Arena run #355
meanrev-v1 • minimax • minimax/minimax-m2.1 • EU • success
Run status
as_of: 2026-03-01T10:30:13.622938+00:00
started_at: 2026-03-01T23:05:22.114130+00:00
finished_at: 2026-03-01T23:06:27.432171+00:00
duration_ms: 65317
Inputs
{
"dry_run": false,
"selected": [
{
"symbol": "PROX_CFD.BE",
"selection_reason": "Largest decline (-15.7%) with significant distance below MA200 (-3.7%) and MA50 (-9.2%); moderate volatility (6303%)",
"mean_reversion_score": 85
},
{
"symbol": "UKW_CFD.UK",
"selection_reason": "Decline (-2.2%) with price below both MA200 (-12.5%) and MA50 (-6.8%); lowest volatility (32.6%) in universe",
"mean_reversion_score": 78
},
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "Decline (-2.2%) with substantial distance below MA200 (-16.0%) and MA50 (-5.3%); moderate volatility (7423%)",
"mean_reversion_score": 75
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "Strong gain (+3.4%) but significantly extended below MA200 (-39.1%) and MA50 (-26.0%); volatility (5563%) acceptable",
"mean_reversion_score": 75
},
{
"symbol": "ZBH_CFD.US",
"selection_reason": "Minimal decline (-0.5%) with price above MA50 (+8.9%); lowest volatility (2195%) among US candidates",
"mean_reversion_score": 72
}
],
"universe_symbols": [
"UTG_CFD.UK",
"WPP_CFD.UK",
"WIZZ_CFD.UK",
"UKW_CFD.UK",
"PZC_CFD.UK",
"BIG_CFD.FR",
"BTRW_CFD.UK",
"TCAP_CFD.UK",
"IPO_CFD.UK",
"ATG_CFD.UK",
"CCC_CFD.UK",
"BYIT_CFD.UK",
"MKS_CFD.UK",
"WKP_CFD.UK",
"FUTR_CFD.UK",
"OCDO_CFD.UK",
"HMSO_CFD.UK",
"NVDA_CFD.US",
"ZBH_CFD.US",
"PROX_CFD.BE"
]
}Outputs
{
"actions": {
"buy": [
{
"reason": "Top mean reversion candidate (score: 85). Largest decline (-15.7%) with significant distance below MA200 (-3.7%) and MA50 (-9.2%). Strong mean reversion setup.",
"symbol": "PROX_CFD.BE",
"position_size": 3000
},
{
"reason": "Mean reversion candidate (score: 75). Price significantly extended below MA200 (-39.1%) and MA50 (-26.0%). Mean reversion potential from oversold levels.",
"symbol": "FUTR_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Position flat (0% PnL). Price at mean. No clear mean reversion signal.",
"symbol": "ATO_CFD.FR"
},
{
"reason": "Position flat (0% PnL). No clear mean reversion signal.",
"symbol": "BIG_CFD.FR"
},
{
"reason": "Position flat (0% PnL). No clear mean reversion signal.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Loss position (-4.7%). Holding for potential mean reversion recovery. Avoid realizing loss.",
"symbol": "HIK_CFD.UK"
},
{
"reason": "Already holding position. Mean reversion score 75 indicates potential upside, but position already sized. Holding to avoid overtrading.",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "Already holding position. Mean reversion score 78 is strong, but position already sized. Holding to avoid overtrading.",
"symbol": "UKW_CFD.UK"
},
{
"reason": "Position flat (0% PnL). No clear mean reversion signal.",
"symbol": "WPP_CFD.UK"
}
],
"sell": [
{
"reason": "Mean reversion target reached: +8.7% gain (264.02 USD). Price approaching fair value (27.94 vs avg 25.68). Taking profit per mean-reversion strategy.",
"symbol": "MAN_CFD.US"
},
{
"reason": "Mean reversion target reached: +4.5% gain (154.82 USD). Price approaching fair value (35.86 vs avg 34.11). Taking profit per mean-reversion strategy.",
"symbol": "DT_CFD.US"
}
]
},
"portfolio_rationale": "Executed 2 SELLs to lock in profits from MAN_CFD.US (+8.7%) and DT_CFD.US (+4.5%) as prices approach fair value per mean-reversion strategy. Added 2 new mean-reversion BUY positions: PROX_CFD.BE (top candidate, score 85, -15.7% decline) and FUTR_CFD.UK (score 75, extended below MAs). Held existing UKW_CFD.UK and OCDO_CFD.UK rather than adding (already sized, avoid overtrading). Portfolio remains at 9 positions (max 10). Fixed position size of 3000 per new position maintained."
