Arena run #523
meanrev-v1 • deepseek • deepseek/deepseek-chat • EU • success
Run status
as_of: 2026-03-09T10:19:46.508085+00:00
started_at: 2026-03-09T13:30:24.922335+00:00
finished_at: 2026-03-09T13:31:33.038328+00:00
duration_ms: 68114
Inputs
{
"as_of": "2026-03-09T10:19:46.508085+00:00",
"dry_run": false,
"selected": [
{
"symbol": "MCG_CFD.UK",
"selection_reason": "High 1-day change (+21.87%) and positive distance from 200-day MA (+10.17%)",
"mean_reversion_score": 85
},
{
"symbol": "WIX_CFD.UK",
"selection_reason": "Significant 1-day change (+15.98%) and positive distance from 200-day MA (+18.65%)",
"mean_reversion_score": 78
},
{
"symbol": "CBG_CFD.UK",
"selection_reason": "Moderate 1-day change (-5.90%) and positive distance from 200-day MA (+15.79%)",
"mean_reversion_score": 72
},
{
"symbol": "DOM_CFD.UK",
"selection_reason": "High 1-day change (+11.92%) and positive distance from 50-day MA (+12.83%)",
"mean_reversion_score": 70
},
{
"symbol": "SGRO_CFD.UK",
"selection_reason": "High 1-day change (+14.31%) and positive distance from 200-day MA (+23.34%)",
"mean_reversion_score": 75
}
],
"simulate_only": false,
"strict_replay": false,
"universe_symbols": [
"MCG_CFD.UK",
"TRN_CFD.UK",
"WIX_CFD.UK",
"WIZZ_CFD.UK",
"CBG_CFD.UK",
"DOM_CFD.UK",
"DLN_CFD.UK",
"MDM_CFD.FR",
"STAN_CFD.UK",
"SMIN_CFD.UK",
"SGRO_CFD.UK",
"RHIM_CFD.UK",
"AAL_CFD.UK",
"BRBY_CFD.UK",
"AALB_CFD.NL",
"CFEB_CFD.BE",
"LIO_CFD.UK",
"CCL_CFD.UK",
"GLO_CFD.FR",
"BARC_CFD.UK",
"BBY_CFD.UK",
"BAMNB_CFD.NL",
"AAF_CFD.UK",
"LAND_CFD.UK",
"AML_CFD.UK",
"ERA_CFD.FR",
"BEKB_CFD.BE",
"MTU_CFD.FR",
"MRN_CFD.FR",
"PRU_CFD.UK",
"WEIR_CFD.UK",
"CIEN_CFD.US",
"DGE_CFD.UK",
"BIG_CFD.FR",
"SSE_CFD.UK",
"SAVE_CFD.FR",
"SHOP_CFD.US",
"WHA_CFD.NL",
"DPLM_CFD.UK",
"ATG_CFD.UK",
"SVXY_CFD.ETF",
"ARG_CFD.FR",
"AAP_CFD.US",
"BCP_CFD.PT",
"ELIOR_CFD.FR",
"ODET_CFD.FR",
"CMBT_CFD.BE",
"SLIGR_CFD.NL"
]
}Outputs
{
"actions": {
"buy": [
{
"reason": "High mean-reversion score (85) and positive distance from 200-day MA",
"symbol": "MCG_CFD.UK",
"position_size": 3000
},
{
"reason": "High mean-reversion score (78) and positive distance from 200-day MA",
"symbol": "WIX_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "No significant change in price",
"symbol": "ADJ_CFD.DE"
},
{
"reason": "Positive unrealized PNL",
"symbol": "ADS_CFD.DE"
},
{
"reason": "No position held",
"symbol": "AIR_CFD.DE"
},
{
"reason": "Positive unrealized PNL",
"symbol": "AMH_CFD.US"
},
{
"reason": "Positive unrealized PNL",
"symbol": "AML_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "ATG_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "BBY_CFD.UK"
},
{
"reason": "No position held",
"symbol": "BIG_CFD.FR"
},
{
"reason": "No position held",
"symbol": "BT_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "No position held",
"symbol": "BYW6_CFD.DE"
},
{
"reason": "No significant change in price",
"symbol": "CBG_CFD.UK"
},
{
"reason": "Positive unrealized PNL",
"symbol": "CCC_CFD.UK"
},
{
"reason": "Negative unrealized PNL but marginal",
"symbol": "CCL_CFD.UK"
},
{
"reason": "No position held",
"symbol": "CO_CFD.FR"
},
{
"reason": "No position held",
"symbol": "CRDA_CFD.UK"
},
{
"reason": "No position held",
"symbol": "CRWD_CFD.US"
},
{
"reason": "Positive unrealized PNL",
"symbol": "ERA_CFD.FR"
},
{
"reason": "No position held",
"symbol": "EZJ_CFD.UK"
},
{
"reason": "No position held",
"symbol": "FLO_CFD.US"
},
{
"reason": "No position held",
"symbol": "FRVIA_CFD.FR"
},
{
"reason": "Positive unrealized PNL",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "GRI_CFD.UK"
},
{
"reason": "No position held",
"symbol": "HIK_CFD.UK"
},
{
"reason": "Positive unrealized PNL",
"symbol": "IEP_CFD.BE"
},
{
"reason": "No significant change in price",
"symbol": "IHG_CFD.UK"
},
{
"reason": "No position held",
"symbol": "LXS_CFD.DE"
},
{
"reason": "No significant change in price",
