Arena run #378

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": "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": "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": "CRDA_CFD.UK", "name": "CRODA INTERNATIONAL PLC", "sector": "", "last_price": 3121.0, "change_1d_pct": 13.367235742826011, "distance_from_ma200_pct": 10.093851216079353, "distance_from_ma50_pct": 9.83246554776207, "volatility_20d_pct": 109.18178749390499, "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": "RHIM_CFD.UK", "name": "", "sector": "", "last_price": 2960.0, "change_1d_pct": 9.023941068139973, "distance_from_ma200_pct": 12.939755835694466, "distance_from_ma50_pct": 17.95826987098712, "volatility_20d_pct": 137.0123103901981, "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": "INF_CFD.UK", "name": "INFORMA PLC", "sector": "", "last_price": 841.2, "change_1d_pct": -5.142083897158312, "distance_from_ma200_pct": -0.9669030259720546, "distance_from_ma50_pct": -5.993674353237144, "volatility_20d_pct": 82.19219236094925, "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": "PSN_CFD.UK", "name": "", "sector": "", "last_price": 1534.5, "change_1d_pct": 7.382785164450656, "distance_from_ma200_pct": 21.219431937066368, "distance_from_ma50_pct": 9.190705106538676, "volatility_20d_pct": 86.88935643255697, "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": "S92_CFD.DE", "name": "SMA Solar Technology AG", "sector": "", "last_price": 31.14, "change_1d_pct": -5.1708386625251235, "distance_from_ma200_pct": 18.486658265300516, "distance_from_ma50_pct": -9.5837717678376, "volatility_20d_pct": 98.8717509048974, "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": 265.0, "change_1d_pct": 7.72357723577235, "distance_from_ma200_pct": -1.0410112189618959, "distance_from_ma50_pct": 3.1700858141521238, "volatility_20d_pct": 67.76567663345816, "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": 305.0, "change_1d_pct": 4.2735042735042805, "distance_from_ma200_pct": -30.344980756373573, "distance_from_ma50_pct": -1.1704016694101371, "volatility_20d_pct": 159.9931345477538, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "BLND_CFD.UK", "name": "BRITISH LAND CO PLC", "sector": "", "last_price": 412.2, "change_1d_pct": -1.1036468330134386, "distance_from_ma200_pct": 10.038592258830414, "distance_from_ma50_pct": 2.655801721389861, "volatility_20d_pct": 88.77968057978609, "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": "NA9_CFD.DE", "name": "Nagarro N", "sector": "", "last_price": 53.0, "change_1d_pct": 4.330708661417337, "distance_from_ma200_pct": -10.5807971249533, "distance_from_ma50_pct": -21.072484944948812, "volatility_20d_pct": 128.31257124496162, "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": "IMI_CFD.UK", "name": "", "sector": "", "last_price": 2904.0, "change_1d_pct": 16.814159292035402, "distance_from_ma200_pct": 32.70582912867817, "distance_from_ma50_pct": 14.464370599684507, "volatility_20d_pct": 76.61600707633436, "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": 300.4, "change_1d_pct": -12.674418604651173, "distance_from_ma200_pct": -28.03446775272175, "distance_from_ma50_pct": -14.34777426817815, "volatility_20d_pct": 87.82535981934274, "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": "TBCG_CFD.UK", "name": "TBC BANK GROUP PLC", "sector": "", "last_price": 4850.0, "change_1d_pct": 23.096446700507613, "distance_from_ma200_pct": 9.813098898141014, "distance_from_ma50_pct": 16.90579807924497, "volatility_20d_pct": 97.89018560398101, "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": 423.0, "change_1d_pct": 3.6764705882353033, "distance_from_ma200_pct": 1.8640028868691871, "distance_from_ma50_pct": 5.808194506978848, "volatility_20d_pct": 70.2233148398582, "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": "BT_CFD.UK", "name": "BT GROUP PLC", "sector": "", "last_price": 216.2, "change_1d_pct": 8.137848246886392, "distance_from_ma200_pct": 13.016588922021931, "distance_from_ma50_pct": 12.284390080749198, "volatility_20d_pct": 89.91179246153717, "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": "MCG_CFD.UK", "name": "MOBICO GROUP PLC", "sector": "", "last_price": 31.26, "change_1d_pct": 23.851030110935035, "distance_from_ma200_pct": 12.691085471826336, "distance_from_ma50_pct": 32.023515896881435, "volatility_20d_pct": 210.87769115491298, "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": "ELV_CFD.US", "name": "Elevance Health Inc", "sector": "", "last_price": 348.18, "change_1d_pct": 