Arena run #221
meanrev-v1 • anthropic • anthropic/claude-opus-4.6 • EU • success
Run status
as_of: 2026-02-21T09:33:26.900894+00:00
started_at: 2026-02-21T09:44:09.401940+00:00
finished_at: 2026-02-21T09:44:48.871699+00:00
duration_ms: 39468
Inputs
{
"dry_run": false,
"selected": [
{
"symbol": "STJ_CFD.UK",
"selection_reason": "Sharp -13.6% 1d drop while still above MA200 (+8.3%), only -4.3% from MA50; suggests oversold dip in an uptrend with reversion potential. Moderate volatility for the group.",
"mean_reversion_score": 78
},
{
"symbol": "PAGE_CFD.UK",
"selection_reason": "-11% 1d drop, -19.3% below MA200, -8.4% below MA50; deeply oversold on multiple timeframes. Volatility (113%) is manageable relative to peers with similar drawdowns.",
"mean_reversion_score": 74
},
{
"symbol": "RMV_CFD.UK",
"selection_reason": "-14.8% 1d drop, -37.3% below MA200, -17.5% below MA50; extreme dislocation from moving averages suggests mean-reversion bounce. Volatility (138%) elevated but consistent with setup.",
"mean_reversion_score": 72
},
{
"symbol": "EZJ_CFD.UK",
"selection_reason": "-1.6% 1d dip, only -2.5% from MA200 and -0.6% from MA50; mild pullback in a range-bound name with relatively low volatility (77%). Clean technical setup for small reversion.",
"mean_reversion_score": 68
},
{
"symbol": "ARCAD_CFD.NL",
"selection_reason": "-14.5% 1d crash, -31.9% below MA200, -28% below MA50; extreme oversold levels. High vol (178%) but magnitude of dislocation supports short-term bounce thesis.",
"mean_reversion_score": 70
}
],
"universe_symbols": [
"UKW_CFD.UK",
"FUTR_CFD.UK",
"BIG_CFD.FR",
"LIO_CFD.UK",
"AMG_CFD.NL",
"ATG_CFD.UK",
"EZJ_CFD.UK",
"STJ_CFD.UK",
"WKP_CFD.UK",
"PZC_CFD.UK",
"FCNCA_CFD.US",
"OCDO_CFD.UK",
"BTRW_CFD.UK",
"PNN_CFD.UK",
"HMSO_CFD.UK",
"MSLH_CFD.UK",
"PAGE_CFD.UK",
"ESTC_CFD.US",
"RMV_CFD.UK",
"EXM_CFD.BE",
"MPT_CFD.US",
"ZS_CFD.US",
"IPR_CFD.PT",
"NET_CFD.US",
"GRI_CFD.UK",
"GMM_CFD.DE",
"FND_CFD.US",
"AIXA_CFD.DE",
"DOM_CFD.UK",
"LYV_CFD.US",
"MCG_CFD.UK",
"LOPE_CFD.US",
"MKS_CFD.UK",
"ETSY_CFD.US",
"BAMNB_CFD.NL",
"OVH_CFD.FR",
"HFG_CFD.DE",
"RS1_CFD.UK",
"SGL_CFD.DE",
"LIGHT_CFD.NL",
"VBK_CFD.DE",
"MNDI_CFD.UK",
"IGG_CFD.UK",
"AAF_CFD.UK",
"LPK_CFD.DE",
"CRST_CFD.UK",
"SZG_CFD.DE",
"RNO_CFD.FR",
"ARCAD_CFD.NL",
"DECB_CFD.BE"
]
}Outputs
{
"actions": {
"buy": [
{
"reason": "Highest mean-reversion score (78). Sharp -13.6% 1d drop while still above MA200 — classic oversold dip in an uptrend. Strong reversion setup.",
"symbol": "STJ_CFD.UK",
"position_size": 3000
},
{
"reason": "Score 72 with extreme dislocation from moving averages (-37.3% below MA200, -17.5% below MA50). Deep oversold levels support a short-term bounce. Elevated volatility accepted given magnitude of dislocation.",
"symbol": "RMV_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Small unrealized loss (-$15), position is near entry. No compelling reason to sell yet; hold for reversion.",
"symbol": "AMH_CFD.US"
},
{
"reason": "Slight positive PnL (+$7.6), recently opened. Hold for further mean-reversion upside.",
"symbol": "AML_CFD.UK"
},
{
"reason": "Flat PnL, no signal to act. Hold.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Strong unrealized gain (+$142). Let the winner run; no reason to exit yet.",
"symbol": "CCC_CFD.UK"
},
{
"reason": "Positive PnL (+$34), steady performer. Hold.",
"symbol": "ICG_CFD.UK"
},
{
"reason": "Small unrealized loss (-$10), close to entry. Hold for reversion.",
"symbol": "MTG_CFD.US"
},
{
