Arena run #521

You are an Arena strategy executor. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices, fundamentals, earnings dates, or sentiment. If a field is null/empty, treat it as unknown. You are a constrained selector (no narrative).

{"task": "stage1_universe_scan", "region": "EU", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "selection_rules": {"horizon": "2-10 trading days", "target": "short-term mean reversion in liquid equities", "constraints": ["Select exactly 5 candidates", "Avoid earnings within 5 trading days (if known)", "Avoid highly binary/event-driven moves (if known)", "Avoid sector concentration: max 1 per sector unless clearly justified (sector may be unknown)"]}, "universe": [{"symbol": "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": "TRN_CFD.UK", "name": "TRAINLINE PLC", "sector": "", "last_price": 184.5, "change_1d_pct": -10.436893203883491, "distance_from_ma200_pct": -30.640271123232875, "distance_from_ma50_pct": -21.68611284670343, "volatility_20d_pct": 4790.53876131341, "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": "WIX_CFD.UK", "name": "WICKES GROUP PLC", "sector": "", "last_price": 247.5, "change_1d_pct": 15.984816533108393, "distance_from_ma200_pct": 18.647646929530737, "distance_from_ma50_pct": 10.198455173494668, "volatility_20d_pct": 84.25206447406164, "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": "WIZZ_CFD.UK", "name": "WIZZ AIR HOLDINGS PLC", "sector": "", "last_price": 927.0, "change_1d_pct": -35.84775086505191, "distance_from_ma200_pct": -24.62689704221145, "distance_from_ma50_pct": -27.882954735701524, "volatility_20d_pct": 155.34645385957995, "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": 1812.0, "change_1d_pct": -7.219662058371734, "distance_from_ma200_pct": -2.516182676819012, "distance_from_ma50_pct": 4.053563926444004, "volatility_20d_pct": 7353.720365167649, "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": "MDM_CFD.FR", "name": "Maisons Du Monde", "sector": "", "last_price": 1.27, "change_1d_pct": -8.36940836940837, "distance_from_ma200_pct": -36.15315199823039, "distance_from_ma50_pct": -20.637896341844453, "volatility_20d_pct": 87.34671623562612, "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": "SMIN_CFD.UK", "name": "SMITHS GROUP PLC", "sector": "", "last_price": 2546.0, "change_1d_pct": 1.5880616072141196, "distance_from_ma200_pct": 15.133719154897696, "distance_from_ma50_pct": 4.317618549229563, "volatility_20d_pct": 72.74895841967528, "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": 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"snapshot_ok_prices_technicals_only"}, {"symbol": "SAVE_CFD.FR", "name": "", "sector": "", "last_price": 59.6, "change_1d_pct": -1.9736842105263053, "distance_from_ma200_pct": -3.788652727159869, "distance_from_ma50_pct": -0.9944739633739319, "volatility_20d_pct": 59.91371274305013, "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": "WHA_CFD.NL", "name": "", "sector": "", "last_price": 20.6, "change_1d_pct": -4.629629629629628, "distance_from_ma200_pct": 15.254136770293748, "distance_from_ma50_pct": 0.799743205314396, "volatility_20d_pct": 54.899431440206634, "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": "ATG_CFD.UK", "name": "AUCTION TECHNOLOGY GROUP", "sector": "", "last_price": 313.0, "change_1d_pct": 0.3205128205128194, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 0.8343803356850588, "volatility_20d_pct": 2871.9337920464413, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "SVXY_CFD.ETF", "name": "PROSHARES SHORT VIX ST FUTUR", "sector": "", "last_price": 