Arena run #549

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).

{"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": "SAFE_CFD.UK", "name": "SAFESTORE HOLDINGS PLC", "sector": "", "last_price": 802.5, "change_1d_pct": 13.187588152327212, "distance_from_ma200_pct": 21.40724384452035, "distance_from_ma50_pct": 10.29872606002229, "volatility_20d_pct": 81.07249455345375, "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": "TRN_CFD.UK", "name": "TRAINLINE PLC", "sector": "", "last_price": 206.0, "change_1d_pct": -12.93322062552832, "distance_from_ma200_pct": -22.557701091522887, "distance_from_ma50_pct": -12.560104316644482, "volatility_20d_pct": 131.09279103846345, "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": "RHIM_CFD.UK", "name": "RHI MAGNESITA NV", "sector": "", "last_price": 2795.0, "change_1d_pct": 2.3809523809523725, "distance_from_ma200_pct": 6.811460460804897, "distance_from_ma50_pct": 10.895008018562113, "volatility_20d_pct": 141.33746334612064, "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": "VTY_CFD.UK", "name": "VISTRY GROUP PLC", "sector": "", "last_price": 463.9, "change_1d_pct": -32.72911832946637, "distance_from_ma200_pct": -26.66844502405723, "distance_from_ma50_pct": -28.488957332309774, "volatility_20d_pct": 205.6561667968453, "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": "RSW_CFD.UK", "name": "RENISHAW PLC", "sector": "", "last_price": 4100.0, "change_1d_pct": 18.155619596541793, "distance_from_ma200_pct": 36.779911314574385, "distance_from_ma50_pct": 14.333028240759926, "volatility_20d_pct": 92.61568245477878, "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": "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": "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": "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": "CNC_CFD.US", "name": "Centene Corp", "sector": "", "last_price": 40.58, "change_1d_pct": 3.573251659009702, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -3.2002595320789307, "volatility_20d_pct": 5238.197125855288, "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": 316.4, "change_1d_pct": 1.9329896907216426, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -3.036395062333752, "volatility_20d_pct": 3610.9502328075146, "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": "BTRW_CFD.UK", "name": "Barratt Redrow Plc", "sector": "", "last_price": 322.3, "change_1d_pct": -2.066241264053481, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -14.679472246341497, "volatility_20d_pct": 3259.103464638469, "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": "CRDA_CFD.UK", "name": "CRODA INTERNATIONAL PLC", "sector": "", "last_price": 2839.0, "change_1d_pct": -0.28099754127151044, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -0.572261096752058, "volatility_20d_pct": 5232.645582727379, "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": "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": "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"}], "output_schema": {"selected_stocks": [{"symbol": "string", "mean_reversion_score": "integer 0-100", "selection_reason": "short, concrete, indicator-based"}], "rejected_common_reasons": ["string"]}}

{
  "selected_stocks": [
    {
      "symbol": "TRN_CFD.UK",
      "selection_reason": "Large 1-day drop (-12.9%) with negative distance from both MA50 (-12.6%) and MA200 (-22.6%), strong mean reversion setup; volatility 131% supports short-term bounce potential",
      "mean_reversion_score": 85
    },
    {
      "symbol": "VTY_CFD.UK",
      "selection_reason": "Extreme oversold signal: -32.7% daily drop with -28.5% from MA50 and -26.7% from MA200; high volatility 206% indicates mean reversion probability",
      "mean_reversion_score": 82
    },
    {
      "symbol": "UTG_CFD.UK",
      "selection_reason": "Trading below both moving averages (-3.7% MA50, -23.9% MA200) with moderate 1-day gain (3.5%) suggesting accumulation before reversion",
      "mean_reversion_score": 78
    },
    {
      "symbol": "DOM_CFD.UK",
      "selection_reason": "Positive momentum (+11.9%) while still below MA200 (-5.8%); distance from MA50 (+12.8%) indicates recent strength building on mean reversion base",
      "mean_reversion_score": 75
    },
    {
      "symbol": "CBG_CFD.UK",
      "selection_reason": "Moderate pullback (-5.9%) with price above MA50 (+3.6%) and MA200 (+15.8%); volatility 117% offers mean reversion trading range",
      "mean_reversion_score": 72
    }
  ],
  "rejected_common_reasons": [
    "BLND_CFD.UK, BBY_CFD.UK, ATG_CFD.UK, BME_CFD.UK, BYIT_CFD.UK, BTRW_CFD.UK, CRDA_CFD.UK, ABF_CFD.UK, CCH_CFD.UK: extreme volatility (>2000%) suggests data quality issues or highly binary price action unsuitable for mean reversion",
    "CNC_CFD.US, CF_CFD.US: US-listed with incomplete technical data (null MA200) and extreme volatility, reducing mean reversion reliability",
    "SAFE_CFD.UK, WIX_CFD.UK, RSW_CFD.UK, RHIM_CFD.UK: trading significantly above moving averages (+10% to +36%) indicating overextension rather than mean reversion opportunity"
  ]
}