"reason": "Flat at entry price. Hold and wait for move.",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "Flat PnL but appears as candidate with score 74 (deeply oversold). Already holding — keep position for expected reversion bounce.",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "Positive PnL (+$68). Trending well, hold.",
"symbol": "SGE_CFD.UK"
},
{
"reason": "Strong unrealized gain (+$148). Continue holding winner.",
"symbol": "STZ_CFD.US"
}
],
"sell": [
{
"reason": "Largest unrealized loss (-$247) with no mean-reversion signal in candidates. US name in EU-focused strategy. Cut loss to free capital and reduce risk.",
"symbol": "CRWD_CFD.US"
},
{
"reason": "Unrealized loss of -$43 and trending below entry with no supportive candidate signal. Position opened recently and already moving against us; cut early.",
"symbol": "ZAL_CFD.DE"
}
]
},
"portfolio_rationale": "Selling CRWD (largest loser, no reversion signal, US-heavy) and ZAL (recent entry already moving against us) to manage risk and free capital. Holding profitable positions (CCC, STZ, SGE, ICG) and near-flat positions (AMH, AML, BYIT, MTG, OCDO, PAGE) that have not triggered exit signals. PAGE is also a candidate but already held — no need to add. Buying STJ (best score, clean uptrend dip) and RMV (extreme oversold dislocation) as new mean-reversion entries at fixed $3000 size. Zero-qty positions (ETSY, LPX, LSS, TMV) are ignored as they have no active exposure. Post-trade portfolio will have ~10 active positions within leverage limits."
}Prompts & responses
#429 • openrouter • anthropic/claude-opus-4.6 • 2026-02-21T09:44:09.459680+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": "UKW_CFD.UK", "name": "GREENCOAT UK WIND PLC", "sector": "", "last_price": 98.15, "change_1d_pct": -2.163078149920239, "distance_from_ma200_pct": -12.46829595436757, "distance_from_ma50_pct": -6.845149398930528, "volatility_20d_pct": 32.62462101640031, "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": "BIG_CFD.FR", "name": "Bigben Interactive", "sector": "", "last_price": 0.473, "change_1d_pct": -40.65244667503137, "distance_from_ma200_pct": -57.481044006670004, "distance_from_ma50_pct": -45.84258856396987, "volatility_20d_pct": 245.7660340614924, "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": "AMG_CFD.NL", "name": "AMG ADVANCED METALLURGICAL", "sector": "", "last_price": 36.42, "change_1d_pct": -1.3542795232936111, "distance_from_ma200_pct": 34.93879125298744, "distance_from_ma50_pct": 8.704217078918909, "volatility_20d_pct": 81.71810340870856, "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": "EZJ_CFD.UK", "name": "EASYJET PLC", "sector": "", "last_price": 487.6, "change_1d_pct": -1.6142050040355072, "distance_from_ma200_pct": -2.529174031700998, "distance_from_ma50_pct": -0.5931384801188377, "volatility_20d_pct": 77.17417093400987, "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": "STJ_CFD.UK", "name": "", "sector": "", "last_price": 1315.5, "change_1d_pct": -13.567674113009199, "distance_from_ma200_pct": 8.317499463970401, "distance_from_ma50_pct": -4.3458192033457355, "volatility_20d_pct": 123.71728088179634, "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": "PZC_CFD.UK", "name": "PZ CUSSONS PLC", "sector": "", "last_price": 88.8, "change_1d_pct": -1.442841287458374, "distance_from_ma200_pct": 17.468164209381708, "distance_from_ma50_pct": 17.734408145948244, "volatility_20d_pct": 83.4578314576364, "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": "FCNCA_CFD.US", "name": "First Citizens BancShares Inc", "sector": "", "last_price": 2062.21, "change_1d_pct": 2.9771445977459177, "distance_from_ma200_pct": 5.907751416577356, "distance_from_ma50_pct": -2.1858617088771015, "volatility_20d_pct": 