"symbol": "MCG_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "No position held",
"symbol": "RMV_CFD.UK"
},
{
"reason": "Positive unrealized PNL",
"symbol": "SYNT_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "TRN_CFD.UK"
},
{
"reason": "Positive unrealized PNL",
"symbol": "UKW_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "UTG_CFD.UK"
},
{
"reason": "No position held",
"symbol": "WIZZ_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "WKP_CFD.UK"
},
{
"reason": "No position held",
"symbol": "WPP_CFD.UK"
}
],
"sell": []
},
"portfolio_rationale": "The portfolio is currently well-balanced with several positions showing positive unrealized PNL. Marginal changes in prices do not justify overtrading. Two new positions are added based on high mean-reversion scores and positive distance from moving averages, adhering to the strategy's rules of avoiding overtrading and maintaining a balanced portfolio."
}Prompts & responses
#1031 • openrouter • deepseek/deepseek-chat • 2026-03-09T13:30:24.969061+00:00
System prompt
You are an Arena strategy executor. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices, fundamentals, earnings dates, or sentiment. If a field is null/empty, treat it as unknown. You are a constrained selector (no narrative).
User prompt
{"task": "stage1_universe_scan", "region": "EU", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "selection_rules": {"horizon": "2-10 trading days", "target": "short-term mean reversion in liquid equities", "constraints": ["Select exactly 5 candidates", "Avoid earnings within 5 trading days (if known)", "Avoid highly binary/event-driven moves (if known)", "Avoid sector concentration: max 1 per sector unless clearly justified (sector may be unknown)"]}, "universe": [{"symbol": "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": 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": "AAL_CFD.UK", "name": "ANGLO AMERICAN PLC", "sector": "", "last_price": 3016.0, "change_1d_pct": -11.346266901822455, "distance_from_ma200_pct": 10.42506326741024, "distance_from_ma50_pct": -11.47634619205935, "volatility_20d_pct": 91.79381510156583, "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": "BRBY_CFD.UK", "name": "BURBERRY GROUP PLC", "sector": "", "last_price": 1051.57, "change_1d_pct": -11.202965615078032, "distance_from_ma200_pct": -11.939302038764655, "distance_from_ma50_pct": -12.947860274183986, "volatility_20d_pct": 127.47353020558727, "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": "AALB_CFD.NL", "name": "Aalberts", "sector": "", "last_price": 32.04, "change_1d_pct": -4.529201430274144, "distance_from_ma200_pct": 3.6363283499052157, "distance_from_ma50_pct": 1.556244853247435, "volatility_20d_pct": 71.15751217185847, "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": "CFEB_CFD.BE", "name": "Compagnie d'Entreprises CFE SA", "sector": "", "last_price": 11.3, "change_1d_pct": -7.186858316221767, "distance_from_ma200_pct": 29.7735566280696, "distance_from_ma50_pct": 15.534598011169031, "volatility_20d_pct": 136.83766929182127, "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": "CCL_CFD.UK", "name": "CARNIVAL PLC", "sector": "", "last_price": 1946.0, "change_1d_pct": -5.990338164251208, "distance_from_ma200_pct": 3.0409496965573712, "distance_from_ma50_pct": -6.311188398763845, "volatility_20d_pct": 156.5318659045592, "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": "GLO_CFD.FR", "name": "GL Events", "sector": "", "last_price": 30.9, "change_1d_pct": -1.2779552715655007, "distance_from_ma200_pct": 4.055732115421029, "distance_from_ma50_pct": -2.910974076287476, "volatility_20d_pct": 73.56081040135827, "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": "BARC_CFD.UK", "name": "BARCLAYS PLC", "sector": "", "last_price": 417.0, "change_1d_pct": -3.1583836507199314, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -11.088466885897342, "volatility_20d_pct": 