0.5603049907578539, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -0.9956733590839151, "volatility_20d_pct": 6143.828814681021, "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": 423.6, "change_1d_pct": -20.82242990654205, "distance_from_ma200_pct": -37.68377383888033, "distance_from_ma50_pct": -24.301477407850992, "volatility_20d_pct": 153.59085037557008, "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": 9.411117226197053, "distance_from_ma200_pct": 10.111525306334212, "distance_from_ma50_pct": 12.600812560994456, "volatility_20d_pct": 102.27498035906231, "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": "LPE_CFD.FR", "name": "", "sector": "", "last_price": 90.2, "change_1d_pct": 2.26757369614512, "distance_from_ma200_pct": -2.9581361722202715, "distance_from_ma50_pct": -0.587656998761199, "volatility_20d_pct": 53.26712560046399, "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": "ZS_CFD.US", "name": "Zscaler Inc", "sector": "", "last_price": 151.55, "change_1d_pct": 1.0400693379558623, "distance_from_ma200_pct": -42.90452642215009, "distance_from_ma50_pct": -23.760472559303825, "volatility_20d_pct": 152.59535765367136, "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": "LSS_CFD.FR", "name": "Lectra SA", "sector": "", "last_price": 19.66, "change_1d_pct": 4.574468085106376, "distance_from_ma200_pct": -16.089998811346117, "distance_from_ma50_pct": -12.652425072574891, "volatility_20d_pct": 99.45446194059893, "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": "BYW6_CFD.DE", "name": "BayWa AG vNa", "sector": "", "last_price": 3.005, "change_1d_pct": -3.685897435897445, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -5.657415546904431, "volatility_20d_pct": 6647.725279931619, "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": 182.32, "change_1d_pct": 0.8407079646017612, "distance_from_ma200_pct": -17.111863069088763, "distance_from_ma50_pct": 6.139091576985178, "volatility_20d_pct": 102.4204512350097, "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": "MRCY_CFD.US", "name": "Mercury Systems Inc", "sector": "", "last_price": 85.37, "change_1d_pct": 3.8564476885644794, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 3.0149086235919498, "volatility_20d_pct": 9454.668191215436, "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": "ULVR_CFD.UK", "name": "Unilever Plc", "sector": "", "last_price": 5467.0, "change_1d_pct": 1.4097570024114159, "distance_from_ma200_pct": 7.415794279282739, "distance_from_ma50_pct": 8.90828754815911, "volatility_20d_pct": 53.276021992395115, "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": "AML_CFD.UK", "name": "ASTON MARTIN LAGONDA GLOBAL", "sector": "", "last_price": 44.06, "change_1d_pct": -23.57328707718993, "distance_from_ma200_pct": -37.014582710888924, "distance_from_ma50_pct": -27.543858495096142, "volatility_20d_pct": 106.62447985948238, "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": "TMV_CFD.DE", "name": "TEAMVIEWER SE", "sector": "", "last_price": 4.54, "change_1d_pct": 0.48694112439133796, "distance_from_ma200_pct": -41.16175721578471, "distance_from_ma50_pct": -17.628573813143877, "volatility_20d_pct": 87.46690312314288, "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": "RHK_CFD.DE", "name": "Rhoen-Klinikum AG", "sector": "", "last_price": 13.0, "change_1d_pct": 0.015386982612719535, "distance_from_ma200_pct": 2.9486879981627467, "distance_from_ma50_pct": 0.2914624192460913, "volatility_20d_pct": 114.49395403103814, "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": "ETL_CFD.FR", "name": "Eutelsat Communications", "sector": "", "last_price": 2.31, "change_1d_pct": -1.9108280254777066, "distance_from_ma200_pct": -19.835367525342086, "distance_from_ma50_pct": 9.62414578587698, "volatility_20d_pct": 105.4431156650748, "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": "ICG_CFD.UK", "name": "ICG Plc", "sector": "", "last_price": 1719.0, "change_1d_pct": -13.356854838709676, "distance_from_ma200_pct": -15.041741119434038, "distance_from_ma50_pct": -11.540628787118589, "volatility_20d_pct": 72.59006184069659, "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": "FII_CFD.FR", "name": "Lisi Group", "sector": "", "last_price": 54.0, "change_1d_pct": -14.960629921259837, "distance_from_ma200_pct": 16.40525065283944, "distance_from_ma50_pct": -3.567743481625907, "volatility_20d_pct": 93.59362468468639, "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": "REC_CFD.BE", "name": "", "sector": "", "last_price": 11.24, "change_1d_pct": 6.037735849056602, "distance_from_ma200_pct": 14.193407464225661, "distance_from_ma50_pct": 10.37289147516709, "volatility_20d_pct": 68.35106317682154, "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": "MOS_CFD.US", "name": "The Mosaic Company", "sector": "", "last_price": 31.14, "change_1d_pct": 3.3864541832669293, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 19.517814672936073, "volatility_20d_pct": 4137.377654101071, "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": "BIG_CFD.FR",
