Arena run #399
meanrev-v1 • deepseek • deepseek/deepseek-chat • US • success
Run status
as_of: 2026-03-03T18:03:34.247734+00:00
started_at: 2026-03-03T19:22:32.760324+00:00
finished_at: 2026-03-03T19:23:30.575935+00:00
duration_ms: 57814
Inputs
{
"dry_run": false,
"selected": [
{
"symbol": "TRN_CFD.UK",
"selection_reason": "Significant drop in price, high volatility, far below MA200 and MA50",
"mean_reversion_score": 85
},
{
"symbol": "SYNT_CFD.UK",
"selection_reason": "Extreme price drop, very high volatility, far below MA200 and MA50",
"mean_reversion_score": 90
},
{
"symbol": "BIG_CFD.FR",
"selection_reason": "Sharp price decline, high volatility, far below MA200 and MA50",
"mean_reversion_score": 88
},
{
"symbol": "CSGP_CFD.US",
"selection_reason": "Price drop, high volatility, below MA50",
"mean_reversion_score": 82
},
{
"symbol": "COTY_CFD.US",
"selection_reason": "Price decline, high volatility, below MA50",
"mean_reversion_score": 80
}
],
"universe_symbols": [
"TRN_CFD.UK",
"VCT_CFD.UK",
"SYNT_CFD.UK",
"DLN_CFD.UK",
"CRDA_CFD.UK",
"RHIM_CFD.UK",
"BLND_CFD.UK",
"BBY_CFD.UK",
"BIG_CFD.FR",
"DCC_CFD.UK",
"IMI_CFD.UK",
"RKT_CFD.UK",
"CNA_CFD.UK",
"ATG_CFD.UK",
"CSGP_CFD.US",
"BRBY_CFD.UK",
"COTY_CFD.US"
]
}Outputs
{
"actions": {
"buy": [
{
"reason": "Extreme price drop, very high volatility, far below MA200 and MA50",
"symbol": "SYNT_CFD.UK",
"position_size": 3000
},
{
"reason": "Significant drop in price, high volatility, far below MA200 and MA50",
"symbol": "TRN_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Positive unrealized PnL, no clear improvement needed",
"symbol": "AMH_CFD.US"
},
{
"reason": "No unrealized PnL, no clear improvement needed",
"symbol": "ATG_CFD.UK"
},
{
"reason": "No unrealized PnL, no clear improvement needed",
"symbol": "BIG_CFD.FR"
},
{
"reason": "No unrealized PnL, no clear improvement needed",
"symbol": "CCC_CFD.UK"
},
{
"reason": "No unrealized PnL, no clear improvement needed",
"symbol": "CCL_CFD.UK"
},
{
"reason": "No unrealized PnL, no clear improvement needed",
"symbol": "CRDA_CFD.UK"
},
{
"reason": "Positive unrealized PnL, no clear improvement needed",
"symbol": "ERA_CFD.FR"
},
{
"reason": "Negative unrealized PnL, but no clear improvement expected",
"symbol": "EZJ_CFD.UK"
},
{
"reason": "Negative unrealized PnL, but no clear improvement expected",
"symbol": "FLO_CFD.US"
},
{
"reason": "Positive unrealized PnL, no clear improvement needed",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No unrealized PnL, no clear improvement needed",
"symbol": "GRI_CFD.UK"
},
{
"reason": "Positive unrealized PnL, no clear improvement needed",
"symbol": "IEP_CFD.BE"
},
{
"reason": "No unrealized PnL, no clear improvement needed",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "Positive unrealized PnL, no clear improvement needed",
"symbol": "UKW_CFD.UK"
},
{
"reason": "No unrealized PnL, no clear improvement needed",
"symbol": "UTG_CFD.UK"
},
{
"reason": "No unrealized PnL, no clear improvement needed",
"symbol": "WKP_CFD.UK"
}
],
"sell": [
{
"reason": "Significant unrealized loss, no clear improvement expected",
"symbol": "WIZZ_CFD.UK"
},
{
"reason": "Significant unrealized loss, no clear improvement expected",
"symbol": "WPP_CFD.UK"
}
]
},
"portfolio_rationale": "The portfolio has been adjusted to sell positions with significant unrealized losses and no clear improvement expected. New positions have been added based on mean-reversion opportunities with high scores. The remaining positions are held as they either show positive performance or no clear improvement is needed."
}Prompts & responses
#783 • openrouter • deepseek/deepseek-chat • 2026-03-03T19:22:32.775972+00:00
System prompt
You are an Arena strategy executor. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices, fundamentals, earnings dates, or sentiment. If a field is null/empty, treat it as unknown. You are a constrained selector (no narrative).
