Arena run #322
meanrev-v1 • openai • openai/gpt-5.2-pro • EU • success
Run status
as_of: 2026-02-26T10:33:24.101894+00:00
started_at: 2026-02-26T16:03:23.272902+00:00
finished_at: 2026-02-26T16:07:15.600606+00:00
duration_ms: 232326
Inputs
{
"dry_run": false,
"selected": [
{
"symbol": "HIK_CFD.UK",
"selection_reason": "Large 1d selloff (-14.21%) with price deeply below MA200 (-22.09%) and below MA50 (-9.60%) -> strong short-term oversold setup",
"mean_reversion_score": 88
},
{
"symbol": "LIO_CFD.UK",
"selection_reason": "Trading far below MA200 (-23.43%) and below MA50 (-3.82%) with a down day (-3.47%) -> depressed trend + near-term mean-reversion potential",
"mean_reversion_score": 78
},
{
"symbol": "FRVIA_CFD.FR",
"selection_reason": "Down day (-3.41%) while below MA50 (-8.55%) despite being above MA200 (+12.24%) -> pullback toward intermediate trend (mean-reversion candidate)",
"mean_reversion_score": 72
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Meaningfully below MA50 (-13.04%) with flat 1d move (+0.14%) -> extended under MA50 suggests bounce potential over 2–10 days",
"mean_reversion_score": 66
},
{
"symbol": "BRBY_CFD.UK",
"selection_reason": "Below MA50 (-4.69%) and slightly down on the day (-0.55%) -> mild oversold vs MA50 suitable for short-horizon reversion",
"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": [],
"hold": [
{
"reason": "Hold to avoid churn; position is modestly profitable and no risk/constraint issue specific to this holding after leverage is reduced via the CRWD sale.",
"symbol": "AMH_CFD.US"
},
{
"reason": "Hold; modest profit and no new information indicating a clear improvement by rotating out today.",
"symbol": "ARCAD_CFD.NL"
},
{
"reason": "Hold; already in the mean-reversion book and flat P&L—no leverage/position-limit pressure after the CRWD trim.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Hold; small move and no clear reason to rotate given overtrading constraints.",
"symbol": "FLO_CFD.US"
},
{
"reason": "Hold; profitable and not required to sell for leverage once CRWD is exited.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "Hold; profitable and keeping avoids unnecessary turnover.",
"symbol": "PAYC_CFD.US"
},
{
"reason": "Hold; small unrealized loss and no forced-risk trigger—avoid overtrading.",
"symbol": "TMV_CFD.DE"
},
{
"reason": "Hold; recently opened and flat—no constraint-driven need to change.",
"symbol": "UKW_CFD.UK"
},
{
"reason": "Hold; modest profit and no need to sell after leverage is addressed.",
"symbol": "ZS_CFD.US"
}
],
"sell": [
{
"reason": "Portfolio gross exposure appears slightly above the 3.0x max leverage limit; closing this higher-notional, strongly profitable position reduces gross exposure back within the risk constraint and realizes gains.",
"symbol": "CRWD_CFD.US"
}
]
},
"portfolio_rationale": "Primary action is risk/constraint management: estimated gross exposure is slightly above the 3.0x leverage cap. Selling CRWD (largest notional among current holdings and also the biggest winner) reduces gross exposure back within limits while keeping the rest of the portfolio unchanged to comply with the strategy’s avoid-overtrading rule. No new buys are added this run because adding a fixed-size position would risk pushing gross exposure back toward/over the leverage limit and would increase churn without a clearly evidenced improvement versus current holdings."
