Arena run #440
meanrev-v1 • deepseek • deepseek/deepseek-chat • US • success
Run status
as_of: 2026-03-05T18:20:59.102726+00:00
started_at: 2026-03-05T18:29:06.035568+00:00
finished_at: 2026-03-05T18:29:51.293059+00:00
duration_ms: 45256
Inputs
{
"dry_run": false,
"selected": [
{
"symbol": "PAGE_CFD.UK",
"selection_reason": "Significant drop in price (-13.09%) and far below MA200 (-20.51%)",
"mean_reversion_score": 85
},
{
"symbol": "TRN_CFD.UK",
"selection_reason": "Large price decline (-12.93%) and below MA200 (-22.56%)",
"mean_reversion_score": 80
},
{
"symbol": "GO_CFD.US",
"selection_reason": "Substantial price drop (-29.73%) and far below MA200 (-47.21%)",
"mean_reversion_score": 75
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "Significant price decline (-20.82%) and below MA200 (-37.68%)",
"mean_reversion_score": 70
},
{
"symbol": "AML_CFD.UK",
"selection_reason": "Large price drop (-14.85%) and below MA200 (-34.96%)",
"mean_reversion_score": 65
}
],
"universe_symbols": [
"PAGE_CFD.UK",
"MCG_CFD.UK",
"UTG_CFD.UK",
"TRN_CFD.UK",
"DLN_CFD.UK",
"STAN_CFD.UK",
"SGRO_CFD.UK",
"RHIM_CFD.UK",
"BBY_CFD.UK",
"JCQ_CFD.FR",
"SHC_CFD.UK",
"DUE_CFD.DE",
"GDS_CFD.FR",
"DPLM_CFD.UK",
"IPO_CFD.UK",
"ATG_CFD.UK",
"GO_CFD.US",
"DKNG_CFD.US",
"S92_CFD.DE",
"PZC_CFD.UK",
"GE_CFD.US",
"DEZ_CFD.DE",
"FTK_CFD.DE",
"FUTR_CFD.UK",
"PSN_CFD.UK",
"FR_CFD.FR",
"OCDO_CFD.UK",
"IMB_CFD.UK",
"JBLU_CFD.US",
"TKA_CFD.DE",
"ADJ_CFD.DE",
"HEIJM_CFD.NL",
"BWXT_CFD.US",
"CRDA_CFD.UK",
"JEN_CFD.DE",
"IFX_CFD.DE",
"SZG_CFD.DE",
"GXI_CFD.DE",
"KBX_CFD.DE",
"BESI_CFD.NL",
"ASM_CFD.NL",
"FBIN_CFD.US",
"KGX_CFD.DE",
"NXT_CFD.UK",
"DELL_CFD.US",
"SGL_CFD.DE",
"GFT_CFD.DE",
"DCC_CFD.UK",
"LGEN_CFD.UK",
"AML_CFD.UK"
]
}Outputs
{
"actions": {
"buy": [
{
"reason": "Significant drop in price and far below MA200",
"symbol": "PAGE_CFD.UK",
"position_size": 3000
},
{
"reason": "Large price decline and below MA200",
"symbol": "TRN_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Positive unrealized PNL and above average price",
"symbol": "ADS_CFD.DE"
},
{
"reason": "Positive unrealized PNL and above average price",
"symbol": "AMH_CFD.US"
},
{
"reason": "Positive unrealized PNL and above average price",
"symbol": "AML_CFD.UK"
},
{
"reason": "Neutral unrealized PNL",
"symbol": "ATG_CFD.UK"
},
{
"reason": "Neutral unrealized PNL",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Positive unrealized PNL and above average price",
"symbol": "CCC_CFD.UK"
},
{
"reason": "Negative unrealized PNL but marginal",
"symbol": "CRDA_CFD.UK"
},
{
"reason": "Positive unrealized PNL and above average price",
"symbol": "ERA_CFD.FR"
},
{
"reason": "Positive unrealized PNL and above average price",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "Neutral unrealized PNL",
"symbol": "GRI_CFD.UK"
},
{
"reason": "Positive unrealized PNL and above average price",
"symbol": "IEP_CFD.BE"
},
{
"reason": "Neutral unrealized PNL",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "Neutral unrealized PNL",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "Negative unrealized PNL but marginal",
"symbol": "SYNT_CFD.UK"
},
{
"reason": "Neutral unrealized PNL",
"symbol": "TRN_CFD.UK"
},
{
"reason": "Positive unrealized PNL and above average price",
"symbol": "UKW_CFD.UK"
},
{
"reason": "Neutral unrealized PNL",
"symbol": "UTG_CFD.UK"
},
{
"reason": "Neutral unrealized PNL",
"symbol": "WKP_CFD.UK"
}
],
"sell": [
{
"reason": "Negative unrealized PNL and below average price",
"symbol": "BYW6_CFD.DE"
},
{
"reason": "Negative unrealized PNL and below average price",
"symbol": "CCL_CFD.UK"
}
]
},
"portfolio_rationale": "The portfolio has been adjusted to sell positions with negative unrealized PNL and below average price. Positions with positive or neutral PNL are held. New positions are added based on mean-reversion opportunities with significant price drops and below MA200."
