Arena run #383
meanrev-v1 • mistralai • mistralai/mistral-large-2512 • EU • success
Run status
as_of: 2026-03-03T10:20:03.276878+00:00
started_at: 2026-03-03T12:53:07.279435+00:00
finished_at: 2026-03-03T12:54:48.765378+00:00
duration_ms: 101479
Inputs
{
"dry_run": false,
"selected": [
{
"symbol": "WIZZ_CFD.UK",
"selection_reason": "Oversold: -18.9% 1D, -11.4% below MA50, -7.6% below MA200, high volatility (135%)",
"mean_reversion_score": 85
},
{
"symbol": "JMAT_CFD.UK",
"selection_reason": "Oversold: -14.3% 1D, -9.2% below MA50, 6.7% above MA200, high volatility (123%)",
"mean_reversion_score": 80
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "Oversold: -20.8% 1D, -24.3% below MA50, -37.7% below MA200, high volatility (154%)",
"mean_reversion_score": 78
},
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "Oversold: -21.3% 1D, -3.2% below MA50, -14.1% below MA200, high volatility (241%)",
"mean_reversion_score": 75
},
{
"symbol": "BRBY_CFD.UK",
"selection_reason": "Oversold: -7.4% 1D, -9.0% below MA50, -7.0% below MA200, high volatility (123%)",
"mean_reversion_score": 70
}
],
"universe_symbols": [
"CCL_CFD.UK",
"DLN_CFD.UK",
"CRDA_CFD.UK",
"AGFB_CFD.BE",
"RHIM_CFD.UK",
"WIZZ_CFD.UK",
"VSVS_CFD.UK",
"ANTO_CFD.UK",
"PSN_CFD.UK",
"BIG_CFD.FR",
"LAND_CFD.UK",
"DOCS_CFD.UK",
"ADJ_CFD.DE",
"SSE_CFD.UK",
"BYW6_CFD.DE",
"BTRW_CFD.UK",
"TBCG_CFD.UK",
"DPLM_CFD.UK",
"IPR_CFD.PT",
"MNDI_CFD.UK",
"AAL_CFD.UK",
"IPO_CFD.UK",
"ATG_CFD.UK",
"DEQ_CFD.DE",
"BLND_CFD.UK",
"ALTR_CFD.PT",
"SPX_CFD.UK",
"BPOST_CFD.BE",
"CCC_CFD.UK",
"BYIT_CFD.UK",
"HAIN_CFD.US",
"WKP_CFD.UK",
"RENE_CFD.PT",
"BRBY_CFD.UK",
"NWG_CFD.UK",
"BT_CFD.UK",
"JMAT_CFD.UK",
"MCG_CFD.UK",
"EZJ_CFD.UK",
"FUTR_CFD.UK",
"OCDO_CFD.UK",
"NBA_CFD.PT",
"SEM_CFD.PT",
"PEUG_CFD.FR",
"MKS_CFD.UK",
"VOD_CFD.UK",
"BRNL_CFD.NL",
"AMCX_CFD.US"
]
}Outputs
{
"actions": {
"buy": [
{
"reason": "Highest mean reversion score (85); oversold with strong short-term and long-term deviation from moving averages.",
"symbol": "WIZZ_CFD.UK",
"position_size": 3000
},
{
"reason": "Second-highest mean reversion score (80); oversold with significant deviation from MA50.",
"symbol": "JMAT_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Positive unrealized PnL (366.95); no strong sell signal.",
"symbol": "ATO_CFD.FR"
},
{
"reason": "No price movement; no clear mean reversion signal.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Positive unrealized PnL (73.01); no strong sell signal.",
"symbol": "DOM_CFD.UK"
},
{
"reason": "Positive unrealized PnL (90.00); no strong sell signal.",
"symbol": "EXM_CFD.BE"
},
{
"reason": "Positive unrealized PnL (200.43); no strong sell signal.",
"symbol": "EXPD_CFD.US"
},
{
"reason": "Marginal negative PnL (-0.69); no clear mean reversion signal.",
"symbol": "EZJ_CFD.UK"
},
{
"reason": "Already held; positive unrealized PnL (101.85); no strong sell signal.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "Positive unrealized PnL (240.00); no strong sell signal.",
"symbol": "LIO_CFD.UK"
},
{
"reason": "Positive unrealized PnL (171.13); no strong sell signal.",
"symbol": "NA9_CFD.DE"
},
{
"reason": "Already held; no price movement; no clear mean reversion signal.",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "Positive unrealized PnL (161.16); no strong sell signal.",
"symbol": "OKTA_CFD.US"
},
{
"reason": "Positive unrealized PnL (89.33); no strong sell signal.",
"symbol": "UKW_CFD.UK"
},
{
"reason": "No price movement; no clear mean reversion signal.",
"symbol": "WKP_CFD.UK"
}
],
"sell": [
{
"reason": "Negative unrealized PnL (-181.67) with no signs of short-term mean reversion; prefer reallocating capital to stronger candidates.",
"symbol": "TUI1_CFD.DE"
},
{
"reason": "Negative unrealized PnL (-72.89) with no clear mean reversion signal; marginal improvement not sufficient to hold.",
"symbol": "WPP_CFD.UK"
}
]
},
"portfolio_rationale": "Portfolio rebalanced to reduce exposure to underperforming positions (TUI1_CFD.DE, WPP_CFD.UK) and allocate capital to high-probability mean reversion candidates (WIZZ_CFD.UK, JMAT_CFD.UK). Current holdings with positive PnL or no clear sell signals retained to avoid overtrading. Gross leverage remains within constraints."