}Prompts & responses
#631 • openrouter • openai/gpt-5.2-pro • 2026-02-26T16:03:23.292042+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 1d selloff (-14.21%) with price deeply below MA200 (-22.09%) and below MA50 (-9.60%) -> strong short-term oversold setup",
"mean_reversion_score": 88
},
{
"symbol": "LIO_CFD.UK",
"selection_reason": "Trading far below MA200 (-23.43%) and below MA50 (-3.82%) with a down day (-3.47%) -> depressed trend + near-term mean-reversion potential",
"mean_reversion_score": 78
},
{
"symbol": "FRVIA_CFD.FR",
"selection_reason": "Down day (-3.41%) while below MA50 (-8.55%) despite being above MA200 (+12.24%) -> pullback toward intermediate trend (mean-reversion candidate)",
"mean_reversion_score": 72
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Meaningfully below MA50 (-13.04%) with flat 1d move (+0.14%) -> extended under MA50 suggests bounce potential over 2–10 days",
"mean_reversion_score": 66
},
{
"symbol": "BRBY_CFD.UK",
"selection_reason": "Below MA50 (-4.69%) and slightly down on the day (-0.55%) -> mild oversold vs MA50 suitable for short-horizon reversion",
"mean_reversion_score": 60
}
],
"rejected_common_reasons": [
"Not oversold / extended above moving averages (limited mean-reversion edge)",
"MA200/MA50 distance missing or insufficient technical confirmation for mean-reversion",
"Extreme/erratic volatility or very low price levels suggesting higher microstructure/illiquidity risk",
"Already moving up (positive 1d change) while above MA50, reducing reversion-to-mean setup quality",
"Potential sector/event/earnings risk could not be assessed due to missing data (treated as unknown)"
]
}#632 • openrouter • openai/gpt-5.2-pro • 2026-02-26T16:04:54.136282+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": 101.09519797809605, "avg_price": 29.674999999999997, "last_price": 30.405, "unrealized_pnl": 73.79949452401053, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "ARCAD_CFD.NL", "qty": 104.8951048951049, "avg_price": 28.6, "last_price": 29.34, "unrealized_pnl": 77.62237762237746, "opened_at": "2026-02-23T10:32:09.961595+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 10.252904989747094, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 8.560422314167498, "avg_price": 350.45000000000005, "last_price": 384.39, "unrealized_pnl": 290.54073334284436, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "DSY_CFD.FR", "qty": 0.0, "avg_price": 17.881, "last_price": 17.45, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "ETSY_CFD.US", "qty": 0.0, "avg_price": 44.13, "last_price": 50.769999999999996, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "FBIN_CFD.US", "qty": 0.0, "avg_price": 50.974999999999994, "last_price": 54.185, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+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": 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": "MLCO_CFD.US", "qty": 0.0, "avg_price": 5.51, "last_price": 6.06, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "PAYC_CFD.US", "qty": 24.748391354561953, "avg_price": 121.22, "last_price": 129.07, "unrealized_pnl": 194.2748721333112, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 424.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "TMV_CFD.DE", "qty": 627.4837900020916, "avg_price": 4.781, "last_price": 4.628, "unrealized_pnl": -96.00501987031976, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 32.48511099079589, "avg_price": 92.35, "last_price": 92.35, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "ZS_CFD.US", "qty": 18.778167250876315, "avg_price": 159.76, "last_price": 164.44, "unrealized_pnl": 87.88182273410128, "opened_at": "2026-02-21T17:32:49.140800+00:00"}], "candidates": [{"symbol": "HIK_CFD.UK", "mean_reversion_score": 88, "selection_reason": "Large 1d selloff (-14.21%) with price deeply below MA200 (-22.09%) and below MA50 (-9.60%) -> strong short-term oversold setup"}, {"symbol": "LIO_CFD.UK", "mean_reversion_score": 78, "selection_reason": "Trading far below MA200 (-23.43%) and below MA50 (-3.82%) with a down day (-3.47%) -> depressed trend + near-term mean-reversion potential"}, {"symbol": "FRVIA_CFD.FR", "mean_reversion_score": 72, "selection_reason": "Down day (-3.41%) while below MA50 (-8.55%) despite being above MA200 (+12.24%) -> pullback toward intermediate trend (mean-reversion candidate)"}, {"symbol": "BYIT_CFD.UK", "mean_reversion_score": 66, "selection_reason": "Meaningfully below MA50 (-13.04%) with flat 1d move (+0.14%) -> extended under MA50 suggests bounce potential over 2–10 days"}, {"symbol": "BRBY_CFD.UK", "mean_reversion_score": 60, "selection_reason": "Below MA50 (-4.69%) and slightly down on the day (-0.55%) -> mild oversold vs MA50 suitable for short-horizon reversion"}], "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": [],
