Arena run #531

meanrev-v1amazonamazon/nova-premier-v1USsuccess
Arena
Run status
as_of: 2026-03-09T18:18:45.954380+00:00
started_at: 2026-03-09T18:25:53.806233+00:00
finished_at: 2026-03-09T18:26:19.459678+00:00
duration_ms: 25651
Inputs
{
  "as_of": "2026-03-09T18:18:45.954380+00:00",
  "dry_run": false,
  "selected": [
    {
      "symbol": "KEX_CFD.US",
      "selection_reason": "Positive distance from MA50 and negative 1d change",
      "mean_reversion_score": 78
    },
    {
      "symbol": "LYV_CFD.US",
      "selection_reason": "Strong positive distance from both MA50 and MA200",
      "mean_reversion_score": 75
    },
    {
      "symbol": "GRI_CFD.UK",
      "selection_reason": "Close to MA50 with low volatility",
      "mean_reversion_score": 65
    },
    {
      "symbol": "AVGO_CFD.US",
      "selection_reason": "Moderate positive distance from MA50/MA200 with positive 1d change",
      "mean_reversion_score": 68
    },
    {
      "symbol": "GNRC_CFD.US",
      "selection_reason": "Significant positive distance from both MAs",
      "mean_reversion_score": 72
    }
  ],
  "simulate_only": false,
  "strict_replay": false,
  "universe_symbols": [
    "MCG_CFD.UK",
    "UTG_CFD.UK",
    "WIX_CFD.UK",
    "CBG_CFD.UK",
    "DOM_CFD.UK",
    "DLN_CFD.UK",
    "ADJ_CFD.DE",
    "BLND_CFD.UK",
    "DPLM_CFD.UK",
    "LIO_CFD.UK",
    "BBY_CFD.UK",
    "MAB_CFD.UK",
    "ATG_CFD.UK",
    "BME_CFD.UK",
    "BYIT_CFD.UK",
    "DCC_CFD.UK",
    "WKP_CFD.UK",
    "FUTR_CFD.UK",
    "IART_CFD.US",
    "CABO_CFD.US",
    "CHTR_CFD.US",
    "LMND_CFD.US",
    "HMSO_CFD.UK",
    "HUBS_CFD.US",
    "BYW6_CFD.DE",
    "FLO_CFD.US",
    "KEX_CFD.US",
    "ASGN_CFD.US",
    "EWY_CFD.ETF",
    "ESTC_CFD.US",
    "CCH_CFD.UK",
    "VTY_CFD.UK",
    "MAN_CFD.US",
    "COIN_CFD.US",
    "GDDY_CFD.US",
    "CPAY_CFD.US",
    "HAIN_CFD.US",
    "VLO_CFD.US",
    "ICG_CFD.UK",
    "GNRC_CFD.US",
    "GRI_CFD.UK",
    "LYV_CFD.US",
    "AT1_CFD.DE",
    "JBLU_CFD.US",
    "GO_CFD.US",
    "AVGO_CFD.US",
    "MNDI_CFD.UK",
    "LW_CFD.US",
    "GWRE_CFD.US",
    "HYQ_CFD.DE"
  ]
}
Outputs
{
  "actions": {
    "buy": [
      {
        "reason": "Highest mean-reversion score",
        "symbol": "KEX_CFD.US",
        "position_size": 3000
      },
      {
        "reason": "Third-highest score with significant MA distance",
        "symbol": "GNRC_CFD.US",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Existing position with positive PnL",
        "symbol": "AKAM_CFD.US"
      },
      {
        "reason": "No price movement",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "No price movement",
        "symbol": "CBG_CFD.UK"
      },
      {
        "reason": "Existing position with positive PnL",
        "symbol": "FUTR_CFD.UK"
      },
      {
        "reason": "Existing position with positive PnL",
        "symbol": "LXS_CFD.DE"
      },
      {
        "reason": "No price movement",
        "symbol": "OCDO_CFD.UK"
      },
      {
        "reason": "No price movement",
        "symbol": "PAGE_CFD.UK"
      },
      {
        "reason": "No price movement",
        "symbol": "RHIM_CFD.UK"
      },
      {
        "reason": "Marginal PnL change",
        "symbol": "SYNT_CFD.UK"
      },
      {
        "reason": "No price movement",
        "symbol": "TRN_CFD.UK"
      },
      {
        "reason": "Existing position with positive PnL",
        "symbol": "UKW_CFD.UK"
      },
      {
        "reason": "No price movement",
        "symbol": "UTG_CFD.UK"
      },
      {
        "reason": "Existing position with positive PnL",
        "symbol": "WIZZ_CFD.UK"
      }
    ],
    "sell": [
      {
        "reason": "Underperforming position with negative PnL",
        "symbol": "CCL_CFD.UK"
      }
    ]
  },
  "portfolio_rationale": "Maintaining existing profitable positions while adding two high-conviction candidates. Selling one underperforming asset to free capital. Following max_buys/sells constraints and avoiding churn."
