MarketWeatherForecast

Arena run #643

meanrev-v1 • deepseek • deepseek/deepseek-chat • EU • success
Arena
Run status
as_of: 2026-03-15T10:35:48.762746+00:00
started_at: 2026-03-15T16:19:48.882518+00:00
finished_at: 2026-03-15T16:20:40.612077+00:00
duration_ms: 51728
Inputs
{
  "as_of": "2026-03-15T10:35:48.762746+00:00",
  "dry_run": false,
  "selected": [
    {
      "symbol": "JDW_CFD.UK",
      "selection_reason": "Significant 1-day drop (-11.22%) with distance from MA50 (-6.53%) indicating potential mean reversion.",
      "mean_reversion_score": 85
    },
    {
      "symbol": "TRN_CFD.UK",
      "selection_reason": "Large 1-day decline (-12.93%) and distance from MA50 (-12.56%) suggesting oversold conditions.",
      "mean_reversion_score": 80
    },
    {
      "symbol": "BYIT_CFD.UK",
      "selection_reason": "Substantial 1-day drop (-12.67%) and distance from MA50 (-14.35%) indicating potential mean reversion.",
      "mean_reversion_score": 78
    },
    {
      "symbol": "AML_CFD.UK",
      "selection_reason": "Significant 1-day decline (-8.13%) and distance from MA50 (-29.12%) suggesting oversold conditions.",
      "mean_reversion_score": 75
    },
    {
      "symbol": "FUTR_CFD.UK",
      "selection_reason": "Large 1-day drop (-20.82%) and distance from MA50 (-24.30%) indicating potential mean reversion.",
      "mean_reversion_score": 72
    }
  ],
  "simulate_only": false,
  "strict_replay": false,
  "universe_symbols": [
    "ROR_CFD.UK",
    "JDW_CFD.UK",
    "UTG_CFD.UK",
    "TRN_CFD.UK",
    "WIX_CFD.UK",
    "KGF_CFD.UK",
    "RHIM_CFD.UK",
    "SGRO_CFD.UK",
    "OCDO_CFD.UK",
    "LRE_CFD.UK",
    "LIO_CFD.UK",
    "SMIN_CFD.UK",
    "BBY_CFD.UK",
    "CCC_CFD.UK",
    "ITV_CFD.UK",
    "IMI_CFD.UK",
    "FOXA_CFD.US",
    "DOM_CFD.UK",
    "TRST_CFD.UK",
    "OSB_CFD.UK",
    "IPO_CFD.UK",
    "ATG_CFD.UK",
    "BME_CFD.UK",
    "WEIR_CFD.UK",
    "BYIT_CFD.UK",
    "WKP_CFD.UK",
    "ANTO_CFD.UK",
    "FUTR_CFD.UK",
    "DPLM_CFD.UK",
    "ADBE_CFD.US",
    "LTA_CFD.FR",
    "PWR_CFD.US",
    "IGG_CFD.UK",
    "WDC_CFD.US",
    "AML_CFD.UK",
    "FMC_CFD.US",
    "GLPG_CFD.NL",
    "ARMK_CFD.US",
    "SBGI_CFD.US",
    "ICG_CFD.UK",
    "APD_CFD.US",
    "SGL_CFD.DE",
    "NXST_CFD.US",
    "THG_CFD.UK",
    "SHC_CFD.UK",
    "STJ_CFD.UK",
    "ABBV_CFD.US",
    "UBI_CFD.FR"
  ]
}
Outputs
{
  "actions": {
    "buy": [
      {
        "reason": "Significant 1-day drop with distance from MA50 indicating potential mean reversion.",
        "symbol": "JDW_CFD.UK",
        "position_size": 3000
      },
      {
        "reason": "Large 1-day decline and distance from MA50 suggesting oversold conditions.",
        "symbol": "TRN_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "No significant change in price.",
        "symbol": "ABF_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "ADJ_CFD.DE"
      },
      {
        "reason": "Positive unrealized PNL.",
        "symbol": "ADS_CFD.DE"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "AIR_CFD.DE"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "AMH_CFD.US"
      },
      {
        "reason": "Marginal change in price.",
        "symbol": "AML_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "ATG_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "BBY_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "BIG_CFD.FR"
      },
      {
        "reason": "Positive unrealized PNL.",
        "symbol": "BLND_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "BT_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "BYW6_CFD.DE"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "CBG_CFD.UK"
      },
      {
        "reason": "Positive unrealized PNL.",
        "symbol": "CCC_CFD.UK"
      },
      {
        "reason": "Positive unrealized PNL.",
        "symbol": "CCL_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "CO_CFD.FR"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "CRDA_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "CRWD_CFD.US"
      },
      {
        "reason": "Positive unrealized PNL.",
        "symbol": "ERA_CFD.FR"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "EZJ_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "FLO_CFD.US"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "FRVIA_CFD.FR"
      },
      {
        "reason": "Positive unrealized PNL.",
