Arena run #313
meanrev-v1 • mistralai • mistralai/mistral-large-2512 • EU • success
Run status
as_of: 2026-02-26T10:33:24.101894+00:00
started_at: 2026-02-26T15:42:09.681766+00:00
finished_at: 2026-02-26T15:45:04.829915+00:00
duration_ms: 175142
Inputs
{
"dry_run": false,
"selected": [
{
"symbol": "HIK_CFD.UK",
"selection_reason": "Large 1-day drop (-14.2%), far below MA50 (-9.6%) and MA200 (-22.1%), high volatility suggests oversold.",
"mean_reversion_score": 85
},
{
"symbol": "LIO_CFD.UK",
"selection_reason": "1-day drop (-3.5%), below MA50 (-3.8%) and MA200 (-23.4%), moderate volatility.",
"mean_reversion_score": 80
},
{
"symbol": "FRVIA_CFD.FR",
"selection_reason": "1-day drop (-3.4%), below MA50 (-8.5%) but above MA200 (+12.2%), moderate volatility.",
"mean_reversion_score": 75
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Below MA50 (-13.0%), minimal 1-day change, moderate volatility.",
"mean_reversion_score": 70
},
{
"symbol": "BRBY_CFD.UK",
"selection_reason": "Below MA50 (-4.7%), slight 1-day drop, moderate volatility.",
"mean_reversion_score": 65
}
],
"universe_symbols": [
"HIK_CFD.UK",
"WIZZ_CFD.UK",
"CRDA_CFD.UK",
"BIG_CFD.FR",
"FRVIA_CFD.FR",
"IPR_CFD.PT",
"LIO_CFD.UK",
"FRES_CFD.UK",
"ATG_CFD.UK",
"BEKB_CFD.BE",
"CCC_CFD.UK",
"BYIT_CFD.UK",
"WKP_CFD.UK",
"BLND_CFD.UK",
"BAMNB_CFD.NL",
"BRBY_CFD.UK",
"AA_CFD.US",
"NCLH_CFD.US"
]
}Outputs
{
"actions": {
"buy": [
{
"reason": "Highest mean-reversion score (85) due to large 1-day drop (-14.2%) and significant deviation below MA50 and MA200. Strong candidate for reversion.",
"symbol": "HIK_CFD.UK",
"position_size": 3000
},
{
"reason": "Strong mean-reversion score (75) with 1-day drop (-3.4%) and below MA50 (-8.5%). Second-best candidate for reversion.",
"symbol": "FRVIA_CFD.FR",
"position_size": 3000
}
],
"hold": [
{
"reason": "Positive unrealized PnL, still within mean-reversion parameters. No urgent reason to sell.",
"symbol": "ATO_CFD.FR"
},
{
"reason": "Held position, candidate list shows marginal mean-reversion score. No strong signal to add or exit.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Positive unrealized PnL, no strong sell signal. Holding for further mean-reversion potential.",
"symbol": "DOM_CFD.UK"
},
{
"reason": "Positive unrealized PnL, no strong sell signal. Holding for further mean-reversion potential.",
"symbol": "EXM_CFD.BE"
},
{
"reason": "Positive unrealized PnL, no strong sell signal. Holding for further mean-reversion potential.",
"symbol": "EXPD_CFD.US"
},
{
"reason": "Positive unrealized PnL, no strong sell signal. Holding for further mean-reversion potential.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "Positive unrealized PnL, no strong sell signal. Holding for further mean-reversion potential.",
"symbol": "NA9_CFD.DE"
},
{
"reason": "No movement since entry, no strong sell signal. Holding for potential mean-reversion.",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "Positive unrealized PnL, no strong sell signal. Holding for further mean-reversion potential.",
"symbol": "OKTA_CFD.US"
},
{
"reason": "No movement since entry, no strong sell signal. Holding for potential mean-reversion.",
"symbol": "UKW_CFD.UK"
},
{
"reason": "No movement since entry, no strong sell signal. Holding for potential mean-reversion.",
"symbol": "WKP_CFD.UK"
}
],
"sell": [
{
"reason": "Position has not moved since entry, no mean-reversion signal or improvement in fundamentals. Prefer to free up capital for stronger candidates.",
"symbol": "GRI_CFD.UK"
},
{
"reason": "Already held, but candidate list shows stronger mean-reversion signal for HIK_CFD.UK. Prefer to reallocate capital to higher-scoring candidate.",
"symbol": "LIO_CFD.UK"
}
]
},
"portfolio_rationale": "Reallocating capital from stagnant positions (GRI_CFD.UK, LIO_CFD.UK) to stronger mean-reversion candidates (HIK_CFD.UK, FRVIA_CFD.FR). Current holdings with positive PnL or no strong sell signals are retained to avoid overtrading. Portfolio remains within max positions and leverage constraints."
