MarketWeatherForecast

Arena run #533

meanrev-v1 • deepseek • deepseek/deepseek-chat • US • success
Arena
Run status
as_of: 2026-03-09T18:18:45.954380+00:00
started_at: 2026-03-09T18:27:07.879119+00:00
finished_at: 2026-03-09T18:29:08.355712+00:00
duration_ms: 120475
Inputs
{
  "as_of": "2026-03-09T18:18:45.954380+00:00",
  "dry_run": false,
  "selected": [
    {
      "symbol": "MCG_CFD.UK",
      "selection_reason": "High daily change and distance from MA50 suggest potential mean reversion.",
      "mean_reversion_score": 85
    },
    {
      "symbol": "WIX_CFD.UK",
      "selection_reason": "Significant daily change and distance from MA50 indicate mean reversion potential.",
      "mean_reversion_score": 80
    },
    {
      "symbol": "MAB_CFD.UK",
      "selection_reason": "High daily change and distance from MA50 suggest mean reversion.",
      "mean_reversion_score": 75
    },
    {
      "symbol": "HMSO_CFD.UK",
      "selection_reason": "Notable daily change and distance from MA50 indicate mean reversion potential.",
      "mean_reversion_score": 78
    },
    {
      "symbol": "AVGO_CFD.US",
      "selection_reason": "High daily change and distance from MA50 suggest potential mean reversion.",
      "mean_reversion_score": 82
    }
  ],
  "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": "High daily change and distance from MA50 suggest potential mean reversion.",
        "symbol": "MCG_CFD.UK",
        "position_size": 3000
      },
      {
        "reason": "Significant daily change and distance from MA50 indicate mean reversion potential.",
        "symbol": "WIX_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "ADJ_CFD.DE"
      },
      {
        "reason": "Positive unrealized PNL; no clear improvement from selling.",
        "symbol": "ADS_CFD.DE"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "AIR_CFD.DE"
      },
      {
        "reason": "Marginal unrealized loss; no clear improvement from selling.",
        "symbol": "AMH_CFD.US"
      },
      {
        "reason": "Positive unrealized PNL; no clear improvement from selling.",
        "symbol": "AML_CFD.UK"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "ATG_CFD.UK"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "BBY_CFD.UK"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "BIG_CFD.FR"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "BT_CFD.UK"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "BYW6_CFD.DE"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "CBG_CFD.UK"
      },
      {
        "reason": "Positive unrealized PNL; no clear improvement from selling.",
        "symbol": "CCC_CFD.UK"
      },
      {
        "reason": "Marginal unrealized loss; no clear improvement from selling.",
        "symbol": "CCL_CFD.UK"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "CO_CFD.FR"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "CRDA_CFD.UK"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "CRWD_CFD.US"
      },
      {
        "reason": "Positive unrealized PNL; no clear improvement from selling.",
        "symbol": "ERA_CFD.FR"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "EZJ_CFD.UK"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "FLO_CFD.US"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "FRVIA_CFD.FR"
      },
      {
        "reason": "Positive unrealized PNL; no clear improvement from selling.",
        "symbol": "FUTR_CFD.UK"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "GRI_CFD.UK"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "HIK_CFD.UK"
      },
      {
        "reason": "Positive unrealized PNL; no clear improvement from selling.",
        "symbol": "IEP_CFD.BE"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "IHG_CFD.UK"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "LXS_CFD.DE"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "MCG_CFD.UK"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "OCDO_CFD.UK"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "PAGE_CFD.UK"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "RMV_CFD.UK"
      },
      {
        "reason": "Marginal unrealized gain; no clear improvement from selling.",
        "symbol": "SYNT_CFD.UK"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "TRN_CFD.UK"
      },
      {
        "reason": "Positive unrealized PNL; no clear improvement from selling.",
        "symbol": "UKW_CFD.UK"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "UTG_CFD.UK"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "WIX_CFD.UK"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "WIZZ_CFD.UK"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "WKP_CFD.UK"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "WPP_CFD.UK"
      }
    ],
    "sell": []
  },
  "portfolio_rationale": "The portfolio is currently well-balanced with no significant deviations from the mean-reversion strategy. Given the constraints on overtrading and the marginal changes in the current holdings, the decision is to hold most positions. Two new positions are added based on their high mean-reversion scores and potential for reversion to the mean."
