MarketWeatherForecast

Arena run #541

meanrev-v1 • amazon • amazon/nova-premier-v1 • EU • success
Arena
Run status
as_of: 2026-03-10T10:41:24.306870+00:00
started_at: 2026-03-10T11:14:40.715072+00:00
finished_at: 2026-03-10T11:14:53.446021+00:00
duration_ms: 12729
Inputs
{
  "as_of": "2026-03-10T10:41:24.306870+00:00",
  "dry_run": false,
  "selected": [
    {
      "symbol": "PAGE_CFD.UK",
      "selection_reason": "-20.5% from MA200 and -9.46% from MA50",
      "mean_reversion_score": 85
    },
    {
      "symbol": "BBY_CFD.UK",
      "selection_reason": "-1.63% from MA50 with low 1-day volatility",
      "mean_reversion_score": 70
    },
    {
      "symbol": "ABF_CFD.UK",
      "selection_reason": "-3.33% from MA50 with moderate volatility",
      "mean_reversion_score": 68
    },
    {
      "symbol": "BLND_CFD.UK",
      "selection_reason": "-5.28% from MA50 and recent price stability",
      "mean_reversion_score": 65
    },
    {
      "symbol": "COLR_CFD.BE",
      "selection_reason": "+9.35% from MA50 but stable 1-day change",
      "mean_reversion_score": 62
    }
  ],
  "simulate_only": false,
  "strict_replay": false,
  "universe_symbols": [
    "PAGE_CFD.UK",
    "BLND_CFD.UK",
    "CF_CFD.US",
    "BBY_CFD.UK",
    "BIG_CFD.FR",
    "ATG_CFD.UK",
    "BME_CFD.UK",
    "ABF_CFD.UK",
    "CCH_CFD.UK",
    "COLR_CFD.BE"
  ]
}
Outputs
{
  "actions": {
    "buy": [
      {
        "reason": "Strong mean-reversion candidate (-20.5% from MA200)",
        "symbol": "PAGE_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Positive unrealized gain - maintain position",
        "symbol": "AKAM_CFD.US"
      },
      {
        "reason": "No change in price - hold existing position",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "No price movement - hold position",
        "symbol": "CBG_CFD.UK"
      },
      {
        "reason": "Small profit - hold to avoid churn",
        "symbol": "FUTR_CFD.UK"
      },
      {
        "reason": "Minor gain - maintain position",
        "symbol": "GNRC_CFD.US"
      },
      {
        "reason": "No movement - hold",
        "symbol": "HMSO_CFD.UK"
      },
      {
        "reason": "Small profit - hold",
        "symbol": "KEX_CFD.US"
      },
      {
        "reason": "Minor profit - hold position",
        "symbol": "LXS_CFD.DE"
      },
      {
        "reason": "No movement - hold",
        "symbol": "OCDO_CFD.UK"
      },
      {
        "reason": "No price change - hold",
        "symbol": "PAGE_CFD.UK"
      },
      {
        "reason": "No price change - hold",
        "symbol": "RHIM_CFD.UK"
      },
      {
        "reason": "Minimal profit - hold",
        "symbol": "SYNT_CFD.UK"
      },
      {
        "reason": "No price change - hold",
        "symbol": "TRN_CFD.UK"
      },
      {
        "reason": "Small profit - hold",
        "symbol": "UKW_CFD.UK"
      },
      {
        "reason": "No movement - hold",
        "symbol": "UTG_CFD.UK"
      },
      {
        "reason": "Small profit - hold position",
        "symbol": "WIZZ_CFD.UK"
      }
    ],
    "sell": [
      {
        "reason": "Marginal unrealized loss with no improvement vs current holdings",
        "symbol": "ADP_CFD.FR"
      }
    ]
  },
  "portfolio_rationale": "Maintaining existing profitable positions while adding PAGE_CFD.UK for mean-reversion opportunity. Selling ADP_CFD.FR due to marginal loss and lack of improvement. Keeping total positions under 10 and adhering to max 2 buys/sells per run."
}
Prompts & responses
#1067 • openrouter • amazon/nova-premier-v1 • 2026-03-10T11:14:40.726120+00:00
System prompt
You are an Arena strategy executor. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices, fundamentals, earnings dates, or sentiment. If a field is null/empty, treat it as unknown. You are a constrained selector (no narrative).
