MarketWeatherForecast

Arena run #542

meanrev-v1 • x-ai • x-ai/grok-4.1-fast • EU • success
Arena
Run status
as_of: 2026-03-10T10:41:24.306870+00:00
started_at: 2026-03-10T11:14:58.368106+00:00
finished_at: 2026-03-10T11:15:39.937991+00:00
duration_ms: 41568
Inputs
{
  "as_of": "2026-03-10T10:41:24.306870+00:00",
  "dry_run": false,
  "selected": [
    {
      "symbol": "BIG_CFD.FR",
      "selection_reason": "1d change -31.6%, MA50 dist -59.4%",
      "mean_reversion_score": 100
    },
    {
      "symbol": "PAGE_CFD.UK",
      "selection_reason": "1d -13.1%, MA50 -9.5%, MA200 -20.5%",
      "mean_reversion_score": 95
    },
    {
      "symbol": "BLND_CFD.UK",
      "selection_reason": "MA50 dist -5.3%",
      "mean_reversion_score": 70
    },
    {
      "symbol": "ABF_CFD.UK",
      "selection_reason": "1d -2.1%, MA50 -3.3%",
      "mean_reversion_score": 65
    },
    {
      "symbol": "BBY_CFD.UK",
      "selection_reason": "1d -1.1%, MA50 -1.6%",
      "mean_reversion_score": 60
    }
  ],
  "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": "Top mean reversion score 100; deeply oversold (1d -31.6%, MA50 dist -59.4%)",
        "symbol": "BIG_CFD.FR",
        "position_size": 3000
      },
      {
        "reason": "Strong mean reversion score 70; new oversold opportunity superior to sold positions",
        "symbol": "BLND_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Mean reversion score 65; stable PnL, continue holding",
        "symbol": "ABF_CFD.UK"
      },
      {
        "reason": "Stable at avg price; no strong sell signal",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "Stable at avg price; no strong sell signal",
        "symbol": "FUTR_CFD.UK"
      },
      {
        "reason": "Positive PnL +177 but recent; retain for now",
        "symbol": "LRCX_CFD.US"
      },
      {
        "reason": "Stable at avg price; no strong sell signal",
        "symbol": "OCDO_CFD.UK"
      },
      {
        "reason": "High mean reversion score 95; continue holding oversold position",
        "symbol": "PAGE_CFD.UK"
      },
      {
        "reason": "Stable at avg price; no strong sell signal",
        "symbol": "TRN_CFD.UK"
      },
      {
        "reason": "Positive PnL +94; retain as UK exposure",
        "symbol": "WIZZ_CFD.UK"
      }
    ],
    "sell": [
      {
        "reason": "Take profits after mean reversion complete (unrealized PnL +178); not in top oversold candidates",
        "symbol": "GO_CFD.US"
      },
      {
        "reason": "Take profits after mean reversion complete (unrealized PnL +213); not in top oversold candidates",
        "symbol": "JBLU_CFD.US"
      }
    ]
  },
  "portfolio_rationale": "At max 10 positions; sold 2 profitable US positions (GO, JBLU) realizing gains to rotate into higher-scoring EU mean-reversion candidates BIG (100) and BLND (70) for better oversold exposure while respecting max 2 buys/sells, fixed size 3000, and leverage limits. Holds stable/positive with no clear deterioration."
}
Prompts & responses
#1069 • openrouter • x-ai/grok-4.1-fast • 2026-03-10T11:14:58.379936+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": "BIG_CFD.FR",
      "selection_reason": "1d change -31.6%, MA50 dist -59.4%",
      "mean_reversion_score": 100
    },
    {
      "symbol": "PAGE_CFD.UK",
      "selection_reason": "1d -13.1%, MA50 -9.5%, MA200 -20.5%",
      "mean_reversion_score": 95
    },
    {
      "symbol": "BLND_CFD.UK",
      "selection_reason": "MA50 dist -5.3%",
      "mean_reversion_score": 70
    },
    {
      "symbol": "ABF_CFD.UK",
      "selection_reason": "1d -2.1%, MA50 -3.3%",
      "mean_reversion_score": 65
    },
    {
      "symbol": "BBY_CFD.UK",
      "selection_reason": "1d -1.1%, MA50 -1.6%",
      "mean_reversion_score": 60
    }
  ],
  "rejected_common_reasons": [
    "above MA50",
    "positive 1d change",
    "non-EU region"
  ]
}
