Arena run #563
meanrev-v1 • deepseek • deepseek/deepseek-chat • EU • success
Run status
as_of: 2026-03-11T10:11:17.665074+00:00
started_at: 2026-03-11T13:03:10.866790+00:00
finished_at: 2026-03-11T13:05:03.097131+00:00
duration_ms: 112229
Inputs
{
"as_of": "2026-03-11T10:11:17.665074+00:00",
"dry_run": false,
"selected": [
{
"symbol": "CBG_CFD.UK",
"selection_reason": "Significant negative 1-day change (-5.90%) with moderate distance from MA50 (3.59%)",
"mean_reversion_score": 85
},
{
"symbol": "VTY_CFD.UK",
"selection_reason": "Large negative 1-day change (-32.73%) with substantial distance from MA50 (-28.49%)",
"mean_reversion_score": 80
},
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "Significant negative 1-day change (-21.15%) with moderate distance from MA50 (-5.48%)",
"mean_reversion_score": 75
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "Large negative 1-day change (-20.82%) with substantial distance from MA50 (-24.30%)",
"mean_reversion_score": 70
},
{
"symbol": "EVT_CFD.DE",
"selection_reason": "Significant negative 1-day change (-16.97%) with substantial distance from MA50 (-24.77%)",
"mean_reversion_score": 65
}
],
"simulate_only": false,
"strict_replay": false,
"universe_symbols": [
"SAFE_CFD.UK",
"UTG_CFD.UK",
"WIX_CFD.UK",
"GXI_CFD.DE",
"CBG_CFD.UK",
"VTY_CFD.UK",
"DOM_CFD.UK",
"MCG_CFD.UK",
"STAN_CFD.UK",
"OCDO_CFD.UK",
"SGRO_CFD.UK",
"LIO_CFD.UK",
"BBY_CFD.UK",
"SBS_CFD.DE",
"MAB_CFD.UK",
"EXE_CFD.FR",
"CMBT_CFD.BE",
"GFT_CFD.DE",
"OSB_CFD.UK",
"ATG_CFD.UK",
"GMM_CFD.DE",
"AFX_CFD.DE",
"GBF_CFD.DE",
"BME_CFD.UK",
"FTK_CFD.DE",
"BYIT_CFD.UK",
"WKP_CFD.UK",
"SOI_CFD.FR",
"SVXY_CFD.ETF",
"FUTR_CFD.UK",
"EVT_CFD.DE",
"VIAV_CFD.US",
"ANTO_CFD.UK",
"AF_CFD.FR",
"SZG_CFD.DE",
"CRDA_CFD.UK",
"GM_CFD.US",
"PNFP_CFD.US",
"HMSO_CFD.UK",
"MNG_CFD.UK",
"BFAM_CFD.US",
"VLA_CFD.FR",
"DWS_CFD.DE",
"GLEN_CFD.UK",
"NVST_CFD.US",
"CCH_CFD.UK",
"NXT_CFD.UK",
"GPC_CFD.US"
]
}Outputs
{
"actions": {
"buy": [
{
"reason": "Significant negative 1-day change (-5.90%) with moderate distance from MA50 (3.59%), indicating potential mean reversion.",
"symbol": "CBG_CFD.UK",
"position_size": 3000
},
{
"reason": "Large negative 1-day change (-32.73%) with substantial distance from MA50 (-28.49%), indicating strong mean reversion potential.",
"symbol": "VTY_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Marginal unrealized loss (-5.68), no clear improvement.",
"symbol": "ABF_CFD.UK"
},
{
"reason": "Positive unrealized gain (50.31), holding for further potential.",
"symbol": "ADS_CFD.DE"
},
{
"reason": "Marginal unrealized loss (-11.14), no clear improvement.",
"symbol": "AMH_CFD.US"
},
{
"reason": "Positive unrealized gain (297.60), holding for further potential.",
"symbol": "AML_CFD.UK"
},
{
"reason": "No unrealized gain/loss, no clear improvement.",
"symbol": "ATG_CFD.UK"
},
{
"reason": "No unrealized gain/loss, no clear improvement.",
"symbol": "BBY_CFD.UK"
},
{
"reason": "Positive unrealized gain (79.08), holding for further potential.",
"symbol": "BLND_CFD.UK"
},
{
"reason": "No unrealized gain/loss, no clear improvement.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "No unrealized gain/loss, no clear improvement.",
"symbol": "CBG_CFD.UK"
},
{
"reason": "Positive unrealized gain (221.63), holding for further potential.",
"symbol": "CCC_CFD.UK"
},
{
"reason": "Positive unrealized gain (66.29), holding for further potential.",
"symbol": "CCL_CFD.UK"
},
{
"reason": "Positive unrealized gain (515.82), holding for further potential.",
"symbol": "ERA_CFD.FR"
},
{
"reason": "Positive unrealized gain (305.54), holding for further potential.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No unrealized gain/loss, no clear improvement.",
