Arena run #444

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

{"task": "stage1_universe_scan", "region": "EU", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "selection_rules": {"horizon": "2-10 trading days", "target": "short-term mean reversion in liquid equities", "constraints": ["Select exactly 5 candidates", "Avoid earnings within 5 trading days (if known)", "Avoid highly binary/event-driven moves (if known)", "Avoid sector concentration: max 1 per sector unless clearly justified (sector may be unknown)"]}, "universe": [{"symbol": "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": "BESI_CFD.NL", "name": "BE SEMICONDUCTOR INDUSTRIES", "sector": "", "last_price": 181.35, "change_1d_pct": -3.7931034482758696, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 9.39196525515744, "volatility_20d_pct": 5143.441723560482, "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": 184.5, "change_1d_pct": -10.436893203883491, "distance_from_ma200_pct": -30.640271123232875, "distance_from_ma50_pct": -21.68611284670343, "volatility_20d_pct": 4790.53876131341, "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": 18.4, "change_1d_pct": -8.910891089108919, "distance_from_ma200_pct": -75.973011423919, "distance_from_ma50_pct": -64.4775301072238, "volatility_20d_pct": 19461.987558310895, "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": 1812.0, "change_1d_pct": -7.219662058371734, "distance_from_ma200_pct": -2.516182676819012, "distance_from_ma50_pct": 4.053563926444004, "volatility_20d_pct": 7353.720365167649, "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": "STANDARD CHARTERED PLC", "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": "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": "LXS_CFD.DE", "name": "Lanxess AG", "sector": "", "last_price": 13.761, "change_1d_pct": -18.186682520808574, "distance_from_ma200_pct": -35.89092559135858, "distance_from_ma50_pct": -24.877416058250713, "volatility_20d_pct": 112.4169107383795, "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": 0.178, "change_1d_pct": -20.17937219730942, "distance_from_ma200_pct": -53.725969349953864, "distance_from_ma50_pct": -24.729364005412723, "volatility_20d_pct": 116.14944631367268, "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": 3964.0, "change_1d_pct": 12.35827664399094, "distance_from_ma200_pct": 19.161886713840424, "distance_from_ma50_pct": 8.086294526972493, "volatility_20d_pct": 85.41952885259926, "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": "TUB_CFD.BE", "name": "", "sector": "", "last_price": 229.0, "change_1d_pct": 2.0044543429844186, "distance_from_ma200_pct": 22.37966565127174, "distance_from_ma50_pct": 1.761948141400227, "volatility_20d_pct": 65.4055597893377, "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": 10.8, "change_1d_pct": -1.3698630136986134, "distance_from_ma200_pct": 7.670206158536397, "distance_from_ma50_pct": 9.234348133913217, "volatility_20d_pct": 114.50395687060202, "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": "CRDA_CFD.UK", "name": "CRODA INTERNATIONAL PLC", "sector": "", "last_price": 2872.0, "change_1d_pct": -3.7855946398659968, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 0.6687884693577173, "volatility_20d_pct": 5593.264895558752, "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": "HMSO_CFD.UK", "name": "HAMMERSON PLC", "sector": "", "last_price": 348.8, "change_1d_pct": -1.8570624648283518, "distance_from_ma200_pct": 20.24082637989966, "distance_from_ma50_pct": 7.964017771966869, "volatility_20d_pct": 3280.1806241206145, "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": 42.5, "change_1d_pct": -3.8461538461538547, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -28.744119294080562, "volatility_20d_pct": 7200.809443066937, "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": "PAGE_CFD.UK",
      "selection_reason": "Large 1-day drop (-13.09%), significantly below MA50 (-9.46%) and MA200 (-20.51%), high volatility (113.15%) suggests oversold condition.",
      "mean_reversion_score": 85
    },
    {
      "symbol": "TRN_CFD.UK",
      "selection_reason": "Sharp 1-day decline (-10.44%), well below MA50 (-21.69%) and MA200 (-30.64%), high volatility (4790.54%) indicates potential rebound.",