}Prompts & responses
#753 • openrouter • mistralai/mistral-large-2512 • 2026-03-03T12:53:07.340535+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": "CCL_CFD.UK", "name": "CARNIVAL PLC", "sector": "", "last_price": 2373.0, "change_1d_pct": 7.912687585266021, "distance_from_ma200_pct": 26.41215845244669, "distance_from_ma50_pct": 14.616441127141865, "volatility_20d_pct": 141.1300212149729, "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": "CRDA_CFD.UK", "name": "CRODA INTERNATIONAL PLC", "sector": "", "last_price": 2985.0, "change_1d_pct": -3.522947640594698, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 4.683214914464862, "volatility_20d_pct": 5384.213547557704, "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": "AGFB_CFD.BE", "name": "Agfa-Gevaert", "sector": "", "last_price": 0.499, "change_1d_pct": 0.0, "distance_from_ma200_pct": -38.433066008636644, "distance_from_ma50_pct": 1.5176791308947335, "volatility_20d_pct": 97.65260374778039, "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": "WIZZ_CFD.UK", "name": "WIZZ AIR HOLDINGS PLC", "sector": "", "last_price": 1149.0, "change_1d_pct": -18.888010391370646, "distance_from_ma200_pct": -7.64087670109288, "distance_from_ma50_pct": -11.400729027804601, "volatility_20d_pct": 135.2554859780018, "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": "VSVS_CFD.UK", "name": "", "sector": "", "last_price": 463.8, "change_1d_pct": -4.292199752373094, "distance_from_ma200_pct": 19.308105594104475, "distance_from_ma50_pct": 3.7537934561287845, "volatility_20d_pct": 98.45261273284595, "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": "ANTO_CFD.UK", "name": "ANTOFAGASTA PLC", "sector": "", "last_price": 3977.0, "change_1d_pct": -9.366453965360078, "distance_from_ma200_pct": 51.282975299811405, "distance_from_ma50_pct": 8.657799949761124, "volatility_20d_pct": 126.3558600560107, "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": "LAND_CFD.UK", "name": "LAND SECURITIES GROUP PLC", "sector": "", "last_price": 657.5, "change_1d_pct": 5.537720706260041, "distance_from_ma200_pct": 10.252603386758752, "distance_from_ma50_pct": 4.122919204415387, "volatility_20d_pct": 71.29024668360088, "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": "DOCS_CFD.UK", "name": "DR. MARTENS PLC", "sector": "", "last_price": 68.8, "change_1d_pct": 4.305639781685877, "distance_from_ma200_pct": -8.701612186211548, "distance_from_ma50_pct": -9.18978279463164, "volatility_20d_pct": 118.95688421046393, "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": "ADJ_CFD.DE", "name": "ADLER GROUP SA", "sector": "", "last_price": 0.196, "change_1d_pct": 0.512820512820511, "distance_from_ma200_pct": -6.766559638482573, "distance_from_ma50_pct": 1.0830324909747224, "volatility_20d_pct": 312.9377704458121, "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": "SSE_CFD.UK", "name": "", "sector": "", "last_price": 2689.0, "change_1d_pct": 2.0493358633776104, "distance_from_ma200_pct": 34.94705047099984, "distance_from_ma50_pct": 12.00356678669805, "volatility_20d_pct": 66.32836276369055, "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": 3.014, "change_1d_pct": -1.147917349950811, "distance_from_ma200_pct": -53.76577317310377, "distance_from_ma50_pct": -6.0503101524266745, "volatility_20d_pct": 102.11947236494477, "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": 354.2, "change_1d_pct": -2.9854834291974885, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -6.862023266087469, "volatility_20d_pct": 3052.368361552524, "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": 4565.0, "change_1d_pct": -3.3862433862433816, "distance_from_ma200_pct": 3.3402757700341734, "distance_from_ma50_pct": 9.87187615482803, "volatility_20d_pct": 4088.601562011032, "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": "DPLM_CFD.UK", "name": "DIPLOMA PLC", "sector": "", "last_price": 5510.0, "change_1d_pct": -3.1634446397188043, "distance_from_ma200_pct": 