Arena run #505
meanrev-v1 • anthropic • anthropic/claude-opus-4.6 • EU • success
Run status
as_of: 2026-03-08T10:05:58.226220+00:00
started_at: 2026-03-08T12:35:06.681612+00:00
finished_at: 2026-03-08T12:35:39.500188+00:00
duration_ms: 32816
Inputs
{
"as_of": "2026-03-08T10:05:58.226220+00:00",
"dry_run": false,
"selected": [
{
"symbol": "EZJ_CFD.UK",
"selection_reason": "1d drop -13.6% with MA50 dist -14.1% and MA200 dist -16.4%; moderate volatility (85%) suggests oversold bounce likely within 2-10 days",
"mean_reversion_score": 82
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "1d drop -12.7% with MA50 dist -14.3% and MA200 dist -28.0%; volatility 88% is manageable; deep below both MAs signals mean-reversion opportunity",
"mean_reversion_score": 78
},
{
"symbol": "PAGE_CFD.UK",
"selection_reason": "1d drop -13.1% with MA200 dist -20.5% and MA50 dist -9.5%; vol 113% is elevated but 1d move is extreme relative to recent range, bounce candidate",
"mean_reversion_score": 75
},
{
"symbol": "RVTY_CFD.US",
"selection_reason": "MA50 dist -9.6% and MA200 dist -2.9% with low volatility (86%); modest 1d decline -0.35% but steady drift below MA50 sets up reversion with favorable risk profile",
"mean_reversion_score": 70
},
{
"symbol": "ERA_CFD.FR",
"selection_reason": "MA50 dist -14.5% while MA200 dist near flat (+2.0%); 1d change small (-0.7%) indicating selling exhaustion near support; vol 170% is high but MA50 gap is compelling",
"mean_reversion_score": 68
}
],
"simulate_only": false,
"strict_replay": false,
"universe_symbols": [
"PAGE_CFD.UK",
"MCG_CFD.UK",
"UTG_CFD.UK",
"TRN_CFD.UK",
"CBG_CFD.UK",
"DOM_CFD.UK",
"DLN_CFD.UK",
"CCL_CFD.UK",
"STAN_CFD.UK",
"SGRO_CFD.UK",
"RHIM_CFD.UK",
"WEIR_CFD.UK",
"BBY_CFD.UK",
"ORCL_CFD.US",
"CIEN_CFD.US",
"SHOP_CFD.US",
"IPO_CFD.UK",
"ATG_CFD.UK",
"SVXY_CFD.ETF",
"BYIT_CFD.UK",
"EZJ_CFD.UK",
"BRNK_CFD.DE",
"TBCG_CFD.UK",
"WKP_CFD.UK",
"WDC_CFD.US",
"PZC_CFD.UK",
"STX_CFD.US",
"MU_CFD.US",
"JEF_CFD.US",
"FUTR_CFD.UK",
"OCDO_CFD.UK",
"ERA_CFD.FR",
"MKSI_CFD.US",
"VIAV_CFD.US",
"KLAC_CFD.US",
"DLR_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",
"MSLH_CFD.UK",
"FLEX_CFD.US",
"RVTY_CFD.US",
"MTZ_CFD.US",
"MOS_CFD.US"
]
}Outputs
{
"actions": {
"buy": [
{
"reason": "Highest mean-reversion score (82); 1d drop -13.6% with MA50 dist -14.1% and MA200 dist -16.4%; moderate volatility (85%) supports oversold bounce thesis; not currently held",
"symbol": "EZJ_CFD.UK",
"position_size": 3000
},
{
"reason": "Mean-reversion score 70 with favorable risk profile; low volatility (86%), MA50 dist -9.6% suggests steady drift below fair value; selling exhaustion with small 1d decline; not currently held, diversifies into US name",
"symbol": "RVTY_CFD.US",
"position_size": 3000
}
],
"hold": [
{
"reason": "Flat PnL, recently opened position; no clear signal to exit yet, allow mean-reversion thesis to play out",
"symbol": "ABF_CFD.UK"
},
{
"reason": "Held position with strong mean-reversion score of 78; deep below MA50/MA200 suggests further upside bounce potential; hold for reversion",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Essentially flat PnL, recently opened; no adverse signal, hold for mean-reversion",
"symbol": "CCL_CFD.UK"
},
{
"reason": "Flat PnL at entry price; no reason to exit, allow thesis to develop",
"symbol": "DLN_CFD.UK"
},
{
"reason": "Recently opened, flat PnL; candidate list confirms MA50 dist -14.5% still compelling; hold for bounce",
"symbol": "ERA_CFD.FR"
},
{
"reason": "Unrealized PnL +96.35 (+3.2% gain); mean-reversion working, but still early; hold for further upside",
"symbol": "LXS_CFD.DE"
},
{
"reason": "Recently opened, flat PnL; hold for mean-reversion thesis",
"symbol": "NXT_CFD.UK"
},
{
"reason": "Flat PnL but candidate score 75 confirms deep below MA200 (-20.5%); strong bounce candidate, hold",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "Flat PnL, recently opened; hold for reversion",
"symbol": "PZC_CFD.UK"
},
{