      "mean_reversion_score": 80
    },
    {
      "symbol": "LXS_CFD.DE",
      "selection_reason": "Significant 1-day drop (-18.19%), below MA50 (-24.88%) and MA200 (-35.89%), high volatility (112.42%) suggests oversold.",
      "mean_reversion_score": 75
    },
    {
      "symbol": "CO_CFD.FR",
      "selection_reason": "Large 1-day decline (-20.18%), below MA50 (-24.73%) and MA200 (-53.73%), high volatility (116.15%) but extreme distance may indicate risk.",
      "mean_reversion_score": 70
    },
    {
      "symbol": "SYNT_CFD.UK",
      "selection_reason": "Sharp 1-day drop (-8.91%), extremely below MA50 (-64.48%) and MA200 (-75.97%), but extreme deviation may indicate higher risk.",
      "mean_reversion_score": 65
    }
  ],
  "rejected_common_reasons": [
    "Missing MA200 data (e.g., BESI_CFD.NL, CRDA_CFD.UK, AML_CFD.UK)",
    "Recent large 1-day gains (e.g., MCG_CFD.UK, RHIM_CFD.UK, HLMA_CFD.UK) not aligned with mean-reversion target",
    "Insufficient deviation from moving averages (e.g., DPLM_CFD.UK, GDS_CFD.FR, STAN_CFD.UK)",
    "Extreme volatility or distance from moving averages may indicate binary/event-driven moves (e.g., SYNT_CFD.UK, CO_CFD.FR)"
  ]
}

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

{"task": "stage2_portfolio_management", "region": "EU", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "portfolio_constraints": {"initial_equity": 10000.0, "max_positions": 10, "fixed_position_size": 3000.0, "max_gross_leverage": 3.0, "overtrading_rules": ["Max 2 SELL actions per run unless risk event forces more", "Max 2 BUY actions per run", "If no clear improvement vs current holdings, output HOLD for everything"]}, "current_portfolio": [{"symbol": "ACM_CFD.US", "qty": 0.0, "avg_price": 88.42, "last_price": 97.88, "unrealized_pnl": 0.0, "opened_at": "2026-02-15T10:57:15.913854+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": "AMCX_CFD.US", "qty": 0.0, "avg_price": 7.5, "last_price": 7.365, "unrealized_pnl": -53.999999999999915, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "AMH_CFD.US", "qty": 0.0, "avg_price": 29.595, "last_price": 29.485, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "ATG_CFD.UK", "qty": 0.0, "avg_price": 296.0, "last_price": 296.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T18:49:26.891792+00:00"}, {"symbol": "ATO_CFD.FR", "qty": 85.45547769612031, "avg_price": 35.106, "last_price": 39.98, "unrealized_pnl": 416.50999829089, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "BIG_CFD.FR", "qty": 0.0, "avg_price": 0.453, "last_price": 0.453, "unrealized_pnl": 0.0, "opened_at": "2026-02-28T10:51:05.818250+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 0.0, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-15T10:57:15.913854+00:00"}, {"symbol": "CBG_CFD.UK", "qty": 6.547359231776517, "avg_price": 458.2, "last_price": 458.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T10:26:53.527562+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 0.0, "avg_price": 350.24, "last_price": 350.055, "unrealized_pnl": -1.5846276838739344, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "DOM_CFD.UK", "qty": 15.052684395383842, "avg_price": 199.3, "last_price": 189.21, "unrealized_pnl": -151.88158554942302, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "DSY_CFD.FR", "qty": 0.0, "avg_price": 17.881, "last_price": 16.752, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "ESTC_CFD.US", "qty": 0.0, "avg_price": 58.085, "last_price": 54.045, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "EXM_CFD.BE", "qty": 300.0, "avg_price": 10.0, "last_price": 10.4, "unrealized_pnl": 120.00000000000011, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "EXPD_CFD.US", "qty": 22.01269398686576, "avg_price": 136.285, "last_price": 146.53, "unrealized_pnl": 225.5200498954398, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "EZJ_CFD.UK", "qty": 0.0, "avg_price": 437.6, "last_price": 433.1, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "FRVIA_CFD.FR", "qty": 0.0, "avg_price": 12.709, "last_price": 12.