48.15, "change_1d_pct": -3.815421494206961, "distance_from_ma200_pct": -1.3709741843902057, "distance_from_ma50_pct": -10.793686082703434, "volatility_20d_pct": 79.78689636404471, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "ARG_CFD.FR", "name": "ARGAN", "sector": "", "last_price": 65.9, "change_1d_pct": -1.6417910447761086, "distance_from_ma200_pct": 0.7025108008791303, "distance_from_ma50_pct": -1.2830507042607797, "volatility_20d_pct": 45.69256218887273, "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": 51.76, "change_1d_pct": 0.7984420642648482, "distance_from_ma200_pct": -1.6922755503219422, "distance_from_ma50_pct": 6.908574166790582, "volatility_20d_pct": 102.27640546670942, "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": "BCP_CFD.PT", "name": "Banco Comercial Portugues SA", "sector": "", "last_price": 0.791, "change_1d_pct": -6.721698113207541, "distance_from_ma200_pct": 1.260313254091705, "distance_from_ma50_pct": -11.209393170644088, "volatility_20d_pct": 62.534267192414575, "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": "ELIOR_CFD.FR", "name": "Elior Group SCA", "sector": "", "last_price": 2.534, "change_1d_pct": -2.837423312883447, "distance_from_ma200_pct": -5.872039463908962, "distance_from_ma50_pct": -8.662961280881243, "volatility_20d_pct": 54.486651821590684, "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": "ODET_CFD.FR", "name": "Compagnie de L'Odet SA", "sector": "", "last_price": 1186.0, "change_1d_pct": -6.022187004754354, "distance_from_ma200_pct": -14.242558314843423, "distance_from_ma50_pct": -9.507464695664991, "volatility_20d_pct": 48.67270304500695, "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": "CMBT_CFD.BE", "name": "Euronav", "sector": "", "last_price": 11.34, "change_1d_pct": -7.804878048780495, "distance_from_ma200_pct": 30.107418933841966, "distance_from_ma50_pct": 8.273054331304074, "volatility_20d_pct": 77.43631274293911, "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": "SLIGR_CFD.NL", "name": "", "sector": "", "last_price": 13.2, "change_1d_pct": -3.9301310043668214, "distance_from_ma200_pct": 9.460859657495323, "distance_from_ma50_pct": 8.646804055488877, "volatility_20d_pct": 75.72544992772063, "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": "Strong negative 1d move (-10.44%) with significant distance from MA50 (-21.69%)",
      "mean_reversion_score": 85
    },
    {
      "symbol": "WIZZ_CFD.UK",
      "selection_reason": "Extreme negative 1d move (-35.85%) and large distance from both MA200 (-24.63%) and MA50 (-27.88%)",
      "mean_reversion_score": 92
    },
    {
      "symbol": "CFEB_CFD.BE",
      "selection_reason": "Positive distance from MA200 (+29.77%) and MA50 (+15.53%) with moderate volatility",
      "mean_reversion_score": 79
    },
    {
      "symbol": "BAMNB_CFD.NL",
      "selection_reason": "Positive distance from MA200 (+22.78%) with near-neutral MA50 position (-0.04%)",
      "mean_reversion_score": 81
    },
    {
      "symbol": "WHA_CFD.NL",
      "selection_reason": "Moderate positive distance from MA200 (+15.25%) with near-neutral MA50 (+0.80%)",
      "mean_reversion_score": 76
    }
  ],
  "rejected_common_reasons": [
    "Extreme volatility exceeding strategy risk tolerance",
    "Missing technical indicators (MA200/MA50 data gaps)",
    "Positive 1d returns exceeding 15% (overbought conditions)"
  ]
}

You are an Arena portfolio manager. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices/fundamentals/news/earnings. If a field is null/empty, treat it as unknown. Avoid overtrading: if changes are marginal, prefer HOLD. Do not churn.

