Arena run #596
meanrev-v1 • openai • openai/gpt-5.2-pro • US • success
Run status
as_of: 2026-03-12T18:01:52.554929+00:00
started_at: 2026-03-12T19:33:35.355117+00:00
finished_at: 2026-03-12T19:35:47.518949+00:00
duration_ms: 132162
Inputs
{
"as_of": "2026-03-12T18:01:52.554929+00:00",
"dry_run": false,
"selected": [
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "Very large 1D drop (-21.15%) with price below MA200 (-15.82%) and below MA50 (-5.48%): classic short-term oversold mean-reversion setup (earnings/news unknown).",
"mean_reversion_score": 88
},
{
"symbol": "PSN_CFD.UK",
"selection_reason": "Sharp 1D selloff (-17.46%) and meaningfully below MA50 (-11.26%), suggesting near-term oversold conditions (earnings/news unknown).",
"mean_reversion_score": 82
},
{
"symbol": "ITRK_CFD.UK",
"selection_reason": "Large 1D decline (-12.26%) while below both MA200 (-14.43%) and MA50 (-13.56%), indicating extended downside relative to trend (earnings/news unknown).",
"mean_reversion_score": 76
},
{
"symbol": "RSW_CFD.UK",
"selection_reason": "Strong 1D spike (+18.16%) with very extended distance above MA200 (+36.78%) and above MA50 (+14.33%): potential short-term pullback mean reversion (earnings/news unknown).",
"mean_reversion_score": 74
},
{
"symbol": "WIX_CFD.UK",
"selection_reason": "Big 1D jump (+15.98%) and stretched above MA200 (+18.65%) and MA50 (+10.20%), creating a near-term overbought mean-reversion candidate (earnings/news unknown).",
"mean_reversion_score": 70
}
],
"simulate_only": false,
"strict_replay": false,
"universe_symbols": [
"ROR_CFD.UK",
"SAFE_CFD.UK",
"UTG_CFD.UK",
"WIX_CFD.UK",
"KGF_CFD.UK",
"RHIM_CFD.UK",
"CBG_CFD.UK",
"RSW_CFD.UK",
"DOM_CFD.UK",
"DLN_CFD.UK",
"MCG_CFD.UK",
"SGRO_CFD.UK",
"OCDO_CFD.UK",
"LRE_CFD.UK",
"LIO_CFD.UK",
"SMIN_CFD.UK",
"BBY_CFD.UK",
"CCC_CFD.UK",
"MAB_CFD.UK",
"OSB_CFD.UK",
"IPO_CFD.UK",
"ATG_CFD.UK",
"BME_CFD.UK",
"ITRK_CFD.UK",
"RIVN_CFD.US",
"WKP_CFD.UK",
"PSN_CFD.UK",
"DPLM_CFD.UK",
"WLN_CFD.FR",
"IGG_CFD.UK",
"HMSO_CFD.UK"
]
}Outputs
{
"actions": {
"buy": [
{
"reason": "Highest mean-reversion score (88): very large 1D drop and materially below MA200/MA50, fitting the strategy’s oversold bounce profile (news/earnings unknown).",
"symbol": "OCDO_CFD.UK",
"position_size": 3000
},
{
"reason": "Strong oversold signal (score 82) after a sharp 1D selloff and meaningfully below MA50; add as a second mean-reversion rebound candidate (news/earnings unknown).",
"symbol": "PSN_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Maintain existing mean-reversion position; no new information provided that clearly justifies replacing it, and avoiding unnecessary churn.",
"symbol": "AMH_CFD.US"
},
{
"reason": "Hold existing drawdown position for potential rebound; no clear improvement case vs current holdings beyond the limited allowed rotations this run.",
"symbol": "CSGP_CFD.US"
},
{
"reason": "Hold; position is currently down, but without new risk/earnings/news data provided, avoid reactive selling and overtrading.",
"symbol": "EZJ_CFD.UK"
},
{
"reason": "Hold; position is modestly profitable and no explicit exit signal/risk event provided.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "Hold; small gain and no explicit catalyst to exit—prioritize limiting turnover.",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "Hold; no additional data provided to justify a swap beyond the two rotations already executed.",
"symbol": "TMV_CFD.DE"
},
{
"reason": "Hold; avoid overtrading and maintain diversification—no clear superior replacement case provided beyond the selected buys.",
"symbol": "WPP_CFD.UK"
},
{
"reason": "Hold; keep current mean-reversion exposure absent new risk information, while limiting turnover.",
