MarketWeatherForecast

Arena run #429

meanrev-v1 • x-ai • x-ai/grok-4.1-fast • EU • success
Arena
Run status
as_of: 2026-03-05T10:27:11.178069+00:00
started_at: 2026-03-05T11:03:28.981081+00:00
finished_at: 2026-03-05T11:04:31.538418+00:00
duration_ms: 62556
Inputs
{
  "dry_run": false,
  "selected": [
    {
      "symbol": "BIG_CFD.FR",
      "selection_reason": "Extreme 1d drop (-31.6%) and MA50 distance (-59.4%) indicate strong oversold mean reversion setup",
      "mean_reversion_score": 100
    },
    {
      "symbol": "TRN_CFD.UK",
      "selection_reason": "Sharp 1d decline (-12.9%), below MA50 (-12.6%) and MA200 (-22.6%)",
      "mean_reversion_score": 92
    },
    {
      "symbol": "PAGE_CFD.UK",
      "selection_reason": "Large 1d drop (-13.1%), below MA50 (-9.5%) and MA200 (-20.5%)",
      "mean_reversion_score": 88
    },
    {
      "symbol": "CCL_CFD.UK",
      "selection_reason": "Negative 1d change (-4.0%) and below MA50 (-8.7%)",
      "mean_reversion_score": 78
    },
    {
      "symbol": "BYIT_CFD.UK",
      "selection_reason": "Below MA50 (-6.9%) with elevated volatility",
      "mean_reversion_score": 72
    }
  ],
  "universe_symbols": [
    "PAGE_CFD.UK",
    "UTG_CFD.UK",
    "TRN_CFD.UK",
    "CCL_CFD.UK",
    "BIG_CFD.FR",
    "ATG_CFD.UK",
    "AED_CFD.BE",
    "CCC_CFD.UK",
    "BYIT_CFD.UK",
    "AAP_CFD.US",
    "BNP_CFD.FR",
    "CAR_CFD.US"
  ]
}
Outputs
{
  "actions": {
    "buy": [
      {
        "reason": "Extreme 1d drop (-31.6%) and MA50 distance (-59.4%) indicate strong oversold mean reversion setup",
        "symbol": "BIG_CFD.FR",
        "position_size": 3000
      },
      {
        "reason": "Sharp 1d decline (-12.9%), below MA50 (-12.6%) and MA200 (-22.6%)",
        "symbol": "TRN_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Flat PnL, below MA50 indicating continued reversion potential",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "Modest profit, hold for further reversion",
        "symbol": "FUTR_CFD.UK"
      },
      {
        "reason": "Small profit, no strong sell signal",
        "symbol": "HPP_CFD.US"
      },
      {
        "reason": "Modest profit, stable hold",
        "symbol": "OKTA_CFD.US"
      },
      {
        "reason": "Flat PnL, maintain position",
        "symbol": "OCDO_CFD.UK"
      },
      {
        "reason": "Recent flat entry, hold",
        "symbol": "SYNT_CFD.UK"
      },
      {
        "reason": "Flat PnL, no sell signal",
        "symbol": "THG_CFD.UK"
      },
      {
        "reason": "Modest profit, hold for reversion",
        "symbol": "UKW_CFD.UK"
      }
    ],
    "sell": [
      {
        "reason": "Take profit after mean reversion rally (+5.2% unrealized PnL); rotate to stronger oversold candidates",
        "symbol": "AML_CFD.UK"
      },
      {
        "reason": "Take profit on significant mean reversion gain (+8.9% unrealized PnL); rotate to top oversold opportunities",
        "symbol": "PROX_CFD.BE"
      }
    ]
  },
  "portfolio_rationale": "At max 10 positions and 3x leverage. Rotate 2 reverted profitable holdings (AML, PROX) into top-2 mean-reversion candidates (BIG score 100, TRN 92) for clear improvement in oversold setups. Adheres to max 2 buys/sells, avoids overtrading by targeting only high-conviction rotations."
}
Prompts & responses
#843 • openrouter • x-ai/grok-4.1-fast • 2026-03-05T11:03:28.994430+00:00
System prompt
You are an Arena strategy executor. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices, fundamentals, earnings dates, or sentiment. If a field is null/empty, treat it as unknown. You are a constrained selector (no narrative).