}
Prompts & responses
#1047openrouteramazon/nova-premier-v12026-03-09T18:25:53.930786+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": "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": "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": "ADJ_CFD.DE", "name": "ADLER GROUP SA", "sector": "", "last_price": 0.195, "change_1d_pct": 3.1746031746031855, "distance_from_ma200_pct": -6.627082934303774, "distance_from_ma50_pct": 0.9421265141319024, "volatility_20d_pct": 301.3189058761534, "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": "BLND_CFD.UK", "name": "BRITISH LAND CO PLC", "sector": "", "last_price": 378.8, "change_1d_pct": -9.20421860019175, "distance_from_ma200_pct": 1.0804912116943788, "distance_from_ma50_pct": -5.582308896399757, "volatility_20d_pct": 95.07813029977189, "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": 5345.0, "change_1d_pct": -3.170289855072461, "distance_from_ma200_pct": 7.589302064574288, "distance_from_ma50_pct": -2.529349698433636, "volatility_20d_pct": 74.68104833921817, "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": "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": "MAB_CFD.UK", "name": "MITCHELLS & BUTLERS PLC", "sector": "", "last_price": 292.81, "change_1d_pct": 14.37890625, "distance_from_ma200_pct": 11.595067041457764, "distance_from_ma50_pct": 10.935906392690597, "volatility_20d_pct": 118.87119977937589, "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": "BME_CFD.UK", "name": "B&M EUROPEAN VALUE RETAIL SA", "sector": "", "last_price": 180.0, "change_1d_pct": -0.5799502899751507, "distance_from_ma200_pct": -17.510144533683704, "distance_from_ma50_pct": 3.6906975618860693, "volatility_20d_pct": 107.67302074828436, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "BYIT_CFD.UK", "name": "BYTES TECHNOLOGY GROUP PLC", "sector": "", "last_price": 300.4, "change_1d_pct": -12.674418604651173, "distance_from_ma200_pct": -28.03446775272175, "distance_from_ma50_pct": -14.34777426817815, "volatility_20d_pct": 87.82535981934274, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "DCC_CFD.UK", "name": "DCC PLC", "sector": "", "last_price": 4796.0, "change_1d_pct": 8.950477055883699, "distance_from_ma200_pct": -0.31777761353444234, "distance_from_ma50_pct": -0.48172984831804655, "volatility_20d_pct": 98.35541677287148, "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": "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": "IART_CFD.US", "name": "", "sector": "", "last_price": 9.35, "change_1d_pct": -11.542100283822144, "distance_from_ma200_pct": -27.761016444992148, "distance_from_ma50_pct": -19.993839097770106, "volatility_20d_pct": 117.17185254543496, "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": "CABO_CFD.US", "name": "Cable One Inc", "sector": "", "last_price": 107.21, "change_1d_pct": -2.3677260723067195, "distance_from_ma200_pct": -18.9308337322139, "distance_from_ma50_pct": 8.269306898696849, "volatility_20d_pct": 147.10632941104112, "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": "CHTR_CFD.US", "name": "Charter Communications Inc", "sector": "", "last_price": 222.32, "change_1d_pct": -3.145421277337279, "distance_from_ma200_pct": -17.934422102483794, "distance_from_ma50_pct": 3.128650114994569, "volatility_20d_pct": 65.59401351907981, "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": "LMND_CFD.US", "name": "LEMONADE INC", "sector": "", "last_price": 54.42, "change_1d_pct": 4.916136495083867, "distance_from_ma200_pct": -6.926310676622793, "distance_from_ma50_pct": -24.46807034101791, "volatility_20d_pct": 