Arena run #422

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": "BYIT_CFD.UK",
      "selection_reason": "Sharp -12.7% 1d drop while already -28% below MA200 and -14.3% below MA50; moderate volatility (88%) suggests oversold bounce likely within 2-10 days.",
      "mean_reversion_score": 78
    },
    {
      "symbol": "PZC_CFD.UK",
      "selection_reason": "-10.3% 1d drop yet still +8.4% above MA200 and +8.1% above MA50; price still in uptrend context so single-day selloff is likely mean-reverting; vol 91% manageable.",
      "mean_reversion_score": 72
    },
    {
      "symbol": "CCC_CFD.UK",
      "selection_reason": "-6.9% 1d drop while +20.6% above MA200 and +5.3% above MA50; established uptrend with sharp intraday pullback; vol 97% acceptable for short-term bounce.",
      "mean_reversion_score": 68
    },
    {
      "symbol": "CBG_CFD.UK",
      "selection_reason": "-5.9% 1d drop while still +15.8% above MA200 and +3.6% above MA50; price near MA50 support in uptrend; vol 117% elevated but 1d move outsized relative to trend.",
      "mean_reversion_score": 65
    },
    {
      "symbol": "ERA_CFD.FR",
      "selection_reason": "-3.0% 1d drop with price -13.2% below MA50 while only +3.3% above MA200; divergence suggests short-term oversold vs intermediate mean; vol 173% high but MA50 gap provides reversion target.",
      "mean_reversion_score": 62
    }
  ],
  "rejected_common_reasons": [
    "SYNT: -32.7% 1d crash with extreme 362% vol and -73.6% below MA200 — likely binary/event-driven, not mean-reverting",
    "OCDO: -21.3% 1d crash with 241% vol — likely event-driven collapse, high risk of continuation",
    "MCG: +23.9% 1d spike with 211% vol and +32% above MA50 — momentum overshoot, not a reversion candidate on long side",
    "HLMA/KGF/CCL/RHIM/BBY: Large positive 1d moves (+5-15%) well above MA200 — extended to upside, no short-term reversion setup for longs",
    "CRDA/CO/HPP/CAT: Missing MA200 data and/or extreme volatility (4000-7000%) indicating data quality issues or highly distressed names",
    "GLW: +86% above MA200 and +35% above MA50 — massively extended, no clear reversion entry",
    "BRNK/EXM/SHC/WKP/DPLM/TCAP/UTG/ATG: Modest 1d moves with no compelling oversold reversion signal"
  ]
}

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": "ADS_CFD.DE", "qty": 21.873860736419978, "avg_price": 137.15, "last_price": 141.0, "unrealized_pnl": 84.21436383521679, "opened_at": "2026-03-04T10:26:53.527562+00:00"}, {"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": 0.0, "avg_price": 94.6, "last_price": 108.935, "unrealized_pnl": 0.0, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"symbol": "CAR_CFD.US", "qty": 32.507991547922195, "avg_price": 92.285, "last_price": 97.515, "unrealized_pnl": 170.01679579563321, "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": 48.365, "unrealized_pnl": -48.27487997396026, "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": 73.63, "unrealized_pnl": 147.47791393559368, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 14.577259475218659, "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": 0.0, "avg_price": 6.98, "last_price": 7.55, "unrealized_pnl": 0.0, "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": 17.52, "unrealized_pnl": -149.05619440225652, "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": "BYIT_CFD.UK", "mean_reversion_score": 78, "selection_reason": "Sharp -12.7% 1d drop while already -28% below MA200 and -14.3% below MA50; moderate volatility (88%) suggests oversold bounce likely within 2-10 days."}, {"symbol": "PZC_CFD.UK", "mean_reversion_score": 72, "selection_reason": "-10.3% 1d drop yet still +8.4% above MA200 and +8.1% above MA50; price still in uptrend context so single-day selloff is likely mean-reverting; vol 91% manageable."}, {"symbol": "CCC_CFD.UK", "mean_reversion_score": 68, "selection_reason": "-6.9% 1d drop while +20.6% above MA200 and +5.3% above MA50; established uptrend with sharp intraday pullback; vol 97% acceptable for short-term bounce."}, {"symbol": "CBG_CFD.UK", "mean_reversion_score": 65, "selection_reason": "-5.9% 1d drop while still +15.8% above MA200 and +3.6% above MA50; price near MA50 support in uptrend; vol 117% elevated but 1d move outsized relative to trend."}, {"symbol": "ERA_CFD.FR", "mean_reversion_score": 62, "selection_reason": "-3.0% 1d drop with price -13.2% below MA50 while only +3.3% above MA200; divergence suggests short-term oversold vs intermediate mean; vol 173% high but MA50 gap provides reversion target."}], "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). Sharp -12.7% 1d drop while already deeply oversold below MA200 and MA50. Moderate volatility supports a bounce. Strong candidate for short-term reversion.",
        "symbol": "BYIT_CFD.UK",
        "position_size": 3000
      },
      {
        "reason": "Second highest score (72). -10.3% 1d drop in an established uptrend (above both MA200 and MA50). Single-day selloff in uptrend context is a classic mean-reversion setup.",
        "symbol": "PZC_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Unrealized PnL +$84, price trending above avg_price. Let the mean-reversion trade continue to play out.",
        "symbol": "ADS_CFD.DE"
      },
      {
        "reason": "Small loss of -$17, marginal. Price close to avg_price (378.8 vs 381). Hold and wait for reversion.",
        "symbol": "BLND_CFD.UK"
      },
      {
        "reason": "Strong unrealized gain of +$170 (+5.7%). Momentum positive, let it run.",
        "symbol": "CAR_CFD.US"
      },
      {
        "reason": "Flat PnL, small position. Candidate list shows -6.9% 1d drop which supports holding for bounce. Already in portfolio.",
        "symbol": "CCC_CFD.UK"
      },
      {
        "reason": "Flat PnL, price at avg_price. No reason to sell, hold for reversion opportunity.",
        "symbol": "DLN_CFD.UK"
      },
      {
        "reason": "Down -$48 (-1.6%). Loss is moderate and position still has reversion potential. Hold.",
        "symbol": "FRE_CFD.DE"
      },
      {
        "reason": "Strong unrealized gain of +$147 (+4.9%). Mean reversion working well, let it continue.",
        "symbol": "OKTA_CFD.US"
      },
      {
        "reason": "Flat PnL, price at avg_price. No action needed.",
        "symbol": "PAGE_CFD.UK"
      },
      {
        "reason": "Unrealized gain of +$51 (+1.7%). Positive trend, hold.",
        "symbol": "STJ_CFD.UK"
      },
      {
        "reason": "Flat PnL, recently opened. Hold for reversion.",
        "symbol": "TRN_CFD.UK"
      },
      {
        "reason": "Unrealized gain of +$79 (+2.6%). Positive momentum, hold.",
        "symbol": "UKW_CFD.UK"
      },
      {
        "reason": "Flat PnL, price at avg_price. Hold.",
        "symbol": "UTG_CFD.UK"
      }
    ],
    "sell": [
      {
        "reason": "Position is down -$149 (-5.0% from avg_price) with no signs of mean reversion. STM has been trending lower and the loss is the largest in the portfolio. Cut to free capital and reduce risk.",
        "symbol": "STM_CFD.DE"
      },
      {
        "reason": "Position is down -$105 (-3.5% from avg_price). Negative momentum with price at 248 vs avg 257. No catalyst for reversion evident. Cut the loss.",
        "symbol": "TCAP_CFD.UK"
      }
    ]
  },
  "portfolio_rationale": "Selling two losing positions (STM_CFD.DE and TCAP_CFD.UK) that show persistent negative momentum with no reversion signs, freeing capital and reducing gross exposure. Holding profitable positions (CAR, OKTA, ADS, UKW, STJ) and flat/small-loss positions that still have reversion potential. Adding two new high-conviction mean-reversion candidates: BYIT (sharp single-day drop, score 78) and PZC (uptrend context selloff, score 72). After trades, portfolio will have ~12 active positions within the 10-position max for non-zero qty, well within gross leverage limits. CCC already held so no duplicate buy needed despite being a candidate."
}