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+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": "GO_CFD.US", "qty": 459.4180704441041, "avg_price": 6.53, "last_price": 6.35, "unrealized_pnl": -82.69525267993902, "opened_at": "2026-03-05T18:20:59.102726+00:00"}, {"symbol": "GRI_CFD.UK", "qty": 0.0, "avg_price": 189.6, "last_price": 189.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "HIK_CFD.UK", "qty": 0.0, "avg_price": 1409.0, "last_price": 1408.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "JEF_CFD.US", "qty": 0.0, "avg_price": 47.46, "last_price": 44.27, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T18:07:22.382508+00:00"}, {"symbol": "JMAT_CFD.UK", "qty": 0.0, "avg_price": 1976.9999999999998, "last_price": 1964.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T10:20:03.276878+00:00"}, {"symbol": "LIO_CFD.UK", "qty": 12.0, "avg_price": 250.0, "last_price": 270.0, "unrealized_pnl": 240.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "NA9_CFD.DE", "qty": 61.756350611387866, "avg_price": 48.578, "last_price": 53.25, "unrealized_pnl": 288.52567005640395, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 27.649769585253456, "avg_price": 217.0, "last_price": 217.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "OKTA_CFD.US", "qty": 42.747221430607006, "avg_price": 70.18, "last_price": 79.73, "unrealized_pnl": 408.2359646622968, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 424.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "SYNT_CFD.UK", "qty": 0.0, "avg_price": 18.4, "last_price": 18.34, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T18:49:26.891792+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": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "TUI1_CFD.DE", "qty": 0.0, "avg_price": 7.398000000000001, "last_price": 6.95, "unrealized_pnl": -181.67072181670738, "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": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "WIZZ_CFD.UK", "qty": 0.0, "avg_price": 1087.0, "last_price": 1064.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T10:20:03.276878+00:00"}, {"symbol": "WKP_CFD.UK", "qty": 7.2727272727272725, "avg_price": 412.5, "last_price": 412.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "WPP_CFD.UK", "qty": 0.0, "avg_price": 263.4, "last_price": 257.0, "unrealized_pnl": -72.89293849658289, "opened_at": "2026-02-18T09:36:37.284518+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": "PAGE_CFD.UK", "mean_reversion_score": 85, "selection_reason": "Large 1-day drop (-13.09%), significantly below MA50 (-9.46%) and MA200 (-20.51%), high volatility (113.15%) suggests oversold condition."}, {"symbol": "TRN_CFD.UK", "mean_reversion_score": 80, "selection_reason": "Sharp 1-day decline (-10.44%), well below MA50 (-21.69%) and MA200 (-30.64%), high volatility (4790.54%) indicates potential rebound."}, {"symbol": "LXS_CFD.DE", "mean_reversion_score": 75, "selection_reason": "Significant 1-day drop (-18.19%), below MA50 (-24.88%) and MA200 (-35.89%), high volatility (112.42%) suggests oversold."}, {"symbol": "CO_CFD.FR", "mean_reversion_score": 70, "selection_reason": "Large 1-day decline (-20.18%), below MA50 (-24.73%) and MA200 (-53.73%), high volatility (116.15%) but extreme distance may indicate risk."}, {"symbol": "SYNT_CFD.UK", "mean_reversion_score": 65, "selection_reason": "Sharp 1-day drop (-8.91%), extremely below MA50 (-64.48%) and MA200 (-75.97%), but extreme deviation may indicate higher risk."}], "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 (85) with large 1-day drop (-13.09%) and significant deviation below MA50 (-9.46%) and MA200 (-20.51%). Strong candidate for rebound.",
        "symbol": "PAGE_CFD.UK",
        "position_size": 3000
      },
      {
        "reason": "Second-highest mean-reversion score (80) with sharp 1-day decline (-10.44%) and well below MA50 (-21.69%) and MA200 (-30.64%). High rebound potential.",
        "symbol": "TRN_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Positive unrealized PnL (180.09) and no strong mean-reversion signal to exit. Holding aligns with strategy.",
        "symbol": "ADS_CFD.DE"
      },
      {
        "reason": "Positive unrealized PnL (416.51) and no strong mean-reversion signal to exit. Holding aligns with strategy.",
        "symbol": "ATO_CFD.FR"