        "symbol": "FUTR_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "GRI_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "HIK_CFD.UK"
      },
      {
        "reason": "Positive unrealized PNL.",
        "symbol": "IEP_CFD.BE"
      },
      {
        "reason": "Positive unrealized PNL.",
        "symbol": "IHG_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "LXS_CFD.DE"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "MCG_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "OCDO_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "OSB_CFD.UK"
      },
      {
        "reason": "Positive unrealized PNL.",
        "symbol": "PAGE_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "RHIM_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "RMV_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "SAFE_CFD.UK"
      },
      {
        "reason": "Positive unrealized PNL.",
        "symbol": "SYNT_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "TRN_CFD.UK"
      },
      {
        "reason": "Positive unrealized PNL.",
        "symbol": "UKW_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "UTG_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "VTY_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "WIX_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "WIZZ_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "WKP_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "WPP_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "WTB_CFD.UK"
      }
    ],
    "sell": []
  },
  "portfolio_rationale": "The portfolio is currently holding positions with positive unrealized PNL or marginal changes in price, thus no sells are recommended. Two buys are recommended based on significant price drops and distance from MA50 indicating potential mean reversion opportunities."
}
Prompts & responses
#1270 • openrouter • deepseek/deepseek-chat • 2026-03-15T16:19:48.933151+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": "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": "JDW_CFD.UK", "name": "WETHERSPOON (J.D.) PLC", "sector": "", "last_price": 664.5, "change_1d_pct": -11.22244488977956, "distance_from_ma200_pct": -5.680389661350038, "distance_from_ma50_pct": -6.526043574477869, "volatility_20d_pct": 5447.939299510829, "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": "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": "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": "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": "LRE_CFD.UK", "name": "LANCASHIRE HOLDINGS LTD", "sector": "", "last_price": 647.0, "change_1d_pct": -2.26586102719033, "distance_from_ma200_pct": 6.266967093949116, "distance_from_ma50_pct": -1.0131237932627712, "volatility_20d_pct": 79.5840954070324, "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": "SMIN_CFD.UK", "name": "SMITHS GROUP PLC", "sector": "", "last_price": 2544.0, "change_1d_pct": 1.4333845019038671, "distance_from_ma200_pct": 14.948150770494873, "distance_from_ma50_pct": 4.167383226889343, "volatility_20d_pct": 72.718462979927, "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": "CCC_CFD.UK", "name": "COMPUTACENTER PLC", "sector": "", "last_price": 3126.0, "change_1d_pct": -1.821608040201006, "distance_from_ma200_pct": 22.396205247786227, "distance_from_ma50_pct": 6.426296215091432, "volatility_20d_pct": 111.01536155240576, "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": "ITV_CFD.UK", "name": "ITV PLC", "sector": "", "last_price": 86.0, "change_1d_pct": 3.92749244712991, "distance_from_ma200_pct": 7.871211807633016, "distance_from_ma50_pct": 5.417994606521215, "volatility_20d_pct": 139.7485078641958, "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": "IMI_CFD.UK", "name": "IMI PLC", "sector": "", "last_price": 2774.0, "change_1d_pct": 4.7583081570997, "distance_from_ma200_pct": 25.227479847754264, "distance_from_ma50_pct": 6.661876238540865, "volatility_20d_pct": 87.69330898337377, "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": "FOXA_CFD.US", "name": "FOX CORP - CLASS A", "sector": "", "last_price": 57.38, "change_1d_pct": -0.5890505890505882, "distance_from_ma200_pct": -7.028367041896367, "distance_from_ma50_pct": -12.15177625495275, "volatility_20d_pct": 2991.8935446284513, "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": 189.21, "change_1d_pct": 