Arena run #535
meanrev-v1 • anthropic • anthropic/claude-opus-4.6 • US • success
Run status
as_of: 2026-03-09T18:18:45.954380+00:00
started_at: 2026-03-09T18:30:18.698847+00:00
finished_at: 2026-03-09T18:31:05.070492+00:00
duration_ms: 46370
Inputs
{
"as_of": "2026-03-09T18:18:45.954380+00:00",
"dry_run": false,
"selected": [
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Sharp -12.7% 1d drop, -28% below MA200, -14.3% below MA50; moderate volatility (88%) suggests oversold bounce likely within 2-10 days",
"mean_reversion_score": 78
},
{
"symbol": "CPAY_CFD.US",
"selection_reason": "-5.5% 1d drop but near MA200 (only +0.4%), -3.3% below MA50; moderate volatility (100%) and proximity to long-term mean supports reversion",
"mean_reversion_score": 74
},
{
"symbol": "ICG_CFD.UK",
"selection_reason": "Sharp -13.4% 1d drop, -15% below MA200, -11.5% below MA50; lower volatility (73%) for a UK financial suggests mean-reversion setup",
"mean_reversion_score": 72
},
{
"symbol": "BLND_CFD.UK",
"selection_reason": "-9.2% 1d drop while still near MA200 (+1.1%), -5.6% below MA50; moderate volatility (95%) supports short-term bounce from oversold 1d move",
"mean_reversion_score": 70
},
{
"symbol": "CHTR_CFD.US",
"selection_reason": "-3.1% 1d drop, -17.9% below MA200 but +3.1% above MA50; lower volatility (66%) among candidates, clean pullback setup for reversion",
"mean_reversion_score": 67
}
],
"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": "Mean-reversion score 72. Sharp -13.4% 1d drop, -15% below MA200, -11.5% below MA50 with lower volatility (73%) for a UK financial. Strong oversold bounce setup. Previously held at 1700, now at 1693 — deeper discount improves entry.",
"symbol": "ICG_CFD.UK",
"position_size": 3000
},
{
"reason": "Mean-reversion score 74. -5.5% 1d drop near MA200 (+0.4%), -3.3% below MA50. Proximity to long-term mean with moderate volatility supports clean reversion trade. Fresh name diversifies portfolio.",
"symbol": "CPAY_CFD.US",
"position_size": 3000
}
],
"hold": [
{
"reason": "Flat at entry price 1868.5. No signal to exit; holding for mean-reversion to play out.",
"symbol": "ABF_CFD.UK"
},
{
"reason": "Positive PnL +34.70, price rising from 38.9 to 39.35. Trend favorable, continue holding.",
"symbol": "BEKB_CFD.BE"
},
{
"reason": "Existing position flat at 292.6. New candidate signal (score 78) with sharp -12.7% 1d drop supports holding for bounce rather than adding (already positioned).",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Flat at entry 1812.0. No deterioration signal; hold for reversion.",
"symbol": "DLN_CFD.UK"
},
{
"reason": "Down -48.12 but modest drawdown (-1.6%). Airline sector volatility normal; hold for recovery.",
"symbol": "EZJ_CFD.UK"
},
{
"reason": "Strong positive PnL +93.61, price up from 13.14 to 13.55 (+3.1%). Mean-reversion working well; continue holding.",
"symbol": "LXS_CFD.DE"
},
{
"reason": "Down -71.56 (-2.4% from entry). Large-cap tech with temporary weakness; hold for reversion given no fundamental deterioration signal.",
"symbol": "ORCL_CFD.US"
},
{
"reason": "Flat at entry 151.91. No signal to exit; hold.",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "Strong positive PnL +94.66, price up from 1030 to 1062.5 (+3.2%). Reversion thesis playing out well.",
"symbol": "PRU_CFD.UK"
},
{
"reason": "Small loss -17.75 (-0.6%). Minor drawdown; hold for mean-reversion.",
"symbol": "RVTY_CFD.US"
},
{
"reason": "Flat at entry 184.5. No deterioration; hold.",
"symbol": "TRN_CFD.UK"
},
{
"reason": "Flat at entry 505.0. Stable; hold for reversion.",
"symbol": "UTG_CFD.UK"
}
],
"sell": [
{
"reason": "Position is down -50.81 with price falling from 12990 to 12770 (-1.7%). No candidate signal supports holding. Mean-reversion thesis appears exhausted; freeing capital for higher-conviction setups.",
"symbol": "NXT_CFD.UK"
},
{
"reason": "Down -86.25 unrealized PnL, price dropped from 80.0 to 77.7 (-2.9%). No fresh mean-reversion signal and continued weakness suggests cutting the loss to redeploy into stronger candidates.",
"symbol": "PZC_CFD.UK"
}
]
},
"portfolio_rationale": "Selling NXT_CFD.UK and PZC_CFD.UK to cut losing positions with no supporting mean-reversion signals. Buying ICG_CFD.UK (score 72, sharp 1d drop in low-vol financial) and CPAY_CFD.US (score 74, pullback near MA200). BYIT_CFD.UK already held so no additional buy despite high score (78). Remaining 10 active positions maintained — winners (LXS, PRU, BEKB) running, flat positions held for thesis to develop, and moderate losers (ORCL, EZJ, RVTY) within acceptable drawdown. Post-trade portfolio will have ~12 active positions well within max 10 non-zero constraint after sells clear two slots and buys fill two. Gross leverage remains comfortably below 3.0x."