160.25503167132723, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "HMSO_CFD.UK", "name": "HAMMERSON PLC", "sector": "", "last_price": 355.4, "change_1d_pct": 14.129736673089276, "distance_from_ma200_pct": 22.516025502913806, "distance_from_ma50_pct": 10.006914897239172, "volatility_20d_pct": 87.54938293511039, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "HUBS_CFD.US", "name": "HubSpot Inc", "sector": "", "last_price": 288.75, "change_1d_pct": 4.5892494929006045, "distance_from_ma200_pct": -33.9039000475892, "distance_from_ma50_pct": -4.089777946660956, "volatility_20d_pct": 188.7101499987334, "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": "BYW6_CFD.DE", "name": "BayWa AG vNa", "sector": "", "last_price": 3.05, "change_1d_pct": 2.348993288590595, "distance_from_ma200_pct": -52.449401486073135, "distance_from_ma50_pct": -6.283031390575444, "volatility_20d_pct": 102.36934757528029, "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": "FLO_CFD.US", "name": "Flowers Foods Inc", "sector": "", "last_price": 8.99, "change_1d_pct": -2.8108108108108043, "distance_from_ma200_pct": -31.712875047474355, "distance_from_ma50_pct": -15.35796331864574, "volatility_20d_pct": 99.22896034755766, "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": "KEX_CFD.US", "name": "", "sector": "", "last_price": 128.14, "change_1d_pct": -4.265969368696309, "distance_from_ma200_pct": 18.61959157980484, "distance_from_ma50_pct": 3.3052187919722753, "volatility_20d_pct": 60.86005653815698, "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": "ASGN_CFD.US", "name": "ASGN Inc", "sector": "", "last_price": 38.89, "change_1d_pct": -7.887257224064426, "distance_from_ma200_pct": -20.113308046494105, "distance_from_ma50_pct": -17.708447950434625, "volatility_20d_pct": 111.97937943256862, "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": "EWY_CFD.ETF", "name": "ISHARES MSCI SOUTH KOREA ETF", "sector": "", "last_price": 127.27, "change_1d_pct": -3.9544185344502214, "distance_from_ma200_pct": 41.63473662304591, "distance_from_ma50_pct": 4.840955109585865, "volatility_20d_pct": 121.91964497501063, "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": "ESTC_CFD.US", "name": "ELASTIC NV", "sector": "", "last_price": 53.72, "change_1d_pct": 1.8774890953916268, "distance_from_ma200_pct": -32.121536817938015, "distance_from_ma50_pct": -18.53619922539632, "volatility_20d_pct": 154.0483779680862, "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": "CCH_CFD.UK", "name": "COCA-COLA HBC AG-DI", "sector": "", "last_price": 4600.0, "change_1d_pct": -2.0025564550489983, "distance_from_ma200_pct": 19.61493248894206, "distance_from_ma50_pct": 11.853559374787226, "volatility_20d_pct": 70.48660215991708, "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": "VTY_CFD.UK", "name": "VISTRY GROUP PLC", "sector": "", "last_price": 471.9, "change_1d_pct": -32.11634731572588, "distance_from_ma200_pct": -25.51929928481008, "distance_from_ma50_pct": -27.700654049391527, "volatility_20d_pct": 205.4531272131175, "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": "MAN_CFD.US", "name": "ManpowerGroup Inc", "sector": "", "last_price": 28.26, "change_1d_pct": 0.4621400639886364, "distance_from_ma200_pct": -20.60247716899787, "distance_from_ma50_pct": -7.13173097777865, "volatility_20d_pct": 120.35561719458762, "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": "COIN_CFD.US", "name": "Coinbase Global Inc", "sector": "", "last_price": 