Arena run #636

You are an Arena strategy executor. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices, fundamentals, earnings dates, or sentiment. If a field is null/empty, treat it as unknown. You are a constrained selector (no narrative).

{"task": "stage1_universe_scan", "region": "US", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "selection_rules": {"horizon": "2-10 trading days", "target": "short-term mean reversion in liquid equities", "constraints": ["Select exactly 5 candidates", "Avoid earnings within 5 trading days (if known)", "Avoid highly binary/event-driven moves (if known)", "Avoid sector concentration: max 1 per sector unless clearly justified (sector may be unknown)"]}, "universe": [{"symbol": "WTB_CFD.UK", "name": "WHITBREAD PLC", "sector": "", "last_price": 2691.0, "change_1d_pct": 11.659751037344401, "distance_from_ma200_pct": -5.969827496214986, "distance_from_ma50_pct": -5.069507041577781, "volatility_20d_pct": 87.61035263352142, "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": "JDW_CFD.UK", "name": "", "sector": "", "last_price": 748.5, "change_1d_pct": 9.750733137829904, "distance_from_ma200_pct": 6.242631058659898, "distance_from_ma50_pct": 5.290077328071208, "volatility_20d_pct": 98.2373545531062, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "UTG_CFD.UK", "name": "UNITE GROUP PLC/THE", "sector": "", "last_price": 567.5, "change_1d_pct": 3.4639927073837784, "distance_from_ma200_pct": -23.929923575376698, "distance_from_ma50_pct": -3.6875042216270137, "volatility_20d_pct": 73.84223442053181, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "TRN_CFD.UK", "name": "TRAINLINE PLC", "sector": "", "last_price": 206.0, "change_1d_pct": -12.93322062552832, "distance_from_ma200_pct": -22.557701091522887, "distance_from_ma50_pct": -12.560104316644482, "volatility_20d_pct": 131.09279103846345, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "WIX_CFD.UK", "name": "WICKES GROUP PLC", "sector": "", "last_price": 247.5, "change_1d_pct": 15.984816533108393, "distance_from_ma200_pct": 18.647646929530737, "distance_from_ma50_pct": 10.198455173494668, "volatility_20d_pct": 84.25206447406164, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "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": "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": "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, "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": 789.8, "change_1d_pct": 5.166444740346199, "distance_from_ma200_pct": 16.137238395282736, "distance_from_ma50_pct": 8.124180991500651, "volatility_20d_pct": 71.28658783635437, "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": "EMG_CFD.UK", "name": "MAN GROUP PLC/JERSEY", "sector": "", "last_price": 269.6, "change_1d_pct": 2.353834472285521, "distance_from_ma200_pct": 42.186331073171914, "distance_from_ma50_pct": 15.516783354614262, "volatility_20d_pct": 86.92367167139048, "market_cap_usd": null, "avg_daily_volume_usd": null, 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"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": "WDC_CFD.US", "name": "WESTERN DIGITAL CORP", "sector": "", "last_price": 277.84, "change_1d_pct": 0.33222591362125353, "distance_from_ma200_pct": 93.67833739443938, "distance_from_ma50_pct": 10.13762446177886, "volatility_20d_pct": 155.57328227015603, "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": "GT_CFD.US", "name": "", "sector": "", "last_price": 6.9, "change_1d_pct": -5.089408528198058, "distance_from_ma200_pct": -23.075636716333058, "distance_from_ma50_pct": -22.546752576162355, "volatility_20d_pct": 122.51572489644428, "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": "UKW_CFD.UK", "name": "GREENCOAT UK WIND PLC", "sector": "", "last_price": 96.65, "change_1d_pct": -2.864321608040199, "distance_from_ma200_pct": -13.509595378826178, "distance_from_ma50_pct": -7.518333665048904, "volatility_20d_pct": 52.20244024852636, "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": "GLPG_CFD.NL", "name": "Galapagos", "sector": "", "last_price": 28.28, "change_1d_pct": -0.07067137809186885, "distance_from_ma200_pct": 2.8954256106641596, "distance_from_ma50_pct": -0.9221110457131698, "volatility_20d_pct": 75.5045902569289, "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": "ARMK_CFD.US", "name": "Aramark Holdings", "sector": "", "last_price": 40.6, "change_1d_pct": 1.907630522088355, "distance_from_ma200_pct": 