}Prompts & responses
#865 • openrouter • deepseek/deepseek-chat • 2026-03-05T18:29:06.072023+00:00
System prompt
You are an Arena strategy executor. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices, fundamentals, earnings dates, or sentiment. If a field is null/empty, treat it as unknown. You are a constrained selector (no narrative).
User prompt
{"task": "stage1_universe_scan", "region": "US", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "selection_rules": {"horizon": "2-10 trading days", "target": "short-term mean reversion in liquid equities", "constraints": ["Select exactly 5 candidates", "Avoid earnings within 5 trading days (if known)", "Avoid highly binary/event-driven moves (if known)", "Avoid sector concentration: max 1 per sector unless clearly justified (sector may be unknown)"]}, "universe": [{"symbol": "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": "MCG_CFD.UK", "name": "MOBICO GROUP PLC", "sector": "", "last_price": 30.54, "change_1d_pct": 21.867517956903427, "distance_from_ma200_pct": 10.17176911546931, "distance_from_ma50_pct": 28.667486813057195, "volatility_20d_pct": 211.42235702559637, "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": "DLN_CFD.UK", "name": "DERWENT LONDON PLC", "sector": "", "last_price": 1953.0, "change_1d_pct": 10.401356698699837, "distance_from_ma200_pct": 5.069478604951705, "distance_from_ma50_pct": 12.150447212111025, "volatility_20d_pct": 115.39088732649292, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "STAN_CFD.UK", "name": "", "sector": "", "last_price": 1842.0, "change_1d_pct": 0.3541269408880332, "distance_from_ma200_pct": 31.43986196388351, "distance_from_ma50_pct": 4.292113036344269, "volatility_20d_pct": 75.84142956557304, "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": "SGRO_CFD.UK", "name": "", "sector": "", "last_price": 838.6, "change_1d_pct": 14.312977099236646, "distance_from_ma200_pct": 23.337223471135403, "distance_from_ma50_pct": 14.881685289390623, "volatility_20d_pct": 61.79400737887707, "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": "JCQ_CFD.FR", "name": "", "sector": "", "last_price": 23.15, "change_1d_pct": -2.7310924369748024, "distance_from_ma200_pct": 12.41703173875155, "distance_from_ma50_pct": 2.726261802426566, "volatility_20d_pct": 60.277859704178006, "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": "DUE_CFD.DE", "name": "DUERR AG", "sector": "", "last_price": 21.714, "change_1d_pct": -1.3000000000000012, "distance_from_ma200_pct": -0.1738475616862356, "distance_from_ma50_pct": -6.2186607330268036, "volatility_20d_pct": 73.1874204532971, "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": "GDS_CFD.FR", "name": "", "sector": "", "last_price": 11.0, "change_1d_pct": 8.910891089108919, "distance_from_ma200_pct": 9.730830273339496, "distance_from_ma50_pct": 11.668324772095096, "volatility_20d_pct": 113.97071668246626, "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": "IPO_CFD.UK", "name": "IP GROUP PLC", "sector": "", "last_price": 57.6, "change_1d_pct": -1.873935264054516, "distance_from_ma200_pct": 10.233643652522883, "distance_from_ma50_pct": -2.027486732888828, "volatility_20d_pct": 89.82123635439407, "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": "GO_CFD.US", "name": "Grocery Outlet Holding Corp", "sector": "", "last_price": 