"symbol": "GRI_CFD.UK"
},
{
"reason": "Positive unrealized gain (174.76), holding for further potential.",
"symbol": "IEP_CFD.BE"
},
{
"reason": "Positive unrealized gain (61.51), holding for further potential.",
"symbol": "IHG_CFD.UK"
},
{
"reason": "Marginal unrealized gain (46.80), no clear improvement.",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "No unrealized gain/loss, no clear improvement.",
"symbol": "RHIM_CFD.UK"
},
{
"reason": "No unrealized gain/loss, no clear improvement.",
"symbol": "SAFE_CFD.UK"
},
{
"reason": "Marginal unrealized gain (26.09), no clear improvement.",
"symbol": "SYNT_CFD.UK"
},
{
"reason": "No unrealized gain/loss, no clear improvement.",
"symbol": "TRN_CFD.UK"
},
{
"reason": "Positive unrealized gain (237.79), holding for further potential.",
"symbol": "UKW_CFD.UK"
},
{
"reason": "No unrealized gain/loss, no clear improvement.",
"symbol": "UTG_CFD.UK"
},
{
"reason": "No unrealized gain/loss, no clear improvement.",
"symbol": "WIX_CFD.UK"
},
{
"reason": "No unrealized gain/loss, no clear improvement.",
"symbol": "WKP_CFD.UK"
}
],
"sell": [
{
"reason": "Significant unrealized loss (-643.86), indicating poor performance.",
"symbol": "MCG_CFD.UK"
},
{
"reason": "Significant unrealized loss (-175.58), indicating poor performance.",
"symbol": "OCDO_CFD.UK"
}
]
},
"portfolio_rationale": "The portfolio is adjusted by selling positions with significant unrealized losses and buying candidates with strong mean reversion potential based on their recent price changes and distance from moving averages. Positions with marginal or positive performance are held to avoid overtrading and to capitalize on further potential gains."
}Prompts & responses
#1111 • openrouter • deepseek/deepseek-chat • 2026-03-11T13:03:10.906496+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": "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, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "LIO_CFD.UK", "name": "LIONTRUST ASSET MANAGEMENT", "sector": "", "last_price": 270.0, "change_1d_pct": 7.784431137724557, "distance_from_ma200_pct": -17.148878096081223, "distance_from_ma50_pct": 4.440258238208905, "volatility_20d_pct": 138.52252179896075, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "BBY_CFD.UK", "name": "BALFOUR BEATTY PLC", "sector": "", "last_price": 759.18, "change_1d_pct": 5.222453222453205, "distance_from_ma200_pct": 33.313724414201815, "distance_from_ma50_pct": 8.832962232591, "volatility_20d_pct": 54.25956465831767, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "SBS_CFD.DE", "name": "Stratec SE", "sector": "", "last_price": 20.205, "change_1d_pct": 4.618650649821365, "distance_from_ma200_pct": -18.373744827155768, "distance_from_ma50_pct": -6.013113973228745, "volatility_20d_pct": 78.23230267947851, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "MAB_CFD.UK", "name": "MITCHELLS & BUTLERS PLC", "sector": "", "last_price": 292.81, "change_1d_pct": 14.37890625, "distance_from_ma200_pct": 11.595067041457764, "distance_from_ma50_pct": 10.935906392690597, "volatility_20d_pct": 118.87119977937589, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "EXE_CFD.FR", "name": "Exel Industries SA", "sector": "", "last_price": 33.925, "change_1d_pct": -10.013262599469508, "distance_from_ma200_pct": -11.577427417904506, "distance_from_ma50_pct": -11.232183638567294, "volatility_20d_pct": 94.51967497090631, "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": "CMBT_CFD.BE", "name": "Euronav", "sector": "", "last_price": 11.66, "change_1d_pct": -3.4927992054295642, "distance_from_ma200_pct": 33.221591723808565, "distance_from_ma50_pct": 9.905439847979846, "volatility_20d_pct": 