"symbol": "ZS_CFD.US"
}
],
"sell": [
{
"reason": "Rotate out of a flat/low-momentum position (P&L ~0 since entry) to fund higher-conviction mean-reversion setups from the current candidate list, while staying within the max-positions cap.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Rotate out of a flat/low-momentum position (P&L ~0 since entry) to reallocate into stronger near-term mean-reversion opportunities (higher oversold scores).",
"symbol": "TRN_CFD.UK"
}
]
},
"portfolio_rationale": "Portfolio is already at the 10-position cap, so additions require swaps. To avoid churn and respect the max 2 SELL / 2 BUY limits, we rotate out of two flat positions (BYIT, TRN) into the top two oversold mean-reversion candidates (OCDO, PSN) while holding the remaining positions due to lack of new risk/catalyst data and to keep turnover low. This keeps gross exposure consistent with the fixed $3,000 position sizing and leverage constraints."
}Prompts & responses
#1177 • openrouter • openai/gpt-5.2-pro • 2026-03-12T19:33:35.382000+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": "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": "ROR_CFD.UK", "name": "ROTORK PLC", "sector": "", "last_price": 371.2, "change_1d_pct": 8.538011695906423, "distance_from_ma200_pct": 13.511525838626781, "distance_from_ma50_pct": 8.597200345451439, "volatility_20d_pct": 70.27413083068154, "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": "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": "KGF_CFD.UK", "name": "KINGFISHER PLC", "sector": "", "last_price": 347.0, "change_1d_pct": 2.6020106445890034, "distance_from_ma200_pct": 18.583930168759967, "distance_from_ma50_pct": 6.639688157278489, "volatility_20d_pct": 88.64906606382688, "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": "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": "DLN_CFD.UK", "name": "DERWENT LONDON PLC", "sector": "", "last_price": 1953.0, "change_1d_pct": 10.401356698699837, "distance_from_ma200_pct": 5.069478604951705, "distance_from_ma50_pct": 12.150447212111025, "volatility_20d_pct": 115.39088732649292, "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, 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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": "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": "ITRK_CFD.UK", "name": "INTERTEK GROUP PLC", "sector": "", "last_price": 4052.0, "change_1d_pct": -12.256388046773491, "distance_from_ma200_pct": -14.431208382751315, "distance_from_ma50_pct": -13.55643708647305, "volatility_20d_pct": 87.55966250200157, "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": "RIVN_CFD.US", "name": "Rivian Automotive Inc", "sector": "", "last_price": 17.73, "change_1d_pct": 26.642857142857146, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 0.8578319832529324, "volatility_20d_pct": 10724.926617862131, "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": "PSN_CFD.UK", "name": "PERSIMMON PLC", "sector": "", "last_price": 1243.0, "change_1d_pct": -17.463479415670648, "distance_from_ma200_pct": -1.7801653617441349, "distance_from_ma50_pct": -11.259784090699776, "volatility_20d_pct": 112.9499775078744, "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": "DPLM_CFD.UK", "name": "DIPLOMA PLC", "sector": "", "last_price": 5220.0, "change_1d_pct": -5.434782608695654, "distance_from_ma200_pct": 4.8180942215069855, "distance_from_ma50_pct": -4.664614313757087, "volatility_20d_pct": 82.77890721911896, "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": "WLN_CFD.FR", "name": "Worldline SA", "sector": "", "last_price": 1.534, "change_1d_pct": 6.750173973556017, "distance_from_ma200_pct": -38.34293626693408, "distance_from_ma50_pct": 5.525287546089941, "volatility_20d_pct": 125.06405555810984, "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": "IGG_CFD.UK", "name": "IG GROUP HOLDINGS PLC", "sector": "", "last_price": 1356.0, "change_1d_pct": 3.1963470319634757, "distance_from_ma200_pct": 21.69129359819437, "distance_from_ma50_pct": 9.822701129829392, "volatility_20d_pct": 89.02278066392904, "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"}], "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": "OCDO_CFD.UK",