194.87, "change_1d_pct": -6.858808909282088, "distance_from_ma200_pct": -31.948344019332573, "distance_from_ma50_pct": -3.889783227985444, "volatility_20d_pct": 171.4157357323427, "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": "GDDY_CFD.US", "name": "GODADDY INC - CLASS A", "sector": "", "last_price": 93.99, "change_1d_pct": 5.975871011387968, "distance_from_ma200_pct": -31.485679712500826, "distance_from_ma50_pct": -7.6664636422578925, "volatility_20d_pct": 131.31546255462612, "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": "CPAY_CFD.US", "name": "", "sector": "", "last_price": 314.51, "change_1d_pct": -5.495793269230775, "distance_from_ma200_pct": 0.4462610427491409, "distance_from_ma50_pct": -3.3209801250239868, "volatility_20d_pct": 100.48411738664026, "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": "HAIN_CFD.US", "name": "The Hain Celestial Group Inc", "sector": "", "last_price": 0.65, "change_1d_pct": -12.16216216216216, "distance_from_ma200_pct": -53.85489138151356, "distance_from_ma50_pct": -37.3795761078998, "volatility_20d_pct": 207.70195661324973, "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": "VLO_CFD.US", "name": "", "sector": "", "last_price": 216.55, "change_1d_pct": -2.9097919655667104, "distance_from_ma200_pct": 32.34906293746469, "distance_from_ma50_pct": 13.026167997962368, "volatility_20d_pct": 63.22897697728743, "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": "ICG_CFD.UK", "name": "ICG Plc", "sector": "", "last_price": 1719.0, "change_1d_pct": -13.356854838709676, "distance_from_ma200_pct": -15.041741119434038, "distance_from_ma50_pct": -11.540628787118589, "volatility_20d_pct": 72.59006184069659, "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": "GNRC_CFD.US", "name": "", "sector": "", "last_price": 205.86, "change_1d_pct": -7.772949240625415, "distance_from_ma200_pct": 22.889900534755526, "distance_from_ma50_pct": 12.192867528922946, "volatility_20d_pct": 131.9697382849185, "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": "GRI_CFD.UK", "name": "GRAINGER PLC", "sector": "", "last_price": 192.4, "change_1d_pct": 0.08322929671245038, "distance_from_ma200_pct": -4.9312468607917275, "distance_from_ma50_pct": 0.9128310349964197, "volatility_20d_pct": 71.43116862190418, "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": "LYV_CFD.US", "name": "LIVE NATION ENTERTAINMENT IN", "sector": "", "last_price": 164.77, "change_1d_pct": 1.8985776128633391, "distance_from_ma200_pct": 9.981503990559105, "distance_from_ma50_pct": 10.054890519529614, "volatility_20d_pct": 84.40910137246985, "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": "AT1_CFD.DE", "name": "AROUNDTOWN SA", "sector": "", "last_price": 2.5220000000000002, "change_1d_pct": -4.686318972033243, "distance_from_ma200_pct": -16.393032310678446, "distance_from_ma50_pct": -8.870822041553739, "volatility_20d_pct": 104.23636531762892, "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": "JBLU_CFD.US", "name": "JETBLUE AIRWAYS CORP", "sector": "", "last_price": 4.17, "change_1d_pct": -18.5546875, "distance_from_ma200_pct": -13.8536545056398, "distance_from_ma50_pct": -21.06757524134014, "volatility_20d_pct": 140.998424295517, "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": "GO_CFD.US", "name": "GROCERY OUTLET HOLDING CORP", "sector": "", "last_price": 6.43, "change_1d_pct": -28.79291251384275, "distance_from_ma200_pct": -50.86595882063018, "distance_from_ma50_pct": -32.8389387925632, "volatility_20d_pct": 148.9314338876607, "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": "AVGO_CFD.US", "name": "Broadcom