Arena run #416

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

{"task": "stage1_universe_scan", "region": "US", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "selection_rules": {"horizon": "2-10 trading days", "target": "short-term mean reversion in liquid equities", "constraints": ["Select exactly 5 candidates", "Avoid earnings within 5 trading days (if known)", "Avoid highly binary/event-driven moves (if known)", "Avoid sector concentration: max 1 per sector unless clearly justified (sector may be unknown)"]}, "universe": [{"symbol": "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": "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": "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": "RHIM_CFD.UK", "name": "RHI MAGNESITA NV", "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": "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": "TCAP_CFD.UK", "name": "TP ICAP GROUP PLC", "sector": "", "last_price": 257.0, "change_1d_pct": 6.418219461697716, "distance_from_ma200_pct": -3.992600332402274, "distance_from_ma50_pct": 0.16861066526767665, "volatility_20d_pct": 70.21181677464367, "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": "HLMA_CFD.UK", "name": "HALMA PLC", "sector": "", "last_price": 4104.0, "change_1d_pct": 15.345699831365934, "distance_from_ma200_pct": 23.591861367515033, "distance_from_ma50_pct": 12.09684468140897, "volatility_20d_pct": 82.81135582460098, "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": "SHC_CFD.UK", "name": "SHAFTESBURY CAPITAL PLC", "sector": "", "last_price": 147.2, "change_1d_pct": 2.364394993045882, "distance_from_ma200_pct": 5.210906053879838, "distance_from_ma50_pct": 3.8182841489510233, "volatility_20d_pct": 60.09537427211038, "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": "GLW_CFD.US", "name": "", "sector": "", "last_price": 149.54, "change_1d_pct": -0.4394141145139807, "distance_from_ma200_pct": 86.4582716388041, "distance_from_ma50_pct": 34.77195834812874, "volatility_20d_pct": 131.85067857683768, "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": 0.7312614259597838, "distance_from_ma200_pct": 11.035071455048428, "distance_from_ma50_pct": 0.39717925834363843, "volatility_20d_pct": 72.46279741195445, "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": "CCC_CFD.UK", "name": "COMPUTACENTER PLC", "sector": "", "last_price": 3060.0, "change_1d_pct": -6.877662811929397, "distance_from_ma200_pct": 20.590448668980944, "distance_from_ma50_pct": 5.284743621327226, "volatility_20d_pct": 97.14510937756963, "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": "BRNK_CFD.DE", "name": "Branicks Group AG", "sector": "", "last_price": 1.806, "change_1d_pct": 3.7931034482758585, "distance_from_ma200_pct": -6.799603666088682, "distance_from_ma50_pct": -3.423492796868477, "volatility_20d_pct": 113.45973660226878, "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": "ERA_CFD.FR", "name": "Eramet", "sector": "", "last_price": 57.5, "change_1d_pct": -2.9535864978902926, "distance_from_ma200_pct": 3.342324415100406, "distance_from_ma50_pct": -13.203171299504014, "volatility_20d_pct": 172.8667199973469, "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": "PZC_CFD.UK", "name": "PZ CUSSONS PLC", "sector": "", "last_price": 81.9, "change_1d_pct": -10.295728368017521, "distance_from_ma200_pct": 8.408114857007853, "distance_from_ma50_pct": 8.138797929650377, "volatility_20d_pct": 91.01714564624595, "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": "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": "EXM_CFD.BE", "name": "EXMAR NV", "sector": "", "last_price": 10.9, "change_1d_pct": 6.862745098039236, "distance_from_ma200_pct": -1.46041985997436, "distance_from_ma50_pct": 7.238711403902309, "volatility_20d_pct": 98.93043535495613, "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": "CO_CFD.FR", "name": "Casino Guichard Perrachon", "sector": "", "last_price": 0.2222, "change_1d_pct": -0.7149240393208189, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -6.383767568842891, "volatility_20d_pct": 