Arena run #319
meanrev-v1 • deepseek • deepseek/deepseek-chat • EU • success
Run status
as_of: 2026-02-26T10:33:24.101894+00:00
started_at: 2026-02-26T16:00:11.588803+00:00
finished_at: 2026-02-26T16:00:47.943392+00:00
duration_ms: 36347
Inputs
{
"dry_run": false,
"selected": [
{
"symbol": "HIK_CFD.UK",
"selection_reason": "Significant negative deviation from 200-day MA (-22.09%) and high volatility.",
"mean_reversion_score": 85
},
{
"symbol": "WIZZ_CFD.UK",
"selection_reason": "Moderate positive deviation from 200-day MA (3.99%) with stable volatility.",
"mean_reversion_score": 75
},
{
"symbol": "FRVIA_CFD.FR",
"selection_reason": "Negative deviation from 50-day MA (-8.55%) with moderate volatility.",
"mean_reversion_score": 70
},
{
"symbol": "IPR_CFD.PT",
"selection_reason": "High positive deviation from 200-day MA (23.64%) and moderate volatility.",
"mean_reversion_score": 65
},
{
"symbol": "LIO_CFD.UK",
"selection_reason": "Negative deviation from 200-day MA (-23.43%) with stable volatility.",
"mean_reversion_score": 60
}
],
"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": "Significant negative deviation from 200-day MA (-22.09%) and high volatility.",
"symbol": "HIK_CFD.UK",
"position_size": 3000
},
{
"reason": "Negative deviation from 50-day MA (-8.55%) with moderate volatility.",
"symbol": "FRVIA_CFD.FR",
"position_size": 3000
}
],
"hold": [
{
"reason": "No significant deviation from mean to justify selling.",
"symbol": "ADJ_CFD.DE"
},
{
"reason": "No significant deviation from mean to justify selling.",
"symbol": "AIR_CFD.DE"
},
{
"reason": "No significant deviation from mean to justify selling.",
"symbol": "AMH_CFD.US"
},
{
"reason": "No significant deviation from mean to justify selling.",
"symbol": "AML_CFD.UK"
},
{
"reason": "No significant deviation from mean to justify selling.",
"symbol": "ATG_CFD.UK"
},
{
"reason": "No significant deviation from mean to justify selling.",
"symbol": "BIG_CFD.FR"
},
{
"reason": "No significant deviation from mean to justify selling.",
"symbol": "BT_CFD.UK"
},
{
"reason": "No significant deviation from mean to justify selling.",
"symbol": "BYW6_CFD.DE"
},
{
"reason": "No significant deviation from mean to justify selling.",
"symbol": "CCC_CFD.UK"
},
{
"reason": "No significant deviation from mean to justify selling.",
"symbol": "CRWD_CFD.US"
},
{
"reason": "No significant deviation from mean to justify selling.",
"symbol": "ERA_CFD.FR"
},
{
"reason": "No significant deviation from mean to justify selling.",
"symbol": "EZJ_CFD.UK"
},
{
"reason": "No significant deviation from mean to justify selling.",
"symbol": "FLO_CFD.US"
},
{
"reason": "No significant deviation from mean to justify selling.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No significant deviation from mean to justify selling.",
"symbol": "GRI_CFD.UK"
},
{
"reason": "No significant deviation from mean to justify selling.",
"symbol": "IEP_CFD.BE"
},
{
"reason": "No significant deviation from mean to justify selling.",
"symbol": "LXS_CFD.DE"
},
{
"reason": "No significant deviation from mean to justify selling.",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "No significant deviation from mean to justify selling.",
"symbol": "RMV_CFD.UK"
},
{
"reason": "No significant deviation from mean to justify selling.",
"symbol": "UKW_CFD.UK"
},
{
"reason": "No significant deviation from mean to justify selling.",
"symbol": "WIZZ_CFD.UK"
},
{
"reason": "No significant deviation from mean to justify selling.",
"symbol": "WKP_CFD.UK"
}
],
"sell": []
},
"portfolio_rationale": "The portfolio is currently well-balanced with no significant deviations from the mean to justify selling any positions. Two new positions are added based on significant negative deviations from their respective moving averages, aligning with the mean-reversion strategy."