      "selection_reason": "-41% 1d change and -46% below MA50",
      "mean_reversion_score": 100
    },
    "{\"symbol\":\"MCG_CFD.UK\",\"mean_reversion_score\":98,\"selection_reason\":\"+24% 1d change and +32% above MA50\"}",
    "{\"symbol\":\"AML_CFD.UK\",\"mean_reversion_score\":92,\"selection_reason\":\"-24% 1d change and -28% below MA50\"}",
    "{\"symbol\":\"FUTR_CFD.UK\",\"mean_reversion_score\":90,\"selection_reason\":\"-21% 1d change and -24% below MA50\"}",
    "{\"symbol\":\"TBCG_CFD.UK\",\"mean_reversion_score\":88,\"selection_reason\":\"+23% 1d change and +17% above MA50\"}"
  ],
  "rejected_common_reasons": [
    "Insufficient deviation from MA50 (<15% abs)",
    "Recent 1d change too small (<10% abs)",
    "Low volatility_20d_pct for reversion potential"
  ]
}

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": "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": "ARCAD_CFD.NL", "qty": 0.0, "avg_price": 29.7, "last_price": 28.06, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "BIG_CFD.FR", "qty": 0.0, "avg_price": 0.453, "last_price": 0.453, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "BXP_CFD.US", "qty": 0.0, "avg_price": 60.835, "last_price": 59.405, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T17:33:48.338981+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 10.252904989747094, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "CABO_CFD.US", "qty": 0.0, "avg_price": 94.6, "last_price": 96.44, "unrealized_pnl": 58.3509513742073, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "CAR_CFD.US", "qty": 0.0, "avg_price": 92.465, "last_price": 97.54, "unrealized_pnl": 164.65689720434767, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "COIN_CFD.US", "qty": 0.0, "avg_price": 168.575, "last_price": 171.13, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 0.0, "avg_price": 350.79999999999995, "last_price": 350.055, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "ESTC_CFD.US", "qty": 0.0, "avg_price": 58.085, "last_price": 55.28, "unrealized_pnl": -144.87389171042437, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "EXPO_CFD.US", "qty": 0.0, "avg_price": 66.815, "last_price": 70.025, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "FBIN_CFD.US", "qty": 0.0, "avg_price": 50.974999999999994, "last_price": 54.35, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "FICO_CFD.US", "qty": 0.0, "avg_price": 1208.505, "last_price": 1405.2800000000002, "unrealized_pnl": 0.0, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "FLO_CFD.US", "qty": 0.0, "avg_price": 9.875, "last_price": 10.055, "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": "HAIN_CFD.US", "qty": 0.0, "avg_price": 0.8, "last_price": 0.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"symbol": "HIK_CFD.UK", "qty": 2.3529411764705883, "avg_price": 1275.0, "last_price": 1244.0, "unrealized_pnl": -72.94117647058823, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "ICG_CFD.UK", "qty": 0.0, "avg_price": 1700.0, "last_price": 1719.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "JUN3_CFD.DE", "qty": 95.20787051729609, "avg_price": 31.51, "last_price": 32.03, "unrealized_pnl": 49.508092668993925, "opened_at": "2026-03-02T10:31:26.559356+00:00"}, {"symbol": "LMND_CFD.US", "qty": 0.0, "avg_price": 61.5, "last_price": 59.89, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "LPX_CFD.US", "qty": 0.0, "avg_price": 86.45, "last_price": 86.15, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "NET_CFD.US", "qty": 0.0, "avg_price": 176.96, "last_price": 164.32, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 13.824884792626728, "avg_price": 217.0, "last_price": 217.