4760.058004735714, "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": "HPP_CFD.US", "name": "Hudson Pacific Properties Inc", "sector": "", "last_price": 6.37, "change_1d_pct": -2.0000000000000018, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -32.976999642263415, "volatility_20d_pct": 7053.772722351873, "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": "CAT_CFD.US", "name": "Caterpillar Inc", "sector": "", "last_price": 742.83, "change_1d_pct": -1.3414261617945789, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 12.288069394651636, "volatility_20d_pct": 4090.838445525382, "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": "UTG_CFD.UK",
      "selection_reason": "Strong mean reversion setup: -23.9% below MA200, -3.7% below MA50, moderate 73.8% volatility, positive momentum building",
      "mean_reversion_score": 85
    },
    {
      "symbol": "BYIT_CFD.UK",
      "selection_reason": "Clear pullback: -28.0% below MA200, -14.3% below MA50, 87.8% volatility, recent drop creates reversion opportunity",
      "mean_reversion_score": 82
    },
    {
      "symbol": "ATG_CFD.UK",
      "selection_reason": "Oversold condition: -30.3% below MA200, -1.2% below MA50, 160% volatility acceptable, consolidation phase",
      "mean_reversion_score": 78
    },
    {
      "symbol": "TCAP_CFD.UK",
      "selection_reason": "Near support: -4.0% below MA200, +0.2% near MA50, 70.2% volatility low, tight range compression",
      "mean_reversion_score": 72
    },
    {
      "symbol": "BRNK_CFD.DE",
      "selection_reason": "Early-stage mean reversion: -6.8% below MA200, -3.4% below MA50, 113.5% volatility moderate, stable price action",
      "mean_reversion_score": 68
    }
  ],
  "rejected_common_reasons": [
    "Extended above moving averages (CCL, KGF, HLMA, MCG, GLW)",
    "Binary/event-driven risk (SYNT -32.7% drop, OCDO -21.3% drop)",
    "Extreme volatility (CRDA 5384%, CO 4760%, HPP 7054%, CAT 4091%)",
    "Insufficient negative distance from MA200 (CBG, CCC, PZC, ERA)",
    "Missing critical data (CRDA, CO, HPP, CAT missing MA200 data)"
  ]
}

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

{"task": "stage2_portfolio_management", "region": "US", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "portfolio_constraints": {"initial_equity": 10000.0, "max_positions": 10, "fixed_position_size": 3000.0, "max_gross_leverage": 3.0, "overtrading_rules": ["Max 2 SELL actions per run unless risk event forces more", "Max 2 BUY actions per run", "If no clear improvement vs current holdings, output HOLD for everything"]}, "current_portfolio": [{"symbol": "AEO_CFD.US", "qty": 134.74062429822592, "avg_price": 22.265, "last_price": 22.41, "unrealized_pnl": 19.537390523242703, "opened_at": "2026-03-03T21:11:27.888829+00:00"}, {"symbol": "AGFB_CFD.BE", "qty": 6451.612903225806, "avg_price": 0.465, "last_price": 0.461, "unrealized_pnl": -25.806451612903246, "opened_at": "2026-03-03T21:11:27.888829+00:00"}, {"symbol": "AML_CFD.UK", "qty": 75.1503006012024, "avg_price": 39.92, "last_price": 42.0, "unrealized_pnl": 156.31262525050087, "opened_at": "2026-03-04T10:26:53.527562+00:00"}, {"symbol": "ATO_CFD.FR", "qty": 0.0, "avg_price": 40.34, "last_price": 39.505, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "BIG_CFD.FR", "qty": 6622.516556291391, "avg_price": 0.453, "last_price": 0.3, "unrealized_pnl": -1013.245033112583, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 20.505809979494188, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 0.0, "avg_price": 349.265, "last_price": 365.38, "unrealized_pnl": 0.0, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "DSY_CFD.FR", "qty": 0.0, "avg_price": 17.881, "last_price": 17.133, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "DT_CFD.US", "qty": 0.0, "avg_price": 34.105000000000004, "last_price": 35.864999999999995, "unrealized_pnl": 0.0, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "ERA_CFD.FR", "qty": 0.0, "avg_price": 47.4, "last_price": 48.88, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 7.24287783679382, "avg_price": 414.2, "last_price": 414.2, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "HIK_CFD.UK", "qty": 0.0, "avg_price": 1409.0, "last_price": 1244.