User prompt
{"task": "stage1_universe_scan", "region": "US", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "selection_rules": {"horizon": "2-10 trading days", "target": "short-term mean reversion in liquid equities", "constraints": ["Select exactly 5 candidates", "Avoid earnings within 5 trading days (if known)", "Avoid highly binary/event-driven moves (if known)", "Avoid sector concentration: max 1 per sector unless clearly justified (sector may be unknown)"]}, "universe": [{"symbol": "TRN_CFD.UK", "name": "TRAINLINE PLC", "sector": "", "last_price": 206.0, "change_1d_pct": -12.93322062552832, "distance_from_ma200_pct": -22.557701091522887, "distance_from_ma50_pct": -12.560104316644482, "volatility_20d_pct": 131.09279103846345, "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": "VCT_CFD.UK", "name": "VICTREX PLC", "sector": "", "last_price": 695.0, "change_1d_pct": -0.42979942693409656, "distance_from_ma200_pct": -3.2784163489814833, "distance_from_ma50_pct": 6.2434457730395465, "volatility_20d_pct": 118.65826330943554, "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": "SYNT_CFD.UK", "name": "SYNTHOMER PLC", "sector": "", "last_price": 20.2, "change_1d_pct": -32.666666666666664, "distance_from_ma200_pct": -73.62254515017194, "distance_from_ma50_pct": -61.002505878582646, "volatility_20d_pct": 362.0742865046256, "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": 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": "BLND_CFD.UK", "name": "BRITISH LAND CO PLC", "sector": "", "last_price": 400.4, "change_1d_pct": -3.4715525554484206, "distance_from_ma200_pct": 6.86656372352572, "distance_from_ma50_pct": -0.2590673575129543, "volatility_20d_pct": 90.47340329611018, "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": "BBY_CFD.UK", "name": "BALFOUR BEATTY PLC", "sector": "", "last_price": 759.18, "change_1d_pct": 5.222453222453205, "distance_from_ma200_pct": 33.313724414201815, "distance_from_ma50_pct": 8.832962232591, "volatility_20d_pct": 54.25956465831767, "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": "DCC_CFD.UK", "name": "DCC PLC", "sector": "", "last_price": 5080.0, "change_1d_pct": 16.08775137111518, "distance_from_ma200_pct": 5.470412938362834, "distance_from_ma50_pct": 5.336155457586478, "volatility_20d_pct": 94.82279659179201, "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": "IMI PLC", "sector": "", "last_price": 2828.0, "change_1d_pct": 8.26952526799387, "distance_from_ma200_pct": 29.012317870749314, "distance_from_ma50_pct": 11.107007677698544, "volatility_20d_pct": 78.40398881701634, "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": "RKT_CFD.UK", "name": "", "sector": "", "last_price": 6416.0, "change_1d_pct": -0.773275595422207, "distance_from_ma200_pct": 9.203621104249947, "distance_from_ma50_pct": 1.3697812890090422, "volatility_20d_pct": 53.84159623395557, "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": "CNA_CFD.UK", "name": "CENTRICA PLC", "sector": "", "last_price": 189.9, "change_1d_pct": -3.6040609137055757, "distance_from_ma200_pct": 12.694478089261874, "distance_from_ma50_pct": 4.223265003704624, "volatility_20d_pct": 4354.2492559168495, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "ATG_CFD.UK", "name": "AUCTION TECHNOLOGY GROUP", "sector": "", "last_price": 316.5, "change_1d_pct": 3.770491803278686, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 2.606496790507684, "volatility_20d_pct": 3869.8570945036245, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "CSGP_CFD.US", "name": "CoStar Group Inc", "sector": "", "last_price": 44.99, "change_1d_pct": -0.08882966910948031, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -27.832637164507577, "volatility_20d_pct": 6517.0730512753025, "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": 1174.5, "change_1d_pct": -0.550381033022862, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -4.69118971687319, "volatility_20d_pct": 4100.463229875871, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "COTY_CFD.US", "name": "Coty Inc", "sector": "", "last_price": 2.65, "change_1d_pct": -0.7490636704119868, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -12.425644415069403, "volatility_20d_pct": 7661.46272234243, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}], "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": "TRN_CFD.UK",
"selection_reason": "Significant drop in price, high volatility, far below MA200 and MA50",
"mean_reversion_score": 85
},
{
"symbol": "SYNT_CFD.UK",
"selection_reason": "Extreme price drop, very high volatility, far below MA200 and MA50",
"mean_reversion_score": 90
},
{
"symbol": "BIG_CFD.FR",
"selection_reason": "Sharp price decline, high volatility, far below MA200 and MA50",
"mean_reversion_score": 88
},
{
"symbol": "CSGP_CFD.US",
"selection_reason": "Price drop, high volatility, below MA50",
"mean_reversion_score": 82
},
{
"symbol": "COTY_CFD.US",
"selection_reason": "Price decline, high volatility, below MA50",
"mean_reversion_score": 80
}
],
"rejected_common_reasons": [
"Price increase",
"Low volatility",
"Close to or above MA200 and MA50"
]
}#784 • openrouter • deepseek/deepseek-chat • 2026-03-03T19:22:46.310626+00:00
System prompt
You are an Arena portfolio manager. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices/fundamentals/news/earnings. If a field is null/empty, treat it as unknown. Avoid overtrading: if changes are marginal, prefer HOLD. Do not churn.
