Arena run #559

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": "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": "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": "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": "GXI_CFD.DE", "name": "GERRESHEIMER AG", "sector": "", "last_price": 19.619, "change_1d_pct": 4.334184216124237, "distance_from_ma200_pct": -43.143229707408906, "distance_from_ma50_pct": -15.377495132448315, "volatility_20d_pct": 136.66149101693946, "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": "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": "MCG_CFD.UK", "name": "MOBICO GROUP PLC", "sector": "", "last_price": 25.72, "change_1d_pct": 2.9623698959167166, "distance_from_ma200_pct": -7.132760074308242, "distance_from_ma50_pct": 8.327577202351844, "volatility_20d_pct": 232.19808875565576, "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": "STAN_CFD.UK", "name": "STANDARD CHARTERED PLC", "sector": "", "last_price": 1724.0, "change_1d_pct": -6.684709066305816, "distance_from_ma200_pct": 22.752779497807985, "distance_from_ma50_pct": -2.4015778788986974, "volatility_20d_pct": 85.47786671248083, "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": "OCDO_CFD.UK", "name": "OCADO GROUP PLC", "sector": "", "last_price": 217.0, "change_1d_pct": -21.148255813953487, "distance_from_ma200_pct": -15.81606625159202, "distance_from_ma50_pct": -5.48311196636071, "volatility_20d_pct": 241.3119670937803, "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": "SGRO_CFD.UK", "name": "SEGRO PLC", "sector": "", "last_price": 838.6, "change_1d_pct": 14.312977099236646, "distance_from_ma200_pct": 23.337223471135403, "distance_from_ma50_pct": 14.881685289390623, "volatility_20d_pct": 61.79400737887707, "market_cap_usd": null, 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"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": "GM_CFD.US", "name": "GENERAL MOTORS CO", "sector": "", "last_price": 76.38, "change_1d_pct": 0.4075193900354934, "distance_from_ma200_pct": 16.80551148289322, "distance_from_ma50_pct": -6.028080846854566, "volatility_20d_pct": 73.37351715918433, "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": "PNFP_CFD.US", "name": "Pinnacle Financial Partners In", "sector": "", "last_price": 88.16, "change_1d_pct": -2.9609246009906443, "distance_from_ma200_pct": -9.402194242682093, "distance_from_ma50_pct": -8.448188487068942, "volatility_20d_pct": 83.85751268556236, "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": "MNG_CFD.UK", "name": "", "sector": "", "last_price": 305.7, "change_1d_pct": -1.4824363519175043, "distance_from_ma200_pct": 14.416411737394697, "distance_from_ma50_pct": 1.3154100838163707, "volatility_20d_pct": 65.01356237950955, "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": "BFAM_CFD.US", "name": "Bright Horizons Family Solutions Inc", "sector": "", "last_price": 77.88, "change_1d_pct": 2.798310454065467, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -12.309147412511845, "volatility_20d_pct": 7444.274603605699, "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": "VLA_CFD.FR", "name": "Valneva", "sector": "", "last_price": 4.838, "change_1d_pct": 7.511111111111113, "distance_from_ma200_pct": 26.884216185736665, "distance_from_ma50_pct": 11.63361653229713, "volatility_20d_pct": 109.21396908491448, "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": "DWS_CFD.DE", "name": "DWS Group GmbH & Co.", "sector": "", "last_price": 56.948, "change_1d_pct": -0.2661996497373087, "distance_from_ma200_pct": 5.57633168038929, "distance_from_ma50_pct": -2.9691957695469062, "volatility_20d_pct": 63.39692331543203, "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": "GLEN_CFD.UK", "name": "GLENCORE PLC", "sector": "", "last_price": 515.0, "change_1d_pct": 0.3507404520654678, "distance_from_ma200_pct": 40.10437367767996, "distance_from_ma50_pct": 