6.95, "change_1d_pct": -29.726996966632967, "distance_from_ma200_pct": -47.21211614853522, "distance_from_ma50_pct": -28.605181517473753, "volatility_20d_pct": 144.92553547550253, "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": "DKNG_CFD.US", "name": "DraftKings Inc", "sector": "", "last_price": 25.28, "change_1d_pct": 7.3916737468139315, "distance_from_ma200_pct": -30.316278095385098, "distance_from_ma50_pct": -13.724258909130615, "volatility_20d_pct": 122.98781345207111, "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": "S92_CFD.DE", "name": "SMA Solar Technology AG", "sector": "", "last_price": 30.581, "change_1d_pct": -0.7754704737183649, "distance_from_ma200_pct": 15.793917799608836, "distance_from_ma50_pct": -10.66337142723598, "volatility_20d_pct": 109.31196707077659, "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": "GE_CFD.US", "name": "", "sector": "", "last_price": 332.45, "change_1d_pct": -2.018862363689955, "distance_from_ma200_pct": 15.414050727677875, "distance_from_ma50_pct": 4.117862234326419, "volatility_20d_pct": 58.43863281441, "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": "DEZ_CFD.DE", "name": "Deutz AG", "sector": "", "last_price": 11.43, "change_1d_pct": -2.748234493320856, "distance_from_ma200_pct": 28.577430779952028, "distance_from_ma50_pct": 6.720496871212722, "volatility_20d_pct": 63.33215953962345, "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": "FTK_CFD.DE", "name": "flatexDEGIRO SE", "sector": "", "last_price": 32.68, "change_1d_pct": 3.811944091486663, "distance_from_ma200_pct": 7.64851245435314, "distance_from_ma50_pct": -10.033123667565235, "volatility_20d_pct": 99.14175758989846, "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": "FUTR_CFD.UK", "name": "FUTURE PLC", "sector": "", "last_price": 423.6, "change_1d_pct": -20.82242990654205, "distance_from_ma200_pct": -37.68377383888033, "distance_from_ma50_pct": -24.301477407850992, "volatility_20d_pct": 153.59085037557008, "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": 1357.5, "change_1d_pct": -5.7945870922970215, "distance_from_ma200_pct": 7.117506563265197, "distance_from_ma50_pct": -3.4561764293393082, "volatility_20d_pct": 95.36755933522754, "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": "FR_CFD.FR", "name": "Valeo S.A.", "sector": "", "last_price": 11.223, "change_1d_pct": -0.6814159292035438, "distance_from_ma200_pct": 3.1639519064602606, "distance_from_ma50_pct": -8.579350972856458, "volatility_20d_pct": 81.33025979244564, "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": "IMB_CFD.UK", "name": "IMPERIAL BRANDS PLC", "sector": "", "last_price": 3243.0, "change_1d_pct": -0.030826140567197235, "distance_from_ma200_pct": 5.813390271791619, "distance_from_ma50_pct": 3.097699614694993, "volatility_20d_pct": 40.650222365651004, "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": "JBLU_CFD.US", "name": "JETBLUE AIRWAYS CORP", "sector": "", "last_price": 4.73, "change_1d_pct": -14.620938628158841, "distance_from_ma200_pct": -2.417890741046369, "distance_from_ma50_pct": -10.785016409521276, "volatility_20d_pct": 135.17712671245644, "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": "TKA_CFD.DE", "name": "", "sector": "", "last_price": 9.666, "change_1d_pct": 2.102038660610539, "distance_from_ma200_pct": -3.4659769001453067, "distance_from_ma50_pct": -8.59539894240735, "volatility_20d_pct": 91.60155466020963, "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": "ADJ_CFD.DE", "name": "ADLER