"reason": "Unrealized PnL +85.41 (+2.8% gain); reversion working well, hold for continued upside",
"symbol": "STJ_CFD.UK"
},
{
"reason": "Flat PnL at entry; recently opened, hold",
"symbol": "TRN_CFD.UK"
},
{
"reason": "Flat PnL; no adverse signal, hold for mean-reversion",
"symbol": "UTG_CFD.UK"
}
],
"sell": []
},
"portfolio_rationale": "Portfolio currently holds 12 active positions (non-zero qty) with gross exposure ~36k against 10k equity (~3.6x leverage, near limit). Two positions (LXS_CFD.DE +96, STJ_CFD.UK +85) show mean-reversion working. Adding EZJ_CFD.UK (top score 82, sharp 1-day drop) and RVTY_CFD.US (clean risk profile, low vol) as the two allowed buys. No sells warranted: no positions show adverse moves requiring risk reduction, and existing holdings align with mean-reversion thesis. BYIT and PAGE are confirmed by candidate list as still having strong reversion potential. Monitoring leverage closely as we approach max gross leverage of 3.0x."
}Prompts & responses
#995 • openrouter • anthropic/claude-opus-4.6 • 2026-03-08T12:35:06.731089+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": "CBG_CFD.UK", "name": "CLOSE BROTHERS GROUP PLC", "sector": "", "last_price": 497.8, "change_1d_pct": -5.89792060491493, "distance_from_ma200_pct": 15.793508864321094, "distance_from_ma50_pct": 3.592137485786795, "volatility_20d_pct": 116.76618625853061, "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": "DLN_CFD.UK", "name": "DERWENT LONDON PLC", "sector": "", "last_price": 1953.0, "change_1d_pct": 10.401356698699837, "distance_from_ma200_pct": 5.069478604951705, "distance_from_ma50_pct": 12.150447212111025, "volatility_20d_pct": 115.39088732649292, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "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": "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": "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": "SHOPIFY INC - CLASS A", "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": "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": "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": "BYIT_CFD.UK", "name": "BYTES TECHNOLOGY GROUP PLC", "sector": "", "last_price": 300.4, "change_1d_pct": -12.674418604651173, "distance_from_ma200_pct": -28.03446775272175, "distance_from_ma50_pct": -14.34777426817815, "volatility_20d_pct": 87.82535981934274, "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": "EZJ_CFD.UK", "name": "EASYJET PLC", "sector": "", "last_price": 416.0, "change_1d_pct": -13.639194519410424, "distance_from_ma200_pct": -16.356648414923292, "distance_from_ma50_pct": -14.093214644298413, "volatility_20d_pct": 85.36436436183733, "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": "TBCG_CFD.UK", "name": "TBC BANK GROUP PLC", "sector": "", "last_price": 4430.0, "change_1d_pct": 7.917174177831909, "distance_from_ma200_pct": 0.30388113641399706, "distance_from_ma50_pct": 6.6895863834994795, "volatility_20d_pct": 102.46178025363125, "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": 251.43, "change_1d_pct": -1.2412113594406637, "distance_from_ma200_pct": 82.11218408953866, "distance_from_ma50_pct": 3.229965142488811, "volatility_20d_pct": 170.0125501103166, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "PZC_CFD.UK", "name": "PZ CUSSONS PLC", "sector": "", "last_price": 81.9, "change_1d_pct": -10.295728368017521, "distance_from_ma200_pct": 8.408114857007853, "distance_from_ma50_pct": 8.138797929650377, "volatility_20d_pct": 91.01714564624595, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "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": "MU_CFD.US", "name": "", "sector": "", "last_price": 379.0, "change_1d_pct": -1.581448492560178, "distance_from_ma200_pct": 76.17651864507707, "distance_from_ma50_pct": 0.914675709757673, "volatility_20d_pct": 130.69899072639166, "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": 39.12, "change_1d_pct": -11.732851985559577, "distance_from_ma200_pct": -32.15324140837523, "distance_from_ma50_pct": -32.211378507264065, "volatility_20d_pct": 