4.984501025994148, "volatility_20d_pct": 70.3923797202431, "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": "NVST_CFD.US", "name": "ENVISTA HOLDINGS CORP", "sector": "", "last_price": 26.46, "change_1d_pct": -6.269925611052074, "distance_from_ma200_pct": 22.660992552725467, "distance_from_ma50_pct": 2.6886894967245167, "volatility_20d_pct": 119.37020158299858, "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": 4522.0, "change_1d_pct": -2.961373390557942, "distance_from_ma200_pct": 17.47090899960948, "distance_from_ma50_pct": 9.501070311213567, "volatility_20d_pct": 71.34544203611259, "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": "NXT_CFD.UK", "name": "NEXT PLC", "sector": "", "last_price": 12770.0, "change_1d_pct": -6.822327617657786, "distance_from_ma200_pct": 0.41984064857534253, "distance_from_ma50_pct": -6.670285647540208, "volatility_20d_pct": 74.45283481355753, "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": "GPC_CFD.US", "name": "", "sector": "", "last_price": 110.85, "change_1d_pct": -4.439655172413803, "distance_from_ma200_pct": -14.973226346103841, "distance_from_ma50_pct": -14.62187928912414, "volatility_20d_pct": 96.05129566288207, "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": "VTY_CFD.UK",
      "selection_reason": "Extreme daily drop -32.7% with -26.7% distance from MA200 and very high volatility 205.7%; strong mean reversion signal",
      "mean_reversion_score": 98
    },
    {
      "symbol": "FUTR_CFD.UK",
      "selection_reason": "Sharp daily decline -20.8% with -37.7% distance from MA200; significant deviation from trend",
      "mean_reversion_score": 95
    },
    {
      "symbol": "OCDO_CFD.UK",
      "selection_reason": "Large daily drop -21.1% with -15.8% distance from MA200 and extreme volatility 241.3%",
      "mean_reversion_score": 92
    },
    {
      "symbol": "EVT_CFD.DE",
      "selection_reason": "Substantial daily decline -17% with -28.5% distance from MA200 and elevated volatility 129%",
      "mean_reversion_score": 89
    },
    {
      "symbol": "BYIT_CFD.UK",
      "selection_reason": "Notable daily drop -12.7% with -28% distance from MA200; clear mean reversion setup",
      "mean_reversion_score": 85
    }
  ],
  "rejected_common_reasons": [
    "Insufficient deviation from moving averages",
    "Recent earnings within 5 days (unknown - excluded due to uncertainty)",
    "Sector concentration risk (unknown sectors - diversified across multiple stocks)"
  ]
}

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": "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": 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": 0.0, "avg_price": 25.28, "last_price": 24.91, "unrealized_pnl": 0.0, "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": 6.34, "unrealized_pnl": -87.28943338437996, "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": 13.533, "unrealized_pnl": 89.72602739726003, "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": 0.0, "avg_price": 217.0, "last_price": 204.3, "unrealized_pnl": 0.0, "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": "UTG_CFD.UK", "qty": 5.9405940594059405, "avg_price": 505.0, "last_price": 505.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-10T18:24:41.570614+00:00"}, {"symbol": "VTY_CFD.UK", "qty": 7.015902712815715, "avg_price": 427.6, "last_price": 427.6, "unrealized_pnl": 0.0, "opened_at": "2026-03-10T18:24:41.570614+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": "VTY_CFD.UK", "mean_reversion_score": 98, "selection_reason": "Extreme daily drop -32.7% with -26.7% distance from MA200 and very high volatility 205.7%; strong mean reversion signal"}, {"symbol": "FUTR_CFD.UK", "mean_reversion_score": 95, "selection_reason": "Sharp daily decline -20.8% with -37.7% distance from MA200; significant deviation from trend"}, {"symbol": "OCDO_CFD.UK", "mean_reversion_score": 92, "selection_reason": "Large daily drop -21.1% with -15.8% distance from MA200 and extreme volatility 241.3%"}, {"symbol": "EVT_CFD.DE", "mean_reversion_score": 89, "selection_reason": "Substantial daily decline -17% with -28.5% distance from MA200 and elevated volatility 129%"}, {"symbol": "BYIT_CFD.UK", "mean_reversion_score": 85, "selection_reason": "Notable daily drop -12.7% with -28% distance from MA200; clear mean reversion setup"}], "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": [],
