high 20D vol (146.5%) supports mean-reversion potential.",
      "mean_reversion_score": 90
    },
    {
      "symbol": "BYIT_CFD.UK",
      "selection_reason": "Significant 1D drawdown (-12.67%) while trading well below MA200 (-28.03%) and MA50 (-14.35%); 20D vol (87.8%) suggests room for 2-10D snapback.",
      "mean_reversion_score": 88
    },
    {
      "symbol": "TMV_CFD.DE",
      "selection_reason": "Oversold trend position: far below MA200 (-39.30%) and MA50 (-14.73%) with fresh downside (-6.17% 1D); moderate-high 20D vol (85.7%) for rebound.",
      "mean_reversion_score": 83
    },
    {
      "symbol": "RAND_CFD.NL",
      "selection_reason": "Price remains materially below MA200 (-25.35%) and MA50 (-17.73%) despite modest 1D uptick (+2.57%); elevated 20D vol (156.9%) supports short-term reversion attempt.",
      "mean_reversion_score": 78
    }
  ],
  "rejected_common_reasons": [
    "Likely data-quality/technical anomalies (e.g., extreme 20D volatility or MA-distance values) making signals unreliable (UMG_CFD.NL, WKP_CFD.UK, IHG_CFD.UK).",
    "Strong upside extension vs moving averages (overbought) inconsistent with long mean-reversion entries (WEIR_CFD.UK, DBG_CFD.FR, PNN_CFD.UK, CCL_CFD.UK, DEZ_CFD.DE).",
    "Extreme 1D moves that may be highly event-driven/binary with insufficient context in the snapshot (TRST_CFD.UK, OCDO_CFD.UK, THG_CFD.UK).",
    "Very low-priced/high-volatility profiles that can be unstable for short-horizon mean-reversion without liquidity/fundamental confirmation (ADJ_CFD.DE)."
  ]
}