Arena run #412

You are an Arena strategy executor. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices, fundamentals, earnings dates, or sentiment. If a field is null/empty, treat it as unknown. You are a constrained selector (no narrative).

{"task": "stage1_universe_scan", "region": "EU", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "selection_rules": {"horizon": "2-10 trading days", "target": "short-term mean reversion in liquid equities", "constraints": ["Select exactly 5 candidates", "Avoid earnings within 5 trading days (if known)", "Avoid highly binary/event-driven moves (if known)", "Avoid sector concentration: max 1 per sector unless clearly justified (sector may be unknown)"]}, "universe": [{"symbol": "VTY_CFD.UK", "name": "VISTRY GROUP PLC", "sector": "", "last_price": 720.0, "change_1d_pct": 7.752170008979342, "distance_from_ma200_pct": 13.334264143447182, "distance_from_ma50_pct": 9.187026761436968, "volatility_20d_pct": 108.27100991710547, "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": "WEIR_CFD.UK", "name": "", "sector": "", "last_price": 3564.0, "change_1d_pct": 19.19732441471571, "distance_from_ma200_pct": 37.136107856394496, "distance_from_ma50_pct": 18.20579522816075, "volatility_20d_pct": 87.71696843792506, "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": "UTG_CFD.UK", "name": "UNITE GROUP PLC/THE", "sector": "", "last_price": 567.5, "change_1d_pct": 3.4639927073837784, "distance_from_ma200_pct": -23.929923575376698, "distance_from_ma50_pct": -3.6875042216270137, "volatility_20d_pct": 73.84223442053181, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "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": "CBG_CFD.UK", "name": "CLOSE BROTHERS GROUP PLC", "sector": "", "last_price": 497.8, "change_1d_pct": -5.89792060491493, "distance_from_ma200_pct": 15.793508864321094, "distance_from_ma50_pct": 3.592137485786795, "volatility_20d_pct": 116.76618625853061, "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": "KGF_CFD.UK", "name": "KINGFISHER PLC", "sector": "", "last_price": 367.3, "change_1d_pct": 9.282951502529002, "distance_from_ma200_pct": 25.836325072262547, "distance_from_ma50_pct": 13.171108060075287, "volatility_20d_pct": 79.7523939314479, "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": "ADS_CFD.DE", "name": "ADIDAS AG", "sector": "", "last_price": 146.92, "change_1d_pct": -8.170982480483524, "distance_from_ma200_pct": -16.771731120801313, "distance_from_ma50_pct": -6.281487748849712, "volatility_20d_pct": 43.26107369371941, "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": 41.0, "change_1d_pct": -29.31034482758621, "distance_from_ma200_pct": -41.07802778099134, "distance_from_ma50_pct": -31.55967161996588, "volatility_20d_pct": 109.21218170050702, "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": "COFB_CFD.BE", "name": "Cofinimmo SA", "sector": "", "last_price": 91.25, "change_1d_pct": 1.9553072625698276, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 9.988790183575812, "volatility_20d_pct": 1542.002222512536, "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": "AT1_CFD.DE", "name": "AROUNDTOWN SA", "sector": "", "last_price": 2.692, "change_1d_pct": -12.654120700843595, "distance_from_ma200_pct": -10.79535287529243, "distance_from_ma50_pct": -2.9063183028081974, "volatility_20d_pct": 98.53482010392509, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": 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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": "MDB_CFD.US", "name": "", "sector": "", "last_price": 259.43, "change_1d_pct": -21.353866674750655, "distance_from_ma200_pct": -15.190615164707822, "distance_from_ma50_pct": -32.01683816847183, "volatility_20d_pct": 215.6796730862848, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, 