2.8443036034769387, "distance_from_ma50_pct": 2.8775301284195365, "volatility_20d_pct": 79.10676557514627, "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": "SBGI_CFD.US", "name": "SINCLAIR INC", "sector": "", "last_price": 14.31, "change_1d_pct": -1.919122686771757, "distance_from_ma200_pct": -1.4883451969544659, "distance_from_ma50_pct": -3.4439016490782848, "volatility_20d_pct": 151.16131595505473, "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": "ICG_CFD.UK", "name": "ICG Plc", "sector": "", "last_price": 1719.0, "change_1d_pct": -13.356854838709676, "distance_from_ma200_pct": -15.041741119434038, "distance_from_ma50_pct": -11.540628787118589, "volatility_20d_pct": 72.59006184069659, "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": "MUSA_CFD.US", "name": "MURPHY USA INC", "sector": "", "last_price": 463.31, "change_1d_pct": 6.940725694765026, "distance_from_ma200_pct": 16.0947355694389, "distance_from_ma50_pct": 11.440800066579214, "volatility_20d_pct": 82.3524149986316, "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": "FICO_CFD.US", "name": "Fair Isaac Corporation", "sector": "", "last_price": 1146.19, "change_1d_pct": -15.559893914837186, "distance_from_ma200_pct": -27.93651366486388, "distance_from_ma50_pct": -20.68960649744753, "volatility_20d_pct": 109.43033435159907, "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": "APD_CFD.US", "name": "Air Products and Chemicals Inc", "sector": "", "last_price": 291.95, "change_1d_pct": 6.726375434107101, "distance_from_ma200_pct": 7.065615508103273, "distance_from_ma50_pct": 7.196228396444293, "volatility_20d_pct": 49.65127045001544, "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": "GRI_CFD.UK", "name": "GRAINGER PLC", "sector": "", "last_price": 192.4, "change_1d_pct": 0.08322929671245038, "distance_from_ma200_pct": -4.9312468607917275, "distance_from_ma50_pct": 0.9128310349964197, "volatility_20d_pct": 71.43116862190418, "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": "SGL_CFD.DE", "name": "SGL Carbon SE", "sector": "", "last_price": 3.625, "change_1d_pct": -2.658431793770144, "distance_from_ma200_pct": 5.144388625262497, "distance_from_ma50_pct": -8.381859355412669, "volatility_20d_pct": 78.92643748151579, "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": "NXST_CFD.US", "name": "", "sector": "", "last_price": 236.39, "change_1d_pct": -3.392047079978755, "distance_from_ma200_pct": 18.26418454796057, "distance_from_ma50_pct": 5.009017653277881, "volatility_20d_pct": 103.87063237790765, "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": "FICO_CFD.US",
      "selection_reason": "Large 1D selloff (-15.56%) with deep oversold vs MA50 (-20.69%) and MA200 (-27.94%); candidate for short-term bounce if selling exhausts.",
      "mean_reversion_score": 88
    },
    {
      "symbol": "ADBE_CFD.US",
      "selection_reason": "Down day (-6.99%) and well below MA50 (-11.02%) and MA200 (-24.95%), fitting oversold mean-reversion setup.",
      "mean_reversion_score": 80
    },
    {
      "symbol": "GT_CFD.US",
      "selection_reason": "Negative 1D move (-5.09%) while heavily below MA50 (-22.55%) and MA200 (-23.08%); rebound-to-mean potential, albeit higher vol.",
      "mean_reversion_score": 74
    },
    {
      "symbol": "MTN_CFD.US",
      "selection_reason": "Below longer-term trend (MA200 -9.65%) with modest recent weakness; lower-extremity mean-reversion candidate vs deeper drawdowns.",
      "mean_reversion_score": 60
    },
    {
      "symbol": "SBGI_CFD.US",
      "selection_reason": "Mild pullback (-1.92%) and slightly below MA50 (-3.44%); smaller mean-reversion setup (less stretched than other picks).",
      "mean_reversion_score": 55
    }
  ],
  "rejected_common_reasons": [
    "Non-US listings provided despite region=US (e.g., *_CFD.UK, *_CFD.FR, *_CFD.DE, *_CFD.NL).",
    "Not oversold for long mean-reversion (price above MA50/MA200 or extended strength), e.g., WDC_CFD.US (MA200 +93.68%), PWR_CFD.US (MA200 +32.66%), MUSA_CFD.US/APD_CFD.US (strong up days).",
    "Earnings/news/event risk cannot be screened because days_to_next_earnings and sentiment/headlines are unknown for all names.",
    "Liquidity/market-cap filters cannot be validated (avg_daily_volume_usd and market_cap_usd are missing).",
    "Potential data anomalies/extreme reported volatility (e.g., ITV_CFD.UK volatility_20d_pct extremely high) reduce reliability for mean-reversion selection."