}
Prompts & responses
#1051 • openrouter • deepseek/deepseek-chat • 2026-03-09T18:27:07.932929+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, 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"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": "MCG_CFD.UK",
      "selection_reason": "High daily change and distance from MA50 suggest potential mean reversion.",
      "mean_reversion_score": 85
    },
    {
      "symbol": "WIX_CFD.UK",
      "selection_reason": "Significant daily change and distance from MA50 indicate mean reversion potential.",
      "mean_reversion_score": 80
    },
    {
      "symbol": "MAB_CFD.UK",
      "selection_reason": "High daily change and distance from MA50 suggest mean reversion.",
      "mean_reversion_score": 75
    },
    {
      "symbol": "HMSO_CFD.UK",
      "selection_reason": "Notable daily change and distance from MA50 indicate mean reversion potential.",
      "mean_reversion_score": 78
    },
    {
      "symbol": "AVGO_CFD.US",
      "selection_reason": "High daily change and distance from MA50 suggest potential mean reversion.",
      "mean_reversion_score": 82
    }
  ],
  "rejected_common_reasons": [
    "Low daily change",
    "Close proximity to moving averages",
    "High volatility without clear mean reversion signal",
    "Unknown earnings date",
    "Sector concentration"
  ]
}
#1052 • openrouter • deepseek/deepseek-chat • 2026-03-09T18:27:30.055244+00:00
System prompt
You are an Arena portfolio manager. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices/fundamentals/news/earnings. If a field is null/empty, treat it as unknown. Avoid overtrading: if changes are marginal, prefer HOLD. Do not churn.
User prompt
{"task": "stage2_portfolio_management", "region": "US", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "portfolio_constraints": {"initial_equity": 10000.0, "max_positions": 10, "fixed_position_size": 3000.0, "max_gross_leverage": 3.0, "overtrading_rules": ["Max 2 SELL actions per run unless risk event forces more", "Max 2 BUY actions per run", "If no clear improvement vs current holdings, output HOLD for everything"]}, "current_portfolio": [{"symbol": "ADJ_CFD.DE", "qty": 0.0, "avg_price": 0.184, "last_price": 0.2, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T21:00:47.737392+00:00"}, {"symbol": "ADS_CFD.DE", "qty": 21.873860736419978, "avg_price": 137.15, "last_price": 139.6, "unrealized_pnl": 53.5909588042287, "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": 29.285, "unrealized_pnl": -35.43107811709106, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "AML_CFD.UK", "qty": 75.1503006012024, "avg_price": 39.92, "last_price": 41.96, "unrealized_pnl": 153.30661322645284, "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": 3198.0, "unrealized_pnl": 221.62525184687712, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "CCL_CFD.UK", "qty": 1.5416238437821173, "avg_price": 1945.9999999999998, "last_price": 1842.0, "unrealized_pnl": -160.32887975333983, "opened_at": "2026-03-02T10:31:26.559356+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": 54.45, "unrealized_pnl": 446.20253164556993, "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": 233.28149300155522, "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": "WIX_CFD.UK", "qty": 13.3630289532294, "avg_price": 224.5, "last_price": 224.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-09T10:19:46.508085+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 daily change and distance from MA50 suggest potential mean reversion."}, {"symbol": "WIX_CFD.UK", "mean_reversion_score": 80, "selection_reason": "Significant daily change and distance from MA50 indicate mean reversion potential."}, {"symbol": "MAB_CFD.UK", "mean_reversion_score": 75, "selection_reason": "High daily change and distance from MA50 suggest mean reversion."}, {"symbol": "HMSO_CFD.UK", "mean_reversion_score": 78, "selection_reason": "Notable daily change and distance from MA50 indicate mean reversion potential."}, {"symbol": "AVGO_CFD.US", "mean_reversion_score": 82, "selection_reason": "High daily change and distance from MA50 suggest potential mean reversion."}], "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 daily change and distance from MA50 suggest potential mean reversion.",
        "symbol": "MCG_CFD.UK",
        "position_size": 3000
      },
      {
        "reason": "Significant daily change and distance from MA50 indicate mean reversion potential.",
        "symbol": "WIX_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "ADJ_CFD.DE"
      },
      {
        "reason": "Positive unrealized PNL; no clear improvement from selling.",