#1070 • openrouter • x-ai/grok-4.1-fast • 2026-03-10T11:15:14.191423+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": "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": "AML_CFD.UK", "qty": 0.0, "avg_price": 39.92, "last_price": 42.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T10:26:53.527562+00:00"}, {"symbol": "ARCAD_CFD.NL", "qty": 0.0, "avg_price": 29.7, "last_price": 28.06, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "BIG_CFD.FR", "qty": 0.0, "avg_price": 0.301, "last_price": 0.308, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "BXP_CFD.US", "qty": 0.0, "avg_price": 60.835, "last_price": 59.405, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T17:33:48.338981+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 10.252904989747094, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "CABO_CFD.US", "qty": 0.0, "avg_price": 94.6, "last_price": 96.44, "unrealized_pnl": 58.3509513742073, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "CAR_CFD.US", "qty": 0.0, "avg_price": 92.465, "last_price": 97.54, "unrealized_pnl": 164.65689720434767, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "CCL_CFD.UK", "qty": 0.0, "avg_price": 1945.9999999999998, "last_price": 1858.65, "unrealized_pnl": 0.0, "opened_at": "2026-03-06T18:02:13.212382+00:00"}, {"symbol": "COIN_CFD.US", "qty": 0.0, "avg_price": 168.575, "last_price": 171.13, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "CO_CFD.FR", "qty": 0.0, "avg_price": 0.171, "last_price": 0.2196, "unrealized_pnl": 0.0, "opened_at": "2026-03-06T10:33:43.857578+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 0.0, "avg_price": 350.79999999999995, "last_price": 350.055, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "DKNG_CFD.US", "qty": 0.0, "avg_price": 25.185000000000002, "last_price": 25.115000000000002, "unrealized_pnl": 0.0, "opened_at": "2026-03-05T18:20:59.102726+00:00"}, {"symbol": "ESTC_CFD.US", "qty": 0.0, "avg_price": 58.085, "last_price": 55.28, "unrealized_pnl": -144.87389171042437, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "EXPO_CFD.US", "qty": 0.0, "avg_price": 66.815, "last_price": 70.025, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "EZJ_CFD.UK", "qty": 0.0, "avg_price": 405.2, "last_price": 394.1, "unrealized_pnl": 0.0, "opened_at": "2026-03-08T10:05:58.226220+00:00"}, {"symbol": "FBIN_CFD.US", "qty": 0.0, "avg_price": 50.974999999999994, "last_price": 54.35, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "FICO_CFD.US", "qty": 0.0, "avg_price": 1208.505, "last_price": 1405.2800000000002, "unrealized_pnl": 0.0, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "FLO_CFD.US", "qty": 0.0, "avg_price": 9.875, "last_price": 10.055, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 7.24287783679382, "avg_price": 414.2, "last_price": 414.2, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "GO_CFD.US", "qty": 525.3940455341506, "avg_price": 5.71, "last_price": 6.05, "unrealized_pnl": 178.63397548161112, "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": 1275.0, "last_price": 1342.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "HPP_CFD.US", "qty": 0.0, "avg_price": 7.59, "last_price": 7.47, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T18:49:26.891792+00:00"}, {"symbol": "ICG_CFD.UK", "qty": 0.0, "avg_price": 1700.0, "last_price": 1719.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "JBLU_CFD.US", "qty": 710.9004739336493, "avg_price": 4.22, "last_price": 4.52, "unrealized_pnl": 213.27014218009467, "opened_at": "2026-03-09T18:18:45.954380+00:00"}, {"symbol": "JUN3_CFD.DE", "qty": 0.0, "avg_price": 31.51, "last_price": 30.167, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T10:31:26.559356+00:00"}, {"symbol": "LMND_CFD.US", "qty": 0.0, "avg_price": 61.5, "last_price": 59.89, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "LPX_CFD.US", "qty": 0.0, "avg_price": 86.45, "last_price": 86.15, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "LRCX_CFD.US", "qty": 15.04966389083977, "avg_price": 199.34, "last_price": 211.13, "unrealized_pnl": 177.4355372730008, "opened_at": "2026-03-08T18:08:31.007911+00:00"}, {"symbol": "NET_CFD.US", "qty": 0.0, "avg_price": 176.96, "last_price": 164.32, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 13.824884792626728, "avg_price": 217.0, "last_price": 217.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "OKTA_CFD.US", "qty": 0.0, "avg_price": 70.18, "last_price": 80.05, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 19.74853531696399, "avg_price": 151.91, "last_price": 151.91, "unrealized_pnl": 0.0, "opened_at": "2026-03-07T10:14:47.113218+00:00"}, {"symbol": "PAYC_CFD.US", "qty": 0.0, "avg_price": 121.22, "last_price": 119.79, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "PROX_CFD.BE", "qty": 0.0, "avg_price": 6.98, "last_price": 7.68, "unrealized_pnl": 0.0, "opened_at": "2026-02-28T10:51:05.818250+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 417.16, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "RVTY_CFD.US", "qty": 0.0, "avg_price": 91.28, "last_price": 91.28, "unrealized_pnl": 0.0, "opened_at": "2026-03-08T18:08:31.007911+00:00"}, {"symbol": "SYNT_CFD.UK", "qty": 0.0, "avg_price": 18.4, "last_price": 18.48, "unrealized_pnl": 13.043478260869868, "opened_at": "2026-03-03T18:03:34.247734+00:00"}, {"symbol": "THG_CFD.UK", "qty": 0.0, "avg_price": 34.98, "last_price": 34.98, "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": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "TRST_CFD.UK", "qty": 0.0, "avg_price": 134.3, "last_price": 139.