}Prompts & responses
#697 • openrouter • minimax/minimax-m2.1 • 2026-03-01T23:05:22.137104+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": "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": "UKW_CFD.UK", "name": "GREENCOAT UK WIND PLC", "sector": "", "last_price": 98.15, "change_1d_pct": -2.163078149920239, "distance_from_ma200_pct": -12.46829595436757, "distance_from_ma50_pct": -6.845149398930528, "volatility_20d_pct": 32.62462101640031, "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": "PZC_CFD.UK", "name": "PZ CUSSONS PLC", "sector": "", "last_price": 86.6, "change_1d_pct": -4.309392265193379, "distance_from_ma200_pct": 14.56109936323342, "distance_from_ma50_pct": 14.620006882494629, "volatility_20d_pct": 84.22093402997464, "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": 0.453, "change_1d_pct": -23.479729729729726, "distance_from_ma200_pct": -59.278885697719886, "distance_from_ma50_pct": -48.13254253589503, "volatility_20d_pct": 12310.872493995772, "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": "TCAP_CFD.UK", "name": "TP ICAP GROUP PLC", "sector": "", "last_price": 257.0, "change_1d_pct": -3.018867924528301, "distance_from_ma200_pct": -4.028452389710213, "distance_from_ma50_pct": 0.0555171858003467, "volatility_20d_pct": 2720.691666816466, "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": 296.0, "change_1d_pct": -2.950819672131144, "distance_from_ma200_pct": -32.400374766841246, "distance_from_ma50_pct": -4.086684898837378, "volatility_20d_pct": 8661.769059246726, "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": 2978.0, "change_1d_pct": -2.679738562091505, "distance_from_ma200_pct": 17.35893991379911, "distance_from_ma50_pct": 2.4633877465073617, "volatility_20d_pct": 5338.29627811264, "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": 292.6, "change_1d_pct": -2.596537949400779, "distance_from_ma200_pct": -29.90308010801058, "distance_from_ma50_pct": -16.57176681381133, "volatility_20d_pct": 3853.0934438816757, "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": "FUTR_CFD.UK", "name": "FUTURE PLC", "sector": "", "last_price": 414.2, "change_1d_pct": 3.3949076385421773, "distance_from_ma200_pct": -39.06661738447647, "distance_from_ma50_pct": -25.9812840942679, "volatility_20d_pct": 5563.010447162194, "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": "OCDO_CFD.UK", "name": "OCADO GROUP PLC", "sector": "", "last_price": 217.0, "change_1d_pct": -2.208201892744477, "distance_from_ma200_pct": -15.964222445414011, "distance_from_ma50_pct": -5.31484776634673, "volatility_20d_pct": 7423.017762834272, "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": "HMSO_CFD.UK", "name": "HAMMERSON PLC", "sector": "", "last_price": 348.8, "change_1d_pct": -1.8570624648283518, "distance_from_ma200_pct": 20.24082637989966, "distance_from_ma50_pct": 7.964017771966869, "volatility_20d_pct": 3280.1806241206145, "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 Corporation", "sector": "", "last_price": 184.89, "change_1d_pct": -5.456125997136441, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -0.38415327338459093, "volatility_20d_pct": 4390.348323973547, "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": 98.75, "change_1d_pct": -0.5037783375314908, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 8.886228799601126, "volatility_20d_pct": 2195.2476425244195, "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": 6.98, "change_1d_pct": -15.700483091787431, "distance_from_ma200_pct": -3.6848812171029754, "distance_from_ma50_pct": -9.214589137486563, "volatility_20d_pct": 6302.953224859111, "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": "PROX_CFD.BE",
"selection_reason": "Largest decline (-15.7%) with significant distance below MA200 (-3.7%) and MA50 (-9.2%); moderate volatility (6303%)",
"mean_reversion_score": 85
},
{
"symbol": "UKW_CFD.UK",
"selection_reason": "Decline (-2.2%) with price below both MA200 (-12.5%) and MA50 (-6.8%); lowest volatility (32.6%) in universe",