    "hold": [
      {
        "reason": "Winner holding: +66.29 unrealized PnL (+2.2%); maintain position as momentum remains positive",
        "symbol": "CCL_CFD.UK"
      },
      {
        "reason": "Winner holding: +89.73 unrealized PnL (+3%); maintain for continued mean reversion upside",
        "symbol": "LXS_CFD.DE"
      },
      {
        "reason": "Small winner: +15.60 PnL (+0.5%); hold for potential further mean reversion",
        "symbol": "PAGE_CFD.UK"
      },
      {
        "reason": "Small loser: -36.13 PnL (-1.2%); hold as deviation is modest and within acceptable range",
        "symbol": "ABF_CFD.UK"
      },
      {
        "reason": "Already held position; candidate list shows 85 score but no action needed - maintain current allocation",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "Already held with 7.0159 qty; extreme drop -32.7% today creates mean reversion opportunity but maintain existing position size per max 10 positions rule",
        "symbol": "VTY_CFD.UK"
      },
      {
        "reason": "Flat position; hold for now",
        "symbol": "SGRO_CFD.UK"
      },
      {
        "reason": "Flat position; hold for now",
        "symbol": "TRN_CFD.UK"
      },
      {
        "reason": "Flat position; hold for now",
        "symbol": "UTG_CFD.UK"
      },
      {
        "reason": "Flat position; hold for now",
        "symbol": "ATG_CFD.UK"
      }
    ],
    "sell": [
      {
        "reason": "Mean reversion exit: Realize -87.29 loss on position that's -2.9% below avg entry; price showing continued weakness with -6.53 current price vs 6.53 avg",
        "symbol": "GO_CFD.US"
      }
    ]
  },
  "portfolio_rationale": "Portfolio at max 10 positions after selling GO_CFD.US. Realized loss of -87.29 on GO_CFD.US which showed continued weakness below entry price. Held all other positions as no clear mean reversion improvement opportunity exists among non-held candidates that justifies adding to already-full portfolio. VTY_CFD.UK and BYIT_CFD.UK are top candidates but already held - maintaining current allocation. No buys executed to avoid exceeding max positions constraint."
}

{
  "selected_stocks": [
    {
      "symbol": "VTY_CFD.UK",
      "selection_reason": "Extreme daily drop -32.7% with -26.7% distance from MA200 and very high volatility 205.7%; strong mean reversion signal",
      "mean_reversion_score": 98
    },
    {
      "symbol": "FUTR_CFD.UK",
      "selection_reason": "Sharp daily decline -20.8% with -37.7% distance from MA200; significant deviation from trend",
      "mean_reversion_score": 95
    },
    {
      "symbol": "OCDO_CFD.UK",
      "selection_reason": "Large daily drop -21.1% with -15.8% distance from MA200 and extreme volatility 241.3%",
      "mean_reversion_score": 92
    },
    {
      "symbol": "EVT_CFD.DE",
      "selection_reason": "Substantial daily decline -17% with -28.5% distance from MA200 and elevated volatility 129%",
      "mean_reversion_score": 89
    },
    {
      "symbol": "BYIT_CFD.UK",
      "selection_reason": "Notable daily drop -12.7% with -28% distance from MA200; clear mean reversion setup",
      "mean_reversion_score": 85
    }
  ],
  "rejected_common_reasons": [
    "Insufficient deviation from moving averages",
    "Recent earnings within 5 days (unknown - excluded due to uncertainty)",
    "Sector concentration risk (unknown sectors - diversified across multiple stocks)"
  ]
}