72.5049794337677, "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, "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": "BTRW_CFD.UK", "name": "Barratt Redrow Plc", "sector": "", "last_price": 388.0, "change_1d_pct": 2.2397891963109373, "distance_from_ma200_pct": -2.8590849601202617, "distance_from_ma50_pct": 2.260106487560365, "volatility_20d_pct": 106.15413330134574, "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": 555.5, "change_1d_pct": 7.728110152235046, "distance_from_ma200_pct": 15.15330418465657, "distance_from_ma50_pct": 10.049118953291236, "volatility_20d_pct": 59.72600720990832, "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": "", "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": "MSLH_CFD.UK", "name": "", "sector": "", "last_price": 182.32, "change_1d_pct": 0.8407079646017612, "distance_from_ma200_pct": -17.111863069088763, "distance_from_ma50_pct": 6.139091576985178, "volatility_20d_pct": 102.4204512350097, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "PAGE_CFD.UK", "name": "PAGEGROUP PLC", "sector": "", "last_price": 209.6, "change_1d_pct": -10.960067969413767, "distance_from_ma200_pct": -19.313052268665963, "distance_from_ma50_pct": -8.41066281665177, "volatility_20d_pct": 112.6882126676479, "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": "ESTC_CFD.US", "name": "Elastic NV", "sector": "", "last_price": 59.09, "change_1d_pct": -1.2203276496155047, "distance_from_ma200_pct": -27.141220757538953, "distance_from_ma50_pct": -16.549448935437038, "volatility_20d_pct": 109.99815234579803, "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": "RMV_CFD.UK", "name": "RIGHTMOVE PLC", "sector": "", "last_price": 431.4, "change_1d_pct": -14.810426540284361, "distance_from_ma200_pct": -37.284210035093366, "distance_from_ma50_pct": -17.526388114623416, "volatility_20d_pct": 137.79982108268825, "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": "EXM_CFD.BE", "name": "EXMAR NV", "sector": "", "last_price": 10.16, "change_1d_pct": 3.1472081218274273, "distance_from_ma200_pct": -8.5278841401216, "distance_from_ma50_pct": 0.656845358986291, "volatility_20d_pct": 89.98945159197974, "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": 5.75, "change_1d_pct": 5.893186003683248, "distance_from_ma200_pct": 18.174157880674912, "distance_from_ma50_pct": 9.59478519422101, "volatility_20d_pct": 129.59427042612668, "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": "ZS_CFD.US", "name": "", "sector": "", "last_price": 162.26, "change_1d_pct": -5.349122090649249, "distance_from_ma200_pct": -39.45029856906272, "distance_from_ma50_pct": -22.410635471527772, "volatility_20d_pct": 108.40428222531867, "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": "IPR_CFD.PT", "name": "Impresa SGPS SA", "sector": "", "last_price": 0.198, "change_1d_pct": 3.125, "distance_from_ma200_pct": 30.576713819368862, "distance_from_ma50_pct": -1.1680143755615324, "volatility_20d_pct": 421.9087433253912, "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": "NET_CFD.US", "name": "", "sector": "", "last_price": 179.6, "change_1d_pct": -6.248368742496213, "distance_from_ma200_pct": -8.332153033243628, "distance_from_ma50_pct": -5.270264568125249, "volatility_20d_pct": 166.25059202681575, "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": "", "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": "GMM_CFD.DE", "name": "", "sector": "", "last_price": 7.5600000000000005, "change_1d_pct": 0.8000000000000007, "distance_from_ma200_pct": 13.48412010402711, "distance_from_ma50_pct": 