Arena run #452

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": "-13.1% 1d drop, -20.5% below MA200, -9.5% below MA50; moderate vol (113%); sharp single-day selloff suggests oversold bounce potential within 2-10 days.",
      "mean_reversion_score": 78
    },
    {
      "symbol": "LXS_CFD.DE",
      "selection_reason": "-18.2% 1d drop, -35.9% below MA200, -24.9% below MA50; vol 112%; deeply oversold on multiple timeframes, strong mean-reversion setup.",
      "mean_reversion_score": 75
    },
    {
      "symbol": "DLN_CFD.UK",
      "selection_reason": "-7.2% 1d drop but only -2.5% from MA200 and +4% from MA50; price near longer-term fair value suggesting quick snap-back likely after sharp daily move.",
      "mean_reversion_score": 68
    },
    {
      "symbol": "MCG_CFD.UK",
      "selection_reason": "+21.9% 1d spike, +28.7% above MA50, +10.2% above MA200; extreme overbought on short-term basis; short-side mean-reversion candidate for pullback.",
      "mean_reversion_score": 65
    },
    {
      "symbol": "HLMA_CFD.UK",
      "selection_reason": "+12.4% 1d spike, +19.2% above MA200, +8.1% above MA50; sharp upside move stretched vs moving averages; short-side reversion candidate for fade.",
      "mean_reversion_score": 60
    }
  ],
  "rejected_common_reasons": [
    "SYNT_CFD.UK: extreme vol (19462%) and -76% below MA200 suggest structural breakdown, not mean-reversion opportunity",
    "CO_CFD.FR: penny stock at 0.178, -54% below MA200, likely distressed/restructuring — not suitable for mean-reversion",
    "TRN_CFD.UK: extreme vol (4791%) with -30.6% below MA200 suggests trend breakdown rather than temporary dislocation",
    "BESI_CFD.NL: extreme vol (5143%) makes risk/reward unfavorable; missing MA200 data limits analysis",
    "AML_CFD.UK: extreme vol (7201%), missing MA200, -28.7% below MA50 — likely structural decline not mean-reversion",
    "RHIM_CFD.UK: +9% 1d move but already +13% above MA200; less compelling vs other candidates",
    "CRDA_CFD.UK: extreme vol (5593%) and missing MA200 data reduce confidence",
    "HMSO_CFD.UK: extreme vol (3280%) despite modest 1d move; unreliable for mean-reversion sizing",
    "Remaining stocks showed insufficient dislocation from moving averages or lacked clear mean-reversion signals"
  ]
}

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": "ADS_CFD.DE", "qty": 21.873860736419978, "avg_price": 137.15, "last_price": 143.15, "unrealized_pnl": 131.24316441851988, "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": 387.4, "unrealized_pnl": 50.3937007874014, "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": 10.252904989747094, "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": 97.27000000000001, "unrealized_pnl": 162.05233786639258, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "CCC_CFD.UK", "qty": 0.0, "avg_price": 2978.0, "last_price": 3218.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "CCL_CFD.UK", "qty": 1.4124293785310735, "avg_price": 2124.0, "last_price": 2086.12, "unrealized_pnl": -53.50282485875722, "opened_at": "2026-03-05T10:27:11.178069+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": 0.0, "avg_price": 49.156, "last_price": 47.0, "unrealized_pnl": 0.0, "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": "JBLU_CFD.US", "qty": 656.4551422319474, "avg_price": 4.57, "last_price": 4.5600000000000005, "unrealized_pnl": -6.564551422319334, "opened_at": "2026-03-05T18:20:59.102726+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": 0.0, "avg_price": 70.18, "last_price": 78.38, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 19.74853531696399, "avg_price": 151.91, "last_price": 151.91, "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": "PZC_CFD.UK", "qty": 37.5, "avg_price": 80.0, "last_price": 80.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T18:49:26.891792+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": 1318.5, "unrealized_pnl": 85.41341653666147, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "STM_CFD.DE", "qty": 0.0, "avg_price": 18.436, "last_price": 17.66, "unrealized_pnl": 0.0, "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": 0.0, "avg_price": 257.0, "last_price": 248.0, "unrealized_pnl": 0.0, "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": "PAGE_CFD.UK", "mean_reversion_score": 78, "selection_reason": "-13.1% 1d drop, -20.5% below MA200, -9.5% below MA50; moderate vol (113%); sharp single-day selloff suggests oversold bounce potential within 2-10 days."}, {"symbol": "LXS_CFD.DE", "mean_reversion_score": 75, "selection_reason": "-18.2% 1d drop, -35.9% below MA200, -24.9% below MA50; vol 112%; deeply oversold on multiple timeframes, strong mean-reversion setup."}, {"symbol": "DLN_CFD.UK", "mean_reversion_score": 68, "selection_reason": "-7.2% 1d drop but only -2.5% from MA200 and +4% from MA50; price near longer-term fair value suggesting quick snap-back likely after sharp daily move."}, {"symbol": "MCG_CFD.UK", "mean_reversion_score": 65, "selection_reason": "+21.9% 1d spike, +28.7% above MA50, +10.2% above MA200; extreme overbought on short-term basis; short-side mean-reversion candidate for pullback."}, {"symbol": "HLMA_CFD.UK", "mean_reversion_score": 60, "selection_reason": "+12.4% 1d spike, +19.2% above MA200, +8.1% above MA50; sharp upside move stretched vs moving averages; short-side reversion candidate for fade."}], "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": "Mean-reversion score 75. -18.2% 1d drop, deeply oversold at -35.9% below MA200 and -24.9% below MA50. Strong bounce candidate within 2-10 day horizon. New position to replace sold holdings.",
        "symbol": "LXS_CFD.DE",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Positive unrealized PnL (+131.24). No signal to exit; let the position continue to work.",
        "symbol": "ADS_CFD.DE"
      },
      {
        "reason": "Positive unrealized PnL (+50.39). Holding as position is performing well.",
        "symbol": "BLND_CFD.UK"
      },
      {
        "reason": "Flat PnL at entry price. No deterioration signal; hold for mean-reversion to play out.",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "Strong positive PnL (+162.05). Mean-reversion thesis working well; continue holding.",
        "symbol": "CAR_CFD.US"
      },
      {
        "reason": "Flat PnL. Candidate list shows -7.2% 1d drop with price near MA200 — supports holding for snap-back rather than adding (already positioned).",
        "symbol": "DLN_CFD.UK"
      },
      {
        "reason": "Flat PnL but top candidate with score 78 and -13.1% 1d drop. Already hold ~3000 position. No need to add; hold for bounce.",
        "symbol": "PAGE_CFD.UK"
      },
      {
        "reason": "Flat PnL at entry. No negative signal; hold.",
        "symbol": "PZC_CFD.UK"
      },
      {
        "reason": "Positive unrealized PnL (+85.41). Position performing; continue holding.",
        "symbol": "STJ_CFD.UK"
      },
      {
        "reason": "Flat PnL. No deterioration; hold for mean-reversion.",
        "symbol": "TRN_CFD.UK"
      },
      {
        "reason": "Positive unrealized PnL (+79.26). Thesis intact; continue holding.",
        "symbol": "UKW_CFD.UK"
      },
      {
        "reason": "Flat PnL at entry. No negative signal; hold.",
        "symbol": "UTG_CFD.UK"
      }
    ],
    "sell": [
      {
        "reason": "Position is underwater (-53.50 PnL), price trending down from avg_price 2124 to 2086. No mean-reversion catalyst identified among candidates. Free up capital for higher-conviction mean-reversion setups.",
        "symbol": "CCL_CFD.UK"
      },
      {
        "reason": "Very large position by qty (656 shares) in a low-priced, low-conviction name with negative PnL. No improvement signal. Better to redeploy capital into fresh mean-reversion candidates with stronger scores.",
        "symbol": "JBLU_CFD.US"
      }
    ]
  },
  "portfolio_rationale": "Portfolio currently holds 11 active positions (non-zero qty). Selling 2 underperformers (CCL, JBLU) that lack mean-reversion catalysts and have negative/negligible PnL. Adding LXS_CFD.DE which has the strongest fresh mean-reversion setup among candidates not already held (score 75, extreme oversold). PAGE and DLN are already in portfolio so no need to add. Not buying MCG or HLMA (short-side candidates) as the strategy focuses on long mean-reversion. After trades: ~10 active positions within max_positions limit. Gross leverage remains well within 3.0x constraint. Avoiding overtrading by limiting to 2 sells and 1 buy."
}