{"task": "stage2_portfolio_management", "region": "EU", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "portfolio_constraints": {"initial_equity": 10000.0, "max_positions": 10, "fixed_position_size": 3000.0, "max_gross_leverage": 3.0, "overtrading_rules": ["Max 2 SELL actions per run unless risk event forces more", "Max 2 BUY actions per run", "If no clear improvement vs current holdings, output HOLD for everything"]}, "current_portfolio": [{"symbol": "ADP_CFD.FR", "qty": 0.0, "avg_price": 117.5, "last_price": 115.1, "unrealized_pnl": -61.276595744680996, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "AKAM_CFD.US", "qty": 30.783438510081577, "avg_price": 97.455, "last_price": 99.955, "unrealized_pnl": 76.95859627520394, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "BIG_CFD.FR", "qty": 0.0, "avg_price": 0.453, "last_price": 0.296, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "BRBY_CFD.UK", "qty": 0.0, "avg_price": 1119.08, "last_price": 1067.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T10:31:26.559356+00:00"}, {"symbol": "BRNL_CFD.NL", "qty": 0.0, "avg_price": 7.05, "last_price": 6.68, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T10:32:09.961595+00:00"}, {"symbol": "BTRW_CFD.UK", "qty": 0.0, "avg_price": 363.1, "last_price": 340.3, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T18:21:09.503139+00:00"}, {"symbol": "BT_CFD.UK", "qty": 0.0, "avg_price": 211.0, "last_price": 207.8, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T10:20:03.276878+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 20.505809979494188, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "CABO_CFD.US", "qty": 0.0, "avg_price": 94.6, "last_price": 111.495, "unrealized_pnl": 535.7822410147995, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"symbol": "CBG_CFD.UK", "qty": 6.547359231776517, "avg_price": 458.2, "last_price": 458.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T10:26:53.527562+00:00"}, {"symbol": "CCL_CFD.UK", "qty": 1.5416238437821173, "avg_price": 1945.9999999999998, "last_price": 1858.65, "unrealized_pnl": -134.66084275436745, "opened_at": "2026-03-06T18:02:13.212382+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": "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": "ERA_CFD.FR", "qty": 0.0, "avg_price": 47.4, "last_price": 46.329, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "ESTC_CFD.US", "qty": 0.0, "avg_price": 58.085, "last_price": 55.355000000000004, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "EXE_CFD.FR", "qty": 0.0, "avg_price": 37.303, "last_price": 35.843, "unrealized_pnl": 0.0, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "EZJ_CFD.UK", "qty": 7.403751233958539, "avg_price": 405.2, "last_price": 394.1, "unrealized_pnl": -82.18163869693953, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "FBIN_CFD.US", "qty": 0.0, "avg_price": 48.255, "last_price": 46.05, "unrealized_pnl": 0.0, "opened_at": "2026-03-05T18:20:59.102726+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 29.709178385970056, "avg_price": 403.9155793573515, "last_price": 414.2, "unrealized_pnl": 305.5416874687975, "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": "HAIN_CFD.US", "qty": 0.0, "avg_price": 0.8, "last_price": 0.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"symbol": "HIK_CFD.UK", "qty": 0.0, "avg_price": 1409.0, "last_price": 1342.0, "unrealized_pnl": -142.65436479772887, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "HMSO_CFD.UK", "qty": 8.600917431192661, "avg_price": 348.8, "last_price": 348.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "IPO_CFD.UK", "qty": 0.0, "avg_price": 57.7, "last_price": 57.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "KBCA_CFD.BE", "qty": 0.0, "avg_price": 75.3, "last_price": 75.1, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "LIO_CFD.UK", "qty": 0.0, "avg_price": 250.0, "last_price": 270.0, "unrealized_pnl": 240.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "LXS_CFD.DE", "qty": 228.31050228310502, "avg_price": 13.14, "last_price": 13.472, "unrealized_pnl": 75.79908675799064, "opened_at": "2026-03-06T10:33:43.857578+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 13.824884792626728, "avg_price": 217.0, "last_price": 217.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-01T10:30:13.622938+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 19.74853531696399, "avg_price": 151.91, "last_price": 151.91, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "REC_CFD.BE", "qty": 0.0, "avg_price": 11.08, "last_price": 10.68, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T18:21:09.503139+00:00"}, {"symbol": "RHIM_CFD.UK", "qty": 1.073345259391771, "avg_price": 2795.0, "last_price": 2795.