79.33491338368889, "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": "GFT_CFD.DE", "name": "", "sector": "", "last_price": 18.72, "change_1d_pct": 1.2220179517681284, "distance_from_ma200_pct": -1.4961068072662398, "distance_from_ma50_pct": 1.5454215057146392, "volatility_20d_pct": 89.15406835312294, "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": "OSB_CFD.UK", "name": "OSB GROUP PLC", "sector": "", "last_price": 575.5, "change_1d_pct": -8.50556438791733, "distance_from_ma200_pct": 7.26309045372473, "distance_from_ma50_pct": -3.1605502163448818, "volatility_20d_pct": 83.79306172690484, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "ATG_CFD.UK", "name": "AUCTION TECHNOLOGY GROUP", "sector": "", "last_price": 305.0, "change_1d_pct": 4.2735042735042805, "distance_from_ma200_pct": -30.344980756373573, "distance_from_ma50_pct": -1.1704016694101371, "volatility_20d_pct": 159.9931345477538, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "GMM_CFD.DE", "name": "Grammer AG", "sector": "", "last_price": 6.95, "change_1d_pct": -9.150326797385622, "distance_from_ma200_pct": 4.306429778510168, "distance_from_ma50_pct": 3.4934627870268464, "volatility_20d_pct": 184.652948783905, "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": "AFX_CFD.DE", "name": "CARL ZEISS MEDITEC AG - BR", "sector": "", "last_price": 24.75, "change_1d_pct": -3.6440084092501768, "distance_from_ma200_pct": -42.468692799207254, "distance_from_ma50_pct": -19.626991302179132, "volatility_20d_pct": 73.97814747964529, "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": "GBF_CFD.DE", "name": "BILFINGER SE", "sector": "", "last_price": 106.316, "change_1d_pct": 2.7207729468599062, "distance_from_ma200_pct": 7.681651002509127, "distance_from_ma50_pct": -9.275217224567134, "volatility_20d_pct": 76.48097877321518, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "BME_CFD.UK", "name": "B&M EUROPEAN VALUE RETAIL SA", "sector": "", "last_price": 180.0, "change_1d_pct": -0.5799502899751507, "distance_from_ma200_pct": -17.510144533683704, "distance_from_ma50_pct": 3.6906975618860693, "volatility_20d_pct": 107.67302074828436, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "FTK_CFD.DE", "name": "flatexDEGIRO SE", "sector": "", "last_price": 32.76, "change_1d_pct": 1.9925280199252882, "distance_from_ma200_pct": 7.317613290349501, "distance_from_ma50_pct": -9.199458522778292, "volatility_20d_pct": 90.11292860613229, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "BYIT_CFD.UK", "name": "BYTES TECHNOLOGY GROUP PLC", "sector": "", "last_price": 300.4, "change_1d_pct": -12.674418604651173, "distance_from_ma200_pct": -28.03446775272175, "distance_from_ma50_pct": -14.34777426817815, "volatility_20d_pct": 87.82535981934274, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "WKP_CFD.UK", "name": "WORKSPACE GROUP PLC", "sector": "", "last_price": 423.0, "change_1d_pct": 3.6764705882353033, "distance_from_ma200_pct": 1.8640028868691871, "distance_from_ma50_pct": 5.808194506978848, "volatility_20d_pct": 70.2233148398582, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "SOI_CFD.FR", "name": "SOITEC", "sector": "", "last_price": 48.178, "change_1d_pct": 17.47866374055109, "distance_from_ma200_pct": 31.508264237220395, "distance_from_ma50_pct": 45.83087396214533, "volatility_20d_pct": 121.37809671549408, "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": "SVXY_CFD.ETF", "name": "PROSHARES SHORT VIX ST FUTUR", "sector": "", "last_price": 48.87, "change_1d_pct": -2.8815580286168596, "distance_from_ma200_pct": -0.05194762697514621, "distance_from_ma50_pct": -9.014067724662834, "volatility_20d_pct": 85.70623348085, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "FUTR_CFD.UK", "name": "FUTURE