"mean_reversion_score": 78
},
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "Decline (-2.2%) with substantial distance below MA200 (-16.0%) and MA50 (-5.3%); moderate volatility (7423%)",
"mean_reversion_score": 75
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "Strong gain (+3.4%) but significantly extended below MA200 (-39.1%) and MA50 (-26.0%); volatility (5563%) acceptable",
"mean_reversion_score": 75
},
{
"symbol": "ZBH_CFD.US",
"selection_reason": "Minimal decline (-0.5%) with price above MA50 (+8.9%); lowest volatility (2195%) among US candidates",
"mean_reversion_score": 72
}
],
"rejected_common_reasons": [
"Extreme volatility (BIG_CFD.FR: 12311%, TCAP_CFD.UK: 2721%, ATG_CFD.UK: 8662%)",
"Price above moving averages - not mean reversion setup (PZC_CFD.UK, CCC_CFD.UK, MKS_CFD.UK, HMSO_CFD.UK, WIZZ_CFD.UK)",
"Large gains extending further from mean (WPP_CFD.UK: +12.1%, UTG_CFD.UK: +3.5%)",
"Insufficient price distance for mean reversion (WKP_CFD.UK, IPO_CFD.UK)"
]
}#698 • openrouter • minimax/minimax-m2.1 • 2026-03-01T23:05:43.182422+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": "ATO_CFD.FR", "qty": 74.36787307882994, "avg_price": 40.34, "last_price": 40.34, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "BIG_CFD.FR", "qty": 6622.516556291391, "avg_price": 0.453, "last_price": 0.453, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 20.505809979494188, "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": 349.265, "last_price": 365.38, "unrealized_pnl": 0.0, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "DSY_CFD.FR", "qty": 0.0, "avg_price": 17.881, "last_price": 17.133, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "DT_CFD.US", "qty": 87.96364169476615, "avg_price": 34.105000000000004, "last_price": 35.864999999999995, "unrealized_pnl": 154.81600938278763, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "ERA_CFD.FR", "qty": 0.0, "avg_price": 47.4, "last_price": 48.88, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 0.0, "avg_price": 400.6, "last_price": 414.2, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "HIK_CFD.UK", "qty": 2.1291696238466997, "avg_price": 1409.0, "last_price": 1342.0, "unrealized_pnl": -142.65436479772887, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "LIO_CFD.UK", "qty": 0.0, "avg_price": 250.0, "last_price": 250.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "LMND_CFD.US", "qty": 0.0, "avg_price": 48.96, "last_price": 52.07, "unrealized_pnl": 0.0, "opened_at": "2026-02-24T11:23:36.694156+00:00"}, {"symbol": "MAN_CFD.US", "qty": 116.82242990654206, "avg_price": 25.68, "last_price": 27.94, "unrealized_pnl": 264.0186915887852, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 13.824884792626728, "avg_price": 217.0, "last_price": 217.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "RCO_CFD.FR", "qty": 0.0, "avg_price": 44.34, "last_price": 43.58, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T10:32:09.961595+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 417.16, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "TRST_CFD.UK", "qty": 0.0, "avg_price": 134.3, "last_price": 139.6, "unrealized_pnl": 0.0, "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": "WPP_CFD.UK", "qty": 11.389521640091116, "avg_price": 263.4, "last_price": 263.4, "unrealized_pnl": 0.0, "opened_at": "2026-02-27T18:23:55.960577+00:00"}], "candidates": [{"symbol": "PROX_CFD.BE", "mean_reversion_score": 85, "selection_reason": "Largest decline (-15.7%) with significant distance below MA200 (-3.7%) and MA50 (-9.2%); moderate volatility (6303%)"}, {"symbol": "UKW_CFD.UK", "mean_reversion_score": 78, "selection_reason": "Decline (-2.2%) with price below both MA200 (-12.5%) and MA50 (-6.8%); lowest volatility (32.6%) in universe"}, {"symbol": "OCDO_CFD.UK", "mean_reversion_score": 75, "selection_reason": "Decline (-2.2%) with substantial distance below MA200 (-16.0%) and MA50 (-5.3%); moderate volatility (7423%)"}, {"symbol": "FUTR_CFD.UK", "mean_reversion_score": 75, "selection_reason": "Strong gain (+3.4%) but significantly extended below MA200 (-39.1%) and MA50 (-26.0%); volatility (5563%) acceptable"}, {"symbol": "ZBH_CFD.US", "mean_reversion_score": 72, "selection_reason": "Minimal decline (-0.5%) with price above MA50 (+8.9%); lowest volatility (2195%) among US candidates"}], "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": "Top mean reversion candidate (score: 85). Largest decline (-15.7%) with significant distance below MA200 (-3.7%) and MA50 (-9.2%). Strong mean reversion setup.",