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.

{"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": 1846.0, "unrealized_pnl": -36.125234145036124, "opened_at": "2026-03-06T18:02:13.212382+00:00"}, {"symbol": "AEO_CFD.US", "qty": 0.0, "avg_price": 22.265, "last_price": 18.64, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T21:11:27.888829+00:00"}, {"symbol": "AGFB_CFD.BE", "qty": 0.0, "avg_price": 0.465, "last_price": 0.452, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T21:11:27.888829+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": "ATG_CFD.UK", "qty": 10.135135135135135, "avg_price": 296.0, "last_price": 296.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T18:49:26.891792+00:00"}, {"symbol": "ATO_CFD.FR", "qty": 0.0, "avg_price": 40.34, "last_price": 39.505, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "BIG_CFD.FR", "qty": 0.0, "avg_price": 0.453, "last_price": 0.296, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T09:32:59.506254+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": "CCL_CFD.UK", "qty": 1.5416238437821173, "avg_price": 1945.9999999999998, "last_price": 1989.0, "unrealized_pnl": 66.2898252826314, "opened_at": "2026-03-06T18:02:13.212382+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 0.0, "avg_price": 349.265, "last_price": 365.38, "unrealized_pnl": 0.0, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "DKNG_CFD.US", "qty": 118.67088607594935, "avg_price": 25.28, "last_price": 24.89, "unrealized_pnl": -46.281645569620316, "opened_at": "2026-03-05T18:20:59.102726+00:00"}, {"symbol": "DSY_CFD.FR", "qty": 0.0, "avg_price": 17.881, "last_price": 17.133, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "DT_CFD.US", "qty": 0.0, "avg_price": 34.105000000000004, "last_price": 35.864999999999995, "unrealized_pnl": 0.0, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "ERA_CFD.FR", "qty": 0.0, "avg_price": 47.4, "last_price": 48.88, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 0.0, "avg_price": 414.2, "last_price": 414.2, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "GO_CFD.US", "qty": 459.4180704441041, "avg_price": 6.53, "last_price": 6.47, "unrealized_pnl": -27.565084226646476, "opened_at": "2026-03-05T18:20:59.102726+00:00"}, {"symbol": "HIK_CFD.UK", "qty": 0.0, "avg_price": 1409.0, "last_price": 1244.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "INF_CFD.UK", "qty": 0.0, "avg_price": 795.2, "last_price": 785.85, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T18:21:09.503139+00:00"}, {"symbol": "LIO_CFD.UK", "qty": 0.0, "avg_price": 250.0, "last_price": 250.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "LMND_CFD.US", "qty": 0.0, "avg_price": 48.96, "last_price": 52.07, "unrealized_pnl": 0.0, "opened_at": "2026-02-24T11:23:36.694156+00:00"}, {"symbol": "LPE_CFD.FR", "qty": 0.0, "avg_price": 88.414, "last_price": 86.679, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T18:21:09.503139+00:00"}, {"symbol": "LXS_CFD.DE", "qty": 228.31050228310502, "avg_price": 13.14, "last_price": 13.67, "unrealized_pnl": 121.00456621004551, "opened_at": "2026-03-06T10:33:43.857578+00:00"}, {"symbol": "MAN_CFD.US", "qty": 0.0, "avg_price": 25.68, "last_price": 27.94, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "MDB_CFD.US", "qty": 0.0, "avg_price": 252.01, "last_price": 263.69, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T10:26:53.527562+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 13.824884792626728, "avg_price": 217.0, "last_price": 204.3, "unrealized_pnl": -175.5760368663593, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 19.74853531696399, "avg_price": 151.91, "last_price": 152.7, "unrealized_pnl": 15.601342900401397, "opened_at": "2026-03-06T10:33:43.857578+00:00"}, {"symbol": "PROX_CFD.BE", "qty": 0.0, "avg_price": 6.98, "last_price": 7.3, "unrealized_pnl": 0.0, "opened_at": "2026-03-01T10:30:13.622938+00:00"}, {"symbol": "RCO_CFD.FR", "qty": 0.0, "avg_price": 44.34, "last_price": 43.58, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T10:32:09.961595+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 417.16, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "SGRO_CFD.UK", "qty": 3.7984299822739938, "avg_price": 789.8, "last_price": 789.8, "unrealized_pnl": 0.0, "opened_at": "2026-03-08T18:08:31.007911+00:00"}, {"symbol": "TCAP_CFD.UK", "qty": 0.0, "avg_price": 247.99999999999997, "last_price": 255.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T18:49:26.891792+00:00"}, {"symbol": "TRN_CFD.UK", "qty": 16.260162601626018, "avg_price": 184.5, "last_price": 184.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-08T18:08:31.007911+00:00"}, {"symbol": "TRST_CFD.UK", "qty": 0.0, "avg_price": 134.3, "last_price": 139.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 0.0, "avg_price": 92.35, "last_price": 94.79, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "WIZZ_CFD.UK", "qty": 0.0, "avg_price": 1087.0, "last_price": 1003.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T10:20:03.276878+00:00"}, {"symbol": "WPP_CFD.UK", "qty": 0.0, "avg_price": 263.4, "last_price": 257.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-27T18:23:55.960577+00:00"}], "candidates": [{"symbol": "TRN_CFD.UK", "mean_reversion_score": 85, "selection_reason": "Large 1-day drop (-12.9%) with negative distance from both MA50 (-12.6%) and MA200 (-22.6%), strong mean reversion setup; volatility 131% supports short-term bounce potential"}, {"symbol": "VTY_CFD.UK", "mean_reversion_score": 82, "selection_reason": "Extreme oversold signal: -32.7% daily drop with -28.5% from MA50 and -26.7% from MA200; high volatility 206% indicates mean reversion probability"}, {"symbol": "UTG_CFD.UK", "mean_reversion_score": 78, "selection_reason": "Trading below both moving averages (-3.7% MA50, -23.9% MA200) with moderate 1-day gain (3.5%) suggesting accumulation before reversion"}, {"symbol": "DOM_CFD.UK", "mean_reversion_score": 75, "selection_reason": "Positive momentum (+11.9%) while still below MA200 (-5.8%); distance from MA50 (+12.8%) indicates recent strength building on mean reversion base"}, {"symbol": "CBG_CFD.UK", "mean_reversion_score": 72, "selection_reason": "Moderate pullback (-5.9%) with price above MA50 (+3.6%) and MA200 (+15.8%); volatility 117% offers mean reversion trading range"}], "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"}}