11.192082445680152, "distance_from_ma50_pct": 0.4099861831485585, "volatility_20d_pct": 3044.185733195895, "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": "IPR_CFD.PT", "name": "Impresa SGPS SA", "sector": "", "last_price": 0.185, "change_1d_pct": -6.565656565656575, "distance_from_ma200_pct": 20.69809166530745, "distance_from_ma50_pct": -5.833248498422073, "volatility_20d_pct": 242.82012575943392, "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": 848.0, "change_1d_pct": -5.56792873051225, "distance_from_ma200_pct": -15.155066123018745, "distance_from_ma50_pct": -5.218143572158285, "volatility_20d_pct": 98.3226783777398, "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": "AAL_CFD.UK", "name": "ANGLO AMERICAN PLC", "sector": "", "last_price": 3586.0, "change_1d_pct": 0.055803571428580945, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 11.748904636364198, "volatility_20d_pct": 4209.946938281094, "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": 57.6, "change_1d_pct": -1.873935264054516, "distance_from_ma200_pct": 10.233643652522883, "distance_from_ma50_pct": -2.027486732888828, "volatility_20d_pct": 89.82123635439407, "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": "DEQ_CFD.DE", "name": "DEUTSCHE EUROSHOP AG", "sector": "", "last_price": 19.808, "change_1d_pct": -4.997601918465233, "distance_from_ma200_pct": 3.448131791917164, "distance_from_ma50_pct": 1.530127917299695, "volatility_20d_pct": 42.79343895376628, "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": "ALTR_CFD.PT", "name": "Altri SGPS SA", "sector": "", "last_price": 4.83, "change_1d_pct": -1.4285714285714346, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 5.8862216376192045, "volatility_20d_pct": 1821.396714857455, "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": "SPX_CFD.UK", "name": "SPIRAX-SARCO ENGINEERING PLC", "sector": "", "last_price": 7835.0, "change_1d_pct": 12.814974802015833, "distance_from_ma200_pct": 19.23181021911573, "distance_from_ma50_pct": 11.9178241198038, "volatility_20d_pct": 82.89480545967234, "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": "BPOST_CFD.BE", "name": "Bpost", "sector": "", "last_price": 2.08, "change_1d_pct": -3.0754892823858238, "distance_from_ma200_pct": -2.13491736752337, "distance_from_ma50_pct": -3.4928176385434773, "volatility_20d_pct": 67.64823561685624, "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": 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": "HAIN_CFD.US", "name": "The Hain Celestial Group Inc", "sector": "", "last_price": 0.7795, "change_1d_pct": -2.4893670252689515, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -27.991294290665756, "volatility_20d_pct": 9597.135346751676, "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": "RENE_CFD.PT", "name": "", "sector": "", "last_price": 3.695, "change_1d_pct": -3.6505867014341664, "distance_from_ma200_pct": 17.49685588589289, "distance_from_ma50_pct": 6.640884296805094, "volatility_20d_pct": 61.13086159799632, "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": "BRBY_CFD.UK", "name": "BURBERRY GROUP PLC", "sector": "", "last_price": 1109.43, "change_1d_pct": -7.3544885177452946, "distance_from_ma200_pct": -7.022066199772603, "distance_from_ma50_pct": -9.049889713471448, "volatility_20d_pct": 123.40054273085089, "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": "NWG_CFD.UK", "name": "NATWEST GROUP PLC", "sector": "", "last_price": 585.0, "change_1d_pct": -4.129793510324486, "distance_from_ma200_pct": 3.0087808382537773, "distance_from_ma50_pct": -8.368106462163071, "volatility_20d_pct": 80.19452753030116, "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": "JMAT_CFD.UK", "name": "", "sector": "", "last_price": 1977.0, "change_1d_pct": -14.341421143847487, "distance_from_ma200_pct": 6.731640700159547, "distance_from_ma50_pct": -9.172193441451359, "volatility_20d_pct": 122.90715427463878, "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": "EZJ_CFD.UK", "name": "EASYJET