PLC", "sector": "", "last_price": 423.6, "change_1d_pct": -20.82242990654205, "distance_from_ma200_pct": -37.68377383888033, "distance_from_ma50_pct": -24.301477407850992, "volatility_20d_pct": 153.59085037557008, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "EVT_CFD.DE", "name": "Evotec SE", "sector": "", "last_price": 4.482, "change_1d_pct": -16.969247869581316, "distance_from_ma200_pct": -28.500382463929142, "distance_from_ma50_pct": -24.76836309923459, "volatility_20d_pct": 129.01708726851763, "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": "VIAV_CFD.US", "name": "VIAVI SOLUTIONS INC", "sector": "", "last_price": 30.34, "change_1d_pct": -2.318094011590466, "distance_from_ma200_pct": 95.5129960723411, "distance_from_ma50_pct": 27.15735827863974, "volatility_20d_pct": 134.83557957258728, "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": "ANTO_CFD.UK", "name": "ANTOFAGASTA PLC", "sector": "", "last_price": 3895.0, "change_1d_pct": 1.812231582964552, "distance_from_ma200_pct": 44.72089748209418, "distance_from_ma50_pct": 4.184119847205903, "volatility_20d_pct": 126.07755742561619, "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": "AF_CFD.FR", "name": "Air France-KLM", "sector": "", "last_price": 9.952, "change_1d_pct": 0.020100502512576668, "distance_from_ma200_pct": -11.89263508482723, "distance_from_ma50_pct": -12.739108171238978, "volatility_20d_pct": 134.28276048889595, "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": "SZG_CFD.DE", "name": "Salzgitter AG", "sector": "", "last_price": 47.278, "change_1d_pct": 0.0804403048264124, "distance_from_ma200_pct": 46.511519444199536, "distance_from_ma50_pct": -4.139725099706615, "volatility_20d_pct": 94.5393036332365, "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": "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"]}}Output JSON
{
"selected_stocks": [
{
"symbol": "CBG_CFD.UK",
"selection_reason": "Significant negative 1-day change (-5.90%) with moderate distance from MA50 (3.59%)",
"mean_reversion_score": 85
},
{
"symbol": "VTY_CFD.UK",
"selection_reason": "Large negative 1-day change (-32.73%) with substantial distance from MA50 (-28.49%)",
"mean_reversion_score": 80
},
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "Significant negative 1-day change (-21.15%) with moderate distance from MA50 (-5.48%)",
"mean_reversion_score": 75
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "Large negative 1-day change (-20.82%) with substantial distance from MA50 (-24.30%)",
"mean_reversion_score": 70
},
{
"symbol": "EVT_CFD.DE",
"selection_reason": "Significant negative 1-day change (-16.97%) with substantial distance from MA50 (-24.77%)",
"mean_reversion_score": 65
}
],
"rejected_common_reasons": [
"Avoiding stocks with positive 1-day changes",
"Avoiding stocks with unknown earnings dates",
"Avoiding stocks with unknown sectors"
]
}#1112 • openrouter • deepseek/deepseek-chat • 2026-03-11T13:03:36.178776+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": 1.6220600162206003, "avg_price": 1849.5, "last_price": 1846.0, "unrealized_pnl": -5.6772100567721, "opened_at": "2026-03-10T10:41:24.306870+00:00"}, {"symbol": "ADJ_CFD.DE", "qty": 0.0, "avg_price": 0.184, "last_price": 0.2, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T21:00:47.737392+00:00"}, {"symbol": "ADS_CFD.DE", "qty": 21.873860736419978, "avg_price": 137.15, "last_price": 139.45, "unrealized_pnl": 50.30987969376557, "opened_at": "2026-03-04T10:26:53.527562+00:00"}, {"symbol": "AIR_CFD.DE", "qty": 0.0, "avg_price": 200.984, "last_price": 187.12, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "AMH_CFD.US", "qty": 101.23165176311794, "avg_price": 29.634999999999998, "last_price": 29.525, "unrealized_pnl": -11.135481693942916, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "AML_CFD.UK", "qty": 75.1503006012024, "avg_price": 39.92, "last_price": 43.88, "unrealized_pnl": 297.5951903807616, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "ATG_CFD.UK", "qty": 10.135135135135135, "avg_price": 296.0, "last_price": 296.