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "OKTA_CFD.US", "qty": 42.747221430607006, "avg_price": 70.18, "last_price": 73.99, "unrealized_pnl": 162.8669136506122, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "PAYC_CFD.US", "qty": 0.0, "avg_price": 121.22, "last_price": 119.79, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "PROX_CFD.BE", "qty": 429.79942693409737, "avg_price": 6.98, "last_price": 7.08, "unrealized_pnl": 42.97994269340958, "opened_at": "2026-02-28T10:51:05.818250+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 417.16, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "THG_CFD.UK", "qty": 85.76329331046313, "avg_price": 34.98, "last_price": 34.98, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "TRN_CFD.UK", "qty": 0.0, "avg_price": 196.2, "last_price": 196.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "TRST_CFD.UK", "qty": 0.0, "avg_price": 134.3, "last_price": 139.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 32.48511099079589, "avg_price": 92.35, "last_price": 95.1, "unrealized_pnl": 89.3340552246887, "opened_at": "2026-02-23T10:32:09.961595+00:00"}, {"symbol": "WPP_CFD.UK", "qty": 11.389521640091116, "avg_price": 263.4, "last_price": 257.0, "unrealized_pnl": -72.89293849658289, "opened_at": "2026-02-28T10:51:05.818250+00:00"}, {"symbol": "ZS_CFD.US", "qty": 0.0, "avg_price": 159.76, "last_price": 144.45, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}], "candidates": [{"symbol": "BIG_CFD.FR", "mean_reversion_score": 100, "selection_reason": "-41% 1d change and -46% below MA50"}, "{\"symbol\":\"MCG_CFD.UK\",\"mean_reversion_score\":98,\"selection_reason\":\"+24% 1d change and +32% above MA50\"}", "{\"symbol\":\"AML_CFD.UK\",\"mean_reversion_score\":92,\"selection_reason\":\"-24% 1d change and -28% below MA50\"}", "{\"symbol\":\"FUTR_CFD.UK\",\"mean_reversion_score\":90,\"selection_reason\":\"-21% 1d change and -24% below MA50\"}", "{\"symbol\":\"TBCG_CFD.UK\",\"mean_reversion_score\":88,\"selection_reason\":\"+23% 1d change and +17% above 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"}}

{
  "actions": {
    "buy": [
      {
        "reason": "Top mean-reversion score (100): -41% 1d change, -46% below MA50; strong oversold signal",
        "symbol": "BIG_CFD.FR",
        "position_size": 3000
      },
      {
        "reason": "High mean-reversion score (92): -24% 1d change, -28% below MA50; strong oversold signal",
        "symbol": "AML_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Neutral PnL, no strong sell signal; hold for potential mean reversion",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "Positive PnL (+101), recent oversold signal but already positioned; hold",
        "symbol": "FUTR_CFD.UK"
      },
      {
        "reason": "Positive PnL (+49), stable; hold",
        "symbol": "JUN3_CFD.DE"
      },
      {
        "reason": "Neutral PnL, stable; hold",
        "symbol": "OCDO_CFD.UK"
      },
      {
        "reason": "Positive PnL (+162), performing well; hold",
        "symbol": "OKTA_CFD.US"
      },
      {
        "reason": "Positive PnL (+42), stable; hold",
        "symbol": "PROX_CFD.BE"
      },
      {
        "reason": "Neutral PnL, stable; hold",
        "symbol": "THG_CFD.UK"
      },
      {
        "reason": "Positive PnL (+89), performing well; hold",
        "symbol": "UKW_CFD.UK"
      }
    ],
    "sell": [
      {
        "reason": "Negative unrealized PnL (-72) and underperforming; free slot for better mean-reversion opportunity",
        "symbol": "HIK_CFD.UK"
      },
      {
        "reason": "Negative unrealized PnL (-72) and underperforming; free slot for better mean-reversion opportunity",
        "symbol": "WPP_CFD.UK"
      }
    ]
  },
  "portfolio_rationale": "Replace two losing positions (HIK, WPP) with top mean-reversion buy candidates (BIG, AML) to improve portfolio quality while maintaining 10 positions and adhering to max 2 buys/2 sells. Holds are stable or profitable without strong sell signals. Gross leverage at limits but managed via fixed sizing."
}

{
  "selected_stocks": [
    {
      "symbol": "BIG_CFD.FR",
      "selection_reason": "-41% 1d change and -46% below MA50",
      "mean_reversion_score": 100
    },
    "{\"symbol\":\"MCG_CFD.UK\",\"mean_reversion_score\":98,\"selection_reason\":\"+24% 1d change and +32% above MA50\"}",
    "{\"symbol\":\"AML_CFD.UK\",\"mean_reversion_score\":92,\"selection_reason\":\"-24% 1d change and -28% below MA50\"}",
    "{\"symbol\":\"FUTR_CFD.UK\",\"mean_reversion_score\":90,\"selection_reason\":\"-21% 1d change and -24% below MA50\"}",
    "{\"symbol\":\"TBCG_CFD.UK\",\"mean_reversion_score\":88,\"selection_reason\":\"+23% 1d change and +17% above MA50\"}"
  ],
  "rejected_common_reasons": [
    "Insufficient deviation from MA50 (<15% abs)",
    "Recent 1d change too small (<10% abs)",
    "Low volatility_20d_pct for reversion potential"
  ]
}