Arena run #464

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": "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": "DOM_CFD.UK", "name": "DOMINO'S PIZZA GROUP PLC", "sector": "", "last_price": 204.15, "change_1d_pct": 11.924342105263165, "distance_from_ma200_pct": -5.759626343727387, "distance_from_ma50_pct": 12.834440951357639, "volatility_20d_pct": 73.60557991984848, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "CCL_CFD.UK", "name": "CARNIVAL PLC", "sector": "", "last_price": 2086.12, "change_1d_pct": -1.037950664136622, "distance_from_ma200_pct": 10.654450538104543, "distance_from_ma50_pct": 0.475085923893781, "volatility_20d_pct": 151.10848533763712, "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": "SGRO_CFD.UK", "name": "SEGRO PLC", "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": "LIO_CFD.UK", "name": "LIONTRUST ASSET MANAGEMENT", "sector": "", "last_price": 270.0, "change_1d_pct": 7.784431137724557, "distance_from_ma200_pct": -17.148878096081223, "distance_from_ma50_pct": 4.440258238208905, "volatility_20d_pct": 138.52252179896075, 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"snapshot_ok_prices_technicals_only"}, {"symbol": "IHG_CFD.UK", "name": "INTERCONTINENTAL HOTELS GROU", "sector": "", "last_price": 131.85, "change_1d_pct": -9.068965517241379, "distance_from_ma200_pct": -98.19965530465284, "distance_from_ma50_pct": -95.23482638251654, "volatility_20d_pct": 602.6354389421006, "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": "INTC_CFD.US", "name": "", "sector": "", "last_price": 44.31, "change_1d_pct": 2.1438450899031736, "distance_from_ma200_pct": 34.58676305318471, "distance_from_ma50_pct": -1.6120436983746322, "volatility_20d_pct": 101.4932333611716, "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": "SMHN_CFD.DE", "name": "SUSS MicroTec SE", "sector": "", "last_price": 53.15, "change_1d_pct": -1.846722068328721, "distance_from_ma200_pct": 39.76137487327141, "distance_from_ma50_pct": 10.924671400009188, "volatility_20d_pct": 90.12421711432019, "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": "CF_CFD.US", "name": "CF Industries Holdings Inc", "sector": "", "last_price": 117.93, "change_1d_pct": 8.671212679690399, "distance_from_ma200_pct": 33.55363889216052, "distance_from_ma50_pct": 29.73825721904897, "volatility_20d_pct": 111.75086236107555, "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": "NRG_CFD.US", "name": "", "sector": "", "last_price": 157.65, "change_1d_pct": -2.7392189524338306, "distance_from_ma200_pct": -1.2701796488186812, "distance_from_ma50_pct": -1.3196192746287694, "volatility_20d_pct": 102.11428870761449, "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": "PLTR_CFD.US", "name": "", "sector": "", "last_price": 160.27, "change_1d_pct": 11.515446701920418, "distance_from_ma200_pct": -1.1025763806270406, "distance_from_ma50_pct": 1.8041057029863472, "volatility_20d_pct": 121.16705867883715, "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": 355.4, "change_1d_pct": 14.129736673089276, "distance_from_ma200_pct": 22.516025502913806, "distance_from_ma50_pct": 10.006914897239172, "volatility_20d_pct": 87.54938293511039, "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": "MOS_CFD.US", "name": "The Mosaic Company", "sector": "", "last_price": 26.77, "change_1d_pct": 0.26217228464420206, "distance_from_ma200_pct": -12.913777482827559, "distance_from_ma50_pct": -1.9485751959563369, "volatility_20d_pct": 89.92488437042849, "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": "ANET_CFD.US", "name": "Arista Networks", "sector": "", "last_price": 139.4, "change_1d_pct": 3.3894533857450115, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 3.858097355418222, "volatility_20d_pct": 5833.533131707153, "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": "AMD_CFD.US", "name": "Advanced Micro Devices Inc", "sector": "", "last_price": 199.45, "change_1d_pct": -1.2965803929331443, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -8.532754400012477, "volatility_20d_pct": 5984.350281205116, "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": "VST_CFD.US", "name": "Vistra Energy Corp", "sector": "", "last_price": 158.65, "change_1d_pct": -5.2270011947431305, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -2.878446544884661, "volatility_20d_pct": 4530.365230302939, "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": "AVGO_CFD.US", "name": "Broadcom Inc", "sector": "", "last_price": 332.77, "change_1d_pct": 4.79954649954335, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -0.5287873760607908, "volatility_20d_pct": 4094.322575113543, "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": "OLN_CFD.US", "name": "OLIN CORP", "sector": "", "last_price": 23.79, "change_1d_pct": -0.8336807002917834, "distance_from_ma200_pct": 7.842003984578461, "distance_from_ma50_pct": 1.6223697362688139, "volatility_20d_pct": 142.8218303828879, "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"}], "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 (-13.1%), significantly below MA50 (-9.5%) and MA200 (-20.5%), high volatility (113%), no earnings date known.",