User prompt
{"task": "stage1_universe_scan", "region": "EU", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "selection_rules": {"horizon": "2-10 trading days", "target": "short-term mean reversion in liquid equities", "constraints": ["Select exactly 5 candidates", "Avoid earnings within 5 trading days (if known)", "Avoid highly binary/event-driven moves (if known)", "Avoid sector concentration: max 1 per sector unless clearly justified (sector may be unknown)"]}, "universe": [{"symbol": "PAGE_CFD.UK", "name": "PAGEGROUP PLC", "sector": "", "last_price": 205.8, "change_1d_pct": -13.091216216216218, "distance_from_ma200_pct": -20.507377691735872, "distance_from_ma50_pct": -9.456474873951793, "volatility_20d_pct": 113.15149478988747, "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": "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": "CCL_CFD.UK", "name": "CARNIVAL PLC", "sector": "", "last_price": 2073.0, "change_1d_pct": -4.027777777777775, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -8.659276887563516, "volatility_20d_pct": 4662.039849115115, "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": 0.316, "change_1d_pct": -31.601731601731608, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -59.40807727879971, "volatility_20d_pct": 15531.09352934197, "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": 306.0, "change_1d_pct": -1.9230769230769273, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -1.1564054525486145, "volatility_20d_pct": 2871.87284706475, "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": "AED_CFD.BE", "name": "Aedifica SICAFI SA", "sector": "", "last_price": 77.4, "change_1d_pct": 1.8421052631579116, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 9.682996301387359, "volatility_20d_pct": 1577.0991342706395, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "CCC_CFD.UK", "name": "COMPUTACENTER PLC", "sector": "", "last_price": 3020.0, "change_1d_pct": 1.206434316353877, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -2.0345668760055946, "volatility_20d_pct": 3440.491186199078, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "BYIT_CFD.UK", "name": "BYTES TECHNOLOGY GROUP PLC", "sector": "", "last_price": 306.6, "change_1d_pct": 2.679169457468178, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -6.902457094967984, "volatility_20d_pct": 4004.1297994002825, "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": "AAP_CFD.US", "name": "Advance Auto Parts Inc", "sector": "", "last_price": 50.44, "change_1d_pct": -6.210487169951662, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 7.0908715263371835, "volatility_20d_pct": 5354.924585691339, "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": "BNP_CFD.FR", "name": "BNP Paribas", "sector": "", "last_price": 89.4, "change_1d_pct": -2.3910907304290796, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 5.624317695263192, "volatility_20d_pct": 2072.230857359129, "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": "CAR_CFD.US", "name": "Avis Budget Group Inc", "sector": "", "last_price": 96.98, "change_1d_pct": 1.3269250861978943, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -18.209963743517644, "volatility_20d_pct": 9826.611389258967, "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": "BIG_CFD.FR",
      "selection_reason": "Extreme 1d drop (-31.6%) and MA50 distance (-59.4%) indicate strong oversold mean reversion setup",
      "mean_reversion_score": 100
    },
    {
      "symbol": "TRN_CFD.UK",
      "selection_reason": "Sharp 1d decline (-12.9%), below MA50 (-12.6%) and MA200 (-22.6%)",
      "mean_reversion_score": 92
    },
    {
      "symbol": "PAGE_CFD.UK",
      "selection_reason": "Large 1d drop (-13.1%), below MA50 (-9.5%) and MA200 (-20.5%)",
      "mean_reversion_score": 88
    },
    {
      "symbol": "CCL_CFD.UK",
      "selection_reason": "Negative 1d change (-4.0%) and below MA50 (-8.7%)",
      "mean_reversion_score": 78
    },
    {
      "symbol": "BYIT_CFD.UK",
      "selection_reason": "Below MA50 (-6.9%) with elevated volatility",
      "mean_reversion_score": 72
    }
  ],
  "rejected_common_reasons": [
    "US-listed symbols excluded",
    "Positive 1d price change",
    "Minimal deviation from moving averages",
    "Insufficient oversold indicators"
  ]
}
#844 • openrouter • x-ai/grok-4.1-fast • 2026-03-05T11:03:52.372070+00:00
System prompt
You are an Arena portfolio manager. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices/fundamentals/news/earnings. If a field is null/empty, treat it as unknown. Avoid overtrading: if changes are marginal, prefer HOLD. Do not churn.