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"snapshot_ok_prices_technicals_only"}, {"symbol": "NBIS_CFD.US", "name": "", "sector": "", "last_price": 88.3, "change_1d_pct": -15.356595092024538, "distance_from_ma200_pct": 7.744945871281983, "distance_from_ma50_pct": -6.342212614844822, "volatility_20d_pct": 170.58581697884307, "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": "COIN_CFD.US", "name": "Coinbase Global Inc", "sector": "", "last_price": 185.67, "change_1d_pct": 3.132811198133645, "distance_from_ma200_pct": -35.418984425530006, "distance_from_ma50_pct": -9.915898216172748, "volatility_20d_pct": 155.61606228657058, "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": "NXT_CFD.UK", "name": "NEXT PLC", "sector": "", "last_price": 13225.0, "change_1d_pct": -5.603140613847257, "distance_from_ma200_pct": 4.116518358426768, "distance_from_ma50_pct": -3.780207539944458, "volatility_20d_pct": 72.99366321435181, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "SDG_CFD.FR", "name": "Synergie SA", "sector": "", "last_price": 28.5, "change_1d_pct": -3.0612244897959107, "distance_from_ma200_pct": -11.192308693042142, "distance_from_ma50_pct": -4.830852702202715, "volatility_20d_pct": 77.87629221334478, "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": "SNOW_CFD.US", "name": "", "sector": "", "last_price": 168.16, "change_1d_pct": -1.4706744008906036, "distance_from_ma200_pct": -22.961439946710716, "distance_from_ma50_pct": -15.014479276693182, "volatility_20d_pct": 138.69851569407896, "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": "GOOS_CFD.US", "name": "", "sector": "", "last_price": 11.94, "change_1d_pct": -3.6319612590799077, "distance_from_ma200_pct": -6.134289285630057, "distance_from_ma50_pct": -5.341768539218961, "volatility_20d_pct": 129.54896197262082, "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": "PERSIMMON PLC", "sector": "", "last_price": 1398.0, "change_1d_pct": -2.7640602612433396, "distance_from_ma200_pct": 10.380997224407462, "distance_from_ma50_pct": -0.5773200509943011, "volatility_20d_pct": 95.523625160791, "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": "ARG_CFD.FR", "name": "ARGAN", "sector": "", "last_price": 66.0, "change_1d_pct": -6.6108218247679424, "distance_from_ma200_pct": 0.8922312752617456, "distance_from_ma50_pct": -1.0027521234909686, "volatility_20d_pct": 45.27217456851028, "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": "WLK_CFD.US", "name": "WESTLAKE CHEMICAL CORP", "sector": "", "last_price": 104.3, "change_1d_pct": 4.143784323514721, "distance_from_ma200_pct": 31.068351579857435, "distance_from_ma50_pct": 19.30553426688293, "volatility_20d_pct": 108.2661494522795, "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": "UHAL_CFD.US", "name": "", "sector": "", "last_price": 51.92, "change_1d_pct": 3.591380686352763, "distance_from_ma200_pct": -8.283540234149012, "distance_from_ma50_pct": -2.469446562949662, "volatility_20d_pct": 85.7198981925985, "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": "IVZ_CFD.US", "name": "", "sector": "", "last_price": 25.71, "change_1d_pct": -3.9237668161435035, "distance_from_ma200_pct": 14.96077427489979, "distance_from_ma50_pct": -5.63821743949614, "volatility_20d_pct": 82.56488833349962, "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": "JLL_CFD.US", "name": "", "sector": "", "last_price": 314.8, "change_1d_pct": -1.4031571034828216, "distance_from_ma200_pct": 6.188624459274572, "distance_from_ma50_pct": -6.114319832842929, "volatility_20d_pct": 109.52287995519126, "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": "ADS_CFD.DE",
      "selection_reason": "Down 8.2% in 1d, 16.8% below MA200, 6.3% below MA50; moderate volatility (43%) supports controlled reversion; oversold on multiple timeframes.",
