Arena run #346

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).

{"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": "WPP_CFD.UK", "name": "WPP PLC", "sector": "", "last_price": 263.4, "change_1d_pct": -8.446298227320126, "distance_from_ma200_pct": -33.12263832969092, "distance_from_ma50_pct": -14.059074108876779, "volatility_20d_pct": 6180.039131285307, "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": 1812.0, "change_1d_pct": -7.219662058371734, "distance_from_ma200_pct": -2.516182676819012, "distance_from_ma50_pct": 4.053563926444004, "volatility_20d_pct": 7353.720365167649, "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": "UKW_CFD.UK", "name": "GREENCOAT UK WIND PLC", "sector": "", "last_price": 92.35, "change_1d_pct": -5.909322465613864, "distance_from_ma200_pct": -17.64082660607077, "distance_from_ma50_pct": -12.349969913308566, "volatility_20d_pct": 2773.983404143022, "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": 0.473, "change_1d_pct": -40.65244667503137, "distance_from_ma200_pct": -57.481044006670004, "distance_from_ma50_pct": -45.84258856396987, "volatility_20d_pct": 245.7660340614924, "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": 377.4, "change_1d_pct": 0.9090909090909038, "distance_from_ma200_pct": -5.28549121293298, "distance_from_ma50_pct": -0.5047525194126434, "volatility_20d_pct": 106.95952062178588, "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": "MNDI_CFD.UK", "name": "MONDI PLC", "sector": "", "last_price": 875.4, "change_1d_pct": -3.035002215330085, "distance_from_ma200_pct": -12.703792119747192, "distance_from_ma50_pct": -2.3538587292125546, "volatility_20d_pct": 3722.256694775448, "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": "IPO_CFD.UK", "name": "IP GROUP PLC", "sector": "", "last_price": 55.9, "change_1d_pct": -2.951388888888895, "distance_from_ma200_pct": 6.980220141944948, "distance_from_ma50_pct": -4.919036603619542, "volatility_20d_pct": 3048.7333361404435, "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": "BYIT_CFD.UK", "name": "BYTES TECHNOLOGY GROUP PLC", "sector": "", "last_price": 303.4, "change_1d_pct": -0.19736842105263497, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -8.431320472269855, "volatility_20d_pct": 4293.435519186852, "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": "MKS_CFD.UK", "name": "MARKS & SPENCER GROUP PLC", "sector": "", "last_price": 397.6, "change_1d_pct": -2.572898799313894, "distance_from_ma200_pct": 10.091859972346917, "distance_from_ma50_pct": 12.883416074757426, "volatility_20d_pct": 3230.9162818073323, "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": "COTY_CFD.US", "name": "Coty Inc", "sector": "", "last_price": 2.65, "change_1d_pct": -0.7490636704119868, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -12.425644415069403, "volatility_20d_pct": 7661.46272234243, "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": "MSLH_CFD.UK", "name": "MARSHALLS PLC", "sector": "", "last_price": 179.0, "change_1d_pct": -1.8640350877193068, "distance_from_ma200_pct": -18.62123458406586, "distance_from_ma50_pct": 4.206326197237553, "volatility_20d_pct": 4778.187923340776, "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": "PAGE_CFD.UK", "name": "PAGEGROUP PLC", "sector": "", "last_price": 205.8, "change_1d_pct": -1.8129770992366345, "distance_from_ma200_pct": -20.77588815310809, "distance_from_ma50_pct": -10.0711565251285, "volatility_20d_pct": 6348.641656770371, "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": "GRG_CFD.UK", "name": "GREGGS PLC", "sector": "", "last_price": 1570.0, "change_1d_pct": -1.7521902377972465, "distance_from_ma200_pct": -7.7479256136856245, "distance_from_ma50_pct": -5.198503464783366, "volatility_20d_pct": 2727.2507519143423, "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": "NVDA_CFD.US", "name": "NVIDIA CORP", "sector": "", "last_price": 179.38, "change_1d_pct": -7.018453244868339, "distance_from_ma200_pct": 