Arena run #507

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": "US", "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": "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": "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, 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"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": "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": "NRG ENERGY INC", "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": "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": "FLEX LTD", "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": "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": "VST_CFD.US", "name": "VISTRA CORP", "sector": "", "last_price": 161.71, "change_1d_pct": 1.2649508422568845, "distance_from_ma200_pct": -11.083838576285688, "distance_from_ma50_pct": -0.996948666082198, "volatility_20d_pct": 95.29262230706871, "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": "TRN_CFD.UK",
      "selection_reason": "Sharp 1-day drop (-12.93%) with oversold RSI (25) and negative distance from MA50 (-12.56%) and MA200 (-22.56%).",
      "mean_reversion_score": 85
    },
    {
      "symbol": "EZJ_CFD.UK",
      "selection_reason": "Large 1-day decline (-13.64%) with oversold RSI (22) and negative distance from MA50 (-14.09%) and MA200 (-16.36%).",
      "mean_reversion_score": 80
    },
    {
      "symbol": "VIAV_CFD.US",
      "selection_reason": "Significant 1-day drop (-13.86%) with high positive distance from MA200 (85.83%) but oversold RSI (28).",
      "mean_reversion_score": 75
    },
    {
      "symbol": "OCDO_CFD.UK",
      "selection_reason": "Sharp 1-day decline (-21.31%) with negative distance from MA50 (-3.18%) and oversold RSI (20).",
      "mean_reversion_score": 70
    },
    {
      "symbol": "FUTR_CFD.UK",
      "selection_reason": "Large 1-day drop (-20.82%) with negative distance from MA50 (-24.30%) and MA200 (-37.68%), oversold RSI (18).",
      "mean_reversion_score": 65
    }
  ],
  "rejected_common_reasons": [
    "No earnings date confirmed (unknown risk).",
    "Extreme volatility (e.g., AAP_CFD.US, WDC_CFD.US).",
    "Insufficient deviation from moving averages for mean-reversion signal.",
    "Sector concentration (none applied due to unknown sectors)."
  ]
}

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": "US", "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": 0.0, "avg_price": 35.106, "last_price": 38.024, "unrealized_pnl": 0.0, "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": 0.0, "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": 7.403751233958539, "avg_price": 405.2, "last_price": 405.2, "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": 0.0, "avg_price": 48.578, "last_price": 53.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 41.16937301021966, "avg_price": 218.60911016949152, "last_price": 217.0, "unrealized_pnl": -66.24605678233397, "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": 0.0, "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": 32.520325203252035, "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": "TRN_CFD.UK", "mean_reversion_score": 85, "selection_reason": "Sharp 1-day drop (-12.93%) with oversold RSI (25) and negative distance from MA50 (-12.56%) and MA200 (-22.56%)."}, {"symbol": "EZJ_CFD.UK", "mean_reversion_score": 80, "selection_reason": "Large 1-day decline (-13.64%) with oversold RSI (22) and negative distance from MA50 (-14.09%) and MA200 (-16.36%)."}, {"symbol": "VIAV_CFD.US", "mean_reversion_score": 75, "selection_reason": "Significant 1-day drop (-13.86%) with high positive distance from MA200 (85.83%) but oversold RSI (28)."}, {"symbol": "OCDO_CFD.UK", "mean_reversion_score": 70, "selection_reason": "Sharp 1-day decline (-21.31%) with negative distance from MA50 (-3.18%) and oversold RSI (20)."}, {"symbol": "FUTR_CFD.UK", "mean_reversion_score": 65, "selection_reason": "Large 1-day drop (-20.82%) with negative distance from MA50 (-24.30%) and MA200 (-37.68%), oversold RSI (18)."}], "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": "High mean reversion score (85) with sharp 1-day drop and oversold RSI.",
        "symbol": "TRN_CFD.UK",
        "position_size": 3000
      },
      {
        "reason": "High mean reversion score (80) with large 1-day decline and oversold RSI.",
        "symbol": "EZJ_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Positive unrealized PnL and no strong mean reversion signal to hold.",
        "symbol": "ADS_CFD.DE"
      },
      {
        "reason": "Positive unrealized PnL and no strong mean reversion signal to sell.",
        "symbol": "EXPD_CFD.US"
      },
      {
        "reason": "Positive unrealized PnL and no strong mean reversion signal to sell.",
        "symbol": "EXM_CFD.BE"
      },
      {
        "reason": "Positive unrealized PnL and no strong mean reversion signal to justify selling.",
        "symbol": "FUTR_CFD.UK"
      },
      {
        "reason": "Positive unrealized PnL and no strong mean reversion signal to sell.",
        "symbol": "LIO_CFD.UK"
      },
      {
        "reason": "Strong positive unrealized PnL and no clear mean reversion signal to sell.",
        "symbol": "OKTA_CFD.US"
      },
      {
        "reason": "No unrealized PnL change and no strong mean reversion signal to sell.",
        "symbol": "TRN_CFD.UK"
      },
      {
        "reason": "Positive unrealized PnL and no strong mean reversion signal to sell.",
        "symbol": "UKW_CFD.UK"
      },
      {
        "reason": "No unrealized PnL change and no strong mean reversion signal to sell.",
        "symbol": "WKP_CFD.UK"
      }
    ],
    "sell": [
      {
        "reason": "Negative mean reversion score (70) and ",
        "symbol": "OCDO_CFD.UK"
      }
    ]
  },
  "portfolio_rationale": "Selling OCDO_CFD.UK due to negative mean reversion score and unrealized loss. Holding current profitable positions with no strong mean reversion signals. Buying TRN_CFD.UK and EZJ_CFD.UK due to high mean reversion scores, strong oversold conditions, and sharp 1-day declines."
}

{
  "selected_stocks": [
    {
      "symbol": "TRN_CFD.UK",
      "selection_reason": "Sharp 1-day drop (-12.93%) with oversold RSI (25) and negative distance from MA50 (-12.56%) and MA200 (-22.56%).",
      "mean_reversion_score": 85
    },
    {
      "symbol": "EZJ_CFD.UK",
      "selection_reason": "Large 1-day decline (-13.64%) with oversold RSI (22) and negative distance from MA50 (-14.09%) and MA200 (-16.36%).",
      "mean_reversion_score": 80
    },
    {
      "symbol": "VIAV_CFD.US",
      "selection_reason": "Significant 1-day drop (-13.86%) with high positive distance from MA200 (85.83%) but oversold RSI (28).",
      "mean_reversion_score": 75
    },
    {
      "symbol": "OCDO_CFD.UK",
      "selection_reason": "Sharp 1-day decline (-21.31%) with negative distance from MA50 (-3.18%) and oversold RSI (20).",
      "mean_reversion_score": 70
    },
    {
      "symbol": "FUTR_CFD.UK",
      "selection_reason": "Large 1-day drop (-20.82%) with negative distance from MA50 (-24.30%) and MA200 (-37.68%), oversold RSI (18).",
      "mean_reversion_score": 65
    }
  ],
  "rejected_common_reasons": [
    "No earnings date confirmed (unknown risk).",
    "Extreme volatility (e.g., AAP_CFD.US, WDC_CFD.US).",
    "Insufficient deviation from moving averages for mean-reversion signal.",
    "Sector concentration (none applied due to unknown sectors)."
  ]
}