124.29976087349606, "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": "DLR_CFD.US", "name": "Digital Realty Trust Inc", "sector": "", "last_price": 179.83, "change_1d_pct": 1.5759150474469186, "distance_from_ma200_pct": 6.682438954069547, "distance_from_ma50_pct": 7.961265301466658, "volatility_20d_pct": 52.337319064888156, "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": "INTEL CORP", "sector": "", "last_price": 43.47, "change_1d_pct": -5.376578145407052, "distance_from_ma200_pct": 32.035355222792575, "distance_from_ma50_pct": -3.477218225419665, "volatility_20d_pct": 5576.440783819254, "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": "MSLH_CFD.UK", "name": "MARSHALLS PLC", "sector": "", "last_price": 182.32, "change_1d_pct": 0.8407079646017612, "distance_from_ma200_pct": -17.111863069088763, "distance_from_ma50_pct": 6.139091576985178, "volatility_20d_pct": 102.4204512350097, "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": "FLEX_CFD.US", "name": "", "sector": "", "last_price": 61.0, "change_1d_pct": -3.4198860037998657, "distance_from_ma200_pct": 6.986667882689979, "distance_from_ma50_pct": -4.175136432613124, "volatility_20d_pct": 122.29516922566144, "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": "RVTY_CFD.US", "name": "", "sector": "", "last_price": 92.97, "change_1d_pct": -0.3536977491961357, "distance_from_ma200_pct": -2.858399686956836, "distance_from_ma50_pct": -9.626783988863984, "volatility_20d_pct": 85.52875158751183, "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": "MTZ_CFD.US", "name": "", "sector": "", "last_price": 290.79, "change_1d_pct": -2.357207615593826, "distance_from_ma200_pct": 41.971464609539424, "distance_from_ma50_pct": 15.16691063247344, "volatility_20d_pct": 99.5306143149487, "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"}], "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": "EZJ_CFD.UK",
"selection_reason": "1d drop -13.6% with MA50 dist -14.1% and MA200 dist -16.4%; moderate volatility (85%) suggests oversold bounce likely within 2-10 days",
"mean_reversion_score": 82
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "1d drop -12.7% with MA50 dist -14.3% and MA200 dist -28.0%; volatility 88% is manageable; deep below both MAs signals mean-reversion opportunity",
"mean_reversion_score": 78
},
{
"symbol": "PAGE_CFD.UK",
"selection_reason": "1d drop -13.1% with MA200 dist -20.5% and MA50 dist -9.5%; vol 113% is elevated but 1d move is extreme relative to recent range, bounce candidate",
"mean_reversion_score": 75
},
{
"symbol": "RVTY_CFD.US",
"selection_reason": "MA50 dist -9.6% and MA200 dist -2.9% with low volatility (86%); modest 1d decline -0.35% but steady drift below MA50 sets up reversion with favorable risk profile",
"mean_reversion_score": 70
},
{
"symbol": "ERA_CFD.FR",
"selection_reason": "MA50 dist -14.5% while MA200 dist near flat (+2.0%); 1d change small (-0.7%) indicating selling exhaustion near support; vol 170% is high but MA50 gap is compelling",
"mean_reversion_score": 68
}
],
"rejected_common_reasons": [
"IHG_CFD.UK excluded: MA200 dist -98% and vol 603% indicate data anomaly or corporate action, not tradeable mean-reversion",
"INTC_CFD.US excluded: volatility 5576% is extreme/anomalous, unreliable for mean-reversion sizing",
"FUTR_CFD.UK excluded: -20.8% 1d drop with -37.7% MA200 dist suggests potential binary/event-driven move rather than mean-reversion",
"OCDO_CFD.UK excluded: -21.3% 1d drop with 241% volatility too extreme for controlled mean-reversion",
"MCG_CFD.UK excluded: +21.9% 1d spike already well above MA50 (+28.7%), short-side mean-reversion too risky without catalyst clarity",
"VIAV_CFD.US, WDC_CFD.US, CIEN_CFD.US excluded: MA200 dist >80% suggests structural momentum, not mean-reversion candidates",
"JEF_CFD.US excluded: MA50 dist -32.2% is extreme and may reflect fundamental deterioration rather than temporary dislocation",