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 0.0, "avg_price": 92.35, "last_price": 94.79, "unrealized_pnl": 79.26367081754236, "opened_at": "2026-02-23T10:32:09.961595+00:00"}, {"symbol": "WIZZ_CFD.UK", "qty": 3.4403669724770642, "avg_price": 872.0, "last_price": 899.44, "unrealized_pnl": 94.40366972477084, "opened_at": "2026-03-09T10:19:46.508085+00:00"}, {"symbol": "WPP_CFD.UK", "qty": 0.0, "avg_price": 263.4, "last_price": 240.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-28T10:51:05.818250+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": "BIG_CFD.FR", "mean_reversion_score": 100, "selection_reason": "1d change -31.6%, MA50 dist -59.4%"}, {"symbol": "PAGE_CFD.UK", "mean_reversion_score": 95, "selection_reason": "1d -13.1%, MA50 -9.5%, MA200 -20.5%"}, {"symbol": "BLND_CFD.UK", "mean_reversion_score": 70, "selection_reason": "MA50 dist -5.3%"}, {"symbol": "ABF_CFD.UK", "mean_reversion_score": 65, "selection_reason": "1d -2.1%, MA50 -3.3%"}, {"symbol": "BBY_CFD.UK", "mean_reversion_score": 60, "selection_reason": "1d -1.1%, MA50 -1.6%"}], "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": "Top mean reversion score 100; deeply oversold (1d -31.6%, MA50 dist -59.4%)",
        "symbol": "BIG_CFD.FR",
        "position_size": 3000
      },
      {
        "reason": "Strong mean reversion score 70; new oversold opportunity superior to sold positions",
        "symbol": "BLND_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Mean reversion score 65; stable PnL, continue holding",
        "symbol": "ABF_CFD.UK"
      },
      {
        "reason": "Stable at avg price; no strong sell signal",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "Stable at avg price; no strong sell signal",
        "symbol": "FUTR_CFD.UK"
      },
      {
        "reason": "Positive PnL +177 but recent; retain for now",
        "symbol": "LRCX_CFD.US"
      },
      {
        "reason": "Stable at avg price; no strong sell signal",
        "symbol": "OCDO_CFD.UK"
      },
      {
        "reason": "High mean reversion score 95; continue holding oversold position",
        "symbol": "PAGE_CFD.UK"
      },
      {
        "reason": "Stable at avg price; no strong sell signal",
        "symbol": "TRN_CFD.UK"
      },
      {
        "reason": "Positive PnL +94; retain as UK exposure",
        "symbol": "WIZZ_CFD.UK"
      }
    ],
    "sell": [
      {
        "reason": "Take profits after mean reversion complete (unrealized PnL +178); not in top oversold candidates",
        "symbol": "GO_CFD.US"
      },
      {
        "reason": "Take profits after mean reversion complete (unrealized PnL +213); not in top oversold candidates",
        "symbol": "JBLU_CFD.US"
      }
    ]
  },
  "portfolio_rationale": "At max 10 positions; sold 2 profitable US positions (GO, JBLU) realizing gains to rotate into higher-scoring EU mean-reversion candidates BIG (100) and BLND (70) for better oversold exposure while respecting max 2 buys/sells, fixed size 3000, and leverage limits. Holds stable/positive with no clear deterioration."
}
Selection logs
#532 • stage1 • 2026-03-10T11:15:14.188914+00:00
{
  "selected_stocks": [
    {
      "symbol": "BIG_CFD.FR",
      "selection_reason": "1d change -31.6%, MA50 dist -59.4%",
      "mean_reversion_score": 100
    },
    {
      "symbol": "PAGE_CFD.UK",
      "selection_reason": "1d -13.1%, MA50 -9.5%, MA200 -20.5%",
      "mean_reversion_score": 95
    },
    {
      "symbol": "BLND_CFD.UK",
      "selection_reason": "MA50 dist -5.3%",
      "mean_reversion_score": 70
    },
    {
      "symbol": "ABF_CFD.UK",
      "selection_reason": "1d -2.1%, MA50 -3.3%",
      "mean_reversion_score": 65
    },
    {
      "symbol": "BBY_CFD.UK",
      "selection_reason": "1d -1.1%, MA50 -1.6%",
      "mean_reversion_score": 60
    }
  ],
  "rejected_common_reasons": [
    "above MA50",
    "positive 1d change",
    "non-EU region"
  ]
}