{
  "actions": {
    "buy": [
      {
        "reason": "Highest mean reversion score (82); extreme oversold signal (-32.7% daily drop, -28.5% from MA50, -26.7% from MA200); high volatility (206%) supports short-term bounce potential",
        "symbol": "VTY_CFD.UK",
        "position_size": 3000
      },
      {
        "reason": "Strong mean reversion score (78); trading below both moving averages (-3.7% MA50, -23.9% MA200) with moderate 1-day gain (3.5%) suggesting accumulation before reversion",
        "symbol": "UTG_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Small unrealized loss (-36.13, -1.20%); position size manageable; waiting for clearer mean reversion signal",
        "symbol": "ABF_CFD.UK"
      },
      {
        "reason": "Price at avg with zero P&L; no clear mean reversion signal; maintaining position",
        "symbol": "ATG_CFD.UK"
      },
      {
        "reason": "Price at avg with zero P&L; no clear mean reversion signal; maintaining position",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "Positive unrealized P&L (+66.29, +2.21%); momentum favorable; holding for potential further gains",
        "symbol": "CCL_CFD.UK"
      },
      {
        "reason": "Small unrealized loss (-27.57, -0.92%); price stable near avg; no clear signal to exit",
        "symbol": "GO_CFD.US"
      },
      {
        "reason": "Strong unrealized P&L (+121.00, +4.03%); positive momentum; holding for continued mean reversion upside",
        "symbol": "LXS_CFD.DE"
      },
      {
        "reason": "Small positive P&L (+15.60, +0.52%); price stable; maintaining position",
        "symbol": "PAGE_CFD.UK"
      },
      {
        "reason": "Price at avg with zero P&L; no clear mean reversion signal; maintaining position",
        "symbol": "SGRO_CFD.UK"
      },
      {
        "reason": "Already a top candidate with strong mean reversion score (85); price at avg; holding existing position",
        "symbol": "TRN_CFD.UK"
      }
    ],
    "sell": [
      {
        "reason": "Largest unrealized loss (-175.58) with significant price decline (-5.85% from avg); mean reversion signal weak; selling frees capital for better opportunities",
        "symbol": "OCDO_CFD.UK"
      },
      {
        "reason": "Continued price weakness (-1.54% from avg) with negative momentum; mean reversion setup unclear; better opportunities available in candidates",
        "symbol": "DKNG_CFD.US"
      }
    ]
  },
  "portfolio_rationale": "Executing 2 sells (OCDO, DKNG) to exit underperformers and free capital for mean reversion opportunities. Adding 2 new positions (VTY, UTG) with highest mean reversion scores and extreme oversold signals. Holding 9 existing positions including TRN (already a top candidate) and LXS (strong performer). Portfolio remains within constraints: 11 positions (at max), 2 sells, 2 buys, gross leverage ~1.0x. Prioritizing high-probability mean reversion setups while managing risk through position sizing."
}

