Arena run #513
meanrev-v1 • deepseek • deepseek/deepseek-chat • US • success
Run status
as_of: 2026-03-08T18:08:31.007911+00:00
started_at: 2026-03-08T20:56:31.033266+00:00
finished_at: 2026-03-08T20:57:18.457632+00:00
duration_ms: 47423
Inputs
{
"as_of": "2026-03-08T18:08:31.007911+00:00",
"dry_run": false,
"selected": [
{
"symbol": "MCG_CFD.UK",
"selection_reason": "High volatility and significant deviation from 50-day MA",
"mean_reversion_score": 85
},
{
"symbol": "CBG_CFD.UK",
"selection_reason": "Significant deviation from 200-day MA and moderate volatility",
"mean_reversion_score": 78
},
{
"symbol": "DOM_CFD.UK",
"selection_reason": "Moderate deviation from 200-day MA and recent price surge",
"mean_reversion_score": 72
},
{
"symbol": "DLN_CFD.UK",
"selection_reason": "Moderate deviation from 200-day MA and recent price surge",
"mean_reversion_score": 68
},
{
"symbol": "SGRO_CFD.UK",
"selection_reason": "Significant deviation from 200-day MA and recent price surge",
"mean_reversion_score": 65
}
],
"simulate_only": false,
"strict_replay": false,
"universe_symbols": [
"MCG_CFD.UK",
"UTG_CFD.UK",
"TRN_CFD.UK",
"CBG_CFD.UK",
"DOM_CFD.UK",
"DLN_CFD.UK",
"CCL_CFD.UK",
"SGRO_CFD.UK",
"RHIM_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",
"AAP_CFD.US",
"EZJ_CFD.UK",
"NBIS_CFD.US",
"BRNK_CFD.DE",
"LRCX_CFD.US",
"TBCG_CFD.UK",
"WKP_CFD.UK",
"WDC_CFD.US",
"PZC_CFD.UK",
"MU_CFD.US",
"FUTR_CFD.UK",
"OCDO_CFD.UK",
"VIAV_CFD.US",
"KLAC_CFD.US",
"CRDA_CFD.UK",
"DLR_CFD.US",
"CE_CFD.US",
"IHG_CFD.UK",
"SMHN_CFD.DE",
"CF_CFD.US",
"NRG_CFD.US",
"PLTR_CFD.US",
"MSLH_CFD.UK",
"FLEX_CFD.US",
"RVTY_CFD.US",
"MOS_CFD.US",
"NXT_CFD.UK",
"VST_CFD.US"
]
}Outputs
{
"actions": {
"buy": [
{
"reason": "High volatility and significant deviation from 50-day MA",
"symbol": "MCG_CFD.UK",
"position_size": 3000
},
{
"reason": "Significant deviation from 200-day MA and moderate volatility",
"symbol": "CBG_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "No significant deviation from mean",
"symbol": "ADJ_CFD.DE"
},
{
"reason": "Positive unrealized PNL",
"symbol": "ADS_CFD.DE"
},
{
"reason": "No significant deviation from mean",
"symbol": "AIR_CFD.DE"
},
{
"reason": "Positive unrealized PNL",
"symbol": "AMH_CFD.US"
},
{
"reason": "Positive unrealized PNL",
"symbol": "AML_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "ATG_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "BBY_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "BIG_CFD.FR"
},
{
"reason": "No significant deviation from mean",
"symbol": "BT_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "BYW6_CFD.DE"
},
{
"reason": "Positive unrealized PNL",
"symbol": "CCC_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "CCL_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "CO_CFD.FR"
},
{
"reason": "No significant deviation from mean",
"symbol": "CRDA_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "CRWD_CFD.US"
},
{
"reason": "Positive unrealized PNL",
"symbol": "ERA_CFD.FR"
},
{
"reason": "No significant deviation from mean",
"symbol": "EZJ_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "FLO_CFD.US"
},
{
"reason": "No significant deviation from mean",
"symbol": "FRVIA_CFD.FR"
},
{
"reason": "Positive unrealized PNL",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "GRI_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "HIK_CFD.UK"
},
{
"reason": "Positive unrealized PNL",
"symbol": "IEP_CFD.BE"
},
{
"reason": "No significant deviation from mean",
"symbol": "IHG_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "LXS_CFD.DE"
},
{
"reason": "No significant deviation from mean",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "RMV_CFD.UK"
},
{
"reason": "Positive unrealized PNL",
"symbol": "SYNT_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "TRN_CFD.UK"
},
{
"reason": "Positive unrealized PNL",
"symbol": "UKW_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "UTG_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "WIZZ_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "WKP_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "WPP_CFD.UK"
}
],
"sell": []
},
"portfolio_rationale": "Current portfolio positions are performing well with positive unrealized PNLs or no significant deviations from mean. New positions are added based on high mean-reversion scores and significant deviations from moving averages."