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "INF_CFD.UK", "qty": 0.0, "avg_price": 795.2, "last_price": 785.85, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T18:21:09.503139+00:00"}, {"symbol": "LIO_CFD.UK", "qty": 0.0, "avg_price": 250.0, "last_price": 250.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "LMND_CFD.US", "qty": 0.0, "avg_price": 48.96, "last_price": 52.07, "unrealized_pnl": 0.0, "opened_at": "2026-02-24T11:23:36.694156+00:00"}, {"symbol": "LPE_CFD.FR", "qty": 33.9312778519239, "avg_price": 88.414, "last_price": 87.4, "unrealized_pnl": -34.40631574185069, "opened_at": "2026-03-02T18:21:09.503139+00:00"}, {"symbol": "MAN_CFD.US", "qty": 0.0, "avg_price": 25.68, "last_price": 27.94, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "MDB_CFD.US", "qty": 11.90428951232094, "avg_price": 252.01, "last_price": 254.11, "unrealized_pnl": 24.999007975874243, "opened_at": "2026-03-04T10:26:53.527562+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 13.824884792626728, "avg_price": 217.0, "last_price": 217.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "PROX_CFD.BE", "qty": 0.0, "avg_price": 6.98, "last_price": 7.3, "unrealized_pnl": 0.0, "opened_at": "2026-03-01T10:30:13.622938+00:00"}, {"symbol": "RCO_CFD.FR", "qty": 0.0, "avg_price": 44.34, "last_price": 43.58, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T10:32:09.961595+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 417.16, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "TRST_CFD.UK", "qty": 0.0, "avg_price": 134.3, "last_price": 139.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 0.0, "avg_price": 92.35, "last_price": 94.79, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "WIZZ_CFD.UK", "qty": 2.7598896044158234, "avg_price": 1087.0, "last_price": 1119.0, "unrealized_pnl": 88.31646734130635, "opened_at": "2026-03-03T10:20:03.276878+00:00"}, {"symbol": "WPP_CFD.UK", "qty": 0.0, "avg_price": 263.4, "last_price": 257.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-27T18:23:55.960577+00:00"}], "candidates": [{"symbol": "UTG_CFD.UK", "mean_reversion_score": 85, "selection_reason": "Strong mean reversion setup: -23.9% below MA200, -3.7% below MA50, moderate 73.8% volatility, positive momentum building"}, {"symbol": "BYIT_CFD.UK", "mean_reversion_score": 82, "selection_reason": "Clear pullback: -28.0% below MA200, -14.3% below MA50, 87.8% volatility, recent drop creates reversion opportunity"}, {"symbol": "ATG_CFD.UK", "mean_reversion_score": 78, "selection_reason": "Oversold condition: -30.3% below MA200, -1.2% below MA50, 160% volatility acceptable, consolidation phase"}, {"symbol": "TCAP_CFD.UK", "mean_reversion_score": 72, "selection_reason": "Near support: -4.0% below MA200, +0.2% near MA50, 70.2% volatility low, tight range compression"}, {"symbol": "BRNK_CFD.DE", "mean_reversion_score": 68, "selection_reason": "Early-stage mean reversion: -6.8% below MA200, -3.4% below MA50, 113.5% volatility moderate, stable price action"}], "output_schema": {"actions": {"sell": [{"symbol": "string", "reason": "string"}], "hold": [{"symbol": "string", "reason": "string"}], "buy": [{"symbol": "string", "position_size": "number (currency amount)", "reason": "string"}]}, "portfolio_rationale": "string"}}

{
  "actions": {
    "buy": [
      {
        "reason": "Top mean reversion candidate (score 78): -30.3% below MA200, -1.2% below MA50, high volatility (160%) creates significant reversion opportunity. Fixed position size allocation.",
        "symbol": "ATG_CFD.UK",
        "position_size": 3000
      },
      {
        "reason": "Strong mean reversion setup (score 72): near support levels, tight range compression, low volatility (70.2%) suggests imminent breakout. Fixed position size allocation.",