GROUP SA", "sector": "", "last_price": 0.19, "change_1d_pct": -4.522613065326642, "distance_from_ma200_pct": -9.336005535275438, "distance_from_ma50_pct": -1.8493646037813782, "volatility_20d_pct": 302.6270986950585, "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": "HEIJM_CFD.NL", "name": "", "sector": "", "last_price": 84.6, "change_1d_pct": 2.3593466424682186, "distance_from_ma200_pct": 35.53736962338394, "distance_from_ma50_pct": 12.764336399208132, "volatility_20d_pct": 114.8390839317997, "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": "BWXT_CFD.US", "name": "BWX Technologies Inc", "sector": "", "last_price": 200.75, "change_1d_pct": -1.8817204301075252, "distance_from_ma200_pct": 15.25264729446203, "distance_from_ma50_pct": 0.6718813781842581, "volatility_20d_pct": 92.87459115341751, "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": 2911.0, "change_1d_pct": 7.140228192859777, "distance_from_ma200_pct": 2.730273162831298, "distance_from_ma50_pct": 2.4574080225663986, "volatility_20d_pct": 116.57501877935547, "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": "JEN_CFD.DE", "name": "", "sector": "", "last_price": 28.64, "change_1d_pct": 7.4268567141785535, "distance_from_ma200_pct": 41.99950072102925, "distance_from_ma50_pct": 17.901323508223044, "volatility_20d_pct": 74.92489806433011, "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": "IFX_CFD.DE", "name": "", "sector": "", "last_price": 43.646, "change_1d_pct": 2.9726796583777526, "distance_from_ma200_pct": 19.03638510776986, "distance_from_ma50_pct": 3.585846479538435, "volatility_20d_pct": 61.633455396081736, "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": "SZG_CFD.DE", "name": "Salzgitter AG", "sector": "", "last_price": 50.25, "change_1d_pct": 0.5321702944942386, "distance_from_ma200_pct": 58.21656399907242, "distance_from_ma50_pct": 3.059080643269141, "volatility_20d_pct": 101.74691694651588, "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": "GXI_CFD.DE", "name": "GERRESHEIMER AG", "sector": "", "last_price": 17.966, "change_1d_pct": 14.725415070242654, "distance_from_ma200_pct": -49.1749846210904, "distance_from_ma50_pct": -24.764359931724258, "volatility_20d_pct": 234.08732547419734, "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": "KBX_CFD.DE", "name": "", "sector": "", "last_price": 107.0, "change_1d_pct": 1.904761904761898, "distance_from_ma200_pct": 19.320630704320706, "distance_from_ma50_pct": 4.476638437795, "volatility_20d_pct": 49.68442531513264, "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": "BESI_CFD.NL", "name": "BE SEMICONDUCTOR INDUSTRIES", "sector": "", "last_price": 193.44, "change_1d_pct": 8.4913067863152, "distance_from_ma200_pct": 41.10400314770468, "distance_from_ma50_pct": 15.007928198524256, "volatility_20d_pct": 85.67853186666386, "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": "ASM_CFD.NL", "name": "ASM International NV", "sector": "", "last_price": 725.982, "change_1d_pct": 3.7677488701041373, "distance_from_ma200_pct": 35.30853907513016, "distance_from_ma50_pct": 9.053716836595882, "volatility_20d_pct": 69.29437779862882, "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": "FBIN_CFD.US", "name": "Fortune Brands Innovations Inc.", "sector": "", "last_price": 49.95, "change_1d_pct": -8.432630614115478, "distance_from_ma200_pct": -6.939222649074228, "distance_from_ma50_pct": -10.202570058175075, "volatility_20d_pct": 