Arena run #470
meanrev-v1 • deepseek • deepseek/deepseek-chat • EU • success
Run status
as_of: 2026-03-07T10:14:47.113218+00:00
started_at: 2026-03-07T12:43:27.340999+00:00
finished_at: 2026-03-07T12:44:15.656677+00:00
duration_ms: 48314
Inputs
{
"dry_run": false,
"selected": [
{
"symbol": "PAGE_CFD.UK",
"selection_reason": "significant negative 1-day change and distance from MA200",
"mean_reversion_score": 85
},
{
"symbol": "TRN_CFD.UK",
"selection_reason": "significant negative 1-day change and distance from MA200",
"mean_reversion_score": 80
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "significant negative 1-day change and distance from MA200",
"mean_reversion_score": 75
},
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "significant negative 1-day change and distance from MA200",
"mean_reversion_score": 70
},
{
"symbol": "IHG_CFD.UK",
"selection_reason": "significant negative distance from MA200",
"mean_reversion_score": 65
}
],
"universe_symbols": [
"PAGE_CFD.UK",
"MCG_CFD.UK",
"UTG_CFD.UK",
"TRN_CFD.UK",
"DOM_CFD.UK",
"CCL_CFD.UK",
"STAN_CFD.UK",
"SGRO_CFD.UK",
"LIO_CFD.UK",
"WEIR_CFD.UK",
"BBY_CFD.UK",
"ORCL_CFD.US",
"CIEN_CFD.US",
"SHOP_CFD.US",
"DPLM_CFD.UK",
"IPO_CFD.UK",
"ATG_CFD.UK",
"SVXY_CFD.ETF",
"BRNK_CFD.DE",
"LRCX_CFD.US",
"TBCG_CFD.UK",
"WKP_CFD.UK",
"WDC_CFD.US",
"PZC_CFD.UK",
"STX_CFD.US",
"JEF_CFD.US",
"FUTR_CFD.UK",
"OCDO_CFD.UK",
"ERA_CFD.FR",
"MKSI_CFD.US",
"VIAV_CFD.US",
"KLAC_CFD.US",
"CRDA_CFD.UK",
"AMAT_CFD.US",
"CE_CFD.US",
"IHG_CFD.UK",
"INTC_CFD.US",
"SMHN_CFD.DE",
"CF_CFD.US",
"NRG_CFD.US",
"PLTR_CFD.US",
"HMSO_CFD.UK",
"MOS_CFD.US",
"NXT_CFD.UK",
"ANET_CFD.US",
"AMD_CFD.US",
"VST_CFD.US",
"AVGO_CFD.US",
"OLN_CFD.US",
"DCC_CFD.UK"
]
}Outputs
{
"actions": {
"buy": [
{
"reason": "Significant negative distance from MA200",
"symbol": "IHG_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "No significant change in price",
"symbol": "ADJ_CFD.DE"
},
{
"reason": "Positive unrealized PNL",
"symbol": "ADS_CFD.DE"
},
{
"reason": "No significant change in price",
"symbol": "AIR_CFD.DE"
},
{
"reason": "Positive unrealized PNL",
"symbol": "AMH_CFD.US"
},
{
"reason": "Positive unrealized PNL",
"symbol": "AML_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "ATG_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "BBY_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "BIG_CFD.FR"
},
{
"reason": "No significant change in price",
"symbol": "BT_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "BYW6_CFD.DE"
},
{
"reason": "Positive unrealized PNL",
"symbol": "CCC_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "CCL_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "CO_CFD.FR"
},
{
"reason": "Negative unrealized PNL",
"symbol": "CRDA_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "CRWD_CFD.US"
},
{
"reason": "Positive unrealized PNL",
"symbol": "ERA_CFD.FR"
},
{
"reason": "No significant change in price",
"symbol": "EZJ_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "FLO_CFD.US"
},
{
"reason": "No significant change in price",
"symbol": "FRVIA_CFD.FR"
},
{
"reason": "Positive unrealized PNL",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "GRI_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "HIK_CFD.UK"
},
{
"reason": "Positive unrealized PNL",
"symbol": "IEP_CFD.BE"
},
{
"reason": "No significant change in price",
"symbol": "LXS_CFD.DE"
},
{
"reason": "No significant change in price",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "RMV_CFD.UK"
},
{
"reason": "Positive unrealized PNL",
"symbol": "SYNT_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "TRN_CFD.UK"
},
{
"reason": "Positive unrealized PNL",
"symbol": "UKW_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "UTG_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "WIZZ_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "WKP_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "WPP_CFD.UK"
}
],
"sell": []
},
"portfolio_rationale": "The portfolio is currently well-positioned with several holdings showing positive unrealized PNL. Given the strategy's constraints on overtrading and the marginal changes in most positions, the decision is to hold most positions. A new position in IHG_CFD.UK is initiated due to its significant negative distance from MA200, aligning with the mean-reversion strategy."