{
  "selected_stocks": [
    {
      "symbol": "PAGE_CFD.UK",
      "selection_reason": "-13.1% 1d drop, -20.5% below MA200, -9.5% below MA50; moderate vol (113%); sharp single-day selloff suggests oversold bounce potential within 2-10 days.",
      "mean_reversion_score": 78
    },
    {
      "symbol": "LXS_CFD.DE",
      "selection_reason": "-18.2% 1d drop, -35.9% below MA200, -24.9% below MA50; vol 112%; deeply oversold on multiple timeframes, strong mean-reversion setup.",
      "mean_reversion_score": 75
    },
    {
      "symbol": "DLN_CFD.UK",
      "selection_reason": "-7.2% 1d drop but only -2.5% from MA200 and +4% from MA50; price near longer-term fair value suggesting quick snap-back likely after sharp daily move.",
      "mean_reversion_score": 68
    },
    {
      "symbol": "MCG_CFD.UK",
      "selection_reason": "+21.9% 1d spike, +28.7% above MA50, +10.2% above MA200; extreme overbought on short-term basis; short-side mean-reversion candidate for pullback.",
      "mean_reversion_score": 65
    },
    {
      "symbol": "HLMA_CFD.UK",
      "selection_reason": "+12.4% 1d spike, +19.2% above MA200, +8.1% above MA50; sharp upside move stretched vs moving averages; short-side reversion candidate for fade.",
      "mean_reversion_score": 60
    }
  ],
  "rejected_common_reasons": [
    "SYNT_CFD.UK: extreme vol (19462%) and -76% below MA200 suggest structural breakdown, not mean-reversion opportunity",
    "CO_CFD.FR: penny stock at 0.178, -54% below MA200, likely distressed/restructuring — not suitable for mean-reversion",
    "TRN_CFD.UK: extreme vol (4791%) with -30.6% below MA200 suggests trend breakdown rather than temporary dislocation",
    "BESI_CFD.NL: extreme vol (5143%) makes risk/reward unfavorable; missing MA200 data limits analysis",
    "AML_CFD.UK: extreme vol (7201%), missing MA200, -28.7% below MA50 — likely structural decline not mean-reversion",
    "RHIM_CFD.UK: +9% 1d move but already +13% above MA200; less compelling vs other candidates",
    "CRDA_CFD.UK: extreme vol (5593%) and missing MA200 data reduce confidence",
    "HMSO_CFD.UK: extreme vol (3280%) despite modest 1d move; unreliable for mean-reversion sizing",
    "Remaining stocks showed insufficient dislocation from moving averages or lacked clear mean-reversion signals"
  ]
}