"selection_reason": "Very large 1D drop (-21.15%) with price below MA200 (-15.82%) and below MA50 (-5.48%): classic short-term oversold mean-reversion setup (earnings/news unknown).",
"mean_reversion_score": 88
},
{
"symbol": "PSN_CFD.UK",
"selection_reason": "Sharp 1D selloff (-17.46%) and meaningfully below MA50 (-11.26%), suggesting near-term oversold conditions (earnings/news unknown).",
"mean_reversion_score": 82
},
{
"symbol": "ITRK_CFD.UK",
"selection_reason": "Large 1D decline (-12.26%) while below both MA200 (-14.43%) and MA50 (-13.56%), indicating extended downside relative to trend (earnings/news unknown).",
"mean_reversion_score": 76
},
{
"symbol": "RSW_CFD.UK",
"selection_reason": "Strong 1D spike (+18.16%) with very extended distance above MA200 (+36.78%) and above MA50 (+14.33%): potential short-term pullback mean reversion (earnings/news unknown).",
"mean_reversion_score": 74
},
{
"symbol": "WIX_CFD.UK",
"selection_reason": "Big 1D jump (+15.98%) and stretched above MA200 (+18.65%) and MA50 (+10.20%), creating a near-term overbought mean-reversion candidate (earnings/news unknown).",
"mean_reversion_score": 70
}
],
"rejected_common_reasons": [
"Missing/unknown earnings timing (cannot confirm avoidance within 5 trading days).",
"Potentially unreliable technicals/volatility outliers (e.g., extremely large 20D volatility values) suggesting data-quality risk.",
"MA200 missing (reduced confidence in overextension vs long-term trend).",
"Not sufficiently stretched vs MA50/MA200 for a 2–10 day mean-reversion horizon (setup closer to trend/mean).",
"Possible event-driven/binary move risk cannot be ruled out due to missing news/sentiment fields."
]
}#1178 • openrouter • openai/gpt-5.2-pro • 2026-03-12T19:34:40.874467+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": "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": "AMH_CFD.US", "qty": 101.09519797809605, "avg_price": 29.674999999999997, "last_price": 28.665, "unrealized_pnl": -102.10614995787681, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "ARCAD_CFD.NL", "qty": 0.0, "avg_price": 28.6, "last_price": 30.0, "unrealized_pnl": 146.8531468531467, "opened_at": "2026-02-23T10:32:09.961595+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 10.252904989747094, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "CABO_CFD.US", "qty": 0.0, "avg_price": 94.325, "last_price": 108.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 0.0, "avg_price": 350.45000000000005, "last_price": 382.96500000000003, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "CSGP_CFD.US", "qty": 63.51222610352493, "avg_price": 47.235, "last_price": 43.91, "unrealized_pnl": -211.17815179422058, "opened_at": "2026-03-03T18:03:34.247734+00:00"}, {"symbol": "DSY_CFD.FR", "qty": 0.0, "avg_price": 17.881, "last_price": 17.45, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "ETSY_CFD.US", "qty": 0.0, "avg_price": 44.13, "last_price": 50.769999999999996, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "EZJ_CFD.UK", "qty": 6.857142857142857, "avg_price": 437.5, "last_price": 380.4, "unrealized_pnl": -391.54285714285726, "opened_at": "2026-03-03T10:20:03.276878+00:00"}, {"symbol": "FBIN_CFD.US", "qty": 