      "mean_reversion_score": 85
    },
    {
      "symbol": "TRN_CFD.UK",
      "selection_reason": "Large 1-day drop (-12.9%), below MA50 (-12.6%) and MA200 (-22.6%), high volatility (131%), no earnings date known.",
      "mean_reversion_score": 80
    },
    {
      "symbol": "FUTR_CFD.UK",
      "selection_reason": "Extreme 1-day drop (-20.8%), significantly below MA50 (-24.3%) and MA200 (-37.7%), high volatility (154%), no earnings date known.",
      "mean_reversion_score": 75
    },
    {
      "symbol": "OCDO_CFD.UK",
      "selection_reason": "Large 1-day drop (-21.3%), below MA50 (-3.2%), high volatility (241%), no earnings date known.",
      "mean_reversion_score": 70
    },
    {
      "symbol": "VIAV_CFD.US",
      "selection_reason": "Large 1-day drop (-13.9%), above MA200 (+85.8%) but recent pullback, high volatility (131%), no earnings date known.",
      "mean_reversion_score": 65
    }
  ],
  "rejected_common_reasons": [
    "Extreme distance from MA200 (e.g., IHG_CFD.UK at -98.2%) suggests structural trend, not mean reversion.",
    "Recent large gains (e.g., MCG_CFD.UK +21.9%) may indicate momentum, not reversion.",
    "Missing MA data (e.g., ATG_CFD.UK, WDC_CFD.US) reduces confidence in mean-reversion signal.",
    "ETF (SVXY_CFD.ETF) excluded as strategy targets equities only."
  ]
}

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": 142.35, "unrealized_pnl": 113.74407582938363, "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": 38.024, "unrealized_pnl": 249.359083917279, "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": 0.0, "avg_price": 199.3, "last_price": 189.21, "unrealized_pnl": 0.0, "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": 146.83499999999998, "unrealized_pnl": 232.2339215614334, "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": 0.0, "avg_price": 6.53, "last_price": 6.35, "unrealized_pnl": 0.0, "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": 257.5, "unrealized_pnl": 90.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "NA9_CFD.DE", "qty": 61.756350611387866, "avg_price": 48.578, "last_price": 53.3, "unrealized_pnl": 291.6134875869731, "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": 80.74, "unrealized_pnl": 451.4106583072095, "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": "2026-03-06T10:33:43.857578+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": 16.260162601626018, "avg_price": 184.5, "last_price": 184.5, "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 (-13.1%), significantly below MA50 (-9.5%) and MA200 (-20.5%), high volatility (113%), no earnings date known."}, {"symbol": "TRN_CFD.UK", "mean_reversion_score": 80, "selection_reason": "Large 1-day drop (-12.9%), below MA50 (-12.6%) and MA200 (-22.6%), high volatility (131%), no earnings date known."}, {"symbol": "FUTR_CFD.UK", "mean_reversion_score": 75, "selection_reason": "Extreme 1-day drop (-20.8%), significantly below MA50 (-24.3%) and MA200 (-37.7%), high volatility (154%), no earnings date known."}, {"symbol": "OCDO_CFD.UK", "mean_reversion_score": 70, "selection_reason": "Large 1-day drop (-21.3%), below MA50 (-3.2%), high volatility (241%), no earnings date known."}, {"symbol": "VIAV_CFD.US", "mean_reversion_score": 65, "selection_reason": "Large 1-day drop (-13.9%), above MA200 (+85.8%) but recent pullback, high volatility (131%), no earnings date known."}], "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": "Strong mean reversion candidate due to large 1-day drop (-13.1%) and significant deviation below MA50 and MA200. High volatility suggests potential rebound.",
        "symbol": "PAGE_CFD.UK",
        "position_size": 3000
      },
      {
        "reason": "Strong mean reversion candidate due to large 1-day drop (-12.9%) and deviation below MA50 and MA200. High volatility suggests potential rebound.",