PLC", "sector": "", "last_price": 447.6, "change_1d_pct": -8.184615384615379, "distance_from_ma200_pct": -10.294983403269242, "distance_from_ma50_pct": -8.255338756298226, "volatility_20d_pct": 86.55788992228685, "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": "OCDO_CFD.UK", "name": "OCADO GROUP PLC", "sector": "", "last_price": 221.9, "change_1d_pct": -21.312056737588648, "distance_from_ma200_pct": -14.06664037160078, "distance_from_ma50_pct": -3.1767959417158487, "volatility_20d_pct": 240.9598068877464, "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": "NBA_CFD.PT", "name": "Novabase SGPS SA", "sector": "", "last_price": 9.15, "change_1d_pct": -0.5434782608695565, "distance_from_ma200_pct": 8.026485969248466, "distance_from_ma50_pct": -0.16366612111291534, "volatility_20d_pct": 85.22890566719641, "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": 23.05, "change_1d_pct": -1.2847965738758016, "distance_from_ma200_pct": 26.42353309622749, "distance_from_ma50_pct": 7.0092199701024205, "volatility_20d_pct": 133.5876276405891, "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": "PEUG_CFD.FR", "name": "", "sector": "", "last_price": 68.5, "change_1d_pct": -4.596100278551529, "distance_from_ma200_pct": -8.47335629338204, "distance_from_ma50_pct": -7.160513102836608, "volatility_20d_pct": 71.15498965263245, "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": "VOD_CFD.UK", "name": "", "sector": "", "last_price": 109.75, "change_1d_pct": -6.754460492778247, "distance_from_ma200_pct": 21.01865175849198, "distance_from_ma50_pct": 2.7767996943385276, "volatility_20d_pct": 66.24568290132939, "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": "BRNL_CFD.NL", "name": "Brunel International", "sector": "", "last_price": 6.7, "change_1d_pct": -2.1897810218978075, "distance_from_ma200_pct": -24.075663700518145, "distance_from_ma50_pct": -12.335563760830482, "volatility_20d_pct": 76.74461900252103, "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": "AMCX_CFD.US", "name": "AMC NETWORKS INC-A", "sector": "", "last_price": 7.98, "change_1d_pct": 6.258322237017322, "distance_from_ma200_pct": 5.677168169719127, "distance_from_ma50_pct": -5.002261850908307, "volatility_20d_pct": 105.99913672875043, "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": "WIZZ_CFD.UK",
"selection_reason": "Oversold: -18.9% 1D, -11.4% below MA50, -7.6% below MA200, high volatility (135%)",
"mean_reversion_score": 85
},
{
"symbol": "JMAT_CFD.UK",
"selection_reason": "Oversold: -14.3% 1D, -9.2% below MA50, 6.7% above MA200, high volatility (123%)",
"mean_reversion_score": 80
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "Oversold: -20.8% 1D, -24.3% below MA50, -37.7% below MA200, high volatility (154%)",
"mean_reversion_score": 78
},
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "Oversold: -21.3% 1D, -3.2% below MA50, -14.1% below MA200, high volatility (241%)",
"mean_reversion_score": 75
},
{
"symbol": "BRBY_CFD.UK",
"selection_reason": "Oversold: -7.4% 1D, -9.0% below MA50, -7.0% below MA200, high volatility (123%)",
"mean_reversion_score": 70
}
],
"rejected_common_reasons": [
"Missing MA200 data (e.g., CRDA_CFD.UK, CCC_CFD.UK, AAL_CFD.UK)",
"Extreme volatility (e.g., HAIN_CFD.US, BTRW_CFD.UK, TBCG_CFD.UK)",
"No confirmed earnings date (all candidates)",
"Sector concentration (none applicable due to unknown sectors)"
]
}#754 • openrouter • mistralai/mistral-large-2512 • 2026-03-03T12:54:36.808528+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": "ACM_CFD.US", "qty": 0.0, "avg_price": 88.42, "last_price": 97.88, "unrealized_pnl": 0.0, "opened_at": "2026-02-15T10:57:15.913854+00:00"}, {"symbol": "AIR_CFD.DE", "qty": 0.0, "avg_price": 200.984, "last_price": 187.12, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "AMCX_CFD.US", "qty": 0.0, "avg_price": 7.5, "last_price": 7.365, "unrealized_pnl": -53.999999999999915, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "AMH_CFD.US", "qty": 0.0, "avg_price": 