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T10:20:03.276878+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 416.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "SGE_CFD.UK", "qty": 0.0, "avg_price": 795.4, "last_price": 813.4, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+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": "2026-03-05T10:27:11.178069+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 64.97022198159178, "avg_price": 92.35, "last_price": 94.79, "unrealized_pnl": 158.52734163508472, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "UMG_CFD.NL", "qty": 0.0, "avg_price": 19.085, "last_price": 18.665, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "UTG_CFD.UK", "qty": 5.9405940594059405, "avg_price": 505.0, "last_price": 505.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T10:26:53.527562+00:00"}, {"symbol": "WIZZ_CFD.UK", "qty": 0.0, "avg_price": 1299.0, "last_price": 1149.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "WPP_CFD.UK", "qty": 0.0, "avg_price": 263.4, "last_price": 240.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+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": "Strong negative 1d move (-10.44%) with significant distance from MA50 (-21.69%)"}, {"symbol": "WIZZ_CFD.UK", "mean_reversion_score": 92, "selection_reason": "Extreme negative 1d move (-35.85%) and large distance from both MA200 (-24.63%) and MA50 (-27.88%)"}, {"symbol": "CFEB_CFD.BE", "mean_reversion_score": 79, "selection_reason": "Positive distance from MA200 (+29.77%) and MA50 (+15.53%) with moderate volatility"}, {"symbol": "BAMNB_CFD.NL", "mean_reversion_score": 81, "selection_reason": "Positive distance from MA200 (+22.78%) with near-neutral MA50 position (-0.04%)"}, {"symbol": "WHA_CFD.NL", "mean_reversion_score": 76, "selection_reason": "Moderate positive distance from MA200 (+15.25%) with near-neutral MA50 (+0.80%)"}], "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 (92) and extreme negative deviation from moving averages",
        "symbol": "WIZZ_CFD.UK",
        "position_size": 3000
      },
      {
        "reason": "Strong mean-reversion signal (85) with significant 1d negative move and deviation from MA50",
        "symbol": "TRN_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Maintain existing profitable position",
        "symbol": "FUTR_CFD.UK"
      },
      {
        "reason": "Maintain recent purchase with positive PnL",
        "symbol": "LXS_CFD.DE"
      },
      {
        "reason": "Hold profitable position with recent positive movement",
        "symbol": "UKW_CFD.UK"
      }
    ],
    "sell": [
      {
        "reason": "Underperforming position with negative PnL",
        "symbol": "EZJ_CFD.UK"
      }
    ]
  },
  "portfolio_rationale": "Rebalancing portfolio by exiting underperforming EZJ_CFD.UK while adding two high-conviction mean-reversion candidates. Maintaining existing profitable positions that show stability or recent gains. Following strict position sizing and avoiding overtrading by limiting to 2 BUY actions."
}

{
  "selected_stocks": [
    {
      "symbol": "TRN_CFD.UK",
      "selection_reason": "Strong negative 1d move (-10.44%) with significant distance from MA50 (-21.69%)",
      "mean_reversion_score": 85
    },
    {
      "symbol": "WIZZ_CFD.UK",
      "selection_reason": "Extreme negative 1d move (-35.85%) and large distance from both MA200 (-24.63%) and MA50 (-27.88%)",
      "mean_reversion_score": 92
    },
    {
      "symbol": "CFEB_CFD.BE",
      "selection_reason": "Positive distance from MA200 (+29.77%) and MA50 (+15.53%) with moderate volatility",
      "mean_reversion_score": 79
    },
    {
      "symbol": "BAMNB_CFD.NL",
      "selection_reason": "Positive distance from MA200 (+22.78%) with near-neutral MA50 position (-0.04%)",
      "mean_reversion_score": 81
    },
    {
      "symbol": "WHA_CFD.NL",
      "selection_reason": "Moderate positive distance from MA200 (+15.25%) with near-neutral MA50 (+0.80%)",
      "mean_reversion_score": 76
    }
  ],
  "rejected_common_reasons": [
    "Extreme volatility exceeding strategy risk tolerance",
    "Missing technical indicators (MA200/MA50 data gaps)",
    "Positive 1d returns exceeding 15% (overbought conditions)"
  ]
}