Arena run #339
meanrev-v1 • deepseek • deepseek/deepseek-chat • US • success
Run status
as_of: 2026-02-27T18:23:55.960577+00:00
started_at: 2026-02-27T19:26:07.782998+00:00
finished_at: 2026-02-27T19:26:44.846183+00:00
duration_ms: 37062
Inputs
{
"dry_run": false,
"selected": [
{
"symbol": "UTG_CFD.UK",
"selection_reason": "Significant negative deviation from MA200 and MA50",
"mean_reversion_score": 75
},
{
"symbol": "WPP_CFD.UK",
"selection_reason": "Large negative deviation from MA200 and MA50",
"mean_reversion_score": 70
},
{
"symbol": "AXP_CFD.US",
"selection_reason": "Negative deviation from MA50",
"mean_reversion_score": 65
},
{
"symbol": "CABO_CFD.US",
"selection_reason": "Negative deviation from MA50",
"mean_reversion_score": 60
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Negative deviation from MA50",
"mean_reversion_score": 55
}
],
"universe_symbols": [
"UTG_CFD.UK",
"WPP_CFD.UK",
"WIZZ_CFD.UK",
"DLN_CFD.UK",
"AXP_CFD.US",
"CRDA_CFD.UK",
"BIG_CFD.FR",
"BTRW_CFD.UK",
"ARE_CFD.US",
"ATG_CFD.UK",
"CABO_CFD.US",
"CCC_CFD.UK",
"BYIT_CFD.UK",
"ATE_CFD.FR",
"ATO_CFD.FR",
"HAIN_CFD.US"
]
}Outputs
{
"actions": {
"buy": [
{
"reason": "Significant negative deviation from MA200 and MA50",
"symbol": "UTG_CFD.UK",
"position_size": 3000
},
{
"reason": "Large negative deviation from MA200 and MA50",
"symbol": "WPP_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "No significant deviation from mean",
"symbol": "ADJ_CFD.DE"
},
{
"reason": "No significant deviation from mean",
"symbol": "AIR_CFD.DE"
},
{
"reason": "Positive unrealized PnL",
"symbol": "AMH_CFD.US"
},
{
"reason": "No significant deviation from mean",
"symbol": "AML_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "ATG_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "BIG_CFD.FR"
},
{
"reason": "No significant deviation from mean",
"symbol": "BT_CFD.UK"
},
{
"reason": "Positive unrealized PnL",
"symbol": "BYW6_CFD.DE"
},
{
"reason": "No significant deviation from mean",
"symbol": "CCC_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "CRWD_CFD.US"
},
{
"reason": "Positive unrealized PnL",
"symbol": "ERA_CFD.FR"
},
{
"reason": "Negative unrealized PnL but marginal",
"symbol": "EZJ_CFD.UK"
},
{
"reason": "Positive unrealized PnL",
"symbol": "FLO_CFD.US"
},
{
"reason": "Negative unrealized PnL but marginal",
"symbol": "FRVIA_CFD.FR"
},
{
"reason": "Positive unrealized PnL",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "GRI_CFD.UK"
},
{
"reason": "Negative unrealized PnL but marginal",
"symbol": "HIK_CFD.UK"
},
{
"reason": "Positive unrealized PnL",
"symbol": "IEP_CFD.BE"
},
{
"reason": "No significant deviation from mean",
"symbol": "LXS_CFD.DE"
},
{
"reason": "No significant deviation from mean",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "RMV_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "UKW_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "WIZZ_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "WKP_CFD.UK"
}
],
"sell": []
},
"portfolio_rationale": "The portfolio is currently well-balanced with several positions showing positive unrealized PnL. No significant deviations from the mean are observed in the current holdings, justifying a HOLD strategy for most positions. Two new positions are added based on significant negative deviations from moving averages, adhering to the strategy's mean-reversion approach and fixed position size."