}Prompts & responses
#925 • openrouter • deepseek/deepseek-chat • 2026-03-07T12:43:27.389586+00:00
System prompt
You are an Arena strategy executor. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices, fundamentals, earnings dates, or sentiment. If a field is null/empty, treat it as unknown. You are a constrained selector (no narrative).
User prompt
{"task": "stage1_universe_scan", "region": "EU", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "selection_rules": {"horizon": "2-10 trading days", "target": "short-term mean reversion in liquid equities", "constraints": ["Select exactly 5 candidates", "Avoid earnings within 5 trading days (if known)", "Avoid highly binary/event-driven moves (if known)", "Avoid sector concentration: max 1 per sector unless clearly justified (sector may be unknown)"]}, "universe": [{"symbol": "PAGE_CFD.UK", "name": "PAGEGROUP PLC", "sector": "", "last_price": 205.8, "change_1d_pct": -13.091216216216218, "distance_from_ma200_pct": -20.507377691735872, "distance_from_ma50_pct": -9.456474873951793, "volatility_20d_pct": 113.15149478988747, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "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, "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": "WEIR_CFD.UK", "name": "WEIR GROUP PLC/THE", "sector": "", "last_price": 3154.0, "change_1d_pct": 2.8031290743155246, "distance_from_ma200_pct": 21.08192574314991, "distance_from_ma50_pct": 4.300811211629529, "volatility_20d_pct": 121.55994632937954, "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": "ORCL_CFD.US", "name": "", "sector": "", "last_price": 158.91, "change_1d_pct": 6.9308929412556175, "distance_from_ma200_pct": -27.905979706969188, "distance_from_ma50_pct": -6.866261569190102, "volatility_20d_pct": 117.12910495892234, "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": "CIEN_CFD.US", "name": "Ciena Corp", "sector": "", "last_price": 303.37, "change_1d_pct": -9.24673926050017, "distance_from_ma200_pct": 81.85731002004589, "distance_from_ma50_pct": 10.880199530996881, "volatility_20d_pct": 165.28670948773296, "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": "SHOP_CFD.US", "name": "", "sector": "", "last_price": 134.49, "change_1d_pct": 14.703624733475484, "distance_from_ma200_pct": -3.6860547805704913, "distance_from_ma50_pct": -3.1780130794992867, "volatility_20d_pct": 158.063076280182, "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": 313.0, "change_1d_pct": 0.3205128205128194, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 0.8343803356850588, "volatility_20d_pct": 2871.9337920464413, "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": "SVXY_CFD.ETF", "name": "PROSHARES SHORT VIX ST FUTUR", "sector": "", "last_price": 48.15, "change_1d_pct": -3.815421494206961, "distance_from_ma200_pct": -1.3709741843902057, "distance_from_ma50_pct": -10.793686082703434, "volatility_20d_pct": 79.78689636404471, "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": "BRNK_CFD.DE", "name": "Branicks Group AG", "sector": "", "last_price": 1.802, "change_1d_pct": -2.0652173913043415, "distance_from_ma200_pct": -6.999308429929496, "distance_from_ma50_pct": -3.6775710925807115, "volatility_20d_pct": 110.42328356478835, "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": "LRCX_CFD.US", "name": "LAM RESEARCH CORP", "sector": "", "last_price": 199.34, "change_1d_pct": -7.128214685054035, "distance_from_ma200_pct": 36.96931176940454, "distance_from_ma50_pct": -8.948897374527254, "volatility_20d_pct": 5689.597512990643, "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": "TBCG_CFD.UK", "name": "TBC BANK GROUP PLC", "sector": "", "last_price": 4320.0, "change_1d_pct": -2.483069977426633, "distance_from_ma200_pct": -2.1867344222780027, "distance_from_ma50_pct": 4.04040929497016, "volatility_20d_pct": 4708.201623374857, "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": "WKP_CFD.UK", "name": "WORKSPACE GROUP PLC", "sector": "", "last_price": 423.0, "change_1d_pct": 3.6764705882353033, "distance_from_ma200_pct": 1.8640028868691871, "distance_from_ma50_pct": 5.808194506978848, "volatility_20d_pct": 70.2233148398582, "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": "WDC_CFD.US", "name": "Western