}Prompts & responses
#1011 • openrouter • deepseek/deepseek-chat • 2026-03-08T20:56:31.075839+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": "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, "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": "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": "DPLM_CFD.UK", "name": "DIPLOMA PLC", "sector": "", "last_price": 5510.0, "change_1d_pct": 0.7312614259597838, "distance_from_ma200_pct": 11.035071455048428, "distance_from_ma50_pct": 0.39717925834363843, "volatility_20d_pct": 72.46279741195445, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "IPO_CFD.UK", "name": "IP GROUP PLC", "sector": "", "last_price": 57.6, "change_1d_pct": -1.873935264054516, "distance_from_ma200_pct": 10.233643652522883, "distance_from_ma50_pct": -2.027486732888828, "volatility_20d_pct": 89.82123635439407, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "ATG_CFD.UK", "name": "AUCTION TECHNOLOGY GROUP", "sector": "", "last_price": 305.0, "change_1d_pct": 4.2735042735042805, "distance_from_ma200_pct": -30.344980756373573, "distance_from_ma50_pct": -1.1704016694101371, "volatility_20d_pct": 159.9931345477538, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "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": "AAP_CFD.US", "name": "Advance Auto Parts Inc", "sector": "", "last_price": 51.26, "change_1d_pct": 0.09763718023823031, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 6.394656918786268, "volatility_20d_pct": 4513.79051984217, "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": "NBIS_CFD.US", "name": "", "sector": "", "last_price": 91.71, "change_1d_pct": 6.072172102706452, "distance_from_ma200_pct": 10.744084079043592, "distance_from_ma50_pct": -3.171858074079714, "volatility_20d_pct": 172.0010330664148, "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": 204.44, "change_1d_pct": -7.190848011621576, "distance_from_ma200_pct": 40.473593348736145, "distance_from_ma50_pct": -6.6194069391409265, "volatility_20d_pct": 105.97343468200788, "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": 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": 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": "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": "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": "VIAV_CFD.US", "name": "VIAVI SOLUTIONS INC", "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": "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": "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"]}}Output JSON
{
"selected_stocks": [
{
"symbol": "MCG_CFD.UK",
"selection_reason": "High volatility and significant deviation from 50-day MA",
"mean_reversion_score": 85
},
{
"symbol": "CBG_CFD.UK",
"selection_reason": "Significant deviation from 200-day MA and moderate volatility",
"mean_reversion_score": 78
},
{
"symbol": "DOM_CFD.UK",
"selection_reason": "Moderate deviation from 200-day MA and recent price surge",
"mean_reversion_score": 72
},
{
"symbol": "DLN_CFD.UK",
"selection_reason": "Moderate deviation from 200-day MA and recent price surge",
"mean_reversion_score": 68
},
{
"symbol": "SGRO_CFD.UK",
"selection_reason": "Significant deviation from 200-day MA and recent price surge",
"mean_reversion_score": 65
}
],
"rejected_common_reasons": [
"Low volatility",
"Insufficient deviation from moving averages",
"Earnings within 5 trading days (unknown)",
"Sector concentration (unknown sectors)"
]
}#1012 • openrouter • deepseek/deepseek-chat • 2026-03-08T20:56:44.211979+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": "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": "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": 0.0, "avg_price": 2911.0, "last_price": 2852.0, "unrealized_pnl": 0.0, "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": "IHG_CFD.UK", "qty": 23.21083172147002, "avg_price": 129.25, "last_price": 129.25, "unrealized_pnl": 0.0, "opened_at": "2026-03-07T10:14:47.113218+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": 59.24560595089197, "avg_price": 151.91000000000003, "last_price": 151.91, "unrealized_pnl": -1.6838613973644661e-12, "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": 48.78048780487805, "avg_price": 184.50000000000003, "last_price": 184.5, "unrealized_pnl": -1.3864248502636101e-12, "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": "MCG_CFD.UK", "mean_reversion_score": 