User prompt
{"task": "stage2_portfolio_management", "region": "US", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "portfolio_constraints": {"initial_equity": 10000.0, "max_positions": 10, "fixed_position_size": 3000.0, "max_gross_leverage": 3.0, "overtrading_rules": ["Max 2 SELL actions per run unless risk event forces more", "Max 2 BUY actions per run", "If no clear improvement vs current holdings, output HOLD for everything"]}, "current_portfolio": [{"symbol": "ADJ_CFD.DE", "qty": 0.0, "avg_price": 0.184, "last_price": 0.2, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T21:00:47.737392+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": "AMH_CFD.US", "qty": 101.23165176311794, "avg_price": 29.634999999999998, "last_price": 29.869999999999997, "unrealized_pnl": 23.78943816433266, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "AML_CFD.UK", "qty": 0.0, "avg_price": 59.0, "last_price": 55.65, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "ATG_CFD.UK", "qty": 10.135135135135135, "avg_price": 296.0, "last_price": 296.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T21:00:47.737392+00:00"}, {"symbol": "BIG_CFD.FR", "qty": 6622.516556291391, "avg_price": 0.453, "last_price": 0.453, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T17:33:48.338981+00:00"}, {"symbol": "BT_CFD.UK", "qty": 0.0, "avg_price": 204.0, "last_price": 203.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "BYW6_CFD.DE", "qty": 998.3361064891848, "avg_price": 3.005, "last_price": 2.925, "unrealized_pnl": -79.86688851913485, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "CCC_CFD.UK", "qty": 1.007387508394896, "avg_price": 2978.0, "last_price": 2978.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "CCL_CFD.UK", "qty": 1.3786764705882353, "avg_price": 2176.0, "last_price": 2176.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T10:31:26.559356+00:00"}, {"symbol": "CRDA_CFD.UK", "qty": 1.0305736860185504, "avg_price": 2911.0, "last_price": 2911.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T10:31:26.559356+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 0.0, "avg_price": 422.705, "last_price": 388.21500000000003, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "ERA_CFD.FR", "qty": 63.29113924050633, "avg_price": 47.4, "last_price": 54.6, "unrealized_pnl": 455.6962025316458, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "EZJ_CFD.UK", "qty": 6.328446366417045, "avg_price": 474.05, "last_price": 437.5, "unrealized_pnl": -231.30471469254306, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "FLO_CFD.US", "qty": 303.7974683544304, "avg_price": 9.875, "last_price": 9.325, "unrealized_pnl": -167.08860759493695, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "FRVIA_CFD.FR", "qty": 0.0, "avg_price": 12.709, "last_price": 11.64, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 22.466300549176236, "avg_price": 400.6, "last_price": 414.2, "unrealized_pnl": 305.54168746879606, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "GRI_CFD.UK", "qty": 15.822784810126583, "avg_price": 189.6, "last_price": 189.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "HIK_CFD.UK", "qty": 0.0, "avg_price": 1408.0, "last_price": 1275.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "IEP_CFD.BE", "qty": 582.5242718446601, "avg_price": 5.15, "last_price": 5.4, "unrealized_pnl": 145.63106796116503, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "LXS_CFD.DE", "qty": 0.0, "avg_price": 20.34, "last_price": 20.025, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 13.824884792626728, "avg_price": 217.0, "last_price": 217.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 416.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 97.45533297238767, "avg_price": 92.35, "last_price": 94.79, "unrealized_pnl": 237.79101245262706, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "UTG_CFD.UK", "qty": 5.9405940594059405, "avg_price": 505.0, "last_price": 505.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"symbol": "WIZZ_CFD.UK", "qty": 2.3094688221709005, "avg_price": 1299.0, "last_price": 1080.0, "unrealized_pnl": -505.7736720554272, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "WKP_CFD.UK", "qty": 7.2727272727272725, "avg_price": 412.5, "last_price": 412.