}Prompts & responses
#665 • openrouter • deepseek/deepseek-chat • 2026-02-27T19:26:07.799768+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": "US", "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": "UTG_CFD.UK", "name": "UNITE GROUP PLC/THE", "sector": "", "last_price": 567.5, "change_1d_pct": 3.4639927073837784, "distance_from_ma200_pct": -23.929923575376698, "distance_from_ma50_pct": -3.6875042216270137, "volatility_20d_pct": 73.84223442053181, "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": "WPP_CFD.UK", "name": "WPP PLC", "sector": "", "last_price": 287.7, "change_1d_pct": 12.120031176929057, "distance_from_ma200_pct": -26.952858950083826, "distance_from_ma50_pct": -6.1305832237048214, "volatility_20d_pct": 162.7763312146067, "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": 1403.0, "change_1d_pct": 0.8626887131560013, "distance_from_ma200_pct": 12.315696286669354, "distance_from_ma50_pct": 8.235260718145199, "volatility_20d_pct": 106.92938780570063, "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": "DLN_CFD.UK", "name": "DERWENT LONDON PLC", "sector": "", "last_price": 1953.0, "change_1d_pct": 10.401356698699837, "distance_from_ma200_pct": 5.069478604951705, "distance_from_ma50_pct": 12.150447212111025, "volatility_20d_pct": 115.39088732649292, "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": "AXP_CFD.US", "name": "American Express Company", "sector": "", "last_price": 335.32, "change_1d_pct": 2.5161270598306418, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -7.064768141791767, "volatility_20d_pct": 3540.913796340142, "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": 2971.0, "change_1d_pct": -0.4690117252931336, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 6.192096534370339, "volatility_20d_pct": 4323.833452525154, "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": -44.3775583915242, "volatility_20d_pct": 11777.729304686243, "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": 388.9, "change_1d_pct": -1.0432569974554773, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 2.643553171947066, "volatility_20d_pct": 2256.25743018361, "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": "ARE_CFD.US", "name": "Alexandria Real Estate Equities Inc", "sector": "", "last_price": 55.12, "change_1d_pct": 1.9607843137254832, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 3.921423277638092, "volatility_20d_pct": 4000.593732830161, "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": 316.5, "change_1d_pct": 3.770491803278686, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 2.606496790507684, "volatility_20d_pct": 3869.8570945036245, "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": "CABO_CFD.US", "name": "Cable One Inc", "sector": "", "last_price": 90.92, "change_1d_pct": -3.3999150021249536, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -11.544029513861853, "volatility_20d_pct": 9754.623907181822, "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": 3020.0, "change_1d_pct": 1.206434316353877, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -2.0345668760055946, "volatility_20d_pct": 3440.491186199078, "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": 304.0, "change_1d_pct": 5.555555555555558, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -8.46461434696728, "volatility_20d_pct": 4315.816453405245, "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": "ATE_CFD.FR", "name": "Alten SA", "sector": "", "last_price": 60.4, "change_1d_pct": 0.4991680532445919, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -16.029473098846115, "volatility_20d_pct": 7943.385228633648, "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": "ATO_CFD.FR", "name": "Atos SE", "sector": "", "last_price": 38.96, "change_1d_pct": 11.298385944865007, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -21.99231936696847, "volatility_20d_pct": 6922.33279237434, "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": "HAIN_CFD.US", "name": "The Hain Celestial Group Inc", "sector": "", "last_price": 0.9901, "change_1d_pct": -19.50406504065041, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -13.392383848173816, "volatility_20d_pct": 10353.647035541368, "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": "UTG_CFD.UK",
"selection_reason": "Significant negative deviation from MA200 and MA50",
"mean_reversion_score": 75
},
{
"symbol": "WPP_CFD.UK",
"selection_reason": "Large negative deviation from MA200 and MA50",
"mean_reversion_score": 70
},
{
"symbol": "AXP_CFD.US",
"selection_reason": "Negative deviation from MA50",
"mean_reversion_score": 65
},
{
"symbol": "CABO_CFD.US",
"selection_reason": "Negative deviation from MA50",
"mean_reversion_score": 60
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Negative deviation from MA50",
