Arena run #342
meanrev-v1 • openai • openai/gpt-5.2-pro • US • success
Run status
as_of: 2026-02-27T18:23:55.960577+00:00
started_at: 2026-02-27T19:29:03.868708+00:00
finished_at: 2026-02-27T19:31:30.815587+00:00
duration_ms: 146945
Inputs
{
"dry_run": false,
"selected": [
{
"symbol": "CABO_CFD.US",
"selection_reason": "Oversold vs MA50 (distance_from_ma50_pct=-11.54%) with a further down day (change_1d_pct=-3.40%)—setup for 2-10d snapback if selling pressure mean-reverts.",
"mean_reversion_score": 78
},
{
"symbol": "UTG_CFD.UK",
"selection_reason": "Deeply below MA200 (distance_from_ma200_pct=-23.93%) and still below MA50 (-3.69%) while showing a bounce day (+3.46%)—classic mean-reversion reversal profile.",
"mean_reversion_score": 72
},
{
"symbol": "WPP_CFD.UK",
"selection_reason": "Materially below MA200 (-26.95%) and below MA50 (-6.13%) with a sharp positive reversal (+12.12%)—candidate for continued rebound toward moving averages.",
"mean_reversion_score": 70
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Below MA50 (distance_from_ma50_pct=-8.46%) with strong rebound day (+5.56%)—potential follow-through mean reversion toward MA50 over 2-10d.",
"mean_reversion_score": 68
},
{
"symbol": "AXP_CFD.US",
"selection_reason": "Pulled back below MA50 (distance_from_ma50_pct=-7.06%) with a modest up day (+2.52%)—possible short-term mean reversion back toward MA50.",
"mean_reversion_score": 65
}
],
"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": "Highest mean-reversion score among candidates (78): oversold vs MA50 (distance_from_ma50_pct=-11.54%) with additional down day (change_1d_pct=-3.40%), fitting a 2–10d snapback profile. Funded by selling UKW to stay within leverage/position constraints.",
"symbol": "CABO_CFD.US",
"position_size": 3000
}
],
"hold": [
{
"reason": "Position is behaving normally and no stronger replacement is required beyond the single planned rotation; avoid overtrading.",
"symbol": "AMH_CFD.US"
},
{
"reason": "Up since entry; no risk flag provided and no need to churn given only one rotation is planned.",
"symbol": "ARCAD_CFD.NL"
},
{
"reason": "Already held at the fixed position size; despite being a mean-reversion candidate, adding would increase concentration and is unnecessary for this run.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "No position (qty=0); no action.",
"symbol": "CRWD_CFD.US"
},
{
"reason": "No position (qty=0); no action.",
"symbol": "DSY_CFD.FR"
},
{
"reason": "No position (qty=0); no action.",
"symbol": "ETSY_CFD.US"
},
{
"reason": "No position (qty=0); no action.",
"symbol": "FBIN_CFD.US"
},
{
"reason": "Held at fixed size with no new negative signal provided; maintain to avoid churn.",
"symbol": "FLO_CFD.US"
},
{
"reason": "Up since entry; keep exposure and avoid overtrading.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No position (qty=0); no action.",
"symbol": "MLCO_CFD.US"
},
{
"reason": "Up since entry; no clear improvement from swapping out given limited trade budget.",
"symbol": "PAYC_CFD.US"
},
{
"reason": "No position (qty=0); no action.",
"symbol": "RMV_CFD.UK"
},
{
"reason": "Currently down; without a risk/event trigger, prefer holding to allow mean reversion rather than crystallizing a loss.",
"symbol": "TMV_CFD.DE"
},
{
"reason": "Currently down; no explicit risk/event trigger provided—hold for potential mean reversion and avoid overtrading.",
"symbol": "ZS_CFD.US"
}
],
"sell": [
{
"reason": "Rotate out of a flat/low-signal position to free capacity for a higher mean-reversion candidate while staying comfortably within max gross leverage and max positions.",
"symbol": "UKW_CFD.UK"
}
]
},
"portfolio_rationale": "Execute a single, high-conviction rotation to improve mean-reversion setup quality while respecting constraints: max 2 trades each side, fixed $3k sizing, max 10 positions, and max gross leverage. Sell one low-signal/flat holding (UKW) to fund a higher-scoring oversold US candidate (CABO), and hold the rest to avoid churn."