User prompt
{"task": "stage1_universe_scan", "region": "EU", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "selection_rules": {"horizon": "2-10 trading days", "target": "short-term mean reversion in liquid equities", "constraints": ["Select exactly 5 candidates", "Avoid earnings within 5 trading days (if known)", "Avoid highly binary/event-driven moves (if known)", "Avoid sector concentration: max 1 per sector unless clearly justified (sector may be unknown)"]}, "universe": [{"symbol": "PAGE_CFD.UK", "name": "PAGEGROUP PLC", "sector": "", "last_price": 205.8, "change_1d_pct": -13.091216216216218, "distance_from_ma200_pct": -20.507377691735872, "distance_from_ma50_pct": -9.456474873951793, "volatility_20d_pct": 113.15149478988747, "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": 385.8, "change_1d_pct": -0.8226221079691509, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -5.276803865531354, "volatility_20d_pct": 2775.983609722267, "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": "CF_CFD.US", "name": "CF Industries Holdings Inc", "sector": "", "last_price": 97.16, "change_1d_pct": 1.0609527771999083, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 11.562182562106349, "volatility_20d_pct": 3467.4527549275817, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "BBY_CFD.UK", "name": "BALFOUR BEATTY PLC", "sector": "", "last_price": 722.5, "change_1d_pct": -1.0951403148528382, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -1.628407265201648, "volatility_20d_pct": 2239.4661443465884, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "BIG_CFD.FR", "name": "Bigben Interactive", "sector": "", "last_price": 0.316, "change_1d_pct": -31.601731601731608, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -59.40807727879971, "volatility_20d_pct": 15531.09352934197, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "ATG_CFD.UK", "name": "AUCTION TECHNOLOGY GROUP", "sector": "", "last_price": 313.0, "change_1d_pct": 0.3205128205128194, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 0.8343803356850588, "volatility_20d_pct": 2871.9337920464413, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "BME_CFD.UK", "name": "B&M EUROPEAN VALUE RETAIL SA", "sector": "", "last_price": 187.88, "change_1d_pct": 1.0107526881720341, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 7.318666981973787, "volatility_20d_pct": 3503.713036055361, "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": "ABF_CFD.UK", "name": "ASSOCIATED BRITISH FOODS PLC", "sector": "", "last_price": 1887.0, "change_1d_pct": -2.0503503763301345, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -3.3299180327868827, "volatility_20d_pct": 2105.89979933895, "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": 4704.0, "change_1d_pct": -0.3811944091486663, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 19.722683172651113, "volatility_20d_pct": 2425.007693254479, "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": "COLR_CFD.BE", "name": "Colruyt", "sector": "", "last_price": 35.18, "change_1d_pct": 0.4568817818389359, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 9.353823964589015, "volatility_20d_pct": 1904.1899576456217, "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": "PAGE_CFD.UK",
      "selection_reason": "-20.5% from MA200 and -9.46% from MA50",
      "mean_reversion_score": 85
    },
    {
      "symbol": "BBY_CFD.UK",
      "selection_reason": "-1.63% from MA50 with low 1-day volatility",
      "mean_reversion_score": 70
    },
    {
      "symbol": "ABF_CFD.UK",
      "selection_reason": "-3.33% from MA50 with moderate volatility",
      "mean_reversion_score": 68
    },
    {
      "symbol": "BLND_CFD.UK",
      "selection_reason": "-5.28% from MA50 and recent price stability",
      "mean_reversion_score": 65
    },
    {
      "symbol": "COLR_CFD.BE",
      "selection_reason": "+9.35% from MA50 but stable 1-day change",
      "mean_reversion_score": 62
    }
  ],
  "rejected_common_reasons": [
    "Missing MA200 data",
    "Extreme 1-day price movement",
    "Volatility exceeds risk tolerance"
  ]
}
#1068 • openrouter • amazon/nova-premier-v1 • 2026-03-10T11:14:45.332832+00:00
System prompt
You are an Arena portfolio manager. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices/fundamentals/news/earnings. If a field is null/empty, treat it as unknown. Avoid overtrading: if changes are marginal, prefer HOLD. Do not churn.