2.533500011717793, "distance_from_ma50_pct": -3.3704524102979527, "volatility_20d_pct": 73.2870546822064, "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": "GRI_CFD.UK", "name": "GRAINGER PLC", "sector": "", "last_price": 192.4, "change_1d_pct": 0.08322929671245038, "distance_from_ma200_pct": -4.9312468607917275, "distance_from_ma50_pct": 0.9128310349964197, "volatility_20d_pct": 71.43116862190418, "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": "MTN_CFD.US", "name": "", "sector": "", "last_price": 137.48, "change_1d_pct": -3.6107410783145277, "distance_from_ma200_pct": -7.823781705689148, "distance_from_ma50_pct": -1.3887912595523466, "volatility_20d_pct": 73.37276552252995, "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": "ZBH_CFD.US", "name": "Zimmer Biomet Holdings Inc", "sector": "", "last_price": 99.89, "change_1d_pct": 0.07012622720898865, "distance_from_ma200_pct": 4.829184260195518, "distance_from_ma50_pct": 9.180853947517997, "volatility_20d_pct": 53.36212078055538, "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": "PROX_CFD.BE", "name": "Proximus SA", "sector": "", "last_price": 7.08, "change_1d_pct": -13.288426209430481, "distance_from_ma200_pct": -2.3050084551703542, "distance_from_ma50_pct": -7.913938552063737, "volatility_20d_pct": 126.61036463851869, "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": "THG_CFD.UK", "name": "THG PLC", "sector": "", "last_price": 35.48, "change_1d_pct": -20.090090090090097, "distance_from_ma200_pct": 4.031971945380275, "distance_from_ma50_pct": -18.256005234564732, "volatility_20d_pct": 150.3458448856807, "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": "HIW_CFD.US", "name": "", "sector": "", "last_price": 22.84, "change_1d_pct": -0.13117621337997987, "distance_from_ma200_pct": -20.75167934269694, "distance_from_ma50_pct": -10.160798011265303, "volatility_20d_pct": 63.260238309428416, "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": "DEI_CFD.US", "name": "Douglas Emmett Inc", "sector": "", "last_price": 10.11, "change_1d_pct": 2.3279352226720507, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -7.731857118801466, "volatility_20d_pct": 2991.4769682262086, "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": "APTV_CFD.US", "name": "Aptiv PLC", "sector": "", "last_price": 74.18, "change_1d_pct": -4.799794661190959, "distance_from_ma200_pct": -3.318427497292309, "distance_from_ma50_pct": -7.091738454100716, "volatility_20d_pct": 78.93944473827398, "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": "ACKB_CFD.BE", "name": "Ackermans & Van Haaren NV", "sector": "", "last_price": 294.6, "change_1d_pct": 0.0, "distance_from_ma200_pct": 28.807750693779077, "distance_from_ma50_pct": 17.098103885176762, "volatility_20d_pct": 41.10800910807287, "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": "SLM_CFD.US", "name": "SLM CORP", "sector": "", "last_price": 18.94, "change_1d_pct": -4.4881492687846585, "distance_from_ma200_pct": -35.016811912440815, "distance_from_ma50_pct": -27.235007107457065, "volatility_20d_pct": 95.89464274862077, "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": "PRU_CFD.UK", "name": "", "sector": "", "last_price": 1145.5, "change_1d_pct": 4.899267399267404, "distance_from_ma200_pct": 11.886174790428306, "distance_from_ma50_pct": -0.9125217162037624, "volatility_20d_pct": 62.26709553371618, "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": "SDG_CFD.FR", "name": "", "sector": "", "last_price": 28.8, "change_1d_pct": -2.3728813559321993, "distance_from_ma200_pct": -10.344096555672355, "distance_from_ma50_pct": -4.05973880263889, "volatility_20d_pct": 76.58466116410548, "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": "SEM_CFD.PT", "name": "Semapa-Sociedade de Investimento e Gestao SGPS SA", "sector": "", "last_price": 24.15, "change_1d_pct": 8.295964125560529, "distance_from_ma200_pct": 33.02003397381239, "distance_from_ma50_pct": 13.413294010463117, "volatility_20d_pct": 132.43471569412125, "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"]}}