4.190528634361246, "distance_from_ma200_pct": -12.46581454882838, "distance_from_ma50_pct": 4.428944053991102, "volatility_20d_pct": 85.812071272284, "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": "TRST_CFD.UK", "name": "TRUSTPILOT AS", "sector": "", "last_price": 156.6, "change_1d_pct": -27.567067530064747, "distance_from_ma200_pct": -26.81677017545049, "distance_from_ma50_pct": -10.671300046318578, "volatility_20d_pct": 228.54402237564213, "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": 558.5, "change_1d_pct": -2.953953084274541, "distance_from_ma200_pct": 4.09458908497875, "distance_from_ma50_pct": -6.0211421300236605, "volatility_20d_pct": 3337.4077571102553, "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": "IPO_CFD.UK", "name": "IP GROUP PLC", "sector": "", "last_price": 55.9, "change_1d_pct": -2.951388888888895, "distance_from_ma200_pct": 6.980220141944948, "distance_from_ma50_pct": -4.919036603619542, "volatility_20d_pct": 3048.7333361404435, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "ATG_CFD.UK", "name": "AUCTION TECHNOLOGY GROUP", "sector": "", "last_price": 313.0, "change_1d_pct": 0.3205128205128194, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 0.8343803356850588, "volatility_20d_pct": 2871.9337920464413, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "BME_CFD.UK", "name": "B&M EUROPEAN VALUE RETAIL SA", "sector": "", "last_price": 187.88, "change_1d_pct": 1.0107526881720341, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 7.318666981973787, "volatility_20d_pct": 3503.713036055361, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "WEIR_CFD.UK", "name": "WEIR GROUP PLC/THE", "sector": "", "last_price": 2968.0, "change_1d_pct": -7.250000000000001, "distance_from_ma200_pct": 13.608616555186948, "distance_from_ma50_pct": -2.0329806894725966, "volatility_20d_pct": 126.53973442920609, "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": "ANTO_CFD.UK", "name": "ANTOFAGASTA PLC", "sector": "", "last_price": 3679.0, "change_1d_pct": -3.3622274757026505, "distance_from_ma200_pct": 35.757421893125986, "distance_from_ma50_pct": -1.9752454322435997, "volatility_20d_pct": 123.31702281679799, "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": "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": "ADBE_CFD.US", "name": "Adobe Systems Incorporated", "sector": "", "last_price": 254.76, "change_1d_pct": -6.991347522908997, "distance_from_ma200_pct": -24.950575375976236, "distance_from_ma50_pct": -11.024807300743555, "volatility_20d_pct": 75.42837402664499, "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": "LTA_CFD.FR", "name": "ALTAMIR", "sector": "", "last_price": 26.55, "change_1d_pct": -8.290155440414503, "distance_from_ma200_pct": -6.659993998817693, "distance_from_ma50_pct": -8.646607227894187, "volatility_20d_pct": 76.90024899659345, "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": "PWR_CFD.US", "name": "Quanta Services Inc", "sector": "", "last_price": 563.08, "change_1d_pct": -0.3486417131227215, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 18.496058009769833, "volatility_20d_pct": 4344.4361931144, "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": "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": "AML_CFD.UK", "name": "ASTON MARTIN LAGONDA GLOBAL", "sector": "", "last_price": 40.48, "change_1d_pct": -8.125283704039955, "distance_from_ma200_pct": -40.753533675571454, "distance_from_ma50_pct": -29.11725770639697, "volatility_20d_pct": 134.03421867122054, "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": "FMC_CFD.US", "name": "FMC Corporation", "sector": "", "last_price": 14.29, "change_1d_pct": 0.7757404795486478, "distance_from_ma200_pct": -47.23374086560298, "distance_from_ma50_pct": -4.264869427733053, "volatility_20d_pct": 124.54433559318134, "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": "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": "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"}, {"symbol": "THG_CFD.UK", "name": "THG PLC", "sector": "", "last_price": 35.48, "change_1d_pct": -20.090090090090097, "distance_from_ma200_pct": 4.031971945380275, "distance_from_ma50_pct": -18.256005234564732, "volatility_20d_pct": 150.3458448856807, "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": "SHC_CFD.UK", "name": "SHAFTESBURY CAPITAL PLC", "sector": "", "last_price": 