User prompt
{"task": "stage2_portfolio_management", "region": "EU", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "portfolio_constraints": {"initial_equity": 10000.0, "max_positions": 10, "fixed_position_size": 3000.0, "max_gross_leverage": 3.0, "overtrading_rules": ["Max 2 SELL actions per run unless risk event forces more", "Max 2 BUY actions per run", "If no clear improvement vs current holdings, output HOLD for everything"]}, "current_portfolio": [{"symbol": "ADP_CFD.FR", "qty": 0.0, "avg_price": 117.5, "last_price": 115.1, "unrealized_pnl": -61.276595744680996, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "AKAM_CFD.US", "qty": 30.783438510081577, "avg_price": 97.455, "last_price": 102.22, "unrealized_pnl": 146.68308450053874, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "BIG_CFD.FR", "qty": 0.0, "avg_price": 0.453, "last_price": 0.296, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "BRBY_CFD.UK", "qty": 0.0, "avg_price": 1119.08, "last_price": 1067.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T10:31:26.559356+00:00"}, {"symbol": "BRNL_CFD.NL", "qty": 0.0, "avg_price": 7.05, "last_price": 6.68, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T10:32:09.961595+00:00"}, {"symbol": "BTRW_CFD.UK", "qty": 0.0, "avg_price": 363.1, "last_price": 340.3, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T18:21:09.503139+00:00"}, {"symbol": "BT_CFD.UK", "qty": 0.0, "avg_price": 211.0, "last_price": 207.8, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T10:20:03.276878+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 20.505809979494188, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "CABO_CFD.US", "qty": 0.0, "avg_price": 94.6, "last_price": 111.495, "unrealized_pnl": 535.7822410147995, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"symbol": "CBG_CFD.UK", "qty": 6.547359231776517, "avg_price": 458.2, "last_price": 458.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T10:26:53.527562+00:00"}, {"symbol": "CCL_CFD.UK", "qty": 0.0, "avg_price": 1945.9999999999998, "last_price": 1842.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-06T18:02:13.212382+00:00"}, {"symbol": "CO_CFD.FR", "qty": 0.0, "avg_price": 0.171, "last_price": 0.165, "unrealized_pnl": 0.0, "opened_at": "2026-03-06T10:33:43.857578+00:00"}, {"symbol": "DSY_CFD.FR", "qty": 0.0, "avg_price": 17.881, "last_price": 16.752, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "ERA_CFD.FR", "qty": 0.0, "avg_price": 47.4, "last_price": 46.329, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "ESTC_CFD.US", "qty": 0.0, "avg_price": 58.085, "last_price": 55.355000000000004, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "EXE_CFD.FR", "qty": 0.0, "avg_price": 37.303, "last_price": 35.843, "unrealized_pnl": 0.0, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "EZJ_CFD.UK", "qty": 0.0, "avg_price": 405.2, "last_price": 394.1, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "FBIN_CFD.US", "qty": 0.0, "avg_price": 48.255, "last_price": 46.05, "unrealized_pnl": 0.0, "opened_at": "2026-03-05T18:20:59.102726+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 29.709178385970056, "avg_price": 403.9155793573515, "last_price": 414.2, "unrealized_pnl": 305.5416874687975, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "GNRC_CFD.US", "qty": 14.950662812718031, "avg_price": 200.66, "last_price": 206.93, "unrealized_pnl": 93.7406558357422, "opened_at": "2026-03-09T18:18:45.954380+00:00"}, {"symbol": "GO_CFD.US", "qty": 0.0, "avg_price": 6.53, "last_price": 6.35, "unrealized_pnl": 0.0, "opened_at": "2026-03-05T18:20:59.102726+00:00"}, {"symbol": "HAIN_CFD.US", "qty": 0.0, "avg_price": 0.8, "last_price": 0.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"symbol": "HIK_CFD.UK", "qty": 0.0, "avg_price": 1409.0, "last_price": 1342.0, "unrealized_pnl": -142.65436479772887, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "HMSO_CFD.UK", "qty": 8.600917431192661, "avg_price": 348.8, "last_price": 348.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "IPO_CFD.UK", "qty": 0.0, "avg_price": 57.7, "last_price": 57.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "KBCA_CFD.BE", "qty": 0.0, "avg_price": 75.3, "last_price": 75.1, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "KEX_CFD.US", "qty": 24.390243902439025, "avg_price": 123.0, "last_price": 125.97, "unrealized_pnl": 72.43902439024387, "opened_at": "2026-03-09T18:18:45.954380+00:00"}, {"symbol": "LIO_CFD.UK", "qty": 0.0, "avg_price": 250.0, "last_price": 270.0, "unrealized_pnl": 240.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "LXS_CFD.DE", "qty": 228.31050228310502, "avg_price": 13.14, "last_price": 13.55, "unrealized_pnl": 93.60730593607309, "opened_at": "2026-03-06T10:33:43.857578+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 13.824884792626728, "avg_price": 217.0, "last_price": 217.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-01T10:30:13.622938+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 19.74853531696399, "avg_price": 151.91, "last_price": 151.91, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "REC_CFD.BE", "qty": 0.0, "avg_price": 11.08, "last_price": 10.68, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T18:21:09.503139+00:00"}, {"symbol": "RHIM_CFD.UK", "qty": 1.073345259391771, "avg_price": 2795.0, "last_price": 2795.