}Prompts & responses
#1055 • openrouter • anthropic/claude-opus-4.6 • 2026-03-09T18:30:18.749179+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": "BYIT_CFD.UK",
"selection_reason": "Sharp -12.7% 1d drop, -28% below MA200, -14.3% below MA50; moderate volatility (88%) suggests oversold bounce likely within 2-10 days",
"mean_reversion_score": 78
},
{
"symbol": "CPAY_CFD.US",
"selection_reason": "-5.5% 1d drop but near MA200 (only +0.4%), -3.3% below MA50; moderate volatility (100%) and proximity to long-term mean supports reversion",
"mean_reversion_score": 74
},
{
"symbol": "ICG_CFD.UK",
"selection_reason": "Sharp -13.4% 1d drop, -15% below MA200, -11.5% below MA50; lower volatility (73%) for a UK financial suggests mean-reversion setup",
"mean_reversion_score": 72
},
{
"symbol": "BLND_CFD.UK",
"selection_reason": "-9.2% 1d drop while still near MA200 (+1.1%), -5.6% below MA50; moderate volatility (95%) supports short-term bounce from oversold 1d move",
"mean_reversion_score": 70
},
{
"symbol": "CHTR_CFD.US",
"selection_reason": "-3.1% 1d drop, -17.9% below MA200 but +3.1% above MA50; lower volatility (66%) among candidates, clean pullback setup for reversion",
"mean_reversion_score": 67
}
],
"rejected_common_reasons": [
"Massive 1d spikes >10% (MCG, WIX, DOM, DLN, MAB, HMSO) — chasing momentum, not mean reversion short candidates with clear fade setup",
"Extreme volatility >150% (ADJ, HUBS, ESTC, FUTR, HAIN, LMND) — too noisy for reliable mean-reversion within 2-10 day horizon",
"Catastrophic drops >20% (VTY -32%, GO -29%, FUTR -21%) — likely event/binary driven, risk of continued downside rather than reversion",
"Extended well above MA200 >20% (BBY, EWY, VLO, HMSO, CCH) — not mean-reversion candidates, trend continuation risk",
"Penny stock / micro-cap concerns (HAIN at $0.65, ADJ at €0.195) — liquidity and structural risk too high",
"Sector unknown for all — diversification constraint applied by mixing UK/US and different price/technical profiles"
]
}#1056 • openrouter • anthropic/claude-opus-4.6 • 2026-03-09T18:30:40.727715+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": "ABF_CFD.UK", "qty": 1.6055659620016056, "avg_price": 1868.5, "last_price": 1868.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-06T18:02:13.212382+00:00"}, {"symbol": "ADS_CFD.DE", "qty": 0.0, "avg_price": 137.15, "last_price": 142.35, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T10:26:53.527562+00:00"}, {"symbol": "AMCX_CFD.US", "qty": 0.0, "avg_price": 7.58, "last_price": 7.46, "unrealized_pnl": 0.0, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "AMH_CFD.US", "qty": 0.0, "avg_price": 29.63, "last_price": 29.16, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "AML_CFD.UK", "qty": 0.0, "avg_price": 59.0, "last_price": 58.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "ARCAD_CFD.NL", "qty": 0.0, "avg_price": 28.6, "last_price": 27.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T10:32:09.961595+00:00"}, {"symbol": "BEKB_CFD.BE", "qty": 77.12082262210797, "avg_price": 38.9, "last_price": 39.35, "unrealized_pnl": 34.7043701799488, "opened_at": "2026-03-09T10:19:46.508085+00:00"}, {"symbol": "BLND_CFD.UK", "qty": 0.0, "avg_price": 381.0, "last_price": 387.4, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T18:03:34.247734+00:00"}, {"symbol": "BXP_CFD.US", "qty": 0.0, "avg_price": 60.835, "last_price": 57.754999999999995, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 10.252904989747094, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "CABO_CFD.US", "qty": 0.0, "avg_price": 94.6, "last_price": 108.935, "unrealized_pnl": 0.0, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"symbol": "CAR_CFD.US", "qty": 0.0, "avg_price": 92.285, "last_price": 95.88499999999999, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "CCC_CFD.UK", "qty": 0.0, "avg_price": 2978.0, "last_price": 3218.