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T21:00:47.737392+00:00"}, {"symbol": "BBY_CFD.UK", "qty": 4.129387474191328, "avg_price": 726.5, "last_price": 726.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-06T18:02:13.212382+00:00"}, {"symbol": "BIG_CFD.FR", "qty": 0.0, "avg_price": 0.453, "last_price": 0.296, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T17:33:48.338981+00:00"}, {"symbol": "BLND_CFD.UK", "qty": 8.237232289950576, "avg_price": 364.2, "last_price": 373.8, "unrealized_pnl": 79.07742998352572, "opened_at": "2026-03-10T10:41:24.306870+00:00"}, {"symbol": "BT_CFD.UK", "qty": 0.0, "avg_price": 204.0, "last_price": 203.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 10.252904989747094, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T18:49:26.891792+00:00"}, {"symbol": "BYW6_CFD.DE", "qty": 0.0, "avg_price": 3.005, "last_price": 2.94, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "CBG_CFD.UK", "qty": 6.547359231776517, "avg_price": 458.2, "last_price": 458.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-08T18:08:31.007911+00:00"}, {"symbol": "CCC_CFD.UK", "qty": 1.007387508394896, "avg_price": 2978.0, "last_price": 3198.0, "unrealized_pnl": 221.62525184687712, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "CCL_CFD.UK", "qty": 1.5416238437821173, "avg_price": 1945.9999999999998, "last_price": 1989.0, "unrealized_pnl": 66.2898252826314, "opened_at": "2026-03-02T10:31:26.559356+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": "CRDA_CFD.UK", "qty": 0.0, "avg_price": 2911.0, "last_price": 2852.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T10:31:26.559356+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 0.0, "avg_price": 422.705, "last_price": 388.21500000000003, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "ERA_CFD.FR", "qty": 63.29113924050633, "avg_price": 47.4, "last_price": 55.55, "unrealized_pnl": 515.8227848101266, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "EZJ_CFD.UK", "qty": 0.0, "avg_price": 474.05, "last_price": 437.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "FLO_CFD.US", "qty": 0.0, "avg_price": 9.875, "last_price": 9.245000000000001, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "FRVIA_CFD.FR", "qty": 0.0, "avg_price": 12.709, "last_price": 11.64, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 22.466300549176236, "avg_price": 400.6, "last_price": 414.2, "unrealized_pnl": 305.54168746879606, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "GRI_CFD.UK", "qty": 15.822784810126583, "avg_price": 189.6, "last_price": 189.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "HIK_CFD.UK", "qty": 0.0, "avg_price": 1408.0, "last_price": 1275.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "IEP_CFD.BE", "qty": 582.5242718446601, "avg_price": 5.15, "last_price": 5.45, "unrealized_pnl": 174.75728155339795, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "IHG_CFD.UK", "qty": 23.21083172147002, "avg_price": 129.25, "last_price": 131.9, "unrealized_pnl": 61.50870406189568, "opened_at": "2026-03-07T10:14:47.113218+00:00"}, {"symbol": "LXS_CFD.DE", "qty": 0.0, "avg_price": 20.34, "last_price": 20.025, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "MCG_CFD.UK", "qty": 349.92223950233284, "avg_price": 25.72, "last_price": 23.88, "unrealized_pnl": -643.8569206842924, "opened_at": "2026-03-08T18:08:31.007911+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 13.824884792626728, "avg_price": 217.0, "last_price": 204.3, "unrealized_pnl": -175.5760368663593, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 59.24560595089197, "avg_price": 151.91000000000003, "last_price": 152.7, "unrealized_pnl": 46.804028701202505, "opened_at": "2026-03-05T10:27:11.178069+00:00"}, {"symbol": "RHIM_CFD.UK", "qty": 1.1764705882352942, "avg_price": 2550.0, "last_price": 2550.