  ]
}

You are an Arena portfolio manager. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices/fundamentals/news/earnings. If a field is null/empty, treat it as unknown. Avoid overtrading: if changes are marginal, prefer HOLD. Do not churn.

{"task": "stage2_portfolio_management", "region": "US", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "portfolio_constraints": {"initial_equity": 10000.0, "max_positions": 10, "fixed_position_size": 3000.0, "max_gross_leverage": 3.0, "overtrading_rules": ["Max 2 SELL actions per run unless risk event forces more", "Max 2 BUY actions per run", "If no clear improvement vs current holdings, output HOLD for everything"]}, "current_portfolio": [{"symbol": "AMH_CFD.US", "qty": 101.09519797809605, "avg_price": 29.674999999999997, "last_price": 28.365000000000002, "unrealized_pnl": -132.43470935130534, "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": 0.0, "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": 43.625, "unrealized_pnl": -229.27913623372496, "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": 372.6, "unrealized_pnl": -445.02857142857124, "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": "OCDO_CFD.UK", "qty": 14.684287812041115, "avg_price": 204.3, "last_price": 204.3, "unrealized_pnl": 0.0, "opened_at": "2026-03-12T18:01:52.554929+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": "PSN_CFD.UK", "qty": 2.4691358024691357, "avg_price": 1215.0, "last_price": 1190.0, "unrealized_pnl": -61.72839506172839, "opened_at": "2026-03-12T18:01:52.554929+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": 4.656, "unrealized_pnl": -78.43547375026145, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "TRN_CFD.UK", "qty": 0.0, "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": 238.0, "unrealized_pnl": -289.2938496583141, "opened_at": "2026-02-28T10:51:05.818250+00:00"}, {"symbol": "ZS_CFD.US", "qty": 18.778167250876315, "avg_price": 159.76, "last_price": 153.64, "unrealized_pnl": -114.92238357536313, "opened_at": "2026-02-21T17:32:49.140800+00:00"}], "candidates": [{"symbol": "FICO_CFD.US", "mean_reversion_score": 88, "selection_reason": "Large 1D selloff (-15.56%) with deep oversold vs MA50 (-20.69%) and MA200 (-27.94%); candidate for short-term bounce if selling exhausts."}, {"symbol": "ADBE_CFD.US", "mean_reversion_score": 80, "selection_reason": "Down day (-6.99%) and well below MA50 (-11.02%) and MA200 (-24.95%), fitting oversold mean-reversion setup."}, {"symbol": "GT_CFD.US", "mean_reversion_score": 74, "selection_reason": "Negative 1D move (-5.09%) while heavily below MA50 (-22.55%) and MA200 (-23.08%); rebound-to-mean potential, albeit higher vol."}, {"symbol": "MTN_CFD.US", "mean_reversion_score": 60, "selection_reason": "Below longer-term trend (MA200 -9.65%) with modest recent weakness; lower-extremity mean-reversion candidate vs deeper drawdowns."}, {"symbol": "SBGI_CFD.US", "mean_reversion_score": 55, "selection_reason": "Mild pullback (-1.92%) and slightly below MA50 (-3.44%); smaller mean-reversion setup (less stretched than other picks)."}], "output_schema": {"actions": {"sell": [{"symbol": "string", "reason": "string"}], "hold": [{"symbol": "string", "reason": "string"}], "buy": [{"symbol": "string", "position_size": "number (currency amount)", "reason": "string"}]}, "portfolio_rationale": "string"}}

{
  "actions": {
    "buy": [
      {
        "reason": "Top mean-reversion score (88): large 1D selloff and deeply below MA50/MA200 per provided candidate data, fitting the strategy’s oversold bounce profile.",
        "symbol": "FICO_CFD.US",
        "position_size": 3000
      },
      {
        "reason": "High mean-reversion score (80): sharp down day and well below MA50/MA200 per candidate data, offering attractive short-term reversion potential.",
        "symbol": "ADBE_CFD.US",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Down vs average price; no new risk signal provided and mean-reversion framework favors allowing time for a bounce rather than crystallizing a modest drawdown.",
        "symbol": "AMH_CFD.US"
      },
      {
        "reason": "Underwater vs average; absent a defined stop/risk event or better evidence of deterioration, avoid churn and allow mean-reversion thesis to play out.",