}Prompts & responses
#613 • openrouter • mistralai/mistral-large-2512 • 2026-02-26T15:42:09.731177+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": "HIK_CFD.UK", "name": "HIKMA PHARMACEUTICALS PLC", "sector": "", "last_price": 1407.0, "change_1d_pct": -14.207317073170733, "distance_from_ma200_pct": -22.089567759898976, "distance_from_ma50_pct": -9.596426109631583, "volatility_20d_pct": 6572.791841352222, "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": "WIZZ_CFD.UK", "name": "WIZZ AIR HOLDINGS PLC", "sector": "", "last_price": 1299.0, "change_1d_pct": -7.412687099073412, "distance_from_ma200_pct": 3.990085157792933, "distance_from_ma50_pct": 0.21211951024278086, "volatility_20d_pct": 5874.684590366408, "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": "CRDA_CFD.UK", "name": "CRODA INTERNATIONAL PLC", "sector": "", "last_price": 3270.0, "change_1d_pct": 18.306801736613608, "distance_from_ma200_pct": 15.315074372668791, "distance_from_ma50_pct": 15.114636224020273, "volatility_20d_pct": 105.57470323224747, "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": 0.462, "change_1d_pct": 0.0, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -45.79246257098606, "volatility_20d_pct": 11712.882237669019, "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": "FRVIA_CFD.FR", "name": "FORVIA SE", "sector": "", "last_price": 12.765, "change_1d_pct": -3.4052213393870545, "distance_from_ma200_pct": 12.238231691715473, "distance_from_ma50_pct": -8.546938740419453, "volatility_20d_pct": 5056.2205078171555, "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": 0.188, "change_1d_pct": -3.589743589743588, "distance_from_ma200_pct": 23.639472559271326, "distance_from_ma50_pct": -5.613013354754493, "volatility_20d_pct": 4014.7582461205325, "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": 250.0, "change_1d_pct": -3.474903474903479, "distance_from_ma200_pct": -23.426979584867023, "distance_from_ma50_pct": -3.8206293208582265, "volatility_20d_pct": 4554.2291072837315, "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": "FRES_CFD.UK", "name": "FRESNILLO PLC", "sector": "", "last_price": 4170.0, "change_1d_pct": -3.293135435992578, "distance_from_ma200_pct": 76.80357453580795, "distance_from_ma50_pct": 12.481333358580947, "volatility_20d_pct": 6227.4447564879465, "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": 315.5, "change_1d_pct": -0.15822784810126667, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 2.9598929608719793, "volatility_20d_pct": 4125.199412345139, "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": "BEKB_CFD.BE", "name": "Bekaert", "sector": "", "last_price": 43.5, "change_1d_pct": -1.5837104072398245, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 10.196326789107024, "volatility_20d_pct": 2389.5802751804977, "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": 2992.0, "change_1d_pct": -2.540716612377847, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -2.946633623541939, "volatility_20d_pct": 3425.126046830974, "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": 290.6, "change_1d_pct": 0.1378359751895264, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -13.036712512419047, "volatility_20d_pct": 3710.24320963922, "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": "BLND_CFD.UK", "name": "BRITISH LAND CO PLC", "sector": "", "last_price": 413.0, "change_1d_pct": 0.0, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 2.3259962538279444, "volatility_20d_pct": 2013.7372429692637, "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": 9.53, "change_1d_pct": 4.266958424507639, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 4.102945031897209, "volatility_20d_pct": 3975.3935883010895, "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": "BRBY_CFD.UK", "name": "BURBERRY GROUP PLC", "sector": "", "last_price": 1174.5, "change_1d_pct": -0.550381033022862, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -4.69118971687319, "volatility_20d_pct": 4100.463229875871, "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": "AA_CFD.US", "name": "Alcoa Corp", "sector": "", "last_price": 61.41, "change_1d_pct": 2.675137936799854, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 5.738932796115503, "volatility_20d_pct": 5681.8944028122905, "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": "NCLH_CFD.US", "name": "Norwegian Cruise Line Holdings Ltd", "sector": "", "last_price": 24.31, "change_1d_pct": 2.401010951979776, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 8.307270086521058, "volatility_20d_pct": 8081.99162683117, "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": "HIK_CFD.UK",