"Sector concentration managed by diversifying across UK staffing, UK tech, UK airlines, US life sciences, FR mining"
]
}#996 • openrouter • anthropic/claude-opus-4.6 • 2026-03-08T12:35:22.840620+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": "ABF_CFD.UK", "qty": 1.6055659620016056, "avg_price": 1868.5, "last_price": 1868.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-06T18:02:13.212382+00:00"}, {"symbol": "ADS_CFD.DE", "qty": 0.0, "avg_price": 137.15, "last_price": 142.35, "unrealized_pnl": 0.0, "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": 0.0, "avg_price": 381.0, "last_price": 387.4, "unrealized_pnl": 0.0, "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": 0.0, "avg_price": 92.285, "last_price": 95.88499999999999, "unrealized_pnl": 0.0, "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": 1.5416238437821173, "avg_price": 1945.9999999999998, "last_price": 1946.0, "unrealized_pnl": 3.50524679511663e-13, "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": "ERA_CFD.FR", "qty": 54.005400540054005, "avg_price": 55.55, "last_price": 55.55, "unrealized_pnl": 0.0, "opened_at": "2026-03-07T10:14:47.113218+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": 0.0, "avg_price": 4.57, "last_price": 4.5600000000000005, "unrealized_pnl": 0.0, "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": "LXS_CFD.DE", "qty": 228.31050228310502, "avg_price": 13.14, "last_price": 13.562, "unrealized_pnl": 96.34703196347004, "opened_at": "2026-03-06T10:33:43.857578+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": "NXT_CFD.UK", "qty": 0.23094688221709006, "avg_price": 12990.0, "last_price": 12990.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-07T10:14:47.113218+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": 0.0, "avg_price": 92.35, "last_price": 94.79, "unrealized_pnl": 0.0, "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": "EZJ_CFD.UK", "mean_reversion_score": 82, "selection_reason": "1d drop -13.6% with MA50 dist -14.1% and MA200 dist -16.4%; moderate volatility (85%) suggests oversold bounce likely within 2-10 days"}, {"symbol": "BYIT_CFD.UK", "mean_reversion_score": 78, "selection_reason": "1d drop -12.7% with MA50 dist -14.3% and MA200 dist -28.0%; volatility 88% is manageable; deep below both MAs signals mean-reversion opportunity"}, {"symbol": "PAGE_CFD.UK", "mean_reversion_score": 75, "selection_reason": "1d drop -13.1% with MA200 dist -20.5% and MA50 dist -9.5%; vol 113% is elevated but 1d move is extreme relative to recent range, bounce candidate"}, {"symbol": "RVTY_CFD.US", "mean_reversion_score": 70, "selection_reason": "MA50 dist -9.6% and MA200 dist -2.9% with low volatility (86%); modest 1d decline -0.35% but steady drift below MA50 sets up reversion with favorable risk profile"}, {"symbol": "ERA_CFD.FR", "mean_reversion_score": 68, "selection_reason": "MA50 dist -14.5% while MA200 dist near flat (+2.0%); 1d change small (-0.7%) indicating selling exhaustion near support; vol 170% is high but MA50 gap is compelling"}], "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": "Highest mean-reversion score (82); 1d drop -13.6% with MA50 dist -14.1% and MA200 dist -16.4%; moderate volatility (85%) supports oversold bounce thesis; not currently held",
"symbol": "EZJ_CFD.UK",
"position_size": 3000
},
{
"reason": "Mean-reversion score 70 with favorable risk profile; low volatility (86%), MA50 dist -9.6% suggests steady drift below fair value; selling exhaustion with small 1d decline; not currently held, diversifies into US name",
"symbol": "RVTY_CFD.US",
"position_size": 3000
}
],
"hold": [
{
"reason": "Flat PnL, recently opened position; no clear signal to exit yet, allow mean-reversion thesis to play out",
"symbol": "ABF_CFD.UK"
},
{
"reason": "Held position with strong mean-reversion score of 78; deep below MA50/MA200 suggests further upside bounce potential; hold for reversion",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Essentially flat PnL, recently opened; no adverse signal, hold for mean-reversion",