3907.6753760892493, "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": 722.5, "change_1d_pct": -1.0951403148528382, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -1.628407265201648, "volatility_20d_pct": 2239.4661443465884, "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": "BAMNB_CFD.NL", "name": "Royal BAM Group NV", "sector": "", "last_price": 8.835, "change_1d_pct": -3.7581699346405095, "distance_from_ma200_pct": 22.775433518179746, "distance_from_ma50_pct": -0.03982567217133415, "volatility_20d_pct": 84.60174657339485, "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": "AAF_CFD.UK", "name": "AIRTEL AFRICA PLC", "sector": "", "last_price": 327.0, "change_1d_pct": -4.664723032069973, "distance_from_ma200_pct": 24.82519224320223, "distance_from_ma50_pct": -6.312315203190533, "volatility_20d_pct": 93.75503285760438, "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": "LAND_CFD.UK", "name": "LAND SECURITIES GROUP PLC", "sector": "", "last_price": 611.5, "change_1d_pct": -5.559845559845556, "distance_from_ma200_pct": 2.451497634819644, "distance_from_ma50_pct": -2.727851457873287, "volatility_20d_pct": 76.33674409886991, "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": "AML_CFD.UK", "name": "ASTON MARTIN LAGONDA GLOBAL", "sector": "", "last_price": 43.56, "change_1d_pct": -13.998025666337599, "distance_from_ma200_pct": -36.966946717100825, "distance_from_ma50_pct": -25.91080722522706, "volatility_20d_pct": 126.2717296514231, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "ERA_CFD.FR", "name": "Eramet", "sector": "", "last_price": 55.55, "change_1d_pct": -2.8846153846153966, "distance_from_ma200_pct": -0.3105894919285701, "distance_from_ma50_pct": -16.346232327670997, "volatility_20d_pct": 170.11489606781797, "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": "BEKB_CFD.BE", "name": "Bekaert", "sector": "", "last_price": 38.9, "change_1d_pct": -6.687775858760325, "distance_from_ma200_pct": 2.533959431872246, "distance_from_ma50_pct": -5.804295711552898, "volatility_20d_pct": 54.153003583750895, "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": "MTU_CFD.FR", "name": "Manitou BF", "sector": "", "last_price": 20.05, "change_1d_pct": -6.088992974238883, "distance_from_ma200_pct": 1.8018159819204183, "distance_from_ma50_pct": -3.1699408588077627, "volatility_20d_pct": 73.08216454601505, "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": "MRN_CFD.FR", "name": "Mersen", "sector": "", "last_price": 24.607, "change_1d_pct": -4.624031007751938, "distance_from_ma200_pct": 4.266551525862816, "distance_from_ma50_pct": -3.996810167513032, "volatility_20d_pct": 57.40920257711812, "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": "PRU_CFD.UK", "name": "PRUDENTIAL PLC", "sector": "", "last_price": 1065.5, "change_1d_pct": -7.186411149825789, "distance_from_ma200_pct": 3.4232212649790705, "distance_from_ma50_pct": -7.391263610789867, "volatility_20d_pct": 71.530611412442, "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": 3016.0, "change_1d_pct": -1.6949152542372836, "distance_from_ma200_pct": 15.684186619919394, "distance_from_ma50_pct": -0.307598656638286, "volatility_20d_pct": 124.47422864424635, "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": "DGE_CFD.UK", "name": "DIAGEO PLC", "sector": "", "last_price": 1503.0, "change_1d_pct": -4.297994269340977, "distance_from_ma200_pct": -17.13860814362641, "distance_from_ma50_pct": -10.546906571570624, "volatility_20d_pct": 79.15893255350483, "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": "BIG_CFD.FR", "name": "Bigben Interactive", "sector": "", "last_price": 0.311, "change_1d_pct": -31.34657836644592, "distance_from_ma200_pct": -71.72740123908528, "distance_from_ma50_pct": -61.93949481104367, "volatility_20d_pct": 294.7389443112979, "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": "SSE_CFD.UK", "name": "", "sector": "", "last_price": 2665.0, "change_1d_pct": 5.045329128892395, "distance_from_ma200_pct": 32.81821793486013, "distance_from_ma50_pct": 9.679068755976772, "volatility_20d_pct": 67.85485731094869, "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": "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"]}}Output JSON