29.595, "last_price": 29.485, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "ATO_CFD.FR", "qty": 85.45547769612031, "avg_price": 35.106, "last_price": 39.4, "unrealized_pnl": 366.94582122714036, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "BIG_CFD.FR", "qty": 0.0, "avg_price": 0.453, "last_price": 0.453, "unrealized_pnl": 0.0, "opened_at": "2026-02-28T10:51:05.818250+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 10.252904989747094, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-15T10:57:15.913854+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 0.0, "avg_price": 350.24, "last_price": 350.055, "unrealized_pnl": -1.5846276838739344, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "DOM_CFD.UK", "qty": 15.052684395383842, "avg_price": 199.3, "last_price": 204.15, "unrealized_pnl": 73.00551931761154, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "DSY_CFD.FR", "qty": 0.0, "avg_price": 17.881, "last_price": 16.752, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "ESTC_CFD.US", "qty": 0.0, "avg_price": 58.085, "last_price": 54.045, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "EXM_CFD.BE", "qty": 300.0, "avg_price": 10.0, "last_price": 10.3, "unrealized_pnl": 90.00000000000021, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "EXPD_CFD.US", "qty": 22.01269398686576, "avg_price": 136.285, "last_price": 145.39, "unrealized_pnl": 200.4255787504125, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "EZJ_CFD.UK", "qty": 6.855575868372943, "avg_price": 437.6, "last_price": 437.5, "unrealized_pnl": -0.6855575868374502, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "FRVIA_CFD.FR", "qty": 0.0, "avg_price": 12.709, "last_price": 12.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+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": "GRI_CFD.UK", "qty": 0.0, "avg_price": 189.6, "last_price": 189.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "HIK_CFD.UK", "qty": 0.0, "avg_price": 1409.0, "last_price": 1408.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "JEF_CFD.US", "qty": 0.0, "avg_price": 47.46, "last_price": 44.27, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T18:07:22.382508+00:00"}, {"symbol": "LIO_CFD.UK", "qty": 12.0, "avg_price": 250.0, "last_price": 270.0, "unrealized_pnl": 240.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "NA9_CFD.DE", "qty": 61.756350611387866, "avg_price": 48.578, "last_price": 51.349, "unrealized_pnl": 171.1268475441554, "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": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "OKTA_CFD.US", "qty": 42.747221430607006, "avg_price": 70.18, "last_price": 73.95, "unrealized_pnl": 161.15702479338825, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 424.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+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": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "TUI1_CFD.DE", "qty": 405.51500405515003, "avg_price": 7.398000000000001, "last_price": 6.95, "unrealized_pnl": -181.67072181670738, "opened_at": "2026-03-02T10:31:26.559356+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 32.48511099079589, "avg_price": 92.35, "last_price": 95.1, "unrealized_pnl": 89.3340552246887, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "WKP_CFD.UK", "qty": 7.2727272727272725, "avg_price": 412.5, "last_price": 412.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "WPP_CFD.UK", "qty": 11.389521640091116, "avg_price": 263.4, "last_price": 257.0, "unrealized_pnl": -72.89293849658289, "opened_at": "2026-02-18T09:36:37.284518+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": "WIZZ_CFD.UK", "mean_reversion_score": 85, "selection_reason": "Oversold: -18.9% 1D, -11.4% below MA50, -7.6% below MA200, high volatility (135%)"}, {"symbol": "JMAT_CFD.UK", "mean_reversion_score": 80, "selection_reason": "Oversold: -14.3% 1D, -9.2% below MA50, 6.7% above MA200, high volatility (123%)"}, {"symbol": "FUTR_CFD.UK", "mean_reversion_score": 78, "selection_reason": "Oversold: -20.8% 1D, -24.3% below MA50, -37.7% below MA200, high volatility (154%)"}, {"symbol": "OCDO_CFD.UK", "mean_reversion_score": 75, "selection_reason": "Oversold: -21.3% 1D, -3.2% below MA50, -14.1% below MA200, high volatility (241%)"}, {"symbol": "BRBY_CFD.UK", "mean_reversion_score": 70, "selection_reason": "Oversold: -7.4% 1D, -9.0% below MA50, -7.0% below MA200, high volatility (123%)"}], "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 (85); oversold with strong short-term and long-term deviation from moving averages.",