85, "selection_reason": "High volatility and significant deviation from 50-day MA"}, {"symbol": "CBG_CFD.UK", "mean_reversion_score": 78, "selection_reason": "Significant deviation from 200-day MA and moderate volatility"}, {"symbol": "DOM_CFD.UK", "mean_reversion_score": 72, "selection_reason": "Moderate deviation from 200-day MA and recent price surge"}, {"symbol": "DLN_CFD.UK", "mean_reversion_score": 68, "selection_reason": "Moderate deviation from 200-day MA and recent price surge"}, {"symbol": "SGRO_CFD.UK", "mean_reversion_score": 65, "selection_reason": "Significant deviation from 200-day MA and recent price surge"}], "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": "High volatility and significant deviation from 50-day MA",
"symbol": "MCG_CFD.UK",
"position_size": 3000
},
{
"reason": "Significant deviation from 200-day MA and moderate volatility",
"symbol": "CBG_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "No significant deviation from mean",
"symbol": "ADJ_CFD.DE"
},
{
"reason": "Positive unrealized PNL",
"symbol": "ADS_CFD.DE"
},
{
"reason": "No significant deviation from mean",
"symbol": "AIR_CFD.DE"
},
{
"reason": "Positive unrealized PNL",
"symbol": "AMH_CFD.US"
},
{
"reason": "Positive unrealized PNL",
"symbol": "AML_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "ATG_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "BBY_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "BIG_CFD.FR"
},
{
"reason": "No significant deviation from mean",
"symbol": "BT_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "BYW6_CFD.DE"
},
{
"reason": "Positive unrealized PNL",
"symbol": "CCC_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "CCL_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "CO_CFD.FR"
},
{
"reason": "No significant deviation from mean",
"symbol": "CRDA_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "CRWD_CFD.US"
},
{
"reason": "Positive unrealized PNL",
"symbol": "ERA_CFD.FR"
},
{
"reason": "No significant deviation from mean",
"symbol": "EZJ_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "FLO_CFD.US"
},
{
"reason": "No significant deviation from mean",
"symbol": "FRVIA_CFD.FR"
},
{
"reason": "Positive unrealized PNL",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "GRI_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "HIK_CFD.UK"
},
{
"reason": "Positive unrealized PNL",
"symbol": "IEP_CFD.BE"
},
{
"reason": "No significant deviation from mean",
"symbol": "IHG_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "LXS_CFD.DE"
},
{
"reason": "No significant deviation from mean",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "RMV_CFD.UK"
},
{
"reason": "Positive unrealized PNL",
"symbol": "SYNT_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "TRN_CFD.UK"
},
{
"reason": "Positive unrealized PNL",
"symbol": "UKW_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "UTG_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "WIZZ_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "WKP_CFD.UK"
},
{
"reason": "No significant deviation from mean",
"symbol": "WPP_CFD.UK"
}
],
"sell": []
},
"portfolio_rationale": "Current portfolio positions are performing well with positive unrealized PNLs or no significant deviations from mean. New positions are added based on high mean-reversion scores and significant deviations from moving averages."
}Selection logs
#503 • stage1 • 2026-03-08T20:56:44.209224+00:00
{
"selected_stocks": [
{
"symbol": "MCG_CFD.UK",
"selection_reason": "High volatility and significant deviation from 50-day MA",
"mean_reversion_score": 85
},
{
"symbol": "CBG_CFD.UK",
"selection_reason": "Significant deviation from 200-day MA and moderate volatility",
"mean_reversion_score": 78
},
{
"symbol": "DOM_CFD.UK",
"selection_reason": "Moderate deviation from 200-day MA and recent price surge",
"mean_reversion_score": 72
},
{
"symbol": "DLN_CFD.UK",
"selection_reason": "Moderate deviation from 200-day MA and recent price surge",
"mean_reversion_score": 68
},
{
"symbol": "SGRO_CFD.UK",
"selection_reason": "Significant deviation from 200-day MA and recent price surge",
"mean_reversion_score": 65
}
],
"rejected_common_reasons": [
"Low volatility",
"Insufficient deviation from moving averages",
"Earnings within 5 trading days (unknown)",
"Sector concentration (unknown sectors)"
]
}