"selection_reason": "Large 1-day drop (-14.2%), far below MA50 (-9.6%) and MA200 (-22.1%), high volatility suggests oversold.",
"mean_reversion_score": 85
},
{
"symbol": "LIO_CFD.UK",
"selection_reason": "1-day drop (-3.5%), below MA50 (-3.8%) and MA200 (-23.4%), moderate volatility.",
"mean_reversion_score": 80
},
{
"symbol": "FRVIA_CFD.FR",
"selection_reason": "1-day drop (-3.4%), below MA50 (-8.5%) but above MA200 (+12.2%), moderate volatility.",
"mean_reversion_score": 75
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Below MA50 (-13.0%), minimal 1-day change, moderate volatility.",
"mean_reversion_score": 70
},
{
"symbol": "BRBY_CFD.UK",
"selection_reason": "Below MA50 (-4.7%), slight 1-day drop, moderate volatility.",
"mean_reversion_score": 65
}
],
"rejected_common_reasons": [
"Missing MA200 or MA50 data (e.g., BIG_CFD.FR, ATG_CFD.UK, BEKB_CFD.BE)",
"No clear mean-reversion signal (e.g., CRDA_CFD.UK, FRES_CFD.UK, BAMNB_CFD.NL)",
"Sector concentration (unknown sectors, but no clear justification for multiple selections)"
]
}#614 • openrouter • mistralai/mistral-large-2512 • 2026-02-26T15:43:42.269146+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": "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": "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": "ATO_CFD.FR", "qty": 85.45547769612031, "avg_price": 35.106, "last_price": 37.611, "unrealized_pnl": 214.065971628781, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 10.252904989747094, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-15T10:57:15.913854+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": "DOM_CFD.UK", "qty": 15.052684395383842, "avg_price": 199.3, "last_price": 204.15, "unrealized_pnl": 73.00551931761154, "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": "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": "EXM_CFD.BE", "qty": 300.0, "avg_price": 10.0, "last_price": 10.24, "unrealized_pnl": 72.00000000000006, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "EXPD_CFD.US", "qty": 22.01269398686576, "avg_price": 136.285, "last_price": 144.45999999999998, "unrealized_pnl": 179.95377334262722, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "EZJ_CFD.UK", "qty": 0.0, "avg_price": 474.05, "last_price": 473.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 7.488766849725412, "avg_price": 400.6, "last_price": 414.2, "unrealized_pnl": 101.84722915626534, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "GRI_CFD.UK", "qty": 31.645569620253166, "avg_price": 189.6, "last_price": 189.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "LIO_CFD.UK", "qty": 12.0, "avg_price": 250.0, "last_price": 250.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "NA9_CFD.DE", "qty": 61.756350611387866, "avg_price": 48.578, "last_price": 50.637, "unrealized_pnl": 127.15632590884746, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 13.824884792626728, "avg_price": 217.0, "last_price": 217.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "OKTA_CFD.US", "qty": 42.747221430607006, "avg_price": 70.18, "last_price": 72.95, "unrealized_pnl": 118.40980336278123, "opened_at": "2026-02-23T18:14:12.978497+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": "TRN_CFD.UK", "qty": 0.0, "avg_price": 196.2, "last_price": 196.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "TRST_CFD.UK", "qty": 0.0, "avg_price": 134.3, "last_price": 139.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 32.48511099079589, "avg_price": 92.35, "last_price": 92.35, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "WKP_CFD.UK", "qty": 7.2727272727272725, "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": 262.5, "last_price": 277.8, "unrealized_pnl": 0.0, "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": "HIK_CFD.UK", "mean_reversion_score": 85, "selection_reason": "Large 1-day drop (-14.2%), far below MA50 (-9.6%) and MA200 (-22.1%), high volatility suggests oversold."