User prompt
{"task": "stage2_portfolio_management", "region": "EU", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "portfolio_constraints": {"initial_equity": 10000.0, "max_positions": 10, "fixed_position_size": 3000.0, "max_gross_leverage": 3.0, "overtrading_rules": ["Max 2 SELL actions per run unless risk event forces more", "Max 2 BUY actions per run", "If no clear improvement vs current holdings, output HOLD for everything"]}, "current_portfolio": [{"symbol": "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": "ARCAD_CFD.NL", "qty": 0.0, "avg_price": 29.7, "last_price": 28.06, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "BIG_CFD.FR", "qty": 0.0, "avg_price": 0.453, "last_price": 0.296, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "BXP_CFD.US", "qty": 0.0, "avg_price": 60.835, "last_price": 59.405, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T17:33:48.338981+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 10.252904989747094, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "CABO_CFD.US", "qty": 0.0, "avg_price": 94.6, "last_price": 96.44, "unrealized_pnl": 58.3509513742073, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "CAR_CFD.US", "qty": 0.0, "avg_price": 92.465, "last_price": 97.54, "unrealized_pnl": 164.65689720434767, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "COIN_CFD.US", "qty": 0.0, "avg_price": 168.575, "last_price": 171.13, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 0.0, "avg_price": 350.79999999999995, "last_price": 350.055, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "ESTC_CFD.US", "qty": 0.0, "avg_price": 58.085, "last_price": 55.28, "unrealized_pnl": -144.87389171042437, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "EXPO_CFD.US", "qty": 0.0, "avg_price": 66.815, "last_price": 70.025, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "FBIN_CFD.US", "qty": 0.0, "avg_price": 50.974999999999994, "last_price": 54.35, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "FICO_CFD.US", "qty": 0.0, "avg_price": 1208.505, "last_price": 1405.2800000000002, "unrealized_pnl": 0.0, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "FLO_CFD.US", "qty": 0.0, "avg_price": 9.875, "last_price": 10.055, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 7.488766849725412, "avg_price": 400.6, "last_price": 414.2, "unrealized_pnl": 101.84722915626534, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "HAIN_CFD.US", "qty": 0.0, "avg_price": 0.8, "last_price": 0.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"symbol": "HIK_CFD.UK", "qty": 0.0, "avg_price": 1275.0, "last_price": 1342.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "HPP_CFD.US", "qty": 395.25691699604744, "avg_price": 7.59, "last_price": 7.62, "unrealized_pnl": 11.857707509881521, "opened_at": "2026-03-04T18:49:26.891792+00:00"}, {"symbol": "ICG_CFD.UK", "qty": 0.0, "avg_price": 1700.0, "last_price": 1719.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "JUN3_CFD.DE", "qty": 0.0, "avg_price": 31.51, "last_price": 30.167, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T10:31:26.559356+00:00"}, {"symbol": "LMND_CFD.US", "qty": 0.0, "avg_price": 61.5, "last_price": 59.89, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "LPX_CFD.US", "qty": 0.0, "avg_price": 86.45, "last_price": 86.15, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "NET_CFD.US", "qty": 0.0, "avg_price": 176.96, "last_price": 164.32, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 13.824884792626728, "avg_price": 217.0, "last_price": 217.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "OKTA_CFD.US", "qty": 42.747221430607006, "avg_price": 70.18, "last_price": 71.7, "unrealized_pnl": 64.97577657452248, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "PAYC_CFD.US", "qty": 0.0, "avg_price": 121.22, "last_price": 119.79, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "PROX_CFD.BE", "qty": 429.79942693409737, "avg_price": 6.98, "last_price": 7.6, "unrealized_pnl": 266.47564469914005, "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": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "SYNT_CFD.UK", "qty": 163.0434782608696, "avg_price": 18.4, "last_price": 18.4, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T18:03:34.247734+00:00"}, {"symbol": "THG_CFD.UK", "qty": 85.76329331046313, "avg_price": 34.98, "last_price": 34.98, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "TRN_CFD.UK", "qty": 0.0, "avg_price": 196.2, "last_price": 196.