16.356741149346043, "volatility_20d_pct": 188.43585385392208, "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": "FND_CFD.US", "name": "", "sector": "", "last_price": 69.88, "change_1d_pct": 2.35828328694887, "distance_from_ma200_pct": -4.505122532172123, "distance_from_ma50_pct": 3.623255027685257, "volatility_20d_pct": 101.95380507638971, "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": "AIXA_CFD.DE", "name": "Aixtron AG NA", "sector": "", "last_price": 23.33, "change_1d_pct": -0.08565310492506528, "distance_from_ma200_pct": 47.941423313171306, "distance_from_ma50_pct": 17.883414162380994, "volatility_20d_pct": 94.4406414757918, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "DOM_CFD.UK", "name": "DOMINO'S PIZZA GROUP PLC", "sector": "", "last_price": 202.0, "change_1d_pct": 8.58463688652369, "distance_from_ma200_pct": -7.069225606016771, "distance_from_ma50_pct": 12.253653245130858, "volatility_20d_pct": 71.7523831897994, "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": "LYV_CFD.US", "name": "", "sector": "", "last_price": 165.05, "change_1d_pct": 4.820271815064148, "distance_from_ma200_pct": 10.90366835469152, "distance_from_ma50_pct": 13.405561098147857, "volatility_20d_pct": 72.00466748427584, "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": "", "sector": "", "last_price": 23.34, "change_1d_pct": -10.437452033768224, "distance_from_ma200_pct": -15.963814753139205, "distance_from_ma50_pct": -0.07192766132346762, "volatility_20d_pct": 137.63902050046556, "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": "LOPE_CFD.US", "name": "", "sector": "", "last_price": 158.85, "change_1d_pct": -1.3292751102553013, "distance_from_ma200_pct": -14.042719442687313, "distance_from_ma50_pct": -5.7488177810477215, "volatility_20d_pct": 75.0822395888559, "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": "MKS_CFD.UK", "name": "MARKS & SPENCER GROUP PLC", "sector": "", "last_price": 402.7, "change_1d_pct": 11.181667586968524, "distance_from_ma200_pct": 11.557658785096358, "distance_from_ma50_pct": 15.11180451974623, "volatility_20d_pct": 99.86569172703864, "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": "ETSY_CFD.US", "name": "Etsy, Inc.", "sector": "", "last_price": 52.87, "change_1d_pct": 18.250950570342205, "distance_from_ma200_pct": -9.174227607289776, "distance_from_ma50_pct": -4.950074968448536, "volatility_20d_pct": 122.55733112018908, "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": "BAMNB_CFD.NL", "name": "Royal BAM Group NV", "sector": "", "last_price": 9.785, "change_1d_pct": 0.3075345976422339, "distance_from_ma200_pct": 41.52034942581935, "distance_from_ma50_pct": 15.025626557577464, "volatility_20d_pct": 148.35954258523313, "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": "OVH_CFD.FR", "name": "", "sector": "", "last_price": 9.165, "change_1d_pct": 2.402234636871503, "distance_from_ma200_pct": -10.265517138405045, "distance_from_ma50_pct": 9.222086100133954, "volatility_20d_pct": 88.51993782807467, "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.DE", "name": "", "sector": "", "last_price": 5.026, "change_1d_pct": -0.0198925800676375, "distance_from_ma200_pct": -32.5860932326551, "distance_from_ma50_pct": -11.190743764268507, "volatility_20d_pct": 123.17735341231453, "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": "RS1_CFD.UK", "name": "", "sector": "", "last_price": 733.5, "change_1d_pct": 25.384615384615383, "distance_from_ma200_pct": 27.719246802948703, "distance_from_ma50_pct": 25.132468113824658, "volatility_20d_pct": 