        "symbol": "ADS_CFD.DE"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "AIR_CFD.DE"
      },
      {
        "reason": "Marginal unrealized loss; no clear improvement from selling.",
        "symbol": "AMH_CFD.US"
      },
      {
        "reason": "Positive unrealized PNL; no clear improvement from selling.",
        "symbol": "AML_CFD.UK"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "ATG_CFD.UK"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "BBY_CFD.UK"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "BIG_CFD.FR"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "BT_CFD.UK"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "BYW6_CFD.DE"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "CBG_CFD.UK"
      },
      {
        "reason": "Positive unrealized PNL; no clear improvement from selling.",
        "symbol": "CCC_CFD.UK"
      },
      {
        "reason": "Marginal unrealized loss; no clear improvement from selling.",
        "symbol": "CCL_CFD.UK"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "CO_CFD.FR"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "CRDA_CFD.UK"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "CRWD_CFD.US"
      },
      {
        "reason": "Positive unrealized PNL; no clear improvement from selling.",
        "symbol": "ERA_CFD.FR"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "EZJ_CFD.UK"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "FLO_CFD.US"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "FRVIA_CFD.FR"
      },
      {
        "reason": "Positive unrealized PNL; no clear improvement from selling.",
        "symbol": "FUTR_CFD.UK"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "GRI_CFD.UK"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "HIK_CFD.UK"
      },
      {
        "reason": "Positive unrealized PNL; no clear improvement from selling.",
        "symbol": "IEP_CFD.BE"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "IHG_CFD.UK"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "LXS_CFD.DE"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "MCG_CFD.UK"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "OCDO_CFD.UK"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "PAGE_CFD.UK"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "RMV_CFD.UK"
      },
      {
        "reason": "Marginal unrealized gain; no clear improvement from selling.",
        "symbol": "SYNT_CFD.UK"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "TRN_CFD.UK"
      },
      {
        "reason": "Positive unrealized PNL; no clear improvement from selling.",
        "symbol": "UKW_CFD.UK"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "UTG_CFD.UK"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "WIX_CFD.UK"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "WIZZ_CFD.UK"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "WKP_CFD.UK"
      },
      {
        "reason": "No significant change in price or fundamentals.",
        "symbol": "WPP_CFD.UK"
      }
    ],
    "sell": []
  },
  "portfolio_rationale": "The portfolio is currently well-balanced with no significant deviations from the mean-reversion strategy. Given the constraints on overtrading and the marginal changes in the current holdings, the decision is to hold most positions. Two new positions are added based on their high mean-reversion scores and potential for reversion to the mean."
}
Selection logs
#523 • stage1 • 2026-03-09T18:27:30.052897+00:00
{
  "selected_stocks": [
    {
      "symbol": "MCG_CFD.UK",
      "selection_reason": "High daily change and distance from MA50 suggest potential mean reversion.",
      "mean_reversion_score": 85
    },
    {
      "symbol": "WIX_CFD.UK",
      "selection_reason": "Significant daily change and distance from MA50 indicate mean reversion potential.",
      "mean_reversion_score": 80
    },
    {
      "symbol": "MAB_CFD.UK",
      "selection_reason": "High daily change and distance from MA50 suggest mean reversion.",
      "mean_reversion_score": 75
    },
    {
      "symbol": "HMSO_CFD.UK",
      "selection_reason": "Notable daily change and distance from MA50 indicate mean reversion potential.",
      "mean_reversion_score": 78
    },
    {
      "symbol": "AVGO_CFD.US",
      "selection_reason": "High daily change and distance from MA50 suggest potential mean reversion.",
      "mean_reversion_score": 82
    }
  ],
  "rejected_common_reasons": [
    "Low daily change",
    "Close proximity to moving averages",
    "High volatility without clear mean reversion signal",
    "Unknown earnings date",
    "Sector concentration"
  ]
}