}Prompts & responses
#671 • openrouter • openai/gpt-5.2-pro • 2026-02-27T19:29:03.885532+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": "CABO_CFD.US",
"selection_reason": "Oversold vs MA50 (distance_from_ma50_pct=-11.54%) with a further down day (change_1d_pct=-3.40%)—setup for 2-10d snapback if selling pressure mean-reverts.",
"mean_reversion_score": 78
},
{
"symbol": "UTG_CFD.UK",
"selection_reason": "Deeply below MA200 (distance_from_ma200_pct=-23.93%) and still below MA50 (-3.69%) while showing a bounce day (+3.46%)—classic mean-reversion reversal profile.",
"mean_reversion_score": 72
},
{
"symbol": "WPP_CFD.UK",
"selection_reason": "Materially below MA200 (-26.95%) and below MA50 (-6.13%) with a sharp positive reversal (+12.12%)—candidate for continued rebound toward moving averages.",
"mean_reversion_score": 70
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Below MA50 (distance_from_ma50_pct=-8.46%) with strong rebound day (+5.56%)—potential follow-through mean reversion toward MA50 over 2-10d.",
"mean_reversion_score": 68
},
{
"symbol": "AXP_CFD.US",
"selection_reason": "Pulled back below MA50 (distance_from_ma50_pct=-7.06%) with a modest up day (+2.52%)—possible short-term mean reversion back toward MA50.",
"mean_reversion_score": 65
}
],
"rejected_common_reasons": [
"Earnings timing is unknown (days_to_next_earnings is null), so cannot confirm the 'avoid earnings within 5 trading days' constraint.",
"Potentially binary/distressed or penny-like behavior (e.g., very low last_price and/or extreme 1D move), which can break mean-reversion assumptions.",
"Not oversold relative to MA50 (e.g., positive distance_from_ma50_pct), reducing mean-reversion edge for a rebound setup.",
"Volatility/technical metrics appear extreme (data_quality_note: prices/technicals only), suggesting possible data artifacts or unsuitable risk for short-horizon mean reversion."
]
}#672 • openrouter • openai/gpt-5.2-pro • 2026-02-27T19:30:11.972890+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": "AMH_CFD.US", "qty": 101.09519797809605, "avg_price": 29.674999999999997, "last_price": 30.1, "unrealized_pnl": 42.96545914069125, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "ARCAD_CFD.NL", "qty": 104.8951048951049, "avg_price": 28.6, "last_price": 29.82, "unrealized_pnl": 127.97202797202785, "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": 0.0, "avg_price": 350.45000000000005, "last_price": 382.96500000000003, "unrealized_pnl": 0.0, "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": 9.875, "unrealized_pnl": 0.0, "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": 125.27, "unrealized_pnl": 100.23098498597584, "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": 4.656, "unrealized_pnl": -78.43547375026145, "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": 144.95, "unrealized_pnl": -278.10465698547824, "opened_at": "2026-02-21T17:32:49.140800+00:00"}], "candidates": [{"symbol": "CABO_CFD.US", "mean_reversion_score": 78, "selection_reason": "Oversold vs MA50 (distance_from_ma50_pct=-11.54%) with a further down day (change_1d_pct=-3.40%)—setup for 2-10d snapback if selling pressure mean-reverts."}, {"symbol": "UTG_CFD.UK", "mean_reversion_score": 72, "selection_reason": "Deeply below MA200 (distance_from_ma200_pct=-23.93%) and still below MA50 (-3.69%) while showing a bounce day (+3.46%)—classic mean-reversion reversal profile."}, {"symbol": "WPP_CFD.UK", "mean_reversion_score": 70, "selection_reason": "Materially below MA200 (-26.95%) and below MA50 (-6.13%) with a sharp positive reversal (+12.12%)—candidate for continued rebound toward moving averages."}, {"symbol": "BYIT_CFD.UK", "mean_reversion_score": 68, "selection_reason": "Below MA50 (distance_from_ma50_pct=-8.46%) with strong rebound day (+5.56%)—potential follow-through mean reversion toward MA50 over 2-10d."}, {"symbol": "AXP_CFD.US", "mean_reversion_score": 65, "selection_reason": "Pulled back below MA50 (distance_from_ma50_pct=-7.06%) with a modest up day (+2.52%)—possible short-term mean reversion back toward 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": "Highest mean-reversion score among candidates (78): oversold vs MA50 (distance_from_ma50_pct=-11.54%) with additional down day (change_1d_pct=-3.40%), fitting a 2–10d snapback profile. Funded by selling UKW to stay within leverage/position constraints.",