        "symbol": "TRN_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Moderate unrealized PnL (+0.4%), no strong mean reversion signal to exit. Holding for further upside.",
        "symbol": "ADS_CFD.DE"
      },
      {
        "reason": "No price movement since entry, no clear mean reversion signal. Holding position.",
        "symbol": "CBG_CFD.UK"
      },
      {
        "reason": "Moderate unrealized PnL (+4%), no strong mean reversion signal to exit. Holding for further upside.",
        "symbol": "EXM_CFD.BE"
      },
      {
        "reason": "Strong unrealized PnL (+7.9%), but still below recent highs. Holding for further mean reversion potential.",
        "symbol": "EXPD_CFD.US"
      },
      {
        "reason": "Already held position with unrealized PnL (+3.4%). No strong signal to add or reduce. Holding.",
        "symbol": "FUTR_CFD.UK"
      },
      {
        "reason": "Moderate unrealized PnL (+3%), no strong mean reversion signal to exit. Holding for further upside.",
        "symbol": "LIO_CFD.UK"
      },
      {
        "reason": "Strong unrealized PnL (+14.9%), but still below recent highs. Holding for further mean reversion potential.",
        "symbol": "OKTA_CFD.US"
      },
      {
        "reason": "Already held position with no price movement since entry. No strong signal to add or reduce. Holding.",
        "symbol": "OCDO_CFD.UK"
      },
      {
        "reason": "Already held position with no price movement since entry. No strong signal to add or reduce. Holding.",
        "symbol": "PAGE_CFD.UK"
      },
      {
        "reason": "Already held position with no price movement since entry. No strong signal to add or reduce. Holding.",
        "symbol": "TRN_CFD.UK"
      },
      {
        "reason": "Moderate unrealized PnL (+2.6%), no strong mean reversion signal to exit. Holding for further upside.",
        "symbol": "UKW_CFD.UK"
      },
      {
        "reason": "No price movement since entry, no clear mean reversion signal. Holding position.",
        "symbol": "WKP_CFD.UK"
      }
    ],
    "sell": [
      {
        "reason": "Position has appreciated significantly (+8.3% unrealized PnL), nearing mean reversion target. Risk-reward less favorable for further upside.",
        "symbol": "ATO_CFD.FR"
      },
      {
        "reason": "Position has appreciated significantly (+9.7% unrealized PnL), nearing mean reversion target. Locking in gains to reallocate capital.",
        "symbol": "NA9_CFD.DE"
      }
    ]
  },
  "portfolio_rationale": "Portfolio adjustments focus on locking in gains from positions nearing mean reversion targets (ATO_CFD.FR, NA9_CFD.DE) and reallocating capital to strong mean reversion candidates (PAGE_CFD.UK, TRN_CFD.UK). Existing positions with moderate upside or no clear signals are held to avoid overtrading. The strategy adheres to max 2 sells/buys per run and maintains gross leverage below 3.0."
}

{
  "selected_stocks": [
    {
      "symbol": "PAGE_CFD.UK",
      "selection_reason": "Large 1-day drop (-13.1%), significantly below MA50 (-9.5%) and MA200 (-20.5%), high volatility (113%), no earnings date known.",
      "mean_reversion_score": 85
    },
    {
      "symbol": "TRN_CFD.UK",
      "selection_reason": "Large 1-day drop (-12.9%), below MA50 (-12.6%) and MA200 (-22.6%), high volatility (131%), no earnings date known.",
      "mean_reversion_score": 80
    },
    {
      "symbol": "FUTR_CFD.UK",
      "selection_reason": "Extreme 1-day drop (-20.8%), significantly below MA50 (-24.3%) and MA200 (-37.7%), high volatility (154%), no earnings date known.",
      "mean_reversion_score": 75
    },
    {
      "symbol": "OCDO_CFD.UK",
      "selection_reason": "Large 1-day drop (-21.3%), below MA50 (-3.2%), high volatility (241%), no earnings date known.",
      "mean_reversion_score": 70
    },
    {
      "symbol": "VIAV_CFD.US",
      "selection_reason": "Large 1-day drop (-13.9%), above MA200 (+85.8%) but recent pullback, high volatility (131%), no earnings date known.",
      "mean_reversion_score": 65
    }
  ],
  "rejected_common_reasons": [
    "Extreme distance from MA200 (e.g., IHG_CFD.UK at -98.2%) suggests structural trend, not mean reversion.",
    "Recent large gains (e.g., MCG_CFD.UK +21.9%) may indicate momentum, not reversion.",
    "Missing MA data (e.g., ATG_CFD.UK, WDC_CFD.US) reduces confidence in mean-reversion signal.",
    "ETF (SVXY_CFD.ETF) excluded as strategy targets equities only."
  ]
}