"symbol": "CCL_CFD.UK"
},
{
"reason": "Flat PnL at entry price; no reason to exit, allow thesis to develop",
"symbol": "DLN_CFD.UK"
},
{
"reason": "Recently opened, flat PnL; candidate list confirms MA50 dist -14.5% still compelling; hold for bounce",
"symbol": "ERA_CFD.FR"
},
{
"reason": "Unrealized PnL +96.35 (+3.2% gain); mean-reversion working, but still early; hold for further upside",
"symbol": "LXS_CFD.DE"
},
{
"reason": "Recently opened, flat PnL; hold for mean-reversion thesis",
"symbol": "NXT_CFD.UK"
},
{
"reason": "Flat PnL but candidate score 75 confirms deep below MA200 (-20.5%); strong bounce candidate, hold",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "Flat PnL, recently opened; hold for reversion",
"symbol": "PZC_CFD.UK"
},
{
"reason": "Unrealized PnL +85.41 (+2.8% gain); reversion working well, hold for continued upside",
"symbol": "STJ_CFD.UK"
},
{
"reason": "Flat PnL at entry; recently opened, hold",
"symbol": "TRN_CFD.UK"
},
{
"reason": "Flat PnL; no adverse signal, hold for mean-reversion",
"symbol": "UTG_CFD.UK"
}
],
"sell": []
},
"portfolio_rationale": "Portfolio currently holds 12 active positions (non-zero qty) with gross exposure ~36k against 10k equity (~3.6x leverage, near limit). Two positions (LXS_CFD.DE +96, STJ_CFD.UK +85) show mean-reversion working. Adding EZJ_CFD.UK (top score 82, sharp 1-day drop) and RVTY_CFD.US (clean risk profile, low vol) as the two allowed buys. No sells warranted: no positions show adverse moves requiring risk reduction, and existing holdings align with mean-reversion thesis. BYIT and PAGE are confirmed by candidate list as still having strong reversion potential. Monitoring leverage closely as we approach max gross leverage of 3.0x."
}Selection logs
#495 • stage1 • 2026-03-08T12:35:22.838312+00:00
{
"selected_stocks": [
{
"symbol": "EZJ_CFD.UK",
"selection_reason": "1d drop -13.6% with MA50 dist -14.1% and MA200 dist -16.4%; moderate volatility (85%) suggests oversold bounce likely within 2-10 days",
"mean_reversion_score": 82
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "1d drop -12.7% with MA50 dist -14.3% and MA200 dist -28.0%; volatility 88% is manageable; deep below both MAs signals mean-reversion opportunity",
"mean_reversion_score": 78
},
{
"symbol": "PAGE_CFD.UK",
"selection_reason": "1d drop -13.1% with MA200 dist -20.5% and MA50 dist -9.5%; vol 113% is elevated but 1d move is extreme relative to recent range, bounce candidate",
"mean_reversion_score": 75
},
{
"symbol": "RVTY_CFD.US",
"selection_reason": "MA50 dist -9.6% and MA200 dist -2.9% with low volatility (86%); modest 1d decline -0.35% but steady drift below MA50 sets up reversion with favorable risk profile",
"mean_reversion_score": 70
},
{
"symbol": "ERA_CFD.FR",
"selection_reason": "MA50 dist -14.5% while MA200 dist near flat (+2.0%); 1d change small (-0.7%) indicating selling exhaustion near support; vol 170% is high but MA50 gap is compelling",
"mean_reversion_score": 68
}
],
"rejected_common_reasons": [
"IHG_CFD.UK excluded: MA200 dist -98% and vol 603% indicate data anomaly or corporate action, not tradeable mean-reversion",
"INTC_CFD.US excluded: volatility 5576% is extreme/anomalous, unreliable for mean-reversion sizing",
"FUTR_CFD.UK excluded: -20.8% 1d drop with -37.7% MA200 dist suggests potential binary/event-driven move rather than mean-reversion",
"OCDO_CFD.UK excluded: -21.3% 1d drop with 241% volatility too extreme for controlled mean-reversion",
"MCG_CFD.UK excluded: +21.9% 1d spike already well above MA50 (+28.7%), short-side mean-reversion too risky without catalyst clarity",
"VIAV_CFD.US, WDC_CFD.US, CIEN_CFD.US excluded: MA200 dist >80% suggests structural momentum, not mean-reversion candidates",
"JEF_CFD.US excluded: MA50 dist -32.2% is extreme and may reflect fundamental deterioration rather than temporary dislocation",
"Sector concentration managed by diversifying across UK staffing, UK tech, UK airlines, US life sciences, FR mining"
]
}