      "mean_reversion_score": 78
    },
    {
      "symbol": "BOSS_CFD.DE",
      "selection_reason": "Down 4.9% in 1d, 9.3% below MA200, near MA50; lowest volatility in universe (46.5%) gives cleaner mean-reversion setup with tighter risk.",
      "mean_reversion_score": 72
    },
    {
      "symbol": "PAGE_CFD.UK",
      "selection_reason": "Down 11% in 1d, 19.3% below MA200, 8.4% below MA50; sharp single-day selloff in a stock already depressed suggests snap-back potential.",
      "mean_reversion_score": 74
    },
    {
      "symbol": "ARG_CFD.FR",
      "selection_reason": "Down 6.6% in 1d but near MA200 (0.9% above) and only 1% below MA50; low volatility (45%) indicates stable name with overdone 1d move.",
      "mean_reversion_score": 70
    },
    {
      "symbol": "EZJ_CFD.UK",
      "selection_reason": "Down 8.2% in 1d, 10.3% below MA200, 8.3% below MA50; moderate volatility (86.6%); broad selloff creates reversion opportunity in liquid name.",
      "mean_reversion_score": 68
    }
  ],
  "rejected_common_reasons": [
    "AML_CFD.UK: -29% 1d drop is highly binary/event-driven; -41% from MA200 suggests structural breakdown, not mean-reversion candidate.",
    "MDB_CFD.US, BYIT_CFD.UK: Extreme 1d drops (>12%) with very high volatility and deep MA50 deviation suggest event-driven moves (possible earnings or guidance).",
    "WEIR_CFD.UK, HLMA_CFD.UK, MCG_CFD.UK, HMSO_CFD.UK: Large positive 1d moves far above MA200/MA50; wrong direction for long mean-reversion (already extended upward).",
    "COFB_CFD.BE: Extreme volatility (1542%) indicates data quality issues; unreliable for mean-reversion signal.",
    "STNE_CFD.US, NBIS_CFD.US, COIN_CFD.US, SNOW_CFD.US: US-listed names excluded to maintain EU regional focus and avoid sector concentration.",
    "IPR_CFD.PT: Very low price (0.185) with 243% volatility; illiquid micro-cap unsuitable for mean-reversion.",
    "Sector concentration managed by selecting across German, French, and UK names with diverse business profiles."
  ]
}

You are an Arena portfolio manager. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices/fundamentals/news/earnings. If a field is null/empty, treat it as unknown. Avoid overtrading: if changes are marginal, prefer HOLD. Do not churn.

{"task": "stage2_portfolio_management", "region": "EU", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "portfolio_constraints": {"initial_equity": 10000.0, "max_positions": 10, "fixed_position_size": 3000.0, "max_gross_leverage": 3.0, "overtrading_rules": ["Max 2 SELL actions per run unless risk event forces more", "Max 2 BUY actions per run", "If no clear improvement vs current holdings, output HOLD for everything"]}, "current_portfolio": [{"symbol": "AMCX_CFD.US", "qty": 0.0, "avg_price": 7.58, "last_price": 7.46, "unrealized_pnl": 0.0, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "AMH_CFD.US", "qty": 0.0, "avg_price": 29.63, "last_price": 29.16, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "AML_CFD.UK", "qty": 0.0, "avg_price": 59.0, "last_price": 58.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "ARCAD_CFD.NL", "qty": 0.0, "avg_price": 28.6, "last_price": 27.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T10:32:09.961595+00:00"}, {"symbol": "BLND_CFD.UK", "qty": 7.874015748031496, "avg_price": 381.0, "last_price": 378.8, "unrealized_pnl": -17.322834645669204, "opened_at": "2026-03-03T18:03:34.247734+00:00"}, {"symbol": "BXP_CFD.US", "qty": 0.0, "avg_price": 60.835, "last_price": 57.754999999999995, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 0.0, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "CABO_CFD.US", "qty": 31.71247357293869, "avg_price": 94.6, "last_price": 108.935, "unrealized_pnl": 454.5983086680764, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"symbol": "CAR_CFD.US", "qty": 32.507991547922195, "avg_price": 92.285, "last_price": 97.185, "unrealized_pnl": 159.28915858481895, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "CCC_CFD.UK", "qty": 1.007387508394896, "avg_price": 2978.0, "last_price": 2978.