        "symbol": "CSGP_CFD.US"
      },
      {
        "reason": "Largest drawdown in the book, but no external risk/earnings/news data provided to justify forced liquidation. Avoid overtrading and hold for potential reversion.",
        "symbol": "EZJ_CFD.UK"
      },
      {
        "reason": "Recently opened and currently around entry; no clear improvement from replacing it given limited information beyond candidate scores. Hold to avoid unnecessary turnover.",
        "symbol": "OCDO_CFD.UK"
      },
      {
        "reason": "Small drawdown; no new information indicating thesis break. Hold to avoid marginal, low-conviction changes.",
        "symbol": "PSN_CFD.UK"
      },
      {
        "reason": "Modest drawdown; maintain position as part of diversified mean-reversion basket and avoid churning without stronger signals.",
        "symbol": "TMV_CFD.DE"
      },
      {
        "reason": "Material drawdown; in a mean-reversion approach, avoid selling into weakness unless a risk event forces it (none provided).",
        "symbol": "WPP_CFD.UK"
      },
      {
        "reason": "Moderate drawdown; hold for potential reversion, and avoid reshuffling more than necessary this run.",
        "symbol": "ZS_CFD.US"
      }
    ],
    "sell": [
      {
        "reason": "Position has moved into profit (~+3.4% vs avg). To avoid a full 10/10 book and rotate into higher-scoring, more deeply oversold US mean-reversion setups (per candidates), take gains and redeploy.",
        "symbol": "FUTR_CFD.UK"
      },
      {
        "reason": "Position is near flat/slightly positive (~+0.5% vs avg), offering limited incremental mean-reversion edge versus the top-ranked oversold candidates. Sell to free a slot for higher expected short-term bounce potential.",
        "symbol": "PAGE_CFD.UK"
      }
    ]
  },
  "portfolio_rationale": "Portfolio is at the 10-position limit, so adds require trimming. To avoid overtrading, we make only two rotations: sell the two positions that have already largely reverted (FUTR, PAGE) and redeploy into the two strongest oversold mean-reversion candidates (FICO, ADBE). All other positions are held to let mean-reversion work and to minimize churn, staying within the max 2 sells / max 2 buys constraints and maintaining position sizing discipline."
}

{
  "selected_stocks": [
    {
      "symbol": "FICO_CFD.US",
      "selection_reason": "Large 1D selloff (-15.56%) with deep oversold vs MA50 (-20.69%) and MA200 (-27.94%); candidate for short-term bounce if selling exhausts.",
      "mean_reversion_score": 88
    },
    {
      "symbol": "ADBE_CFD.US",
      "selection_reason": "Down day (-6.99%) and well below MA50 (-11.02%) and MA200 (-24.95%), fitting oversold mean-reversion setup.",
      "mean_reversion_score": 80
    },
    {
      "symbol": "GT_CFD.US",
      "selection_reason": "Negative 1D move (-5.09%) while heavily below MA50 (-22.55%) and MA200 (-23.08%); rebound-to-mean potential, albeit higher vol.",
      "mean_reversion_score": 74
    },
    {
      "symbol": "MTN_CFD.US",
      "selection_reason": "Below longer-term trend (MA200 -9.65%) with modest recent weakness; lower-extremity mean-reversion candidate vs deeper drawdowns.",
      "mean_reversion_score": 60
    },
    {
      "symbol": "SBGI_CFD.US",
      "selection_reason": "Mild pullback (-1.92%) and slightly below MA50 (-3.44%); smaller mean-reversion setup (less stretched than other picks).",
      "mean_reversion_score": 55
    }
  ],
  "rejected_common_reasons": [
    "Non-US listings provided despite region=US (e.g., *_CFD.UK, *_CFD.FR, *_CFD.DE, *_CFD.NL).",
    "Not oversold for long mean-reversion (price above MA50/MA200 or extended strength), e.g., WDC_CFD.US (MA200 +93.68%), PWR_CFD.US (MA200 +32.66%), MUSA_CFD.US/APD_CFD.US (strong up days).",
    "Earnings/news/event risk cannot be screened because days_to_next_earnings and sentiment/headlines are unknown for all names.",
    "Liquidity/market-cap filters cannot be validated (avg_daily_volume_usd and market_cap_usd are missing).",
    "Potential data anomalies/extreme reported volatility (e.g., ITV_CFD.UK volatility_20d_pct extremely high) reduce reliability for mean-reversion selection."
  ]
}