Digital Corporation", "sector": "", "last_price": 250.61, "change_1d_pct": -7.208975118483407, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 4.854230820725669, "volatility_20d_pct": 7933.743387118827, "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": 80.0, "change_1d_pct": -2.3199023199023228, "distance_from_ma200_pct": 5.893152485477748, "distance_from_ma50_pct": 5.630083447765921, "volatility_20d_pct": 4889.740150169738, "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": "STX_CFD.US", "name": "SEAGATE TECHNOLOGY HOLDINGS", "sector": "", "last_price": 360.76, "change_1d_pct": -0.26539865089020287, "distance_from_ma200_pct": 51.59081908247551, "distance_from_ma50_pct": -1.0521777242878616, "volatility_20d_pct": 148.51307019032438, "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": "JEF_CFD.US", "name": "Jefferies Financial Group Inc", "sector": "", "last_price": 44.28, "change_1d_pct": -0.695223144202739, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -23.504117949122893, "volatility_20d_pct": 5446.8843066617055, "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": "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": "ERA_CFD.FR", "name": "Eramet", "sector": "", "last_price": 56.8, "change_1d_pct": -0.6993006993007089, "distance_from_ma200_pct": 1.9623809077595755, "distance_from_ma50_pct": -14.467698455268563, "volatility_20d_pct": 169.8023418191133, "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": "MKSI_CFD.US", "name": "", "sector": "", "last_price": 214.66, "change_1d_pct": -8.686404628211674, "distance_from_ma200_pct": 49.139767987822005, "distance_from_ma50_pct": -1.629307555745385, "volatility_20d_pct": 105.28734983479342, "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": "VIAV_CFD.US", "name": "", "sector": "", "last_price": 28.46, "change_1d_pct": -13.86198547215496, "distance_from_ma200_pct": 85.82663798084928, "distance_from_ma50_pct": 21.557438666028837, "volatility_20d_pct": 130.6419178751259, "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": "KLAC_CFD.US", "name": "", "sector": "", "last_price": 1372.54, "change_1d_pct": -5.653736965472678, "distance_from_ma200_pct": 23.471661043509773, "distance_from_ma50_pct": -4.469845715466947, "volatility_20d_pct": 90.87777148569057, "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": "AMAT_CFD.US", "name": "Applied Materials Inc", "sector": "", "last_price": 331.42, "change_1d_pct": -6.59489318527704, "distance_from_ma200_pct": 43.196719204247614, "distance_from_ma50_pct": 2.5608334096665075, "volatility_20d_pct": 114.86613588370783, "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": "CE_CFD.US", "name": "Celanese Corporation", "sector": "", "last_price": 50.25, "change_1d_pct": 2.0097442143727218, "distance_from_ma200_pct": 5.547713868024395, "distance_from_ma50_pct": 2.953589955827285, "volatility_20d_pct": 134.96686174274964, "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": "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"]}}Output JSON
{
"selected_stocks": [
{
"symbol": "PAGE_CFD.UK",
"selection_reason": "significant negative 1-day change and distance from MA200",
"mean_reversion_score": 85
},
{
"symbol": "TRN_CFD.UK",
"selection_reason": "significant negative 1-day change and distance from MA200",
"mean_reversion_score": 80
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "significant negative 1-day change and distance from MA200",
"mean_reversion_score": 75
},
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "significant negative 1-day change and distance from MA200",
"mean_reversion_score": 70
},
{
"symbol": "IHG_CFD.UK",
"selection_reason": "significant negative distance from MA200",
"mean_reversion_score": 65
}
],
"rejected_common_reasons": [
"Unknown sector concentration",
"Unknown earnings dates",
"Unknown binary/event-driven moves"
]
}#926 • openrouter • deepseek/deepseek-chat • 2026-03-07T12:43:40.479579+00:00
System prompt
You are an Arena portfolio manager. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices/fundamentals/news/earnings. If a field is null/empty, treat it as unknown. Avoid overtrading: if changes are marginal, prefer HOLD. Do not churn.