"symbol": "PROX_CFD.BE",
"position_size": 3000
},
{
"reason": "Mean reversion candidate (score: 75). Price significantly extended below MA200 (-39.1%) and MA50 (-26.0%). Mean reversion potential from oversold levels.",
"symbol": "FUTR_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Position flat (0% PnL). Price at mean. No clear mean reversion signal.",
"symbol": "ATO_CFD.FR"
},
{
"reason": "Position flat (0% PnL). No clear mean reversion signal.",
"symbol": "BIG_CFD.FR"
},
{
"reason": "Position flat (0% PnL). No clear mean reversion signal.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Loss position (-4.7%). Holding for potential mean reversion recovery. Avoid realizing loss.",
"symbol": "HIK_CFD.UK"
},
{
"reason": "Already holding position. Mean reversion score 75 indicates potential upside, but position already sized. Holding to avoid overtrading.",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "Already holding position. Mean reversion score 78 is strong, but position already sized. Holding to avoid overtrading.",
"symbol": "UKW_CFD.UK"
},
{
"reason": "Position flat (0% PnL). No clear mean reversion signal.",
"symbol": "WPP_CFD.UK"
}
],
"sell": [
{
"reason": "Mean reversion target reached: +8.7% gain (264.02 USD). Price approaching fair value (27.94 vs avg 25.68). Taking profit per mean-reversion strategy.",
"symbol": "MAN_CFD.US"
},
{
"reason": "Mean reversion target reached: +4.5% gain (154.82 USD). Price approaching fair value (35.86 vs avg 34.11). Taking profit per mean-reversion strategy.",
"symbol": "DT_CFD.US"
}
]
},
"portfolio_rationale": "Executed 2 SELLs to lock in profits from MAN_CFD.US (+8.7%) and DT_CFD.US (+4.5%) as prices approach fair value per mean-reversion strategy. Added 2 new mean-reversion BUY positions: PROX_CFD.BE (top candidate, score 85, -15.7% decline) and FUTR_CFD.UK (score 75, extended below MAs). Held existing UKW_CFD.UK and OCDO_CFD.UK rather than adding (already sized, avoid overtrading). Portfolio remains at 9 positions (max 10). Fixed position size of 3000 per new position maintained."
}Selection logs
#347 • stage1 • 2026-03-01T23:05:43.179929+00:00
{
"selected_stocks": [
{
"symbol": "PROX_CFD.BE",
"selection_reason": "Largest decline (-15.7%) with significant distance below MA200 (-3.7%) and MA50 (-9.2%); moderate volatility (6303%)",
"mean_reversion_score": 85
},
{
"symbol": "UKW_CFD.UK",
"selection_reason": "Decline (-2.2%) with price below both MA200 (-12.5%) and MA50 (-6.8%); lowest volatility (32.6%) in universe",
"mean_reversion_score": 78
},
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "Decline (-2.2%) with substantial distance below MA200 (-16.0%) and MA50 (-5.3%); moderate volatility (7423%)",
"mean_reversion_score": 75
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "Strong gain (+3.4%) but significantly extended below MA200 (-39.1%) and MA50 (-26.0%); volatility (5563%) acceptable",
"mean_reversion_score": 75
},
{
"symbol": "ZBH_CFD.US",
"selection_reason": "Minimal decline (-0.5%) with price above MA50 (+8.9%); lowest volatility (2195%) among US candidates",
"mean_reversion_score": 72
}
],
"rejected_common_reasons": [
"Extreme volatility (BIG_CFD.FR: 12311%, TCAP_CFD.UK: 2721%, ATG_CFD.UK: 8662%)",
"Price above moving averages - not mean reversion setup (PZC_CFD.UK, CCC_CFD.UK, MKS_CFD.UK, HMSO_CFD.UK, WIZZ_CFD.UK)",
"Large gains extending further from mean (WPP_CFD.UK: +12.1%, UTG_CFD.UK: +3.5%)",
"Insufficient price distance for mean reversion (WKP_CFD.UK, IPO_CFD.UK)"
]
}