"symbol": "WIZZ_CFD.UK",
"position_size": 3000
},
{
"reason": "Second-highest mean reversion score (80); oversold with significant deviation from MA50.",
"symbol": "JMAT_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Positive unrealized PnL (366.95); no strong sell signal.",
"symbol": "ATO_CFD.FR"
},
{
"reason": "No price movement; no clear mean reversion signal.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Positive unrealized PnL (73.01); no strong sell signal.",
"symbol": "DOM_CFD.UK"
},
{
"reason": "Positive unrealized PnL (90.00); no strong sell signal.",
"symbol": "EXM_CFD.BE"
},
{
"reason": "Positive unrealized PnL (200.43); no strong sell signal.",
"symbol": "EXPD_CFD.US"
},
{
"reason": "Marginal negative PnL (-0.69); no clear mean reversion signal.",
"symbol": "EZJ_CFD.UK"
},
{
"reason": "Already held; positive unrealized PnL (101.85); no strong sell signal.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "Positive unrealized PnL (240.00); no strong sell signal.",
"symbol": "LIO_CFD.UK"
},
{
"reason": "Positive unrealized PnL (171.13); no strong sell signal.",
"symbol": "NA9_CFD.DE"
},
{
"reason": "Already held; no price movement; no clear mean reversion signal.",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "Positive unrealized PnL (161.16); no strong sell signal.",
"symbol": "OKTA_CFD.US"
},
{
"reason": "Positive unrealized PnL (89.33); no strong sell signal.",
"symbol": "UKW_CFD.UK"
},
{
"reason": "No price movement; no clear mean reversion signal.",
"symbol": "WKP_CFD.UK"
}
],
"sell": [
{
"reason": "Negative unrealized PnL (-181.67) with no signs of short-term mean reversion; prefer reallocating capital to stronger candidates.",
"symbol": "TUI1_CFD.DE"
},
{
"reason": "Negative unrealized PnL (-72.89) with no clear mean reversion signal; marginal improvement not sufficient to hold.",
"symbol": "WPP_CFD.UK"
}
]
},
"portfolio_rationale": "Portfolio rebalanced to reduce exposure to underperforming positions (TUI1_CFD.DE, WPP_CFD.UK) and allocate capital to high-probability mean reversion candidates (WIZZ_CFD.UK, JMAT_CFD.UK). Current holdings with positive PnL or no clear sell signals retained to avoid overtrading. Gross leverage remains within constraints."
}Selection logs
#375 • stage1 • 2026-03-03T12:54:36.803782+00:00
{
"selected_stocks": [
{
"symbol": "WIZZ_CFD.UK",
"selection_reason": "Oversold: -18.9% 1D, -11.4% below MA50, -7.6% below MA200, high volatility (135%)",
"mean_reversion_score": 85
},
{
"symbol": "JMAT_CFD.UK",
"selection_reason": "Oversold: -14.3% 1D, -9.2% below MA50, 6.7% above MA200, high volatility (123%)",
"mean_reversion_score": 80
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "Oversold: -20.8% 1D, -24.3% below MA50, -37.7% below MA200, high volatility (154%)",
"mean_reversion_score": 78
},
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "Oversold: -21.3% 1D, -3.2% below MA50, -14.1% below MA200, high volatility (241%)",
"mean_reversion_score": 75
},
{
"symbol": "BRBY_CFD.UK",
"selection_reason": "Oversold: -7.4% 1D, -9.0% below MA50, -7.0% below MA200, high volatility (123%)",
"mean_reversion_score": 70
}
],
"rejected_common_reasons": [
"Missing MA200 data (e.g., CRDA_CFD.UK, CCC_CFD.UK, AAL_CFD.UK)",
"Extreme volatility (e.g., HAIN_CFD.US, BTRW_CFD.UK, TBCG_CFD.UK)",
"No confirmed earnings date (all candidates)",
"Sector concentration (none applicable due to unknown sectors)"
]
}