User prompt
{"task": "stage2_portfolio_management", "region": "EU", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "portfolio_constraints": {"initial_equity": 10000.0, "max_positions": 10, "fixed_position_size": 3000.0, "max_gross_leverage": 3.0, "overtrading_rules": ["Max 2 SELL actions per run unless risk event forces more", "Max 2 BUY actions per run", "If no clear improvement vs current holdings, output HOLD for everything"]}, "current_portfolio": [{"symbol": "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": 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": "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": 43.56, "unrealized_pnl": 273.5470941883768, "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": "BBY_CFD.UK", "qty": 4.129387474191328, "avg_price": 726.5, "last_price": 726.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-06T18:02:13.212382+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": 0.0, "avg_price": 3.005, "last_price": 2.94, "unrealized_pnl": 0.0, "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": 1.5416238437821173, "avg_price": 1945.9999999999998, "last_price": 1946.0, "unrealized_pnl": 3.50524679511663e-13, "opened_at": "2026-03-02T10:31:26.559356+00:00"}, {"symbol": "CO_CFD.FR", "qty": 0.0, "avg_price": 0.171, "last_price": 0.165, "unrealized_pnl": 0.0, "opened_at": "2026-03-06T10:33:43.857578+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": 55.55, "unrealized_pnl": 515.8227848101266, "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": 5.4, "unrealized_pnl": 145.63106796116503, "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": 39.49707063392798, "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": 18.48, "unrealized_pnl": 26.086956521739737, "opened_at": "2026-03-03T18:03:34.247734+00:00"}, {"symbol": "TRN_CFD.UK", "qty": 32.520325203252035, "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 negative 1-day change and distance from MA200"}, {"symbol": "TRN_CFD.UK", "mean_reversion_score": 80, "selection_reason": "significant negative 1-day change and distance from MA200"}, {"symbol": "FUTR_CFD.UK", "mean_reversion_score": 75, "selection_reason": "significant negative 1-day change and distance from MA200"}, {"symbol": "OCDO_CFD.UK", "mean_reversion_score": 70, "selection_reason": "significant negative 1-day change and distance from MA200"}, {"symbol": "IHG_CFD.UK", "mean_reversion_score": 65, "selection_reason": "significant negative distance from MA200"}], "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 negative distance from MA200",
"symbol": "IHG_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "No significant change in price",
"symbol": "ADJ_CFD.DE"
},
{
"reason": "Positive unrealized PNL",
"symbol": "ADS_CFD.DE"
},
{
"reason": "No significant change in price",
"symbol": "AIR_CFD.DE"
},
{
"reason": "Positive unrealized PNL",
"symbol": "AMH_CFD.US"
},
{
"reason": "Positive unrealized PNL",
"symbol": "AML_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "ATG_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "BBY_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "BIG_CFD.FR"
},
{
"reason": "No significant change in price",
"symbol": "BT_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "BYW6_CFD.DE"
},
{
"reason": "Positive unrealized PNL",
"symbol": "CCC_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "CCL_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "CO_CFD.FR"
},
{
"reason": "Negative unrealized PNL",
"symbol": "CRDA_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "CRWD_CFD.US"
},
{
"reason": "Positive unrealized PNL",
"symbol": "ERA_CFD.FR"
},
{
"reason": "No significant change in price",
"symbol": "EZJ_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "FLO_CFD.US"
},
{
"reason": "No significant change in price",
"symbol": "FRVIA_CFD.FR"
},
{
"reason": "Positive unrealized PNL",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "GRI_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "HIK_CFD.UK"
},
{
"reason": "Positive unrealized PNL",
"symbol": "IEP_CFD.BE"
},
{
"reason": "No significant change in price",
"symbol": "LXS_CFD.DE"
},
{
"reason": "No significant change in price",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "RMV_CFD.UK"
},
{
"reason": "Positive unrealized PNL",
"symbol": "SYNT_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "TRN_CFD.UK"
},
{
"reason": "Positive unrealized PNL",
"symbol": "UKW_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "UTG_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "WIZZ_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "WKP_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "WPP_CFD.UK"
}
],
"sell": []
},
"portfolio_rationale": "The portfolio is currently well-positioned with several holdings showing positive unrealized PNL. Given the strategy's constraints on overtrading and the marginal changes in most positions, the decision is to hold most positions. A new position in IHG_CFD.UK is initiated due to its significant negative distance from MA200, aligning with the mean-reversion strategy."
}Selection logs
#460 • stage1 • 2026-03-07T12:43:40.477371+00:00
{
"selected_stocks": [
{
"symbol": "PAGE_CFD.UK",
"selection_reason": "significant negative 1-day change and distance from MA200",
"mean_reversion_score": 85
},
{
"symbol": "TRN_CFD.UK",
"selection_reason": "significant negative 1-day change and distance from MA200",
"mean_reversion_score": 80
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "significant negative 1-day change and distance from MA200",
"mean_reversion_score": 75
},
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "significant negative 1-day change and distance from MA200",
"mean_reversion_score": 70
},
{
"symbol": "IHG_CFD.UK",
"selection_reason": "significant negative distance from MA200",
"mean_reversion_score": 65
}
],
"rejected_common_reasons": [
"Unknown sector concentration",
"Unknown earnings dates",
"Unknown binary/event-driven moves"
]
}