102.39099316712235, "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": "SGL_CFD.DE", "name": "", "sector": "", "last_price": 4.327, "change_1d_pct": -1.2325952978772037, "distance_from_ma200_pct": 25.99603696310824, "distance_from_ma50_pct": 17.071243817707593, "volatility_20d_pct": 69.36439040177764, "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": "LIGHT_CFD.NL", "name": "", "sector": "", "last_price": 20.6, "change_1d_pct": 3.4136546184738936, "distance_from_ma200_pct": -4.499864399079301, "distance_from_ma50_pct": 0.24916296815387096, "volatility_20d_pct": 100.13797528661827, "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": "VBK_CFD.DE", "name": "", "sector": "", "last_price": 24.359, "change_1d_pct": -1.3805668016194206, "distance_from_ma200_pct": 62.97984346334342, "distance_from_ma50_pct": 6.556652758907, "volatility_20d_pct": 107.97155160750738, "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": "", "sector": "", "last_price": 939.6, "change_1d_pct": 9.817671809256655, "distance_from_ma200_pct": -6.625801707825607, "distance_from_ma50_pct": 4.970291932704618, "volatility_20d_pct": 90.09877279472504, "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": "IGG_CFD.UK", "name": "", "sector": "", "last_price": 1372.0, "change_1d_pct": 11.81744091279544, "distance_from_ma200_pct": 25.343736010743754, "distance_from_ma50_pct": 15.973880518163174, "volatility_20d_pct": 82.27265742988861, "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": "AAF_CFD.UK", "name": "AIRTEL AFRICA PLC", "sector": "", "last_price": 353.8, "change_1d_pct": 7.277137659187383, "distance_from_ma200_pct": 40.183323969288054, "distance_from_ma50_pct": 3.356002710977135, "volatility_20d_pct": 77.24935932192999, "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": "LPK_CFD.DE", "name": "", "sector": "", "last_price": 7.473, "change_1d_pct": 0.782198246797039, "distance_from_ma200_pct": 1.978990117331092, "distance_from_ma50_pct": 12.571289124284846, "volatility_20d_pct": 77.77795581489434, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "CRST_CFD.UK", "name": "CREST NICHOLSON HOLDINGS", "sector": "", "last_price": 169.5, "change_1d_pct": 25.18463810930576, "distance_from_ma200_pct": 2.1353827094136912, "distance_from_ma50_pct": 18.261534511436817, "volatility_20d_pct": 158.5020616154255, "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": "SZG_CFD.DE", "name": "", "sector": "", "last_price": 54.9, "change_1d_pct": 2.9728969333208344, "distance_from_ma200_pct": 80.8409400171354, "distance_from_ma50_pct": 17.991386843680978, "volatility_20d_pct": 99.94609064626975, "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": "RNO_CFD.FR", "name": "", "sector": "", "last_price": 32.58, "change_1d_pct": 0.0, "distance_from_ma200_pct": -9.571287967985242, "distance_from_ma50_pct": -2.9137786148078937, "volatility_20d_pct": 56.38998886497178, "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": "ARCAD_CFD.NL", "name": "Arcadis", "sector": "", "last_price": 30.0, "change_1d_pct": -14.48118586088939, "distance_from_ma200_pct": -31.856636357255674, "distance_from_ma50_pct": -28.05075587477569, "volatility_20d_pct": 177.61215149057202, "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": "DECB_CFD.BE", "name": "Deceuninck Sa", "sector": "", "last_price": 2.4, "change_1d_pct": -1.8404907975460127, "distance_from_ma200_pct": 9.7411252580631, "distance_from_ma50_pct": 9.902187053522372, "volatility_20d_pct": 99.15765185738407, "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": "STJ_CFD.UK",