{
"selected_stocks": [
{
"symbol": "MCG_CFD.UK",
"selection_reason": "High 1-day change (+21.87%) and positive distance from 200-day MA (+10.17%)",
"mean_reversion_score": 85
},
{
"symbol": "WIX_CFD.UK",
"selection_reason": "Significant 1-day change (+15.98%) and positive distance from 200-day MA (+18.65%)",
"mean_reversion_score": 78
},
{
"symbol": "CBG_CFD.UK",
"selection_reason": "Moderate 1-day change (-5.90%) and positive distance from 200-day MA (+15.79%)",
"mean_reversion_score": 72
},
{
"symbol": "DOM_CFD.UK",
"selection_reason": "High 1-day change (+11.92%) and positive distance from 50-day MA (+12.83%)",
"mean_reversion_score": 70
},
{
"symbol": "SGRO_CFD.UK",
"selection_reason": "High 1-day change (+14.31%) and positive distance from 200-day MA (+23.34%)",
"mean_reversion_score": 75
}
],
"rejected_common_reasons": [
"High volatility (>200%)",
"Negative distance from moving averages",
"Excessive 1-day price drop (>10%)"
]
}#1032 • openrouter • deepseek/deepseek-chat • 2026-03-09T13:30:43.233978+00:00
System prompt
You are an Arena portfolio manager. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices/fundamentals/news/earnings. If a field is null/empty, treat it as unknown. Avoid overtrading: if changes are marginal, prefer HOLD. Do not churn.
User prompt
{"task": "stage2_portfolio_management", "region": "EU", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "portfolio_constraints": {"initial_equity": 10000.0, "max_positions": 10, "fixed_position_size": 3000.0, "max_gross_leverage": 3.0, "overtrading_rules": ["Max 2 SELL actions per run unless risk event forces more", "Max 2 BUY actions per run", "If no clear improvement vs current holdings, output HOLD for everything"]}, "current_portfolio": [{"symbol": "ADJ_CFD.DE", "qty": 0.0, "avg_price": 0.184, "last_price": 0.2, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T21:00:47.737392+00:00"}, {"symbol": "ADS_CFD.DE", "qty": 21.873860736419978, "avg_price": 137.15, "last_price": 138.9, "unrealized_pnl": 38.27925628873496, "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": 41.98, "unrealized_pnl": 154.80961923847659, "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": "CBG_CFD.UK", "qty": 6.547359231776517, "avg_price": 458.2, "last_price": 458.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-08T18:08:31.007911+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": 1858.65, "unrealized_pnl": -134.66084275436745, "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": 53.6, "unrealized_pnl": 392.4050632911394, "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": "MCG_CFD.UK", "qty": 116.64074650077761, "avg_price": 25.72, "last_price": 25.72, "unrealized_pnl": 0.0, "opened_at": "2026-03-08T18:08:31.007911+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 1-day change (+21.87%) and positive distance from 200-day MA (+10.17%)"}, {"symbol": "WIX_CFD.UK", "mean_reversion_score": 78, "selection_reason": "Significant 1-day change (+15.98%) and positive distance from 200-day MA (+18.65%)"}, {"symbol": "CBG_CFD.UK", "mean_reversion_score": 72, "selection_reason": "Moderate 1-day change (-5.90%) and positive distance from 200-day MA (+15.79%)"}, {"symbol": "DOM_CFD.UK", "mean_reversion_score": 70, "selection_reason": "High 1-day change (+11.92%) and positive distance from 50-day MA (+12.83%)"}, {"symbol": "SGRO_CFD.UK", "mean_reversion_score": 75, "selection_reason": "High 1-day change (+14.31%) and positive distance from 200-day MA (+23.34%)"}], "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 mean-reversion score (85) and positive distance from 200-day MA",