0.0, "avg_price": 50.974999999999994, "last_price": 54.185, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "FLO_CFD.US", "qty": 0.0, "avg_price": 9.875, "last_price": 9.885000000000002, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 7.488766849725412, "avg_price": 400.6, "last_price": 414.2, "unrealized_pnl": 101.84722915626534, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "MLCO_CFD.US", "qty": 0.0, "avg_price": 5.51, "last_price": 6.06, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 19.74853531696399, "avg_price": 151.91, "last_price": 152.7, "unrealized_pnl": 15.601342900401397, "opened_at": "2026-03-05T10:27:11.178069+00:00"}, {"symbol": "PAYC_CFD.US", "qty": 0.0, "avg_price": 121.22, "last_price": 134.24, "unrealized_pnl": 322.2240554363969, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 424.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "TMV_CFD.DE", "qty": 627.4837900020916, "avg_price": 4.781, "last_price": 4.566, "unrealized_pnl": -134.9090148504496, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "TRN_CFD.UK", "qty": 16.260162601626018, "avg_price": 184.5, "last_price": 184.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-05T10:27:11.178069+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 0.0, "avg_price": 92.35, "last_price": 92.35, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "WPP_CFD.UK", "qty": 11.389521640091116, "avg_price": 263.4, "last_price": 257.9, "unrealized_pnl": -62.64236902050114, "opened_at": "2026-02-28T10:51:05.818250+00:00"}, {"symbol": "ZS_CFD.US", "qty": 18.778167250876315, "avg_price": 159.76, "last_price": 150.65, "unrealized_pnl": -171.06910365548296, "opened_at": "2026-02-21T17:32:49.140800+00:00"}], "candidates": [{"symbol": "OCDO_CFD.UK", "mean_reversion_score": 88, "selection_reason": "Very large 1D drop (-21.15%) with price below MA200 (-15.82%) and below MA50 (-5.48%): classic short-term oversold mean-reversion setup (earnings/news unknown)."}, {"symbol": "PSN_CFD.UK", "mean_reversion_score": 82, "selection_reason": "Sharp 1D selloff (-17.46%) and meaningfully below MA50 (-11.26%), suggesting near-term oversold conditions (earnings/news unknown)."}, {"symbol": "ITRK_CFD.UK", "mean_reversion_score": 76, "selection_reason": "Large 1D decline (-12.26%) while below both MA200 (-14.43%) and MA50 (-13.56%), indicating extended downside relative to trend (earnings/news unknown)."}, {"symbol": "RSW_CFD.UK", "mean_reversion_score": 74, "selection_reason": "Strong 1D spike (+18.16%) with very extended distance above MA200 (+36.78%) and above MA50 (+14.33%): potential short-term pullback mean reversion (earnings/news unknown)."}, {"symbol": "WIX_CFD.UK", "mean_reversion_score": 70, "selection_reason": "Big 1D jump (+15.98%) and stretched above MA200 (+18.65%) and MA50 (+10.20%), creating a near-term overbought mean-reversion candidate (earnings/news unknown)."}], "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": "Highest mean-reversion score (88): very large 1D drop and materially below MA200/MA50, fitting the strategy’s oversold bounce profile (news/earnings unknown).",
"symbol": "OCDO_CFD.UK",
"position_size": 3000
},
{
"reason": "Strong oversold signal (score 82) after a sharp 1D selloff and meaningfully below MA50; add as a second mean-reversion rebound candidate (news/earnings unknown).",
"symbol": "PSN_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Maintain existing mean-reversion position; no new information provided that clearly justifies replacing it, and avoiding unnecessary churn.",
"symbol": "AMH_CFD.US"
},
{
"reason": "Hold existing drawdown position for potential rebound; no clear improvement case vs current holdings beyond the limited allowed rotations this run.",