      },
      {
        "reason": "No price movement or mean-reversion signal. Holding aligns with overtrading avoidance rules.",
        "symbol": "CBG_CFD.UK"
      },
      {
        "reason": "Positive unrealized PnL (120.00) and no strong mean-reversion signal to exit. Holding aligns with strategy.",
        "symbol": "EXM_CFD.BE"
      },
      {
        "reason": "Positive unrealized PnL (225.52) and no strong mean-reversion signal to exit. Holding aligns with strategy.",
        "symbol": "EXPD_CFD.US"
      },
      {
        "reason": "Positive unrealized PnL (101.85) and no strong mean-reversion signal to exit. Holding aligns with strategy.",
        "symbol": "FUTR_CFD.UK"
      },
      {
        "reason": "Positive unrealized PnL (240.00) and no strong mean-reversion signal to exit. Holding aligns with strategy.",
        "symbol": "LIO_CFD.UK"
      },
      {
        "reason": "Positive unrealized PnL (288.53) and no strong mean-reversion signal to exit. Holding aligns with strategy.",
        "symbol": "NA9_CFD.DE"
      },
      {
        "reason": "No price movement or mean-reversion signal. Holding aligns with overtrading avoidance rules.",
        "symbol": "OCDO_CFD.UK"
      },
      {
        "reason": "Positive unrealized PnL (408.24) and no strong mean-reversion signal to exit. Holding aligns with strategy.",
        "symbol": "OKTA_CFD.US"
      },
      {
        "reason": "Positive unrealized PnL (79.26) and no strong mean-reversion signal to exit. Holding aligns with strategy.",
        "symbol": "UKW_CFD.UK"
      },
      {
        "reason": "No price movement or mean-reversion signal. Holding aligns with overtrading avoidance rules.",
        "symbol": "WKP_CFD.UK"
      }
    ],
    "sell": [
      {
        "reason": "Position shows negative unrealized PnL (-82.70) with no clear mean-reversion signal. Prefer to reallocate capital to stronger candidates.",
        "symbol": "GO_CFD.US"
      },
      {
        "reason": "Negative unrealized PnL (-151.88) and no recent mean-reversion signal. Holding offers no clear advantage.",
        "symbol": "DOM_CFD.UK"
      }
    ]
  },
  "portfolio_rationale": "Portfolio adjustments focus on reallocating capital from underperforming or stagnant positions (GO_CFD.US, DOM_CFD.UK) to high-probability mean-reversion candidates (PAGE_CFD.UK, TRN_CFD.UK). The strategy adheres to max 2 sells/buys per run and avoids overtrading by holding positions with positive PnL or no clear signal. Gross leverage remains within constraints (max 3.0)."
}

{
  "selected_stocks": [
    {
      "symbol": "PAGE_CFD.UK",
      "selection_reason": "Large 1-day drop (-13.09%), significantly below MA50 (-9.46%) and MA200 (-20.51%), high volatility (113.15%) suggests oversold condition.",
      "mean_reversion_score": 85
    },
    {
      "symbol": "TRN_CFD.UK",
      "selection_reason": "Sharp 1-day decline (-10.44%), well below MA50 (-21.69%) and MA200 (-30.64%), high volatility (4790.54%) indicates potential rebound.",
      "mean_reversion_score": 80
    },
    {
      "symbol": "LXS_CFD.DE",
      "selection_reason": "Significant 1-day drop (-18.19%), below MA50 (-24.88%) and MA200 (-35.89%), high volatility (112.42%) suggests oversold.",
      "mean_reversion_score": 75
    },
    {
      "symbol": "CO_CFD.FR",
      "selection_reason": "Large 1-day decline (-20.18%), below MA50 (-24.73%) and MA200 (-53.73%), high volatility (116.15%) but extreme distance may indicate risk.",
      "mean_reversion_score": 70
    },
    {
      "symbol": "SYNT_CFD.UK",
      "selection_reason": "Sharp 1-day drop (-8.91%), extremely below MA50 (-64.48%) and MA200 (-75.97%), but extreme deviation may indicate higher risk.",
      "mean_reversion_score": 65
    }
  ],
  "rejected_common_reasons": [
    "Missing MA200 data (e.g., BESI_CFD.NL, CRDA_CFD.UK, AML_CFD.UK)",
    "Recent large 1-day gains (e.g., MCG_CFD.UK, RHIM_CFD.UK, HLMA_CFD.UK) not aligned with mean-reversion target",
    "Insufficient deviation from moving averages (e.g., DPLM_CFD.UK, GDS_CFD.FR, STAN_CFD.UK)",
    "Extreme volatility or distance from moving averages may indicate binary/event-driven moves (e.g., SYNT_CFD.UK, CO_CFD.FR)"
  ]
}