"selection_reason": "Sharp -13.6% 1d drop while still above MA200 (+8.3%), only -4.3% from MA50; suggests oversold dip in an uptrend with reversion potential. Moderate volatility for the group.",
"mean_reversion_score": 78
},
{
"symbol": "PAGE_CFD.UK",
"selection_reason": "-11% 1d drop, -19.3% below MA200, -8.4% below MA50; deeply oversold on multiple timeframes. Volatility (113%) is manageable relative to peers with similar drawdowns.",
"mean_reversion_score": 74
},
{
"symbol": "RMV_CFD.UK",
"selection_reason": "-14.8% 1d drop, -37.3% below MA200, -17.5% below MA50; extreme dislocation from moving averages suggests mean-reversion bounce. Volatility (138%) elevated but consistent with setup.",
"mean_reversion_score": 72
},
{
"symbol": "EZJ_CFD.UK",
"selection_reason": "-1.6% 1d dip, only -2.5% from MA200 and -0.6% from MA50; mild pullback in a range-bound name with relatively low volatility (77%). Clean technical setup for small reversion.",
"mean_reversion_score": 68
},
{
"symbol": "ARCAD_CFD.NL",
"selection_reason": "-14.5% 1d crash, -31.9% below MA200, -28% below MA50; extreme oversold levels. High vol (178%) but magnitude of dislocation supports short-term bounce thesis.",
"mean_reversion_score": 70
}
],
"rejected_common_reasons": [
"BIG_CFD.FR: -40.7% 1d drop with 246% volatility — likely binary/event-driven, too risky for mean reversion",
"OCDO_CFD.UK: -21.3% 1d drop with 241% volatility — likely news-driven crash, excessive vol",
"FUTR_CFD.UK: -13.7% 1d but 146% volatility and -38% from MA200 — potential structural breakdown rather than reversion candidate",
"RS1_CFD.UK, CRST_CFD.UK: +25% 1d spikes — momentum/event-driven, not mean-reversion long candidates",
"IPR_CFD.PT: 422% volatility — illiquid micro-cap, unsuitable",
"AMG_CFD.NL, AIXA_CFD.DE, SZG_CFD.DE, VBK_CFD.DE: Trading well above MA200 (35-81%) — extended to upside, no mean-reversion long setup",
"Stocks with large positive 1d moves (MKS, IGG, HMSO, MNDI, ETSY): Already bouncing/extended, entry timing unfavorable for mean-reversion",
"Sector concentration avoided: selected across different likely sectors (staffing, tech/portals, engineering, airlines, real estate services)"
]
}#430 • openrouter • anthropic/claude-opus-4.6 • 2026-02-21T09:44:28.136312+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": "AMH_CFD.US", "qty": 101.24873439082012, "avg_price": 29.63, "last_price": 29.485, "unrealized_pnl": -14.681066486668874, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "AML_CFD.UK", "qty": 50.847457627118644, "avg_price": 59.0, "last_price": 59.15, "unrealized_pnl": 7.627118644067724, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 10.252904989747094, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "CCC_CFD.UK", "qty": 1.0266940451745379, "avg_price": 2922.0, "last_price": 3060.0, "unrealized_pnl": 141.68377823408622, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 7.091276547966578, "avg_price": 423.05499999999995, "last_price": 388.21500000000003, "unrealized_pnl": -247.060074931155, "opened_at": "2026-02-20T17:33:34.647633+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": "ICG_CFD.UK", "qty": 1.7647058823529411, "avg_price": 1700.0, "last_price": 1719.0, "unrealized_pnl": 33.529411764705884, "opened_at": "2026-02-16T09:30:55.514112+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": "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": "MTG_CFD.US", "qty": 114.19870574800153, "avg_price": 26.27, "last_price": 26.18, "unrealized_pnl": -10.277883517320122, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 13.824884792626728, "avg_price": 217.0, "last_price": 217.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 14.577259475218659, "avg_price": 205.8, "last_price": 205.