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-10T18:24:41.570614+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 416.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "SAFE_CFD.UK", "qty": 4.237288135593221, "avg_price": 708.0, "last_price": 708.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-10T18:24:41.570614+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": 48.78048780487805, "avg_price": 184.50000000000003, "last_price": 184.5, "unrealized_pnl": -1.3864248502636101e-12, "opened_at": "2026-03-03T18:03:34.247734+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 97.45533297238767, "avg_price": 92.35, "last_price": 94.79, "unrealized_pnl": 237.79101245262706, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "UTG_CFD.UK", "qty": 5.9405940594059405, "avg_price": 505.0, "last_price": 505.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"symbol": "WIX_CFD.UK", "qty": 26.7260579064588, "avg_price": 224.5, "last_price": 224.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-09T10:19:46.508085+00:00"}, {"symbol": "WIZZ_CFD.UK", "qty": 0.0, "avg_price": 1299.0, "last_price": 1080.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "WKP_CFD.UK", "qty": 7.2727272727272725, "avg_price": 412.5, "last_price": 412.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "WPP_CFD.UK", "qty": 0.0, "avg_price": 263.4, "last_price": 240.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-27T18:23:55.960577+00:00"}], "candidates": [{"symbol": "CBG_CFD.UK", "mean_reversion_score": 85, "selection_reason": "Significant negative 1-day change (-5.90%) with moderate distance from MA50 (3.59%)"}, {"symbol": "VTY_CFD.UK", "mean_reversion_score": 80, "selection_reason": "Large negative 1-day change (-32.73%) with substantial distance from MA50 (-28.49%)"}, {"symbol": "OCDO_CFD.UK", "mean_reversion_score": 75, "selection_reason": "Significant negative 1-day change (-21.15%) with moderate distance from MA50 (-5.48%)"}, {"symbol": "FUTR_CFD.UK", "mean_reversion_score": 70, "selection_reason": "Large negative 1-day change (-20.82%) with substantial distance from MA50 (-24.30%)"}, {"symbol": "EVT_CFD.DE", "mean_reversion_score": 65, "selection_reason": "Significant negative 1-day change (-16.97%) with substantial distance from MA50 (-24.77%)"}], "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": "Significant negative 1-day change (-5.90%) with moderate distance from MA50 (3.59%), indicating potential mean reversion.",
"symbol": "CBG_CFD.UK",
"position_size": 3000
},
{
"reason": "Large negative 1-day change (-32.73%) with substantial distance from MA50 (-28.49%), indicating strong mean reversion potential.",
"symbol": "VTY_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Marginal unrealized loss (-5.68), no clear improvement.",
"symbol": "ABF_CFD.UK"
},
{
"reason": "Positive unrealized gain (50.31), holding for further potential.",
"symbol": "ADS_CFD.DE"
},
{
"reason": "Marginal unrealized loss (-11.14), no clear improvement.",
"symbol": "AMH_CFD.US"
},
{
"reason": "Positive unrealized gain (297.60), holding for further potential.",
"symbol": "AML_CFD.UK"
},
{
"reason": "No unrealized gain/loss, no clear improvement.",