"hold": [
{
"reason": "Hold to avoid churn; position is modestly profitable and no risk/constraint issue specific to this holding after leverage is reduced via the CRWD sale.",
"symbol": "AMH_CFD.US"
},
{
"reason": "Hold; modest profit and no new information indicating a clear improvement by rotating out today.",
"symbol": "ARCAD_CFD.NL"
},
{
"reason": "Hold; already in the mean-reversion book and flat P&L—no leverage/position-limit pressure after the CRWD trim.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Hold; small move and no clear reason to rotate given overtrading constraints.",
"symbol": "FLO_CFD.US"
},
{
"reason": "Hold; profitable and not required to sell for leverage once CRWD is exited.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "Hold; profitable and keeping avoids unnecessary turnover.",
"symbol": "PAYC_CFD.US"
},
{
"reason": "Hold; small unrealized loss and no forced-risk trigger—avoid overtrading.",
"symbol": "TMV_CFD.DE"
},
{
"reason": "Hold; recently opened and flat—no constraint-driven need to change.",
"symbol": "UKW_CFD.UK"
},
{
"reason": "Hold; modest profit and no need to sell after leverage is addressed.",
"symbol": "ZS_CFD.US"
}
],
"sell": [
{
"reason": "Portfolio gross exposure appears slightly above the 3.0x max leverage limit; closing this higher-notional, strongly profitable position reduces gross exposure back within the risk constraint and realizes gains.",
"symbol": "CRWD_CFD.US"
}
]
},
"portfolio_rationale": "Primary action is risk/constraint management: estimated gross exposure is slightly above the 3.0x leverage cap. Selling CRWD (largest notional among current holdings and also the biggest winner) reduces gross exposure back within limits while keeping the rest of the portfolio unchanged to comply with the strategy’s avoid-overtrading rule. No new buys are added this run because adding a fixed-size position would risk pushing gross exposure back toward/over the leverage limit and would increase churn without a clearly evidenced improvement versus current holdings."
}Selection logs
#314 • stage1 • 2026-02-26T16:04:54.133777+00:00
{
"selected_stocks": [
{
"symbol": "HIK_CFD.UK",
"selection_reason": "Large 1d selloff (-14.21%) with price deeply below MA200 (-22.09%) and below MA50 (-9.60%) -> strong short-term oversold setup",
"mean_reversion_score": 88
},
{
"symbol": "LIO_CFD.UK",
"selection_reason": "Trading far below MA200 (-23.43%) and below MA50 (-3.82%) with a down day (-3.47%) -> depressed trend + near-term mean-reversion potential",
"mean_reversion_score": 78
},
{
"symbol": "FRVIA_CFD.FR",
"selection_reason": "Down day (-3.41%) while below MA50 (-8.55%) despite being above MA200 (+12.24%) -> pullback toward intermediate trend (mean-reversion candidate)",
"mean_reversion_score": 72
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Meaningfully below MA50 (-13.04%) with flat 1d move (+0.14%) -> extended under MA50 suggests bounce potential over 2–10 days",
"mean_reversion_score": 66
},
{
"symbol": "BRBY_CFD.UK",
"selection_reason": "Below MA50 (-4.69%) and slightly down on the day (-0.55%) -> mild oversold vs MA50 suitable for short-horizon reversion",
"mean_reversion_score": 60
}
],
"rejected_common_reasons": [
"Not oversold / extended above moving averages (limited mean-reversion edge)",
"MA200/MA50 distance missing or insufficient technical confirmation for mean-reversion",
"Extreme/erratic volatility or very low price levels suggesting higher microstructure/illiquidity risk",
"Already moving up (positive 1d change) while above MA50, reducing reversion-to-mean setup quality",
"Potential sector/event/earnings risk could not be assessed due to missing data (treated as unknown)"
]
}