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "SGE_CFD.UK", "qty": 3.771687201408097, "avg_price": 795.4, "last_price": 813.4, "unrealized_pnl": 67.89036962534574, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "STZ_CFD.US", "qty": 20.124773596297043, "avg_price": 149.07, "last_price": 156.44, "unrealized_pnl": 148.3195814047093, "opened_at": "2026-02-16T17:30:52.485845+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": "ZAL_CFD.DE", "qty": 142.32849416453175, "avg_price": 21.078, "last_price": 20.775, "unrealized_pnl": -43.12553373185324, "opened_at": "2026-02-20T09:33:44.817899+00:00"}], "candidates": [{"symbol": "STJ_CFD.UK", "mean_reversion_score": 78, "selection_reason": "Sharp -13.6% 1d drop while still above MA200 (+8.3%), only -4.3% from MA50; suggests oversold dip in an uptrend with reversion potential. Moderate volatility for the group."}, {"symbol": "PAGE_CFD.UK", "mean_reversion_score": 74, "selection_reason": "-11% 1d drop, -19.3% below MA200, -8.4% below MA50; deeply oversold on multiple timeframes. Volatility (113%) is manageable relative to peers with similar drawdowns."}, {"symbol": "RMV_CFD.UK", "mean_reversion_score": 72, "selection_reason": "-14.8% 1d drop, -37.3% below MA200, -17.5% below MA50; extreme dislocation from moving averages suggests mean-reversion bounce. Volatility (138%) elevated but consistent with setup."}, {"symbol": "EZJ_CFD.UK", "mean_reversion_score": 68, "selection_reason": "-1.6% 1d dip, only -2.5% from MA200 and -0.6% from MA50; mild pullback in a range-bound name with relatively low volatility (77%). Clean technical setup for small reversion."}, {"symbol": "ARCAD_CFD.NL", "mean_reversion_score": 70, "selection_reason": "-14.5% 1d crash, -31.9% below MA200, -28% below MA50; extreme oversold levels. High vol (178%) but magnitude of dislocation supports short-term bounce thesis."}], "output_schema": {"actions": {"sell": [{"symbol": "string", "reason": "string"}], "hold": [{"symbol": "string", "reason": "string"}], "buy": [{"symbol": "string", "position_size": "number (currency amount)", "reason": "string"}]}, "portfolio_rationale": "string"}}Output JSON
{
"actions": {
"buy": [
{
"reason": "Highest mean-reversion score (78). Sharp -13.6% 1d drop while still above MA200 — classic oversold dip in an uptrend. Strong reversion setup.",
"symbol": "STJ_CFD.UK",
"position_size": 3000
},
{
"reason": "Score 72 with extreme dislocation from moving averages (-37.3% below MA200, -17.5% below MA50). Deep oversold levels support a short-term bounce. Elevated volatility accepted given magnitude of dislocation.",
"symbol": "RMV_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Small unrealized loss (-$15), position is near entry. No compelling reason to sell yet; hold for reversion.",
"symbol": "AMH_CFD.US"
},
{
"reason": "Slight positive PnL (+$7.6), recently opened. Hold for further mean-reversion upside.",
"symbol": "AML_CFD.UK"
},
{
"reason": "Flat PnL, no signal to act. Hold.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Strong unrealized gain (+$142). Let the winner run; no reason to exit yet.",
"symbol": "CCC_CFD.UK"
},
{
"reason": "Positive PnL (+$34), steady performer. Hold.",
"symbol": "ICG_CFD.UK"
},
{
"reason": "Small unrealized loss (-$10), close to entry. Hold for reversion.",
"symbol": "MTG_CFD.US"
},
{
"reason": "Flat at entry price. Hold and wait for move.",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "Flat PnL but appears as candidate with score 74 (deeply oversold). Already holding — keep position for expected reversion bounce.",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "Positive PnL (+$68). Trending well, hold.",