"symbol": "CABO_CFD.US",
"position_size": 3000
}
],
"hold": [
{
"reason": "Position is behaving normally and no stronger replacement is required beyond the single planned rotation; avoid overtrading.",
"symbol": "AMH_CFD.US"
},
{
"reason": "Up since entry; no risk flag provided and no need to churn given only one rotation is planned.",
"symbol": "ARCAD_CFD.NL"
},
{
"reason": "Already held at the fixed position size; despite being a mean-reversion candidate, adding would increase concentration and is unnecessary for this run.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "No position (qty=0); no action.",
"symbol": "CRWD_CFD.US"
},
{
"reason": "No position (qty=0); no action.",
"symbol": "DSY_CFD.FR"
},
{
"reason": "No position (qty=0); no action.",
"symbol": "ETSY_CFD.US"
},
{
"reason": "No position (qty=0); no action.",
"symbol": "FBIN_CFD.US"
},
{
"reason": "Held at fixed size with no new negative signal provided; maintain to avoid churn.",
"symbol": "FLO_CFD.US"
},
{
"reason": "Up since entry; keep exposure and avoid overtrading.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No position (qty=0); no action.",
"symbol": "MLCO_CFD.US"
},
{
"reason": "Up since entry; no clear improvement from swapping out given limited trade budget.",
"symbol": "PAYC_CFD.US"
},
{
"reason": "No position (qty=0); no action.",
"symbol": "RMV_CFD.UK"
},
{
"reason": "Currently down; without a risk/event trigger, prefer holding to allow mean reversion rather than crystallizing a loss.",
"symbol": "TMV_CFD.DE"
},
{
"reason": "Currently down; no explicit risk/event trigger provided—hold for potential mean reversion and avoid overtrading.",
"symbol": "ZS_CFD.US"
}
],
"sell": [
{
"reason": "Rotate out of a flat/low-signal position to free capacity for a higher mean-reversion candidate while staying comfortably within max gross leverage and max positions.",
"symbol": "UKW_CFD.UK"
}
]
},
"portfolio_rationale": "Execute a single, high-conviction rotation to improve mean-reversion setup quality while respecting constraints: max 2 trades each side, fixed $3k sizing, max 10 positions, and max gross leverage. Sell one low-signal/flat holding (UKW) to fund a higher-scoring oversold US candidate (CABO), and hold the rest to avoid churn."
}Selection logs
#334 • stage1 • 2026-02-27T19:30:11.970099+00:00
{
"selected_stocks": [
{
"symbol": "CABO_CFD.US",
"selection_reason": "Oversold vs MA50 (distance_from_ma50_pct=-11.54%) with a further down day (change_1d_pct=-3.40%)—setup for 2-10d snapback if selling pressure mean-reverts.",
"mean_reversion_score": 78
},
{
"symbol": "UTG_CFD.UK",
"selection_reason": "Deeply below MA200 (distance_from_ma200_pct=-23.93%) and still below MA50 (-3.69%) while showing a bounce day (+3.46%)—classic mean-reversion reversal profile.",
"mean_reversion_score": 72
},
{
"symbol": "WPP_CFD.UK",
"selection_reason": "Materially below MA200 (-26.95%) and below MA50 (-6.13%) with a sharp positive reversal (+12.12%)—candidate for continued rebound toward moving averages.",
"mean_reversion_score": 70
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Below MA50 (distance_from_ma50_pct=-8.46%) with strong rebound day (+5.56%)—potential follow-through mean reversion toward MA50 over 2-10d.",
"mean_reversion_score": 68
},
{
"symbol": "AXP_CFD.US",
"selection_reason": "Pulled back below MA50 (distance_from_ma50_pct=-7.06%) with a modest up day (+2.52%)—possible short-term mean reversion back toward MA50.",
"mean_reversion_score": 65
}
],
"rejected_common_reasons": [
"Earnings timing is unknown (days_to_next_earnings is null), so cannot confirm the 'avoid earnings within 5 trading days' constraint.",
"Potentially binary/distressed or penny-like behavior (e.g., very low last_price and/or extreme 1D move), which can break mean-reversion assumptions.",
"Not oversold relative to MA50 (e.g., positive distance_from_ma50_pct), reducing mean-reversion edge for a rebound setup.",
"Volatility/technical metrics appear extreme (data_quality_note: prices/technicals only), suggesting possible data artifacts or unsuitable risk for short-horizon mean reversion."
]
}