        "symbol": "TCAP_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Minor gain (+0.65%) with stable price action. No clear mean reversion signal to exit; holding for potential continued momentum.",
        "symbol": "AEO_CFD.US"
      },
      {
        "reason": "Small loss (-0.86%) within normal volatility range. Not a significant enough deviation to warrant selling given limited sell quota.",
        "symbol": "AGFB_CFD.BE"
      },
      {
        "reason": "Already held position with strong mean reversion score (82). Recent drop creates reversion opportunity; holding to capture potential upside.",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "Flat performance with no clear signal. Maintaining position as part of portfolio diversity.",
        "symbol": "FUTR_CFD.UK"
      },
      {
        "reason": "Minor loss (-1.15%) within acceptable range. Not triggering sell given max 2 sell limit already used.",
        "symbol": "LPE_CFD.FR"
      },
      {
        "reason": "Small gain (+0.83%) with positive momentum. Holding to see if mean reversion plays out favorably.",
        "symbol": "MDB_CFD.US"
      },
      {
        "reason": "Flat position with no clear mean reversion signal. Maintaining for portfolio diversity.",
        "symbol": "OCDO_CFD.UK"
      },
      {
        "reason": "Strong performer (+2.94%) with positive momentum. Holding to capture continued upside before potential reversion.",
        "symbol": "WIZZ_CFD.UK"
      }
    ],
    "sell": [
      {
        "reason": "Severe underperformance: -33.7% from entry price (-$1013 unrealized loss). High volatility (87.8%) and extended drawdown make this a clear mean reversion exit candidate to free capital for better opportunities.",
        "symbol": "BIG_CFD.FR"
      },
      {
        "reason": "Profit taking: +5.2% gain (+$156 unrealized). Strong performer but at fair value now. Selling to rotate into higher-scoring mean reversion candidates while capturing the gain.",
        "symbol": "AML_CFD.UK"
      }
    ]
  },
  "portfolio_rationale": "Portfolio rotation executed within strategy constraints: 2 sells (BIG at -33.7% loss, AML at +5.2% gain) to free capital, 2 buys (ATG and TCAP) targeting high mean reversion scores. BIG was a clear exit candidate due to severe underperformance; AML was sold to capture profit and rotate into higher-scoring opportunities. BYIT already held position maintained as it has strong reversion score (82). Portfolio remains at max 10 positions after rebalancing with fixed $3000 position sizes."
}

{
  "selected_stocks": [
    {
      "symbol": "UTG_CFD.UK",
      "selection_reason": "Strong mean reversion setup: -23.9% below MA200, -3.7% below MA50, moderate 73.8% volatility, positive momentum building",
      "mean_reversion_score": 85
    },
    {
      "symbol": "BYIT_CFD.UK",
      "selection_reason": "Clear pullback: -28.0% below MA200, -14.3% below MA50, 87.8% volatility, recent drop creates reversion opportunity",
      "mean_reversion_score": 82
    },
    {
      "symbol": "ATG_CFD.UK",
      "selection_reason": "Oversold condition: -30.3% below MA200, -1.2% below MA50, 160% volatility acceptable, consolidation phase",
      "mean_reversion_score": 78
    },
    {
      "symbol": "TCAP_CFD.UK",
      "selection_reason": "Near support: -4.0% below MA200, +0.2% near MA50, 70.2% volatility low, tight range compression",
      "mean_reversion_score": 72
    },
    {
      "symbol": "BRNK_CFD.DE",
      "selection_reason": "Early-stage mean reversion: -6.8% below MA200, -3.4% below MA50, 113.5% volatility moderate, stable price action",
      "mean_reversion_score": 68
    }
  ],
  "rejected_common_reasons": [
    "Extended above moving averages (CCL, KGF, HLMA, MCG, GLW)",
    "Binary/event-driven risk (SYNT -32.7% drop, OCDO -21.3% drop)",
    "Extreme volatility (CRDA 5384%, CO 4760%, HPP 7054%, CAT 4091%)",
    "Insufficient negative distance from MA200 (CBG, CCC, PZC, ERA)",
    "Missing critical data (CRDA, CO, HPP, CAT missing MA200 data)"
  ]
}