{
  "selected_stocks": [
    {
      "symbol": "WPP_CFD.UK",
      "selection_reason": "Down -8.4% today, -33% from MA200, -14% from MA50. High volatility (6180%) suggests oversold bounce potential within 2-10 days.",
      "mean_reversion_score": 85
    },
    {
      "symbol": "UKW_CFD.UK",
      "selection_reason": "Down -5.9% today, -17.6% from MA200, -12.3% from MA50. Elevated volatility (2774%) supports mean-reversion setup.",
      "mean_reversion_score": 80
    },
    {
      "symbol": "MNDI_CFD.UK",
      "selection_reason": "Down -3.0% today, -12.7% from MA200, -2.4% from MA50. High volatility (3722%) indicates potential for short-term reversal.",
      "mean_reversion_score": 75
    },
    {
      "symbol": "PAGE_CFD.UK",
      "selection_reason": "Down -1.8% today, -20.8% from MA200, -10.1% from MA50. Very high volatility (6348%) creates oversold bounce opportunity.",
      "mean_reversion_score": 80
    },
    {
      "symbol": "GRG_CFD.UK",
      "selection_reason": "Down -1.8% today, -7.7% from MA200, -5.2% from MA50. Moderate volatility (2727%) shows steady decline ripe for reversion.",
      "mean_reversion_score": 70
    }
  ],
  "rejected_common_reasons": [
    "CRDA_CFD.UK: Rejected - Up +18.3% today, breakout not mean-reversion",
    "BIG_CFD.FR: Rejected - Down -40.7% today, extreme event-driven crash likely",
    "THG_CFD.UK: Rejected - Down -20.1% today, appears binary/event-driven",
    "PROX_CFD.BE: Rejected - Down -13.3% today, potential event risk despite oversold",
    "NVDA_CFD.US: Rejected - Mixed signals, above MA200, low volatility for CFD",
    "ACKB_CFD.BE: Rejected - Strong uptrend, +28.8% from MA200",
    "SEM_CFD.PT: Rejected - Up +8.3% today, strong momentum not oversold",
    "BTRW_CFD.UK: Rejected - Minimal decline today, too close to MA50",
    "MKS_CFD.UK: Rejected - Trading above both MAs, clear uptrend"
  ]
}

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.

{"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": "ICG_CFD.UK", "qty": 1.7647058823529411, "avg_price": 1700.0, "last_price": 1693.0, "unrealized_pnl": -12.352941176470587, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "LSS_CFD.FR", "qty": 148.88337468982633, "avg_price": 20.15, "last_price": 19.44, "unrealized_pnl": -105.70719602977628, "opened_at": "2026-02-16T09:30:55.514112+00:00"}], "candidates": [{"symbol": "WPP_CFD.UK", "mean_reversion_score": 85, "selection_reason": "Down -8.4% today, -33% from MA200, -14% from MA50. High volatility (6180%) suggests oversold bounce potential within 2-10 days."}, {"symbol": "UKW_CFD.UK", "mean_reversion_score": 80, "selection_reason": "Down -5.9% today, -17.6% from MA200, -12.3% from MA50. Elevated volatility (2774%) supports mean-reversion setup."}, {"symbol": "MNDI_CFD.UK", "mean_reversion_score": 75, "selection_reason": "Down -3.0% today, -12.7% from MA200, -2.4% from MA50. High volatility (3722%) indicates potential for short-term reversal."}, {"symbol": "PAGE_CFD.UK", "mean_reversion_score": 80, "selection_reason": "Down -1.8% today, -20.8% from MA200, -10.1% from MA50. Very high volatility (6348%) creates oversold bounce opportunity."}, {"symbol": "GRG_CFD.UK", "mean_reversion_score": 70, "selection_reason": "Down -1.8% today, -7.7% from MA200, -5.2% from MA50. Moderate volatility (2727%) shows steady decline ripe for 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"}}