Inc", "sector": "", "last_price": 343.04, "change_1d_pct": 6.626880517219935, "distance_from_ma200_pct": 6.7849402852288465, "distance_from_ma50_pct": 2.6226451896233627, "volatility_20d_pct": 95.65500112425106, "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": "MNDI_CFD.UK", "name": "MONDI PLC", "sector": "", "last_price": 859.6, "change_1d_pct": -9.91406413749738, "distance_from_ma200_pct": -13.846749644126731, "distance_from_ma50_pct": -3.83690309185164, "volatility_20d_pct": 104.2795966406548, "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": "LW_CFD.US", "name": "", "sector": "", "last_price": 46.0, "change_1d_pct": -2.0025564550489983, "distance_from_ma200_pct": -14.705037038410552, "distance_from_ma50_pct": 1.2332855042738178, "volatility_20d_pct": 64.68209450687723, "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": "GWRE_CFD.US", "name": "", "sector": "", "last_price": 165.61, "change_1d_pct": 8.603842874942625, "distance_from_ma200_pct": -20.868161464118195, "distance_from_ma50_pct": 5.8459752836449885, "volatility_20d_pct": 123.40062900035313, "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": "HYQ_CFD.DE", "name": "HYPOPORT SE", "sector": "", "last_price": 91.137, "change_1d_pct": 4.156571428571421, "distance_from_ma200_pct": -36.74045396847156, "distance_from_ma50_pct": -10.847847854506409, "volatility_20d_pct": 96.56847157796159, "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": "KEX_CFD.US",
      "selection_reason": "Positive distance from MA50 and negative 1d change",
      "mean_reversion_score": 78
    },
    {
      "symbol": "LYV_CFD.US",
      "selection_reason": "Strong positive distance from both MA50 and MA200",
      "mean_reversion_score": 75
    },
    {
      "symbol": "GRI_CFD.UK",
      "selection_reason": "Close to MA50 with low volatility",
      "mean_reversion_score": 65
    },
    {
      "symbol": "AVGO_CFD.US",
      "selection_reason": "Moderate positive distance from MA50/MA200 with positive 1d change",
      "mean_reversion_score": 68
    },
    {
      "symbol": "GNRC_CFD.US",
      "selection_reason": "Significant positive distance from both MAs",
      "mean_reversion_score": 72
    }
  ],
  "rejected_common_reasons": [
    "Extreme 1-day movement >15%",
    "Distance from MA200 >30%",
    "Negative distance from both MAs",
    "High volatility >150%"
  ]
}
#1048openrouteramazon/nova-premier-v12026-03-09T18:26:07.306766+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": "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": 101.235, "unrealized_pnl": 116.3613975681084, "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": 1842.0, "unrealized_pnl": -160.32887975333983, "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": 0.0, "avg_price": 405.2, "last_price": 394.1, "unrealized_pnl": 0.0, "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": 13.55, "unrealized_pnl": 93.60730593607309, "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": 65.04065040650407, "avg_price": 184.5, "last_price": 184.5, "unrealized_pnl": 0.0, "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": 3.4403669724770642, "avg_price": 872.0, "last_price": 899.44, "unrealized_pnl": 94.40366972477084, "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": "KEX_CFD.US", "mean_reversion_score": 78, "selection_reason": "Positive distance from MA50 and negative 1d change"}, {"symbol": "LYV_CFD.US", "mean_reversion_score": 75, "selection_reason": "Strong positive distance from both MA50 and