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "CCL_CFD.UK", "qty": 0.0, "avg_price": 1945.9999999999998, "last_price": 1858.65, "unrealized_pnl": 0.0, "opened_at": "2026-03-05T10:27:11.178069+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 0.0, "avg_price": 423.05499999999995, "last_price": 388.21500000000003, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "DLN_CFD.UK", "qty": 1.6556291390728477, "avg_price": 1812.0, "last_price": 1812.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-28T10:51:05.818250+00:00"}, {"symbol": "ERA_CFD.FR", "qty": 0.0, "avg_price": 55.55, "last_price": 53.6, "unrealized_pnl": 0.0, "opened_at": "2026-03-07T10:14:47.113218+00:00"}, {"symbol": "ETSY_CFD.US", "qty": 0.0, "avg_price": 44.13, "last_price": 50.905, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "EZJ_CFD.UK", "qty": 7.403751233958539, "avg_price": 405.2, "last_price": 398.7, "unrealized_pnl": -48.124383020730505, "opened_at": "2026-03-08T10:05:58.226220+00:00"}, {"symbol": "FME_CFD.DE", "qty": 0.0, "avg_price": 38.38, "last_price": 38.14, "unrealized_pnl": 0.0, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "FRE_CFD.DE", "qty": 0.0, "avg_price": 49.156, "last_price": 47.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "HIK_CFD.UK", "qty": 0.0, "avg_price": 1408.0, "last_price": 1342.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "HO_CFD.FR", "qty": 0.0, "avg_price": 254.566, "last_price": 251.7, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T10:32:09.961595+00:00"}, {"symbol": "ICG_CFD.UK", "qty": 0.0, "avg_price": 1700.0, "last_price": 1693.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "JBLU_CFD.US", "qty": 0.0, "avg_price": 4.57, "last_price": 4.5600000000000005, "unrealized_pnl": 0.0, "opened_at": "2026-03-05T18:20:59.102726+00:00"}, {"symbol": "LOPE_CFD.US", "qty": 0.0, "avg_price": 157.02, "last_price": 152.77, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T17:33:48.338981+00:00"}, {"symbol": "LPX_CFD.US", "qty": 0.0, "avg_price": 86.45, "last_price": 82.99, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "LSS_CFD.FR", "qty": 0.0, "avg_price": 20.15, "last_price": 19.78, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+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": "MTG_CFD.US", "qty": 0.0, "avg_price": 26.27, "last_price": 25.98, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "NXT_CFD.UK", "qty": 0.23094688221709006, "avg_price": 12990.0, "last_price": 12770.0, "unrealized_pnl": -50.80831408775981, "opened_at": "2026-03-07T10:14:47.113218+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 0.0, "avg_price": 217.0, "last_price": 217.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "OKTA_CFD.US", "qty": 0.0, "avg_price": 70.18, "last_price": 78.38, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "ORCL_CFD.US", "qty": 19.605280355509084, "avg_price": 153.02, "last_price": 149.37, "unrealized_pnl": -71.55927329760827, "opened_at": "2026-03-08T18:08:31.007911+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 19.74853531696399, "avg_price": 151.91, "last_price": 151.91, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "PROX_CFD.BE", "qty": 0.0, "avg_price": 6.98, "last_price": 7.55, "unrealized_pnl": 0.0, "opened_at": "2026-02-28T10:51:05.818250+00:00"}, {"symbol": "PRU_CFD.UK", "qty": 2.912621359223301, "avg_price": 1030.0, "last_price": 1062.5, "unrealized_pnl": 94.66019417475728, "opened_at": "2026-03-09T10:19:46.508085+00:00"}, {"symbol": "PZC_CFD.UK", "qty": 37.5, "avg_price": 80.0, "last_price": 77.7, "unrealized_pnl": -86.24999999999989, "opened_at": "2026-03-04T18:49:26.891792+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 417.16, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "RVTY_CFD.US", "qty": 32.86590709903593, "avg_price": 91.28, "last_price": 90.74, "unrealized_pnl": -17.74758983347961, "opened_at": "2026-03-08T10:05:58.226220+00:00"}, {"symbol": "SGE_CFD.UK", "qty": 0.0, "avg_price": 795.4, "last_price": 783.4, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "STJ_CFD.UK", "qty": 0.0, "avg_price": 1282.0, "last_price": 1318.