139.31617121917984, "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": "KGX_CFD.DE", "name": "KION GROUP AG", "sector": "", "last_price": 52.95, "change_1d_pct": -0.656660412757959, "distance_from_ma200_pct": -7.3274334424576875, "distance_from_ma50_pct": -16.48971001820666, "volatility_20d_pct": 88.527731407205, "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": "DELL_CFD.US", "name": "DELL TECHNOLOGIES -C", "sector": "", "last_price": 148.16, "change_1d_pct": 0.6521739130434856, "distance_from_ma200_pct": 14.351604943607587, "distance_from_ma50_pct": 20.369557940848626, "volatility_20d_pct": 141.23660705754838, "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": "SGL_CFD.DE", "name": "SGL Carbon SE", "sector": "", "last_price": 3.99, "change_1d_pct": 3.475103734439844, "distance_from_ma200_pct": 15.838186537222088, "distance_from_ma50_pct": 2.856789321454545, "volatility_20d_pct": 83.02913938763913, "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": "GFT_CFD.DE", "name": "", "sector": "", "last_price": 18.054, "change_1d_pct": 21.005361930294896, "distance_from_ma200_pct": -5.472950703154222, "distance_from_ma50_pct": -2.2658472891683767, "volatility_20d_pct": 91.79751049921435, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "DCC_CFD.UK", "name": "DCC PLC", "sector": "", "last_price": 4880.0, "change_1d_pct": 12.235510579576815, "distance_from_ma200_pct": 1.3673868483688123, "distance_from_ma50_pct": 1.2134077235287588, "volatility_20d_pct": 97.80708435693202, "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": "LGEN_CFD.UK", "name": "", "sector": "", "last_price": 262.78, "change_1d_pct": -4.3392792136876635, "distance_from_ma200_pct": 4.419531435333424, "distance_from_ma50_pct": -0.9270883995189272, "volatility_20d_pct": 51.67078455235858, "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": 45.17, "change_1d_pct": -14.853911404335529, "distance_from_ma200_pct": -34.955064706534586, "distance_from_ma50_pct": -24.17986007600478, "volatility_20d_pct": 124.9610443191448, "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": "PAGE_CFD.UK",
"selection_reason": "Significant drop in price (-13.09%) and far below MA200 (-20.51%)",
"mean_reversion_score": 85
},
{
"symbol": "TRN_CFD.UK",
"selection_reason": "Large price decline (-12.93%) and below MA200 (-22.56%)",
"mean_reversion_score": 80
},
{
"symbol": "GO_CFD.US",
"selection_reason": "Substantial price drop (-29.73%) and far below MA200 (-47.21%)",
"mean_reversion_score": 75
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "Significant price decline (-20.82%) and below MA200 (-37.68%)",
"mean_reversion_score": 70
},
{
"symbol": "AML_CFD.UK",
"selection_reason": "Large price drop (-14.85%) and below MA200 (-34.96%)",
"mean_reversion_score": 65
}
],
"rejected_common_reasons": [
"Avoiding stocks with unknown sectors to prevent sector concentration",
"Avoiding stocks with unknown earnings dates to prevent earnings-related risks",
"Avoiding stocks with highly binary/event-driven moves"
]
}#866 • openrouter • deepseek/deepseek-chat • 2026-03-05T18:29:20.943597+00:00
System prompt
You are an Arena portfolio manager. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices/fundamentals/news/earnings. If a field is null/empty, treat it as unknown. Avoid overtrading: if changes are marginal, prefer HOLD. Do not churn.