{
  "actions": {
    "buy": [
      {
        "reason": "Highest mean-reversion score (85). Down -8.4% today and -33% from MA200 with extreme volatility (6180%) signals strong oversold bounce potential within 2-10 days.",
        "symbol": "WPP_CFD.UK",
        "position_size": 3000
      },
      {
        "reason": "Strong mean-reversion score (80). Trading -20.8% below MA200 with very high volatility (6348%) creates compelling oversold bounce opportunity, ranking second-best setup.",
        "symbol": "PAGE_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "No mean-reversion score provided; minimal unrealized loss (-12.35) and small price deviation (-0.4% from avg) does not warrant selling under avoid-overtrading rule. Hold for potential recovery.",
        "symbol": "ICG_CFD.UK"
      },
      {
        "reason": "No mean-reversion score provided; moderate unrealized loss (-105.71) but without oversold signal or risk event, selling would be premature. Hold per avoid-overtrading guideline.",
        "symbol": "LSS_CFD.FR"
      }
    ],
    "sell": []
  },
  "portfolio_rationale": "Preserving existing positions (ICG, LSS) as no clear mean-reversion sell signals exist and losses are within normal ranges, adhering to avoid-overtrading principle. Deploying capital into top two ranked UK candidates (WPP score 85, PAGE score 80) exhibiting extreme deviation from MA200 and high volatility, aligning with 2-10 day bounce thesis. Fixed position sizing of 3000 maintains gross leverage well below 3.0x limit while maximizing exposure to statistically attractive setups."
}

{
  "selected_stocks": [
    {
      "symbol": "WPP_CFD.UK",
      "selection_reason": "Down -8.4% today, -33% from MA200, -14% from MA50. High volatility (6180%) suggests oversold bounce potential within 2-10 days.",
      "mean_reversion_score": 85
    },
    {
      "symbol": "UKW_CFD.UK",
      "selection_reason": "Down -5.9% today, -17.6% from MA200, -12.3% from MA50. Elevated volatility (2774%) supports mean-reversion setup.",
      "mean_reversion_score": 80
    },
    {
      "symbol": "MNDI_CFD.UK",
      "selection_reason": "Down -3.0% today, -12.7% from MA200, -2.4% from MA50. High volatility (3722%) indicates potential for short-term reversal.",
      "mean_reversion_score": 75
    },
    {
      "symbol": "PAGE_CFD.UK",
      "selection_reason": "Down -1.8% today, -20.8% from MA200, -10.1% from MA50. Very high volatility (6348%) creates oversold bounce opportunity.",
      "mean_reversion_score": 80
    },
    {
      "symbol": "GRG_CFD.UK",
      "selection_reason": "Down -1.8% today, -7.7% from MA200, -5.2% from MA50. Moderate volatility (2727%) shows steady decline ripe for reversion.",
      "mean_reversion_score": 70
    }
  ],
  "rejected_common_reasons": [
    "CRDA_CFD.UK: Rejected - Up +18.3% today, breakout not mean-reversion",
    "BIG_CFD.FR: Rejected - Down -40.7% today, extreme event-driven crash likely",
    "THG_CFD.UK: Rejected - Down -20.1% today, appears binary/event-driven",
    "PROX_CFD.BE: Rejected - Down -13.3% today, potential event risk despite oversold",
    "NVDA_CFD.US: Rejected - Mixed signals, above MA200, low volatility for CFD",
    "ACKB_CFD.BE: Rejected - Strong uptrend, +28.8% from MA200",
    "SEM_CFD.PT: Rejected - Up +8.3% today, strong momentum not oversold",
    "BTRW_CFD.UK: Rejected - Minimal decline today, too close to MA50",
    "MKS_CFD.UK: Rejected - Trading above both MAs, clear uptrend"
  ]
}