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "WPP_CFD.UK", "qty": 11.389521640091116, "avg_price": 263.4, "last_price": 240.8, "unrealized_pnl": -257.4031890660588, "opened_at": "2026-02-27T18:23:55.960577+00:00"}], "candidates": [{"symbol": "TRN_CFD.UK", "mean_reversion_score": 85, "selection_reason": "Significant drop in price, high volatility, far below MA200 and MA50"}, {"symbol": "SYNT_CFD.UK", "mean_reversion_score": 90, "selection_reason": "Extreme price drop, very high volatility, far below MA200 and MA50"}, {"symbol": "BIG_CFD.FR", "mean_reversion_score": 88, "selection_reason": "Sharp price decline, high volatility, far below MA200 and MA50"}, {"symbol": "CSGP_CFD.US", "mean_reversion_score": 82, "selection_reason": "Price drop, high volatility, below MA50"}, {"symbol": "COTY_CFD.US", "mean_reversion_score": 80, "selection_reason": "Price decline, high volatility, below MA50"}], "output_schema": {"actions": {"sell": [{"symbol": "string", "reason": "string"}], "hold": [{"symbol": "string", "reason": "string"}], "buy": [{"symbol": "string", "position_size": "number (currency amount)", "reason": "string"}]}, "portfolio_rationale": "string"}}Output JSON
{
"actions": {
"buy": [
{
"reason": "Extreme price drop, very high volatility, far below MA200 and MA50",
"symbol": "SYNT_CFD.UK",
"position_size": 3000
},
{
"reason": "Significant drop in price, high volatility, far below MA200 and MA50",
"symbol": "TRN_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Positive unrealized PnL, no clear improvement needed",
"symbol": "AMH_CFD.US"
},
{
"reason": "No unrealized PnL, no clear improvement needed",
"symbol": "ATG_CFD.UK"
},
{
"reason": "No unrealized PnL, no clear improvement needed",
"symbol": "BIG_CFD.FR"
},
{
"reason": "No unrealized PnL, no clear improvement needed",
"symbol": "CCC_CFD.UK"
},
{
"reason": "No unrealized PnL, no clear improvement needed",
"symbol": "CCL_CFD.UK"
},
{
"reason": "No unrealized PnL, no clear improvement needed",
"symbol": "CRDA_CFD.UK"
},
{
"reason": "Positive unrealized PnL, no clear improvement needed",
"symbol": "ERA_CFD.FR"
},
{
"reason": "Negative unrealized PnL, but no clear improvement expected",
"symbol": "EZJ_CFD.UK"
},
{
"reason": "Negative unrealized PnL, but no clear improvement expected",
"symbol": "FLO_CFD.US"
},
{
"reason": "Positive unrealized PnL, no clear improvement needed",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No unrealized PnL, no clear improvement needed",
"symbol": "GRI_CFD.UK"
},
{
"reason": "Positive unrealized PnL, no clear improvement needed",
"symbol": "IEP_CFD.BE"
},
{
"reason": "No unrealized PnL, no clear improvement needed",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "Positive unrealized PnL, no clear improvement needed",
"symbol": "UKW_CFD.UK"
},
{
"reason": "No unrealized PnL, no clear improvement needed",
"symbol": "UTG_CFD.UK"
},
{
"reason": "No unrealized PnL, no clear improvement needed",
"symbol": "WKP_CFD.UK"
}
],
"sell": [
{
"reason": "Significant unrealized loss, no clear improvement expected",
"symbol": "WIZZ_CFD.UK"
},
{
"reason": "Significant unrealized loss, no clear improvement expected",
"symbol": "WPP_CFD.UK"
}
]
},
"portfolio_rationale": "The portfolio has been adjusted to sell positions with significant unrealized losses and no clear improvement expected. New positions have been added based on mean-reversion opportunities with high scores. The remaining positions are held as they either show positive performance or no clear improvement is needed."
}Selection logs
#389 • stage1 • 2026-03-03T19:22:46.308224+00:00
{
"selected_stocks": [
{
"symbol": "TRN_CFD.UK",
"selection_reason": "Significant drop in price, high volatility, far below MA200 and MA50",
"mean_reversion_score": 85
},
{
"symbol": "SYNT_CFD.UK",
"selection_reason": "Extreme price drop, very high volatility, far below MA200 and MA50",
"mean_reversion_score": 90
},
{
"symbol": "BIG_CFD.FR",
"selection_reason": "Sharp price decline, high volatility, far below MA200 and MA50",
"mean_reversion_score": 88
},
{
"symbol": "CSGP_CFD.US",
"selection_reason": "Price drop, high volatility, below MA50",
"mean_reversion_score": 82
},
{
"symbol": "COTY_CFD.US",
"selection_reason": "Price decline, high volatility, below MA50",
"mean_reversion_score": 80
}
],
"rejected_common_reasons": [
"Price increase",
"Low volatility",
"Close to or above MA200 and MA50"
]
}