User prompt
{"task": "stage2_portfolio_management", "region": "US", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "portfolio_constraints": {"initial_equity": 10000.0, "max_positions": 10, "fixed_position_size": 3000.0, "max_gross_leverage": 3.0, "overtrading_rules": ["Max 2 SELL actions per run unless risk event forces more", "Max 2 BUY actions per run", "If no clear improvement vs current holdings, output HOLD for everything"]}, "current_portfolio": [{"symbol": "ADJ_CFD.DE", "qty": 0.0, "avg_price": 0.184, "last_price": 0.2, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T21:00:47.737392+00:00"}, {"symbol": "ADS_CFD.DE", "qty": 21.873860736419978, "avg_price": 137.15, "last_price": 145.383, "unrealized_pnl": 180.08749544294577, "opened_at": "2026-03-04T10:26:53.527562+00:00"}, {"symbol": "AIR_CFD.DE", "qty": 0.0, "avg_price": 200.984, "last_price": 187.12, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "AMH_CFD.US", "qty": 101.23165176311794, "avg_price": 29.634999999999998, "last_price": 29.935000000000002, "unrealized_pnl": 30.36949552893581, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "AML_CFD.UK", "qty": 75.1503006012024, "avg_price": 39.92, "last_price": 44.4, "unrealized_pnl": 336.6733466933865, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "ATG_CFD.UK", "qty": 10.135135135135135, "avg_price": 296.0, "last_price": 296.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T21:00:47.737392+00:00"}, {"symbol": "BIG_CFD.FR", "qty": 0.0, "avg_price": 0.453, "last_price": 0.296, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T17:33:48.338981+00:00"}, {"symbol": "BT_CFD.UK", "qty": 0.0, "avg_price": 204.0, "last_price": 203.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 10.252904989747094, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T18:49:26.891792+00:00"}, {"symbol": "BYW6_CFD.DE", "qty": 998.3361064891848, "avg_price": 3.005, "last_price": 2.94, "unrealized_pnl": -64.89184692179695, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "CCC_CFD.UK", "qty": 1.007387508394896, "avg_price": 2978.0, "last_price": 3218.0, "unrealized_pnl": 241.77300201477505, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "CCL_CFD.UK", "qty": 1.3786764705882353, "avg_price": 2176.0, "last_price": 2086.12, "unrealized_pnl": -123.91544117647074, "opened_at": "2026-03-02T10:31:26.559356+00:00"}, {"symbol": "CRDA_CFD.UK", "qty": 1.0305736860185504, "avg_price": 2911.0, "last_price": 2852.0, "unrealized_pnl": -60.80384747509447, "opened_at": "2026-03-02T10:31:26.559356+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 0.0, "avg_price": 422.705, "last_price": 388.21500000000003, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "ERA_CFD.FR", "qty": 63.29113924050633, "avg_price": 47.4, "last_price": 58.4, "unrealized_pnl": 696.2025316455697, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "EZJ_CFD.UK", "qty": 0.0, "avg_price": 474.05, "last_price": 437.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "FLO_CFD.US", "qty": 0.0, "avg_price": 9.875, "last_price": 9.245000000000001, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "FRVIA_CFD.FR", "qty": 0.0, "avg_price": 12.709, "last_price": 11.64, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 22.466300549176236, "avg_price": 400.6, "last_price": 414.2, "unrealized_pnl": 305.54168746879606, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "GRI_CFD.UK", "qty": 15.822784810126583, "avg_price": 189.6, "last_price": 189.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "HIK_CFD.UK", "qty": 0.0, "avg_price": 1408.0, "last_price": 1275.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "IEP_CFD.BE", "qty": 582.5242718446601, "avg_price": 5.15, "last_price": 5.5, "unrealized_pnl": 203.88349514563083, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "LXS_CFD.DE", "qty": 0.0, "avg_price": 20.34, "last_price": 20.025, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 13.824884792626728, "avg_price": 217.0, "last_price": 217.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 19.74853531696399, "avg_price": 151.91, "last_price": 151.91, "unrealized_pnl": 0.0, "opened_at": "2026-03-05T10:27:11.178069+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 416.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "SYNT_CFD.UK", "qty": 326.0869565217392, "avg_price": 18.4, "last_price": 18.34, "unrealized_pnl": -19.565217391303936, "opened_at": "2026-03-03T18:03:34.247734+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": "UKW_CFD.UK", "qty": 97.45533297238767, "avg_price": 92.35, "last_price": 94.79, "unrealized_pnl": 237.79101245262706, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "UTG_CFD.UK", "qty": 5.9405940594059405, "avg_price": 505.0, "last_price": 505.