"symbol": "SGE_CFD.UK"
},
{
"reason": "Strong unrealized gain (+$148). Continue holding winner.",
"symbol": "STZ_CFD.US"
}
],
"sell": [
{
"reason": "Largest unrealized loss (-$247) with no mean-reversion signal in candidates. US name in EU-focused strategy. Cut loss to free capital and reduce risk.",
"symbol": "CRWD_CFD.US"
},
{
"reason": "Unrealized loss of -$43 and trending below entry with no supportive candidate signal. Position opened recently and already moving against us; cut early.",
"symbol": "ZAL_CFD.DE"
}
]
},
"portfolio_rationale": "Selling CRWD (largest loser, no reversion signal, US-heavy) and ZAL (recent entry already moving against us) to manage risk and free capital. Holding profitable positions (CCC, STZ, SGE, ICG) and near-flat positions (AMH, AML, BYIT, MTG, OCDO, PAGE) that have not triggered exit signals. PAGE is also a candidate but already held — no need to add. Buying STJ (best score, clean uptrend dip) and RMV (extreme oversold dislocation) as new mean-reversion entries at fixed $3000 size. Zero-qty positions (ETSY, LPX, LSS, TMV) are ignored as they have no active exposure. Post-trade portfolio will have ~10 active positions within leverage limits."
}Selection logs
#213 • stage1 • 2026-02-21T09:44:28.132764+00:00
{
"selected_stocks": [
{
"symbol": "STJ_CFD.UK",
"selection_reason": "Sharp -13.6% 1d drop while still above MA200 (+8.3%), only -4.3% from MA50; suggests oversold dip in an uptrend with reversion potential. Moderate volatility for the group.",
"mean_reversion_score": 78
},
{
"symbol": "PAGE_CFD.UK",
"selection_reason": "-11% 1d drop, -19.3% below MA200, -8.4% below MA50; deeply oversold on multiple timeframes. Volatility (113%) is manageable relative to peers with similar drawdowns.",
"mean_reversion_score": 74
},
{
"symbol": "RMV_CFD.UK",
"selection_reason": "-14.8% 1d drop, -37.3% below MA200, -17.5% below MA50; extreme dislocation from moving averages suggests mean-reversion bounce. Volatility (138%) elevated but consistent with setup.",
"mean_reversion_score": 72
},
{
"symbol": "EZJ_CFD.UK",
"selection_reason": "-1.6% 1d dip, only -2.5% from MA200 and -0.6% from MA50; mild pullback in a range-bound name with relatively low volatility (77%). Clean technical setup for small reversion.",
"mean_reversion_score": 68
},
{
"symbol": "ARCAD_CFD.NL",
"selection_reason": "-14.5% 1d crash, -31.9% below MA200, -28% below MA50; extreme oversold levels. High vol (178%) but magnitude of dislocation supports short-term bounce thesis.",
"mean_reversion_score": 70
}
],
"rejected_common_reasons": [
"BIG_CFD.FR: -40.7% 1d drop with 246% volatility — likely binary/event-driven, too risky for mean reversion",
"OCDO_CFD.UK: -21.3% 1d drop with 241% volatility — likely news-driven crash, excessive vol",
"FUTR_CFD.UK: -13.7% 1d but 146% volatility and -38% from MA200 — potential structural breakdown rather than reversion candidate",
"RS1_CFD.UK, CRST_CFD.UK: +25% 1d spikes — momentum/event-driven, not mean-reversion long candidates",
"IPR_CFD.PT: 422% volatility — illiquid micro-cap, unsuitable",
"AMG_CFD.NL, AIXA_CFD.DE, SZG_CFD.DE, VBK_CFD.DE: Trading well above MA200 (35-81%) — extended to upside, no mean-reversion long setup",
"Stocks with large positive 1d moves (MKS, IGG, HMSO, MNDI, ETSY): Already bouncing/extended, entry timing unfavorable for mean-reversion",
"Sector concentration avoided: selected across different likely sectors (staffing, tech/portals, engineering, airlines, real estate services)"
]
}