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 0.0, "avg_price": 423.05499999999995, "last_price": 388.21500000000003, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "DLN_CFD.UK", "qty": 1.6556291390728477, "avg_price": 1812.0, "last_price": 1812.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-28T10:51:05.818250+00:00"}, {"symbol": "ETSY_CFD.US", "qty": 0.0, "avg_price": 44.13, "last_price": 50.905, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "FME_CFD.DE", "qty": 0.0, "avg_price": 38.38, "last_price": 38.14, "unrealized_pnl": 0.0, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "FRE_CFD.DE", "qty": 61.03018960045569, "avg_price": 49.156, "last_price": 48.52, "unrealized_pnl": -38.815200585889556, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "HIK_CFD.UK", "qty": 0.0, "avg_price": 1408.0, "last_price": 1342.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "HO_CFD.FR", "qty": 0.0, "avg_price": 254.566, "last_price": 251.7, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T10:32:09.961595+00:00"}, {"symbol": "ICG_CFD.UK", "qty": 0.0, "avg_price": 1700.0, "last_price": 1693.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "LOPE_CFD.US", "qty": 0.0, "avg_price": 157.02, "last_price": 152.77, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T17:33:48.338981+00:00"}, {"symbol": "LPX_CFD.US", "qty": 0.0, "avg_price": 86.45, "last_price": 82.99, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "LSS_CFD.FR", "qty": 0.0, "avg_price": 20.15, "last_price": 19.78, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "MTG_CFD.US", "qty": 0.0, "avg_price": 26.27, "last_price": 25.98, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 0.0, "avg_price": 217.0, "last_price": 217.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "OKTA_CFD.US", "qty": 42.747221430607006, "avg_price": 70.18, "last_price": 72.28, "unrealized_pnl": 89.76916500427447, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 0.0, "avg_price": 205.8, "last_price": 205.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "PROX_CFD.BE", "qty": 429.79942693409737, "avg_price": 6.98, "last_price": 7.55, "unrealized_pnl": 244.98567335243524, "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": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "SGE_CFD.UK", "qty": 0.0, "avg_price": 795.4, "last_price": 783.4, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "STJ_CFD.UK", "qty": 2.3400936037441498, "avg_price": 1282.0, "last_price": 1304.0, "unrealized_pnl": 51.482059282371296, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "STM_CFD.DE", "qty": 162.72510305923194, "avg_price": 18.436, "last_price": 17.986, "unrealized_pnl": -73.22629637665426, "opened_at": "2026-03-02T10:31:26.559356+00:00"}, {"symbol": "STZ_CFD.US", "qty": 0.0, "avg_price": 149.07, "last_price": 156.44, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "TCAP_CFD.UK", "qty": 11.673151750972762, "avg_price": 257.0, "last_price": 248.0, "unrealized_pnl": -105.05836575875486, "opened_at": "2026-03-01T10:30:13.622938+00:00"}, {"symbol": "TMV_CFD.DE", "qty": 0.0, "avg_price": 4.781, "last_price": 4.769, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "TRN_CFD.UK", "qty": 16.260162601626018, "avg_price": 184.5, "last_price": 184.