{
  "selected_stocks": [
    {
      "symbol": "TRN_CFD.UK",
      "selection_reason": "Large 1-day drop (-12.9%) with negative distance from both MA50 (-12.6%) and MA200 (-22.6%), strong mean reversion setup; volatility 131% supports short-term bounce potential",
      "mean_reversion_score": 85
    },
    {
      "symbol": "VTY_CFD.UK",
      "selection_reason": "Extreme oversold signal: -32.7% daily drop with -28.5% from MA50 and -26.7% from MA200; high volatility 206% indicates mean reversion probability",
      "mean_reversion_score": 82
    },
    {
      "symbol": "UTG_CFD.UK",
      "selection_reason": "Trading below both moving averages (-3.7% MA50, -23.9% MA200) with moderate 1-day gain (3.5%) suggesting accumulation before reversion",
      "mean_reversion_score": 78
    },
    {
      "symbol": "DOM_CFD.UK",
      "selection_reason": "Positive momentum (+11.9%) while still below MA200 (-5.8%); distance from MA50 (+12.8%) indicates recent strength building on mean reversion base",
      "mean_reversion_score": 75
    },
    {
      "symbol": "CBG_CFD.UK",
      "selection_reason": "Moderate pullback (-5.9%) with price above MA50 (+3.6%) and MA200 (+15.8%); volatility 117% offers mean reversion trading range",
      "mean_reversion_score": 72
    }
  ],
  "rejected_common_reasons": [
    "BLND_CFD.UK, BBY_CFD.UK, ATG_CFD.UK, BME_CFD.UK, BYIT_CFD.UK, BTRW_CFD.UK, CRDA_CFD.UK, ABF_CFD.UK, CCH_CFD.UK: extreme volatility (>2000%) suggests data quality issues or highly binary price action unsuitable for mean reversion",
    "CNC_CFD.US, CF_CFD.US: US-listed with incomplete technical data (null MA200) and extreme volatility, reducing mean reversion reliability",
    "SAFE_CFD.UK, WIX_CFD.UK, RSW_CFD.UK, RHIM_CFD.UK: trading significantly above moving averages (+10% to +36%) indicating overextension rather than mean reversion opportunity"
  ]
}