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T10:20:03.276878+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 416.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "SGE_CFD.UK", "qty": 0.0, "avg_price": 795.4, "last_price": 813.4, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "SYNT_CFD.UK", "qty": 326.0869565217392, "avg_price": 18.4, "last_price": 18.48, "unrealized_pnl": 26.086956521739737, "opened_at": "2026-03-03T18:03:34.247734+00:00"}, {"symbol": "TRN_CFD.UK", "qty": 65.04065040650407, "avg_price": 184.5, "last_price": 184.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-05T10:27:11.178069+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 64.97022198159178, "avg_price": 92.35, "last_price": 94.79, "unrealized_pnl": 158.52734163508472, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "UMG_CFD.NL", "qty": 0.0, "avg_price": 19.085, "last_price": 18.665, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "UTG_CFD.UK", "qty": 5.9405940594059405, "avg_price": 505.0, "last_price": 505.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T10:26:53.527562+00:00"}, {"symbol": "WIZZ_CFD.UK", "qty": 3.4403669724770642, "avg_price": 872.0, "last_price": 899.44, "unrealized_pnl": 94.40366972477084, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "WPP_CFD.UK", "qty": 0.0, "avg_price": 263.4, "last_price": 240.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "ZS_CFD.US", "qty": 0.0, "avg_price": 159.76, "last_price": 144.45, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}], "candidates": [{"symbol": "PAGE_CFD.UK", "mean_reversion_score": 85, "selection_reason": "-20.5% from MA200 and -9.46% from MA50"}, {"symbol": "BBY_CFD.UK", "mean_reversion_score": 70, "selection_reason": "-1.63% from MA50 with low 1-day volatility"}, {"symbol": "ABF_CFD.UK", "mean_reversion_score": 68, "selection_reason": "-3.33% from MA50 with moderate volatility"}, {"symbol": "BLND_CFD.UK", "mean_reversion_score": 65, "selection_reason": "-5.28% from MA50 and recent price stability"}, {"symbol": "COLR_CFD.BE", "mean_reversion_score": 62, "selection_reason": "+9.35% from MA50 but stable 1-day change"}], "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": "Strong mean-reversion candidate (-20.5% from MA200)",
        "symbol": "PAGE_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Positive unrealized gain - maintain position",
        "symbol": "AKAM_CFD.US"
      },
      {
        "reason": "No change in price - hold existing position",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "No price movement - hold position",
        "symbol": "CBG_CFD.UK"
      },
      {
        "reason": "Small profit - hold to avoid churn",
        "symbol": "FUTR_CFD.UK"
      },
      {
        "reason": "Minor gain - maintain position",
        "symbol": "GNRC_CFD.US"
      },
      {
        "reason": "No movement - hold",
        "symbol": "HMSO_CFD.UK"
      },
      {
        "reason": "Small profit - hold",
        "symbol": "KEX_CFD.US"
      },
      {
        "reason": "Minor profit - hold position",
        "symbol": "LXS_CFD.DE"
      },
      {
        "reason": "No movement - hold",
        "symbol": "OCDO_CFD.UK"
      },
      {
        "reason": "No price change - hold",
        "symbol": "PAGE_CFD.UK"
      },
      {
        "reason": "No price change - hold",
        "symbol": "RHIM_CFD.UK"
      },
      {
        "reason": "Minimal profit - hold",
        "symbol": "SYNT_CFD.UK"
      },
      {
        "reason": "No price change - hold",
        "symbol": "TRN_CFD.UK"
      },
      {
        "reason": "Small profit - hold",
        "symbol": "UKW_CFD.UK"
      },
      {
        "reason": "No movement - hold",
        "symbol": "UTG_CFD.UK"
      },
      {
        "reason": "Small profit - hold position",
        "symbol": "WIZZ_CFD.UK"
      }
    ],
    "sell": [
      {
        "reason": "Marginal unrealized loss with no improvement vs current holdings",
        "symbol": "ADP_CFD.FR"
      }
    ]
  },
  "portfolio_rationale": "Maintaining existing profitable positions while adding PAGE_CFD.UK for mean-reversion opportunity. Selling ADP_CFD.FR due to marginal loss and lack of improvement. Keeping total positions under 10 and adhering to max 2 buys/sells per run."
}
Selection logs
#531 • stage1 • 2026-03-10T11:14:45.330022+00:00
{
  "selected_stocks": [
    {
      "symbol": "PAGE_CFD.UK",
      "selection_reason": "-20.5% from MA200 and -9.46% from MA50",
      "mean_reversion_score": 85
    },
    {
      "symbol": "BBY_CFD.UK",
      "selection_reason": "-1.63% from MA50 with low 1-day volatility",
      "mean_reversion_score": 70
    },
    {
      "symbol": "ABF_CFD.UK",
      "selection_reason": "-3.33% from MA50 with moderate volatility",
      "mean_reversion_score": 68
    },
    {
      "symbol": "BLND_CFD.UK",
      "selection_reason": "-5.28% from MA50 and recent price stability",
      "mean_reversion_score": 65
    },
    {
      "symbol": "COLR_CFD.BE",
      "selection_reason": "+9.35% from MA50 but stable 1-day change",
      "mean_reversion_score": 62
    }
  ],
  "rejected_common_reasons": [
    "Missing MA200 data",
    "Extreme 1-day price movement",
    "Volatility exceeds risk tolerance"
  ]
}