}Prompts & responses
#625 • openrouter • deepseek/deepseek-chat • 2026-02-26T16:00:11.616596+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": "Significant negative deviation from 200-day MA (-22.09%) and high volatility.",
"mean_reversion_score": 85
},
{
"symbol": "WIZZ_CFD.UK",
"selection_reason": "Moderate positive deviation from 200-day MA (3.99%) with stable volatility.",
"mean_reversion_score": 75
},
{
"symbol": "FRVIA_CFD.FR",
"selection_reason": "Negative deviation from 50-day MA (-8.55%) with moderate volatility.",
"mean_reversion_score": 70
},
{
"symbol": "IPR_CFD.PT",
"selection_reason": "High positive deviation from 200-day MA (23.64%) and moderate volatility.",
"mean_reversion_score": 65
},
{
"symbol": "LIO_CFD.UK",
"selection_reason": "Negative deviation from 200-day MA (-23.43%) with stable volatility.",
"mean_reversion_score": 60
}
],
"rejected_common_reasons": [
"Unknown sector concentration",
"Unknown earnings dates",
"Unknown market cap and volume data"
]
}#626 • openrouter • deepseek/deepseek-chat • 2026-02-26T16:00:20.608390+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": "ADJ_CFD.DE", "qty": 0.0, "avg_price": 0.184, "last_price": 0.2, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T21:00:47.737392+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": "AMH_CFD.US", "qty": 101.23165176311794, "avg_price": 29.634999999999998, "last_price": 30.38, "unrealized_pnl": 75.41758056352296, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "AML_CFD.UK", "qty": 0.0, "avg_price": 59.0, "last_price": 55.65, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "ATG_CFD.UK", "qty": 10.135135135135135, "avg_price": 296.0, "last_price": 296.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T21:00:47.737392+00:00"}, {"symbol": "BIG_CFD.FR", "qty": 6622.516556291391, "avg_price": 0.453, "last_price": 0.453, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T17:33:48.338981+00:00"}, {"symbol": "BT_CFD.UK", "qty": 0.0, "avg_price": 204.0, "last_price": 203.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "BYW6_CFD.DE", "qty": 998.3361064891848, "avg_price": 3.005, "last_price": 3.035, "unrealized_pnl": 29.95008319467579, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "CCC_CFD.UK", "qty": 1.007387508394896, "avg_price": 2978.0, "last_price": 2978.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 0.0, "avg_price": 422.705, "last_price": 388.21500000000003, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "ERA_CFD.FR", "qty": 63.29113924050633, "avg_price": 47.4, "last_price": 59.4, "unrealized_pnl": 759.493670886076, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "EZJ_CFD.UK", "qty": 6.328446366417045, "avg_price": 474.05, "last_price": 463.4, "unrealized_pnl": -67.39795380234175, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "FLO_CFD.US", "qty": 303.7974683544304, "avg_price": 9.875, "last_price": 9.885000000000002, "unrealized_pnl": 3.037974683544779, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 22.466300549176236, "avg_price": 400.6, "last_price": 414.2, "unrealized_pnl": 305.54168746879606, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "GRI_CFD.UK", "qty": 15.822784810126583, "avg_price": 189.6, "last_price": 189.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "IEP_CFD.BE", "qty": 582.5242718446601, "avg_price": 5.15, "last_price": 5.4, "unrealized_pnl": 145.63106796116503, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "LXS_CFD.DE", "qty": 0.0, "avg_price": 20.34, "last_price": 20.025, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 13.824884792626728, "avg_price": 217.0, "last_price": 217.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 416.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 97.45533297238767, "avg_price": 92.35, "last_price": 92.35, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "WIZZ_CFD.UK", "qty": 2.3094688221709005, "avg_price": 1299.0, "last_price": 1299.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "WKP_CFD.UK", "qty": 7.2727272727272725, "avg_price": 412.5, "last_price": 412.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}], "candidates": [{"symbol": "HIK_CFD.UK", "mean_reversion_score": 85, "selection_reason": "Significant negative deviation from 200-day MA (-22.09%) and high volatility."