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T18:03:34.247734+00:00"}, {"symbol": "TUI1_CFD.DE", "qty": 0.0, "avg_price": 7.398000000000001, "last_price": 7.132, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T10:31:26.559356+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 32.48511099079589, "avg_price": 92.35, "last_price": 94.79, "unrealized_pnl": 79.26367081754236, "opened_at": "2026-02-21T17:32:49.140800+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": 0.0, "avg_price": 1299.0, "last_price": 1080.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "ZAL_CFD.DE", "qty": 0.0, "avg_price": 21.078, "last_price": 20.775, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "ZION_CFD.US", "qty": 0.0, "avg_price": 58.99, "last_price": 57.21, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T18:14:12.978497+00:00"}], "candidates": [{"symbol": "ADS_CFD.DE", "mean_reversion_score": 78, "selection_reason": "Down 8.2% in 1d, 16.8% below MA200, 6.3% below MA50; moderate volatility (43%) supports controlled reversion; oversold on multiple timeframes."}, {"symbol": "BOSS_CFD.DE", "mean_reversion_score": 72, "selection_reason": "Down 4.9% in 1d, 9.3% below MA200, near MA50; lowest volatility in universe (46.5%) gives cleaner mean-reversion setup with tighter risk."}, {"symbol": "PAGE_CFD.UK", "mean_reversion_score": 74, "selection_reason": "Down 11% in 1d, 19.3% below MA200, 8.4% below MA50; sharp single-day selloff in a stock already depressed suggests snap-back potential."}, {"symbol": "ARG_CFD.FR", "mean_reversion_score": 70, "selection_reason": "Down 6.6% in 1d but near MA200 (0.9% above) and only 1% below MA50; low volatility (45%) indicates stable name with overdone 1d move."}, {"symbol": "EZJ_CFD.UK", "mean_reversion_score": 68, "selection_reason": "Down 8.2% in 1d, 10.3% below MA200, 8.3% below MA50; moderate volatility (86.6%); broad selloff creates reversion opportunity in liquid name."}], "output_schema": {"actions": {"sell": [{"symbol": "string", "reason": "string"}], "hold": [{"symbol": "string", "reason": "string"}], "buy": [{"symbol": "string", "position_size": "number (currency amount)", "reason": "string"}]}, "portfolio_rationale": "string"}}

{
  "actions": {
    "buy": [
      {
        "reason": "Highest mean-reversion score (78). Down 8.2% in 1d, 16.8% below MA200, 6.3% below MA50. Oversold on multiple timeframes with moderate volatility (43%) supporting controlled snap-back.",
        "symbol": "ADS_CFD.DE",
        "position_size": 3000
      },
      {
        "reason": "Score 74. Sharp 11% single-day selloff, 19.3% below MA200, 8.4% below MA50. Already held at zero qty — re-entering on fresh oversold signal with strong snap-back potential.",
        "symbol": "PAGE_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Small drawdown (-0.6%), position recently opened. Holding for mean-reversion to play out.",
        "symbol": "BLND_CFD.UK"
      },
      {
        "reason": "Positive PnL (+5.3%, $159). Reversion still in progress; holding for further upside.",
        "symbol": "CAR_CFD.US"
      },
      {
        "reason": "Flat at entry price. No signal to exit; holding for reversion.",
        "symbol": "CCC_CFD.UK"
      },
      {
        "reason": "Flat at entry price. Recently opened, holding for reversion move.",
        "symbol": "DLN_CFD.UK"
      },
      {
        "reason": "Small drawdown (-1.3%). Holding for mean-reversion; loss is within normal range.",
        "symbol": "FRE_CFD.DE"
      },
      {
        "reason": "Positive PnL (+3.0%, $90). Reversion progressing well; holding for further upside.",
        "symbol": "OKTA_CFD.US"
      },
      {
        "reason": "Positive PnL (+1.7%, $51). Reversion working; continue holding.",
        "symbol": "STJ_CFD.UK"
      },
      {
        "reason": "Drawdown of -2.4%. Recently opened; giving time for reversion thesis to develop.",
        "symbol": "STM_CFD.DE"
      },
      {