"symbol": "ATG_CFD.UK"
},
{
"reason": "No unrealized gain/loss, no clear improvement.",
"symbol": "BBY_CFD.UK"
},
{
"reason": "Positive unrealized gain (79.08), holding for further potential.",
"symbol": "BLND_CFD.UK"
},
{
"reason": "No unrealized gain/loss, no clear improvement.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "No unrealized gain/loss, no clear improvement.",
"symbol": "CBG_CFD.UK"
},
{
"reason": "Positive unrealized gain (221.63), holding for further potential.",
"symbol": "CCC_CFD.UK"
},
{
"reason": "Positive unrealized gain (66.29), holding for further potential.",
"symbol": "CCL_CFD.UK"
},
{
"reason": "Positive unrealized gain (515.82), holding for further potential.",
"symbol": "ERA_CFD.FR"
},
{
"reason": "Positive unrealized gain (305.54), holding for further potential.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No unrealized gain/loss, no clear improvement.",
"symbol": "GRI_CFD.UK"
},
{
"reason": "Positive unrealized gain (174.76), holding for further potential.",
"symbol": "IEP_CFD.BE"
},
{
"reason": "Positive unrealized gain (61.51), holding for further potential.",
"symbol": "IHG_CFD.UK"
},
{
"reason": "Marginal unrealized gain (46.80), no clear improvement.",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "No unrealized gain/loss, no clear improvement.",
"symbol": "RHIM_CFD.UK"
},
{
"reason": "No unrealized gain/loss, no clear improvement.",
"symbol": "SAFE_CFD.UK"
},
{
"reason": "Marginal unrealized gain (26.09), no clear improvement.",
"symbol": "SYNT_CFD.UK"
},
{
"reason": "No unrealized gain/loss, no clear improvement.",
"symbol": "TRN_CFD.UK"
},
{
"reason": "Positive unrealized gain (237.79), holding for further potential.",
"symbol": "UKW_CFD.UK"
},
{
"reason": "No unrealized gain/loss, no clear improvement.",
"symbol": "UTG_CFD.UK"
},
{
"reason": "No unrealized gain/loss, no clear improvement.",
"symbol": "WIX_CFD.UK"
},
{
"reason": "No unrealized gain/loss, no clear improvement.",
"symbol": "WKP_CFD.UK"
}
],
"sell": [
{
"reason": "Significant unrealized loss (-643.86), indicating poor performance.",
"symbol": "MCG_CFD.UK"
},
{
"reason": "Significant unrealized loss (-175.58), indicating poor performance.",
"symbol": "OCDO_CFD.UK"
}
]
},
"portfolio_rationale": "The portfolio is adjusted by selling positions with significant unrealized losses and buying candidates with strong mean reversion potential based on their recent price changes and distance from moving averages. Positions with marginal or positive performance are held to avoid overtrading and to capitalize on further potential gains."
}Selection logs
#553 • stage1 • 2026-03-11T13:03:36.176264+00:00
{
"selected_stocks": [
{
"symbol": "CBG_CFD.UK",
"selection_reason": "Significant negative 1-day change (-5.90%) with moderate distance from MA50 (3.59%)",
"mean_reversion_score": 85
},
{
"symbol": "VTY_CFD.UK",
"selection_reason": "Large negative 1-day change (-32.73%) with substantial distance from MA50 (-28.49%)",
"mean_reversion_score": 80
},
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "Significant negative 1-day change (-21.15%) with moderate distance from MA50 (-5.48%)",
"mean_reversion_score": 75
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "Large negative 1-day change (-20.82%) with substantial distance from MA50 (-24.30%)",
"mean_reversion_score": 70
},
{
"symbol": "EVT_CFD.DE",
"selection_reason": "Significant negative 1-day change (-16.97%) with substantial distance from MA50 (-24.77%)",
"mean_reversion_score": 65
}
],
"rejected_common_reasons": [
"Avoiding stocks with positive 1-day changes",
"Avoiding stocks with unknown earnings dates",
"Avoiding stocks with unknown sectors"
]
}