"symbol": "CSGP_CFD.US"
},
{
"reason": "Hold; position is currently down, but without new risk/earnings/news data provided, avoid reactive selling and overtrading.",
"symbol": "EZJ_CFD.UK"
},
{
"reason": "Hold; position is modestly profitable and no explicit exit signal/risk event provided.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "Hold; small gain and no explicit catalyst to exit—prioritize limiting turnover.",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "Hold; no additional data provided to justify a swap beyond the two rotations already executed.",
"symbol": "TMV_CFD.DE"
},
{
"reason": "Hold; avoid overtrading and maintain diversification—no clear superior replacement case provided beyond the selected buys.",
"symbol": "WPP_CFD.UK"
},
{
"reason": "Hold; keep current mean-reversion exposure absent new risk information, while limiting turnover.",
"symbol": "ZS_CFD.US"
}
],
"sell": [
{
"reason": "Rotate out of a flat/low-momentum position (P&L ~0 since entry) to fund higher-conviction mean-reversion setups from the current candidate list, while staying within the max-positions cap.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Rotate out of a flat/low-momentum position (P&L ~0 since entry) to reallocate into stronger near-term mean-reversion opportunities (higher oversold scores).",
"symbol": "TRN_CFD.UK"
}
]
},
"portfolio_rationale": "Portfolio is already at the 10-position cap, so additions require swaps. To avoid churn and respect the max 2 SELL / 2 BUY limits, we rotate out of two flat positions (BYIT, TRN) into the top two oversold mean-reversion candidates (OCDO, PSN) while holding the remaining positions due to lack of new risk/catalyst data and to keep turnover low. This keeps gross exposure consistent with the fixed $3,000 position sizing and leverage constraints."
}Selection logs
#586 • stage1 • 2026-03-12T19:34:40.872377+00:00
{
"selected_stocks": [
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "Very large 1D drop (-21.15%) with price below MA200 (-15.82%) and below MA50 (-5.48%): classic short-term oversold mean-reversion setup (earnings/news unknown).",
"mean_reversion_score": 88
},
{
"symbol": "PSN_CFD.UK",
"selection_reason": "Sharp 1D selloff (-17.46%) and meaningfully below MA50 (-11.26%), suggesting near-term oversold conditions (earnings/news unknown).",
"mean_reversion_score": 82
},
{
"symbol": "ITRK_CFD.UK",
"selection_reason": "Large 1D decline (-12.26%) while below both MA200 (-14.43%) and MA50 (-13.56%), indicating extended downside relative to trend (earnings/news unknown).",
"mean_reversion_score": 76
},
{
"symbol": "RSW_CFD.UK",
"selection_reason": "Strong 1D spike (+18.16%) with very extended distance above MA200 (+36.78%) and above MA50 (+14.33%): potential short-term pullback mean reversion (earnings/news unknown).",
"mean_reversion_score": 74
},
{
"symbol": "WIX_CFD.UK",
"selection_reason": "Big 1D jump (+15.98%) and stretched above MA200 (+18.65%) and MA50 (+10.20%), creating a near-term overbought mean-reversion candidate (earnings/news unknown).",
"mean_reversion_score": 70
}
],
"rejected_common_reasons": [
"Missing/unknown earnings timing (cannot confirm avoidance within 5 trading days).",
"Potentially unreliable technicals/volatility outliers (e.g., extremely large 20D volatility values) suggesting data-quality risk.",
"MA200 missing (reduced confidence in overextension vs long-term trend).",
"Not sufficiently stretched vs MA50/MA200 for a 2–10 day mean-reversion horizon (setup closer to trend/mean).",
"Possible event-driven/binary move risk cannot be ruled out due to missing news/sentiment fields."
]
}