}, {"symbol": "LIO_CFD.UK", "mean_reversion_score": 80, "selection_reason": "1-day drop (-3.5%), below MA50 (-3.8%) and MA200 (-23.4%), moderate volatility."}, {"symbol": "FRVIA_CFD.FR", "mean_reversion_score": 75, "selection_reason": "1-day drop (-3.4%), below MA50 (-8.5%) but above MA200 (+12.2%), moderate volatility."}, {"symbol": "BYIT_CFD.UK", "mean_reversion_score": 70, "selection_reason": "Below MA50 (-13.0%), minimal 1-day change, moderate volatility."}, {"symbol": "BRBY_CFD.UK", "mean_reversion_score": 65, "selection_reason": "Below MA50 (-4.7%), slight 1-day drop, moderate volatility."}], "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 (85) due to large 1-day drop (-14.2%) and significant deviation below MA50 and MA200. Strong candidate for reversion.",
"symbol": "HIK_CFD.UK",
"position_size": 3000
},
{
"reason": "Strong mean-reversion score (75) with 1-day drop (-3.4%) and below MA50 (-8.5%). Second-best candidate for reversion.",
"symbol": "FRVIA_CFD.FR",
"position_size": 3000
}
],
"hold": [
{
"reason": "Positive unrealized PnL, still within mean-reversion parameters. No urgent reason to sell.",
"symbol": "ATO_CFD.FR"
},
{
"reason": "Held position, candidate list shows marginal mean-reversion score. No strong signal to add or exit.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Positive unrealized PnL, no strong sell signal. Holding for further mean-reversion potential.",
"symbol": "DOM_CFD.UK"
},
{
"reason": "Positive unrealized PnL, no strong sell signal. Holding for further mean-reversion potential.",
"symbol": "EXM_CFD.BE"
},
{
"reason": "Positive unrealized PnL, no strong sell signal. Holding for further mean-reversion potential.",
"symbol": "EXPD_CFD.US"
},
{
"reason": "Positive unrealized PnL, no strong sell signal. Holding for further mean-reversion potential.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "Positive unrealized PnL, no strong sell signal. Holding for further mean-reversion potential.",
"symbol": "NA9_CFD.DE"
},
{
"reason": "No movement since entry, no strong sell signal. Holding for potential mean-reversion.",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "Positive unrealized PnL, no strong sell signal. Holding for further mean-reversion potential.",
"symbol": "OKTA_CFD.US"
},
{
"reason": "No movement since entry, no strong sell signal. Holding for potential mean-reversion.",
"symbol": "UKW_CFD.UK"
},
{
"reason": "No movement since entry, no strong sell signal. Holding for potential mean-reversion.",
"symbol": "WKP_CFD.UK"
}
],
"sell": [
{
"reason": "Position has not moved since entry, no mean-reversion signal or improvement in fundamentals. Prefer to free up capital for stronger candidates.",
"symbol": "GRI_CFD.UK"
},
{
"reason": "Already held, but candidate list shows stronger mean-reversion signal for HIK_CFD.UK. Prefer to reallocate capital to higher-scoring candidate.",
"symbol": "LIO_CFD.UK"
}
]
},
"portfolio_rationale": "Reallocating capital from stagnant positions (GRI_CFD.UK, LIO_CFD.UK) to stronger mean-reversion candidates (HIK_CFD.UK, FRVIA_CFD.FR). Current holdings with positive PnL or no strong sell signals are retained to avoid overtrading. Portfolio remains within max positions and leverage constraints."
}Selection logs
#305 • stage1 • 2026-02-26T15:43:42.254632+00:00
{
"selected_stocks": [
{
"symbol": "HIK_CFD.UK",
"selection_reason": "Large 1-day drop (-14.2%), far below MA50 (-9.6%) and MA200 (-22.1%), high volatility suggests oversold.",
"mean_reversion_score": 85
},
{
"symbol": "LIO_CFD.UK",
"selection_reason": "1-day drop (-3.5%), below MA50 (-3.8%) and MA200 (-23.4%), moderate volatility.",
"mean_reversion_score": 80
},
{
"symbol": "FRVIA_CFD.FR",
"selection_reason": "1-day drop (-3.4%), below MA50 (-8.5%) but above MA200 (+12.2%), moderate volatility.",
"mean_reversion_score": 75
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Below MA50 (-13.0%), minimal 1-day change, moderate volatility.",
"mean_reversion_score": 70
},
{
"symbol": "BRBY_CFD.UK",
"selection_reason": "Below MA50 (-4.7%), slight 1-day drop, moderate volatility.",
"mean_reversion_score": 65
}
],
"rejected_common_reasons": [
"Missing MA200 or MA50 data (e.g., BIG_CFD.FR, ATG_CFD.UK, BEKB_CFD.BE)",
"No clear mean-reversion signal (e.g., CRDA_CFD.UK, FRES_CFD.UK, BAMNB_CFD.NL)",
"Sector concentration (unknown sectors, but no clear justification for multiple selections)"
]
}