"symbol": "MCG_CFD.UK",
"position_size": 3000
},
{
"reason": "High mean-reversion score (78) and positive distance from 200-day MA",
"symbol": "WIX_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "No significant change in price",
"symbol": "ADJ_CFD.DE"
},
{
"reason": "Positive unrealized PNL",
"symbol": "ADS_CFD.DE"
},
{
"reason": "No position held",
"symbol": "AIR_CFD.DE"
},
{
"reason": "Positive unrealized PNL",
"symbol": "AMH_CFD.US"
},
{
"reason": "Positive unrealized PNL",
"symbol": "AML_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "ATG_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "BBY_CFD.UK"
},
{
"reason": "No position held",
"symbol": "BIG_CFD.FR"
},
{
"reason": "No position held",
"symbol": "BT_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "No position held",
"symbol": "BYW6_CFD.DE"
},
{
"reason": "No significant change in price",
"symbol": "CBG_CFD.UK"
},
{
"reason": "Positive unrealized PNL",
"symbol": "CCC_CFD.UK"
},
{
"reason": "Negative unrealized PNL but marginal",
"symbol": "CCL_CFD.UK"
},
{
"reason": "No position held",
"symbol": "CO_CFD.FR"
},
{
"reason": "No position held",
"symbol": "CRDA_CFD.UK"
},
{
"reason": "No position held",
"symbol": "CRWD_CFD.US"
},
{
"reason": "Positive unrealized PNL",
"symbol": "ERA_CFD.FR"
},
{
"reason": "No position held",
"symbol": "EZJ_CFD.UK"
},
{
"reason": "No position held",
"symbol": "FLO_CFD.US"
},
{
"reason": "No position held",
"symbol": "FRVIA_CFD.FR"
},
{
"reason": "Positive unrealized PNL",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "GRI_CFD.UK"
},
{
"reason": "No position held",
"symbol": "HIK_CFD.UK"
},
{
"reason": "Positive unrealized PNL",
"symbol": "IEP_CFD.BE"
},
{
"reason": "No significant change in price",
"symbol": "IHG_CFD.UK"
},
{
"reason": "No position held",
"symbol": "LXS_CFD.DE"
},
{
"reason": "No significant change in price",
"symbol": "MCG_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "No position held",
"symbol": "RMV_CFD.UK"
},
{
"reason": "Positive unrealized PNL",
"symbol": "SYNT_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "TRN_CFD.UK"
},
{
"reason": "Positive unrealized PNL",
"symbol": "UKW_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "UTG_CFD.UK"
},
{
"reason": "No position held",
"symbol": "WIZZ_CFD.UK"
},
{
"reason": "No significant change in price",
"symbol": "WKP_CFD.UK"
},
{
"reason": "No position held",
"symbol": "WPP_CFD.UK"
}
],
"sell": []
},
"portfolio_rationale": "The portfolio is currently well-balanced with several positions showing positive unrealized PNL. Marginal changes in prices do not justify overtrading. Two new positions are added based on high mean-reversion scores and positive distance from moving averages, adhering to the strategy's rules of avoiding overtrading and maintaining a balanced portfolio."
}Selection logs
#513 • stage1 • 2026-03-09T13:30:43.231099+00:00
{
"selected_stocks": [
{
"symbol": "MCG_CFD.UK",
"selection_reason": "High 1-day change (+21.87%) and positive distance from 200-day MA (+10.17%)",
"mean_reversion_score": 85
},
{
"symbol": "WIX_CFD.UK",
"selection_reason": "Significant 1-day change (+15.98%) and positive distance from 200-day MA (+18.65%)",
"mean_reversion_score": 78
},
{
"symbol": "CBG_CFD.UK",
"selection_reason": "Moderate 1-day change (-5.90%) and positive distance from 200-day MA (+15.79%)",
"mean_reversion_score": 72
},
{
"symbol": "DOM_CFD.UK",
"selection_reason": "High 1-day change (+11.92%) and positive distance from 50-day MA (+12.83%)",
"mean_reversion_score": 70
},
{
"symbol": "SGRO_CFD.UK",
"selection_reason": "High 1-day change (+14.31%) and positive distance from 200-day MA (+23.34%)",
"mean_reversion_score": 75
}
],
"rejected_common_reasons": [
"High volatility (>200%)",
"Negative distance from moving averages",
"Excessive 1-day price drop (>10%)"
]
}