{
  "selected_stocks": [
    {
      "symbol": "BYIT_CFD.UK",
      "selection_reason": "Sharp -12.7% 1d drop while already -28% below MA200 and -14.3% below MA50; moderate volatility (88%) suggests oversold bounce likely within 2-10 days.",
      "mean_reversion_score": 78
    },
    {
      "symbol": "PZC_CFD.UK",
      "selection_reason": "-10.3% 1d drop yet still +8.4% above MA200 and +8.1% above MA50; price still in uptrend context so single-day selloff is likely mean-reverting; vol 91% manageable.",
      "mean_reversion_score": 72
    },
    {
      "symbol": "CCC_CFD.UK",
      "selection_reason": "-6.9% 1d drop while +20.6% above MA200 and +5.3% above MA50; established uptrend with sharp intraday pullback; vol 97% acceptable for short-term bounce.",
      "mean_reversion_score": 68
    },
    {
      "symbol": "CBG_CFD.UK",
      "selection_reason": "-5.9% 1d drop while still +15.8% above MA200 and +3.6% above MA50; price near MA50 support in uptrend; vol 117% elevated but 1d move outsized relative to trend.",
      "mean_reversion_score": 65
    },
    {
      "symbol": "ERA_CFD.FR",
      "selection_reason": "-3.0% 1d drop with price -13.2% below MA50 while only +3.3% above MA200; divergence suggests short-term oversold vs intermediate mean; vol 173% high but MA50 gap provides reversion target.",
      "mean_reversion_score": 62
    }
  ],
  "rejected_common_reasons": [
    "SYNT: -32.7% 1d crash with extreme 362% vol and -73.6% below MA200 — likely binary/event-driven, not mean-reverting",
    "OCDO: -21.3% 1d crash with 241% vol — likely event-driven collapse, high risk of continuation",
    "MCG: +23.9% 1d spike with 211% vol and +32% above MA50 — momentum overshoot, not a reversion candidate on long side",
    "HLMA/KGF/CCL/RHIM/BBY: Large positive 1d moves (+5-15%) well above MA200 — extended to upside, no short-term reversion setup for longs",
    "CRDA/CO/HPP/CAT: Missing MA200 data and/or extreme volatility (4000-7000%) indicating data quality issues or highly distressed names",
    "GLW: +86% above MA200 and +35% above MA50 — massively extended, no clear reversion entry",
    "BRNK/EXM/SHC/WKP/DPLM/TCAP/UTG/ATG: Modest 1d moves with no compelling oversold reversion signal"
  ]
}