142.4, "change_1d_pct": -1.0423905489923557, "distance_from_ma200_pct": 1.709599807723139, "distance_from_ma50_pct": 0.43432201895556855, "volatility_20d_pct": 63.20998562569682, "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": "STJ_CFD.UK", "name": "ST JAMES'S PLACE PLC", "sector": "", "last_price": 1318.5, "change_1d_pct": -14.880568108457071, "distance_from_ma200_pct": 8.039658298052132, "distance_from_ma50_pct": -4.048142289072931, "volatility_20d_pct": 124.80261018220178, "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": "ABBV_CFD.US", "name": "AbbVie Inc", "sector": "", "last_price": 222.84, "change_1d_pct": -1.9535374868004163, "distance_from_ma200_pct": 3.8495495728509077, "distance_from_ma50_pct": -0.7733657261123961, "volatility_20d_pct": 49.04407754543012, "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": "UBI_CFD.FR", "name": "UBISoft Entertainment", "sector": "", "last_price": 4.051, "change_1d_pct": 1.681726907630532, "distance_from_ma200_pct": -46.56007704002717, "distance_from_ma50_pct": -14.953918501878949, "volatility_20d_pct": 84.88218245391758, "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": "JDW_CFD.UK",
      "selection_reason": "Significant 1-day drop (-11.22%) with distance from MA50 (-6.53%) indicating potential mean reversion.",
      "mean_reversion_score": 85
    },
    {
      "symbol": "TRN_CFD.UK",
      "selection_reason": "Large 1-day decline (-12.93%) and distance from MA50 (-12.56%) suggesting oversold conditions.",
      "mean_reversion_score": 80
    },
    {
      "symbol": "BYIT_CFD.UK",
      "selection_reason": "Substantial 1-day drop (-12.67%) and distance from MA50 (-14.35%) indicating potential mean reversion.",
      "mean_reversion_score": 78
    },
    {
      "symbol": "AML_CFD.UK",
      "selection_reason": "Significant 1-day decline (-8.13%) and distance from MA50 (-29.12%) suggesting oversold conditions.",
      "mean_reversion_score": 75
    },
    {
      "symbol": "FUTR_CFD.UK",
      "selection_reason": "Large 1-day drop (-20.82%) and distance from MA50 (-24.30%) indicating potential mean reversion.",
      "mean_reversion_score": 72
    }
  ],
  "rejected_common_reasons": [
    "Avoiding earnings within 5 trading days (unknown)",
    "Avoiding highly binary/event-driven moves (unknown)",
    "Avoiding sector concentration (sector information unavailable)"
  ]
}
#1271 • openrouter • deepseek/deepseek-chat • 2026-03-15T16:20:01.356104+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": 1849.5, "unrealized_pnl": 0.0, "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": 138.55, "unrealized_pnl": 30.623405030988092, "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": 0.0, "avg_price": 29.634999999999998, "last_price": 28.67, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "AML_CFD.UK", "qty": 75.1503006012024, "avg_price": 39.92, "last_price": 39.78, "unrealized_pnl": -10.521042084168378, "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": 373.0, "unrealized_pnl": 72.48764415156516, "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": 26.18943692710607, "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": 3010.0, "unrealized_pnl": 32.23640026863667, "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": 51.55, "unrealized_pnl": 262.6582278481012, "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": 5.5, "unrealized_pnl": 203.88349514563083, "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": 0.0, "avg_price": 25.72, "last_price": 23.88, "unrealized_pnl": 0.0, "opened_at": "2026-03-08T18:08:31.007911+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 0.0, "avg_price": 217.0, "last_price": 204.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "OSB_CFD.UK", "qty": 10.743061772605193, "avg_price": 558.5, "last_price": 558.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-12T18:01:52.554929+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": 95.01, "unrealized_pnl": 259.23118570655225, "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": "VTY_CFD.UK", "qty": 0.0, "avg_price": 427.6, "last_price": 406.1, "unrealized_pnl": -150.84190832553787, "opened_at": "2026-03-11T10:11:17.665074+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"}, {"symbol": "WTB_CFD.UK", "qty": 1.279317697228145, "avg_price": 2345.0, "last_price": 2345.