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "TRST_CFD.UK", "qty": 0.0, "avg_price": 134.3, "last_price": 139.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 32.48511099079589, "avg_price": 92.35, "last_price": 94.79, "unrealized_pnl": 79.26367081754236, "opened_at": "2026-02-23T10:32:09.961595+00:00"}, {"symbol": "WPP_CFD.UK", "qty": 0.0, "avg_price": 263.4, "last_price": 240.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-28T10:51:05.818250+00:00"}, {"symbol": "ZS_CFD.US", "qty": 0.0, "avg_price": 159.76, "last_price": 144.45, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}], "candidates": [{"symbol": "BIG_CFD.FR", "mean_reversion_score": 100, "selection_reason": "Extreme 1d drop (-31.6%) and MA50 distance (-59.4%) indicate strong oversold mean reversion setup"}, {"symbol": "TRN_CFD.UK", "mean_reversion_score": 92, "selection_reason": "Sharp 1d decline (-12.9%), below MA50 (-12.6%) and MA200 (-22.6%)"}, {"symbol": "PAGE_CFD.UK", "mean_reversion_score": 88, "selection_reason": "Large 1d drop (-13.1%), below MA50 (-9.5%) and MA200 (-20.5%)"}, {"symbol": "CCL_CFD.UK", "mean_reversion_score": 78, "selection_reason": "Negative 1d change (-4.0%) and below MA50 (-8.7%)"}, {"symbol": "BYIT_CFD.UK", "mean_reversion_score": 72, "selection_reason": "Below MA50 (-6.9%) with elevated volatility"}], "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 1d drop (-31.6%) and MA50 distance (-59.4%) indicate strong oversold mean reversion setup",
        "symbol": "BIG_CFD.FR",
        "position_size": 3000
      },
      {
        "reason": "Sharp 1d decline (-12.9%), below MA50 (-12.6%) and MA200 (-22.6%)",
        "symbol": "TRN_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Flat PnL, below MA50 indicating continued reversion potential",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "Modest profit, hold for further reversion",
        "symbol": "FUTR_CFD.UK"
      },
      {
        "reason": "Small profit, no strong sell signal",
        "symbol": "HPP_CFD.US"
      },
      {
        "reason": "Modest profit, stable hold",
        "symbol": "OKTA_CFD.US"
      },
      {
        "reason": "Flat PnL, maintain position",
        "symbol": "OCDO_CFD.UK"
      },
      {
        "reason": "Recent flat entry, hold",
        "symbol": "SYNT_CFD.UK"
      },
      {
        "reason": "Flat PnL, no sell signal",
        "symbol": "THG_CFD.UK"
      },
      {
        "reason": "Modest profit, hold for reversion",
        "symbol": "UKW_CFD.UK"
      }
    ],
    "sell": [
      {
        "reason": "Take profit after mean reversion rally (+5.2% unrealized PnL); rotate to stronger oversold candidates",
        "symbol": "AML_CFD.UK"
      },
      {
        "reason": "Take profit on significant mean reversion gain (+8.9% unrealized PnL); rotate to top oversold opportunities",
        "symbol": "PROX_CFD.BE"
      }
    ]
  },
  "portfolio_rationale": "At max 10 positions and 3x leverage. Rotate 2 reverted profitable holdings (AML, PROX) into top-2 mean-reversion candidates (BIG score 100, TRN 92) for clear improvement in oversold setups. Adheres to max 2 buys/sells, avoids overtrading by targeting only high-conviction rotations."
}
Selection logs
#419 • stage1 • 2026-03-05T11:03:52.369536+00:00
{
  "selected_stocks": [
    {
      "symbol": "BIG_CFD.FR",
      "selection_reason": "Extreme 1d drop (-31.6%) and MA50 distance (-59.4%) indicate strong oversold mean reversion setup",
      "mean_reversion_score": 100
    },
    {
      "symbol": "TRN_CFD.UK",
      "selection_reason": "Sharp 1d decline (-12.9%), below MA50 (-12.6%) and MA200 (-22.6%)",
      "mean_reversion_score": 92
    },
    {
      "symbol": "PAGE_CFD.UK",
      "selection_reason": "Large 1d drop (-13.1%), below MA50 (-9.5%) and MA200 (-20.5%)",
      "mean_reversion_score": 88
    },
    {
      "symbol": "CCL_CFD.UK",
      "selection_reason": "Negative 1d change (-4.0%) and below MA50 (-8.7%)",
      "mean_reversion_score": 78
    },
    {
      "symbol": "BYIT_CFD.UK",
      "selection_reason": "Below MA50 (-6.9%) with elevated volatility",
      "mean_reversion_score": 72
    }
  ],
  "rejected_common_reasons": [
    "US-listed symbols excluded",
    "Positive 1d price change",
    "Minimal deviation from moving averages",
    "Insufficient oversold indicators"
  ]
}