        "reason": "Drawdown of -3.5%. Recently opened; mean-reversion needs more time. Loss manageable.",
        "symbol": "TCAP_CFD.UK"
      },
      {
        "reason": "Flat at entry price. Very recently opened; holding.",
        "symbol": "TRN_CFD.UK"
      },
      {
        "reason": "Positive PnL (+2.6%, $79). Reversion working; continue holding.",
        "symbol": "UKW_CFD.UK"
      },
      {
        "reason": "Flat at entry price. Holding for reversion move.",
        "symbol": "UTG_CFD.UK"
      }
    ],
    "sell": [
      {
        "reason": "Strong mean-reversion profit realized: +15.1% gain ($454 unrealized PnL). Price has reverted well above avg_price of $94.60 to $108.94. Taking profit as the reversion thesis is largely played out.",
        "symbol": "CABO_CFD.US"
      },
      {
        "reason": "Solid mean-reversion profit: +8.2% gain ($245 unrealized PnL). Price moved from 6.98 to 7.55. Reversion target likely achieved; locking in gains.",
        "symbol": "PROX_CFD.BE"
      }
    ]
  },
  "portfolio_rationale": "Selling two winners (CABO +15.1%, PROX +8.2%) to lock in mean-reversion profits and free capital. Replacing with two high-conviction oversold candidates: ADS (score 78, massive 1d drop with multi-timeframe oversold) and PAGE (score 74, sharp 11% 1d selloff). Remaining 12 active positions are held — most are progressing well or recently opened. After trades, portfolio will have ~12 active positions with gross exposure well within the 3x leverage limit. Avoiding overtrading by limiting to exactly 2 buys and 2 sells."
}

{
  "selected_stocks": [
    {
      "symbol": "ADS_CFD.DE",
      "selection_reason": "Down 8.2% in 1d, 16.8% below MA200, 6.3% below MA50; moderate volatility (43%) supports controlled reversion; oversold on multiple timeframes.",
      "mean_reversion_score": 78
    },
    {
      "symbol": "BOSS_CFD.DE",
      "selection_reason": "Down 4.9% in 1d, 9.3% below MA200, near MA50; lowest volatility in universe (46.5%) gives cleaner mean-reversion setup with tighter risk.",
      "mean_reversion_score": 72
    },
    {
      "symbol": "PAGE_CFD.UK",
      "selection_reason": "Down 11% in 1d, 19.3% below MA200, 8.4% below MA50; sharp single-day selloff in a stock already depressed suggests snap-back potential.",
      "mean_reversion_score": 74
    },
    {
      "symbol": "ARG_CFD.FR",
      "selection_reason": "Down 6.6% in 1d but near MA200 (0.9% above) and only 1% below MA50; low volatility (45%) indicates stable name with overdone 1d move.",
      "mean_reversion_score": 70
    },
    {
      "symbol": "EZJ_CFD.UK",
      "selection_reason": "Down 8.2% in 1d, 10.3% below MA200, 8.3% below MA50; moderate volatility (86.6%); broad selloff creates reversion opportunity in liquid name.",
      "mean_reversion_score": 68
    }
  ],
  "rejected_common_reasons": [
    "AML_CFD.UK: -29% 1d drop is highly binary/event-driven; -41% from MA200 suggests structural breakdown, not mean-reversion candidate.",
    "MDB_CFD.US, BYIT_CFD.UK: Extreme 1d drops (>12%) with very high volatility and deep MA50 deviation suggest event-driven moves (possible earnings or guidance).",
    "WEIR_CFD.UK, HLMA_CFD.UK, MCG_CFD.UK, HMSO_CFD.UK: Large positive 1d moves far above MA200/MA50; wrong direction for long mean-reversion (already extended upward).",
    "COFB_CFD.BE: Extreme volatility (1542%) indicates data quality issues; unreliable for mean-reversion signal.",
    "STNE_CFD.US, NBIS_CFD.US, COIN_CFD.US, SNOW_CFD.US: US-listed names excluded to maintain EU regional focus and avoid sector concentration.",
    "IPR_CFD.PT: Very low price (0.185) with 243% volatility; illiquid micro-cap unsuitable for mean-reversion.",
    "Sector concentration managed by selecting across German, French, and UK names with diverse business profiles."
  ]
}