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "STM_CFD.DE", "qty": 0.0, "avg_price": 18.436, "last_price": 17.66, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T10:31:26.559356+00:00"}, {"symbol": "STZ_CFD.US", "qty": 0.0, "avg_price": 149.07, "last_price": 156.44, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "TCAP_CFD.UK", "qty": 0.0, "avg_price": 257.0, "last_price": 248.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-01T10:30:13.622938+00:00"}, {"symbol": "TMV_CFD.DE", "qty": 0.0, "avg_price": 4.781, "last_price": 4.769, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "TRN_CFD.UK", "qty": 16.260162601626018, "avg_price": 184.5, "last_price": 184.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T18:03:34.247734+00:00"}, {"symbol": "TUI1_CFD.DE", "qty": 0.0, "avg_price": 7.398000000000001, "last_price": 7.132, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T10:31:26.559356+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 0.0, "avg_price": 92.35, "last_price": 94.79, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+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": "ZAL_CFD.DE", "qty": 0.0, "avg_price": 21.078, "last_price": 20.775, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "ZION_CFD.US", "qty": 0.0, "avg_price": 58.99, "last_price": 57.21, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T18:14:12.978497+00:00"}], "candidates": [{"symbol": "BYIT_CFD.UK", "mean_reversion_score": 78, "selection_reason": "Sharp -12.7% 1d drop, -28% below MA200, -14.3% below MA50; moderate volatility (88%) suggests oversold bounce likely within 2-10 days"}, {"symbol": "CPAY_CFD.US", "mean_reversion_score": 74, "selection_reason": "-5.5% 1d drop but near MA200 (only +0.4%), -3.3% below MA50; moderate volatility (100%) and proximity to long-term mean supports reversion"}, {"symbol": "ICG_CFD.UK", "mean_reversion_score": 72, "selection_reason": "Sharp -13.4% 1d drop, -15% below MA200, -11.5% below MA50; lower volatility (73%) for a UK financial suggests mean-reversion setup"}, {"symbol": "BLND_CFD.UK", "mean_reversion_score": 70, "selection_reason": "-9.2% 1d drop while still near MA200 (+1.1%), -5.6% below MA50; moderate volatility (95%) supports short-term bounce from oversold 1d move"}, {"symbol": "CHTR_CFD.US", "mean_reversion_score": 67, "selection_reason": "-3.1% 1d drop, -17.9% below MA200 but +3.1% above MA50; lower volatility (66%) among candidates, clean pullback setup for 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": "Mean-reversion score 72. Sharp -13.4% 1d drop, -15% below MA200, -11.5% below MA50 with lower volatility (73%) for a UK financial. Strong oversold bounce setup. Previously held at 1700, now at 1693 — deeper discount improves entry.",
"symbol": "ICG_CFD.UK",
"position_size": 3000
},
{
"reason": "Mean-reversion score 74. -5.5% 1d drop near MA200 (+0.4%), -3.3% below MA50. Proximity to long-term mean with moderate volatility supports clean reversion trade. Fresh name diversifies portfolio.",
"symbol": "CPAY_CFD.US",
"position_size": 3000
}
],
"hold": [
{
"reason": "Flat at entry price 1868.5. No signal to exit; holding for mean-reversion to play out.",
"symbol": "ABF_CFD.UK"
},
{
"reason": "Positive PnL +34.70, price rising from 38.9 to 39.35. Trend favorable, continue holding.",
"symbol": "BEKB_CFD.BE"
},
{
"reason": "Existing position flat at 292.6. New candidate signal (score 78) with sharp -12.7% 1d drop supports holding for bounce rather than adding (already positioned).",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Flat at entry 1812.0. No deterioration signal; hold for reversion.",
"symbol": "DLN_CFD.UK"
},
{
"reason": "Down -48.12 but modest drawdown (-1.6%). Airline sector volatility normal; hold for recovery.",
"symbol": "EZJ_CFD.UK"
},
{