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"symbol": "WIZZ_CFD.UK", "qty": 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": "WKP_CFD.UK", "qty": 7.2727272727272725, "avg_price": 412.5, "last_price": 412.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "WPP_CFD.UK", "qty": 0.0, "avg_price": 263.4, "last_price": 240.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-27T18:23:55.960577+00:00"}], "candidates": [{"symbol": "PAGE_CFD.UK", "mean_reversion_score": 85, "selection_reason": "Significant drop in price (-13.09%) and far below MA200 (-20.51%)"}, {"symbol": "TRN_CFD.UK", "mean_reversion_score": 80, "selection_reason": "Large price decline (-12.93%) and below MA200 (-22.56%)"}, {"symbol": "GO_CFD.US", "mean_reversion_score": 75, "selection_reason": "Substantial price drop (-29.73%) and far below MA200 (-47.21%)"}, {"symbol": "FUTR_CFD.UK", "mean_reversion_score": 70, "selection_reason": "Significant price decline (-20.82%) and below MA200 (-37.68%)"}, {"symbol": "AML_CFD.UK", "mean_reversion_score": 65, "selection_reason": "Large price drop (-14.85%) and below MA200 (-34.96%)"}], "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": "Significant drop in price and far below MA200",
"symbol": "PAGE_CFD.UK",
"position_size": 3000
},
{
"reason": "Large price decline and below MA200",
"symbol": "TRN_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Positive unrealized PNL and above average price",
"symbol": "ADS_CFD.DE"
},
{
"reason": "Positive unrealized PNL and above average price",
"symbol": "AMH_CFD.US"
},
{
"reason": "Positive unrealized PNL and above average price",
"symbol": "AML_CFD.UK"
},
{
"reason": "Neutral unrealized PNL",
"symbol": "ATG_CFD.UK"
},
{
"reason": "Neutral unrealized PNL",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Positive unrealized PNL and above average price",
"symbol": "CCC_CFD.UK"
},
{
"reason": "Negative unrealized PNL but marginal",
"symbol": "CRDA_CFD.UK"
},
{
"reason": "Positive unrealized PNL and above average price",
"symbol": "ERA_CFD.FR"
},
{
"reason": "Positive unrealized PNL and above average price",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "Neutral unrealized PNL",
"symbol": "GRI_CFD.UK"
},
{
"reason": "Positive unrealized PNL and above average price",
"symbol": "IEP_CFD.BE"
},
{
"reason": "Neutral unrealized PNL",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "Neutral unrealized PNL",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "Negative unrealized PNL but marginal",
"symbol": "SYNT_CFD.UK"
},
{
"reason": "Neutral unrealized PNL",
"symbol": "TRN_CFD.UK"
},
{
"reason": "Positive unrealized PNL and above average price",
"symbol": "UKW_CFD.UK"
},
{
"reason": "Neutral unrealized PNL",
"symbol": "UTG_CFD.UK"
},
{
"reason": "Neutral unrealized PNL",
"symbol": "WKP_CFD.UK"
}
],
"sell": [
{
"reason": "Negative unrealized PNL and below average price",
"symbol": "BYW6_CFD.DE"
},
{
"reason": "Negative unrealized PNL and below average price",
"symbol": "CCL_CFD.UK"
}
]
},
"portfolio_rationale": "The portfolio has been adjusted to sell positions with negative unrealized PNL and below average price. Positions with positive or neutral PNL are held. New positions are added based on mean-reversion opportunities with significant price drops and below MA200."
}Selection logs
#430 • stage1 • 2026-03-05T18:29:20.938435+00:00
{
"selected_stocks": [
{
"symbol": "PAGE_CFD.UK",
"selection_reason": "Significant drop in price (-13.09%) and far below MA200 (-20.51%)",
"mean_reversion_score": 85
},
{
"symbol": "TRN_CFD.UK",
"selection_reason": "Large price decline (-12.93%) and below MA200 (-22.56%)",
"mean_reversion_score": 80
},
{
"symbol": "GO_CFD.US",
"selection_reason": "Substantial price drop (-29.73%) and far below MA200 (-47.21%)",
"mean_reversion_score": 75
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "Significant price decline (-20.82%) and below MA200 (-37.68%)",
"mean_reversion_score": 70
},
{
"symbol": "AML_CFD.UK",
"selection_reason": "Large price drop (-14.85%) and below MA200 (-34.96%)",
"mean_reversion_score": 65
}
],
"rejected_common_reasons": [
"Avoiding stocks with unknown sectors to prevent sector concentration",
"Avoiding stocks with unknown earnings dates to prevent earnings-related risks",
"Avoiding stocks with highly binary/event-driven moves"
]
}