"mean_reversion_score": 55
}
],
"rejected_common_reasons": [
"Positive deviation from MA50",
"Unknown sector concentration",
"High volatility"
]
}#666 • openrouter • deepseek/deepseek-chat • 2026-02-27T19:26:16.930169+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": "US", "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": 30.21, "unrealized_pnl": 58.208199763793104, "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": 3.115, "unrealized_pnl": 109.81697171381064, "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": 59.556, "unrealized_pnl": 769.367088607595, "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": 9.965, "unrealized_pnl": 27.341772151898695, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "FRVIA_CFD.FR", "qty": 236.05319065229367, "avg_price": 12.709, "last_price": 12.015, "unrealized_pnl": -163.82091431269157, "opened_at": "2026-02-26T10:33:24.101894+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": "HIK_CFD.UK", "qty": 2.1306818181818183, "avg_price": 1408.0, "last_price": 1342.0, "unrealized_pnl": -140.625, "opened_at": "2026-02-26T10:33:24.101894+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": "UTG_CFD.UK", "mean_reversion_score": 75, "selection_reason": "Significant negative deviation from MA200 and MA50"}, {"symbol": "WPP_CFD.UK", "mean_reversion_score": 70, "selection_reason": "Large negative deviation from MA200 and MA50"}, {"symbol": "AXP_CFD.US", "mean_reversion_score": 65, "selection_reason": "Negative deviation from MA50"}, {"symbol": "CABO_CFD.US", "mean_reversion_score": 60, "selection_reason": "Negative deviation from MA50"}, {"symbol": "BYIT_CFD.UK", "mean_reversion_score": 55, "selection_reason": "Negative deviation from MA50"}], "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 MA200 and MA50",
"symbol": "UTG_CFD.UK",
"position_size": 3000
},
{
"reason": "Large negative deviation from MA200 and MA50",
"symbol": "WPP_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "No significant deviation from mean",
"symbol": "ADJ_CFD.DE"
},
{
"reason": "No significant deviation from mean",
"symbol": "AIR_CFD.DE"
},
{
"reason": "Positive unrealized PnL",
"symbol": "AMH_CFD.US"
},
{
"reason": "No significant deviation from mean",
"symbol": "AML_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "ATG_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "BIG_CFD.FR"
},
{
"reason": "No significant deviation from mean",
"symbol": "BT_CFD.UK"
},
{
"reason": "Positive unrealized PnL",
"symbol": "BYW6_CFD.DE"
},
{
"reason": "No significant deviation from mean",
"symbol": "CCC_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "CRWD_CFD.US"
},
{
"reason": "Positive unrealized PnL",
"symbol": "ERA_CFD.FR"
},
{
"reason": "Negative unrealized PnL but marginal",
"symbol": "EZJ_CFD.UK"
},
{
"reason": "Positive unrealized PnL",
"symbol": "FLO_CFD.US"
},
{
"reason": "Negative unrealized PnL but marginal",
"symbol": "FRVIA_CFD.FR"
},
{
"reason": "Positive unrealized PnL",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "GRI_CFD.UK"
},
{
"reason": "Negative unrealized PnL but marginal",
"symbol": "HIK_CFD.UK"
},
{
"reason": "Positive unrealized PnL",
"symbol": "IEP_CFD.BE"
},
{
"reason": "No significant deviation from mean",
"symbol": "LXS_CFD.DE"
},
{
"reason": "No significant deviation from mean",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "RMV_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "UKW_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "WIZZ_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "WKP_CFD.UK"
}
],
"sell": []
},
"portfolio_rationale": "The portfolio is currently well-balanced with several positions showing positive unrealized PnL. No significant deviations from the mean are observed in the current holdings, justifying a HOLD strategy for most positions. Two new positions are added based on significant negative deviations from moving averages, adhering to the strategy's mean-reversion approach and fixed position size."
}Selection logs
#331 • stage1 • 2026-02-27T19:26:16.928047+00:00
{
"selected_stocks": [
{
"symbol": "UTG_CFD.UK",
"selection_reason": "Significant negative deviation from MA200 and MA50",
"mean_reversion_score": 75
},
{
"symbol": "WPP_CFD.UK",
"selection_reason": "Large negative deviation from MA200 and MA50",
"mean_reversion_score": 70
},
{
"symbol": "AXP_CFD.US",
"selection_reason": "Negative deviation from MA50",
"mean_reversion_score": 65
},
{
"symbol": "CABO_CFD.US",
"selection_reason": "Negative deviation from MA50",
"mean_reversion_score": 60
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Negative deviation from MA50",
"mean_reversion_score": 55
}
],
"rejected_common_reasons": [
"Positive deviation from MA50",
"Unknown sector concentration",
"High volatility"
]
}