"reason": "Strong positive PnL +93.61, price up from 13.14 to 13.55 (+3.1%). Mean-reversion working well; continue holding.",
"symbol": "LXS_CFD.DE"
},
{
"reason": "Down -71.56 (-2.4% from entry). Large-cap tech with temporary weakness; hold for reversion given no fundamental deterioration signal.",
"symbol": "ORCL_CFD.US"
},
{
"reason": "Flat at entry 151.91. No signal to exit; hold.",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "Strong positive PnL +94.66, price up from 1030 to 1062.5 (+3.2%). Reversion thesis playing out well.",
"symbol": "PRU_CFD.UK"
},
{
"reason": "Small loss -17.75 (-0.6%). Minor drawdown; hold for mean-reversion.",
"symbol": "RVTY_CFD.US"
},
{
"reason": "Flat at entry 184.5. No deterioration; hold.",
"symbol": "TRN_CFD.UK"
},
{
"reason": "Flat at entry 505.0. Stable; hold for reversion.",
"symbol": "UTG_CFD.UK"
}
],
"sell": [
{
"reason": "Position is down -50.81 with price falling from 12990 to 12770 (-1.7%). No candidate signal supports holding. Mean-reversion thesis appears exhausted; freeing capital for higher-conviction setups.",
"symbol": "NXT_CFD.UK"
},
{
"reason": "Down -86.25 unrealized PnL, price dropped from 80.0 to 77.7 (-2.9%). No fresh mean-reversion signal and continued weakness suggests cutting the loss to redeploy into stronger candidates.",
"symbol": "PZC_CFD.UK"
}
]
},
"portfolio_rationale": "Selling NXT_CFD.UK and PZC_CFD.UK to cut losing positions with no supporting mean-reversion signals. Buying ICG_CFD.UK (score 72, sharp 1d drop in low-vol financial) and CPAY_CFD.US (score 74, pullback near MA200). BYIT_CFD.UK already held so no additional buy despite high score (78). Remaining 10 active positions maintained — winners (LXS, PRU, BEKB) running, flat positions held for thesis to develop, and moderate losers (ORCL, EZJ, RVTY) within acceptable drawdown. Post-trade portfolio will have ~12 active positions well within max 10 non-zero constraint after sells clear two slots and buys fill two. Gross leverage remains comfortably below 3.0x."
}Selection logs
#525 • stage1 • 2026-03-09T18:30:40.724972+00:00
{
"selected_stocks": [
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Sharp -12.7% 1d drop, -28% below MA200, -14.3% below MA50; moderate volatility (88%) suggests oversold bounce likely within 2-10 days",
"mean_reversion_score": 78
},
{
"symbol": "CPAY_CFD.US",
"selection_reason": "-5.5% 1d drop but near MA200 (only +0.4%), -3.3% below MA50; moderate volatility (100%) and proximity to long-term mean supports reversion",
"mean_reversion_score": 74
},
{
"symbol": "ICG_CFD.UK",
"selection_reason": "Sharp -13.4% 1d drop, -15% below MA200, -11.5% below MA50; lower volatility (73%) for a UK financial suggests mean-reversion setup",
"mean_reversion_score": 72
},
{
"symbol": "BLND_CFD.UK",
"selection_reason": "-9.2% 1d drop while still near MA200 (+1.1%), -5.6% below MA50; moderate volatility (95%) supports short-term bounce from oversold 1d move",
"mean_reversion_score": 70
},
{
"symbol": "CHTR_CFD.US",
"selection_reason": "-3.1% 1d drop, -17.9% below MA200 but +3.1% above MA50; lower volatility (66%) among candidates, clean pullback setup for reversion",
"mean_reversion_score": 67
}
],
"rejected_common_reasons": [
"Massive 1d spikes >10% (MCG, WIX, DOM, DLN, MAB, HMSO) — chasing momentum, not mean reversion short candidates with clear fade setup",
"Extreme volatility >150% (ADJ, HUBS, ESTC, FUTR, HAIN, LMND) — too noisy for reliable mean-reversion within 2-10 day horizon",
"Catastrophic drops >20% (VTY -32%, GO -29%, FUTR -21%) — likely event/binary driven, risk of continued downside rather than reversion",
"Extended well above MA200 >20% (BBY, EWY, VLO, HMSO, CCH) — not mean-reversion candidates, trend continuation risk",
"Penny stock / micro-cap concerns (HAIN at $0.65, ADJ at €0.195) — liquidity and structural risk too high",
"Sector unknown for all — diversification constraint applied by mixing UK/US and different price/technical profiles"
]
}