}, {"symbol": "WIZZ_CFD.UK", "mean_reversion_score": 75, "selection_reason": "Moderate positive deviation from 200-day MA (3.99%) with stable volatility."}, {"symbol": "FRVIA_CFD.FR", "mean_reversion_score": 70, "selection_reason": "Negative deviation from 50-day MA (-8.55%) with moderate volatility."}, {"symbol": "IPR_CFD.PT", "mean_reversion_score": 65, "selection_reason": "High positive deviation from 200-day MA (23.64%) and moderate volatility."}, {"symbol": "LIO_CFD.UK", "mean_reversion_score": 60, "selection_reason": "Negative deviation from 200-day MA (-23.43%) with stable 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": "Significant negative deviation from 200-day MA (-22.09%) and high volatility.",
"symbol": "HIK_CFD.UK",
"position_size": 3000
},
{
"reason": "Negative deviation from 50-day MA (-8.55%) with moderate volatility.",
"symbol": "FRVIA_CFD.FR",
"position_size": 3000
}
],
"hold": [
{
"reason": "No significant deviation from mean to justify selling.",
"symbol": "ADJ_CFD.DE"
},
{
"reason": "No significant deviation from mean to justify selling.",
"symbol": "AIR_CFD.DE"
},
{
"reason": "No significant deviation from mean to justify selling.",
"symbol": "AMH_CFD.US"
},
{
"reason": "No significant deviation from mean to justify selling.",
"symbol": "AML_CFD.UK"
},
{
"reason": "No significant deviation from mean to justify selling.",
"symbol": "ATG_CFD.UK"
},
{
"reason": "No significant deviation from mean to justify selling.",
"symbol": "BIG_CFD.FR"
},
{
"reason": "No significant deviation from mean to justify selling.",
"symbol": "BT_CFD.UK"
},
{
"reason": "No significant deviation from mean to justify selling.",
"symbol": "BYW6_CFD.DE"
},
{
"reason": "No significant deviation from mean to justify selling.",
"symbol": "CCC_CFD.UK"
},
{
"reason": "No significant deviation from mean to justify selling.",
"symbol": "CRWD_CFD.US"
},
{
"reason": "No significant deviation from mean to justify selling.",
"symbol": "ERA_CFD.FR"
},
{
"reason": "No significant deviation from mean to justify selling.",
"symbol": "EZJ_CFD.UK"
},
{
"reason": "No significant deviation from mean to justify selling.",
"symbol": "FLO_CFD.US"
},
{
"reason": "No significant deviation from mean to justify selling.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No significant deviation from mean to justify selling.",
"symbol": "GRI_CFD.UK"
},
{
"reason": "No significant deviation from mean to justify selling.",
"symbol": "IEP_CFD.BE"
},
{
"reason": "No significant deviation from mean to justify selling.",
"symbol": "LXS_CFD.DE"
},
{
"reason": "No significant deviation from mean to justify selling.",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "No significant deviation from mean to justify selling.",
"symbol": "RMV_CFD.UK"
},
{
"reason": "No significant deviation from mean to justify selling.",
"symbol": "UKW_CFD.UK"
},
{
"reason": "No significant deviation from mean to justify selling.",
"symbol": "WIZZ_CFD.UK"
},
{
"reason": "No significant deviation from mean to justify selling.",
"symbol": "WKP_CFD.UK"
}
],
"sell": []
},
"portfolio_rationale": "The portfolio is currently well-balanced with no significant deviations from the mean to justify selling any positions. Two new positions are added based on significant negative deviations from their respective moving averages, aligning with the mean-reversion strategy."
}Selection logs
#311 • stage1 • 2026-02-26T16:00:20.606378+00:00
{
"selected_stocks": [
{
"symbol": "HIK_CFD.UK",
"selection_reason": "Significant negative deviation from 200-day MA (-22.09%) and high volatility.",
"mean_reversion_score": 85
},
{
"symbol": "WIZZ_CFD.UK",
"selection_reason": "Moderate positive deviation from 200-day MA (3.99%) with stable volatility.",
"mean_reversion_score": 75
},
{
"symbol": "FRVIA_CFD.FR",
"selection_reason": "Negative deviation from 50-day MA (-8.55%) with moderate volatility.",
"mean_reversion_score": 70
},
{
"symbol": "IPR_CFD.PT",
"selection_reason": "High positive deviation from 200-day MA (23.64%) and moderate volatility.",
"mean_reversion_score": 65
},
{
"symbol": "LIO_CFD.UK",
"selection_reason": "Negative deviation from 200-day MA (-23.43%) with stable volatility.",
"mean_reversion_score": 60
}
],
"rejected_common_reasons": [
"Unknown sector concentration",
"Unknown earnings dates",
"Unknown market cap and volume data"
]
}