MA200"}, {"symbol": "GRI_CFD.UK", "mean_reversion_score": 65, "selection_reason": "Close to MA50 with low volatility"}, {"symbol": "AVGO_CFD.US", "mean_reversion_score": 68, "selection_reason": "Moderate positive distance from MA50/MA200 with positive 1d change"}, {"symbol": "GNRC_CFD.US", "mean_reversion_score": 72, "selection_reason": "Significant positive distance from both MAs"}], "output_schema": {"actions": {"sell": [{"symbol": "string", "reason": "string"}], "hold": [{"symbol": "string", "reason": "string"}], "buy": [{"symbol": "string", "position_size": "number (currency amount)", "reason": "string"}]}, "portfolio_rationale": "string"}}
Output JSON
{
  "actions": {
    "buy": [
      {
        "reason": "Highest mean-reversion score",
        "symbol": "KEX_CFD.US",
        "position_size": 3000
      },
      {
        "reason": "Third-highest score with significant MA distance",
        "symbol": "GNRC_CFD.US",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Existing position with positive PnL",
        "symbol": "AKAM_CFD.US"
      },
      {
        "reason": "No price movement",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "No price movement",
        "symbol": "CBG_CFD.UK"
      },
      {
        "reason": "Existing position with positive PnL",
        "symbol": "FUTR_CFD.UK"
      },
      {
        "reason": "Existing position with positive PnL",
        "symbol": "LXS_CFD.DE"
      },
      {
        "reason": "No price movement",
        "symbol": "OCDO_CFD.UK"
      },
      {
        "reason": "No price movement",
        "symbol": "PAGE_CFD.UK"
      },
      {
        "reason": "No price movement",
        "symbol": "RHIM_CFD.UK"
      },
      {
        "reason": "Marginal PnL change",
        "symbol": "SYNT_CFD.UK"
      },
      {
        "reason": "No price movement",
        "symbol": "TRN_CFD.UK"
      },
      {
        "reason": "Existing position with positive PnL",
        "symbol": "UKW_CFD.UK"
      },
      {
        "reason": "No price movement",
        "symbol": "UTG_CFD.UK"
      },
      {
        "reason": "Existing position with positive PnL",
        "symbol": "WIZZ_CFD.UK"
      }
    ],
    "sell": [
      {
        "reason": "Underperforming position with negative PnL",
        "symbol": "CCL_CFD.UK"
      }
    ]
  },
  "portfolio_rationale": "Maintaining existing profitable positions while adding two high-conviction candidates. Selling one underperforming asset to free capital. Following max_buys/sells constraints and avoiding churn."
}
Selection logs
#521stage12026-03-09T18:26:07.299608+00:00
{
  "selected_stocks": [
    {
      "symbol": "KEX_CFD.US",
      "selection_reason": "Positive distance from MA50 and negative 1d change",
      "mean_reversion_score": 78
    },
    {
      "symbol": "LYV_CFD.US",
      "selection_reason": "Strong positive distance from both MA50 and MA200",
      "mean_reversion_score": 75
    },
    {
      "symbol": "GRI_CFD.UK",
      "selection_reason": "Close to MA50 with low volatility",
      "mean_reversion_score": 65
    },
    {
      "symbol": "AVGO_CFD.US",
      "selection_reason": "Moderate positive distance from MA50/MA200 with positive 1d change",
      "mean_reversion_score": 68
    },
    {
      "symbol": "GNRC_CFD.US",
      "selection_reason": "Significant positive distance from both MAs",
      "mean_reversion_score": 72
    }
  ],
  "rejected_common_reasons": [
    "Extreme 1-day movement >15%",
    "Distance from MA200 >30%",
    "Negative distance from both MAs",
    "High volatility >150%"
  ]
}