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-13T18:17:31.188931+00:00"}], "candidates": [{"symbol": "JDW_CFD.UK", "mean_reversion_score": 85, "selection_reason": "Significant 1-day drop (-11.22%) with distance from MA50 (-6.53%) indicating potential mean reversion."}, {"symbol": "TRN_CFD.UK", "mean_reversion_score": 80, "selection_reason": "Large 1-day decline (-12.93%) and distance from MA50 (-12.56%) suggesting oversold conditions."}, {"symbol": "BYIT_CFD.UK", "mean_reversion_score": 78, "selection_reason": "Substantial 1-day drop (-12.67%) and distance from MA50 (-14.35%) indicating potential mean reversion."}, {"symbol": "AML_CFD.UK", "mean_reversion_score": 75, "selection_reason": "Significant 1-day decline (-8.13%) and distance from MA50 (-29.12%) suggesting oversold conditions."}, {"symbol": "FUTR_CFD.UK", "mean_reversion_score": 72, "selection_reason": "Large 1-day drop (-20.82%) and distance from MA50 (-24.30%) indicating potential mean reversion."}], "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 1-day drop with distance from MA50 indicating potential mean reversion.",
        "symbol": "JDW_CFD.UK",
        "position_size": 3000
      },
      {
        "reason": "Large 1-day decline and distance from MA50 suggesting oversold conditions.",
        "symbol": "TRN_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "No significant change in price.",
        "symbol": "ABF_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "ADJ_CFD.DE"
      },
      {
        "reason": "Positive unrealized PNL.",
        "symbol": "ADS_CFD.DE"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "AIR_CFD.DE"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "AMH_CFD.US"
      },
      {
        "reason": "Marginal change in price.",
        "symbol": "AML_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "ATG_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "BBY_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "BIG_CFD.FR"
      },
      {
        "reason": "Positive unrealized PNL.",
        "symbol": "BLND_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "BT_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "BYW6_CFD.DE"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "CBG_CFD.UK"
      },
      {
        "reason": "Positive unrealized PNL.",
        "symbol": "CCC_CFD.UK"
      },
      {
        "reason": "Positive unrealized PNL.",
        "symbol": "CCL_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "CO_CFD.FR"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "CRDA_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "CRWD_CFD.US"
      },
      {
        "reason": "Positive unrealized PNL.",
        "symbol": "ERA_CFD.FR"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "EZJ_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "FLO_CFD.US"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "FRVIA_CFD.FR"
      },
      {
        "reason": "Positive unrealized PNL.",
        "symbol": "FUTR_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "GRI_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "HIK_CFD.UK"
      },
      {
        "reason": "Positive unrealized PNL.",
        "symbol": "IEP_CFD.BE"
      },
      {
        "reason": "Positive unrealized PNL.",
        "symbol": "IHG_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "LXS_CFD.DE"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "MCG_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "OCDO_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "OSB_CFD.UK"
      },
      {
        "reason": "Positive unrealized PNL.",
        "symbol": "PAGE_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "RHIM_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "RMV_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "SAFE_CFD.UK"
      },
      {
        "reason": "Positive unrealized PNL.",
        "symbol": "SYNT_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "TRN_CFD.UK"
      },
      {
        "reason": "Positive unrealized PNL.",
        "symbol": "UKW_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "UTG_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "VTY_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "WIX_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "WIZZ_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "WKP_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "WPP_CFD.UK"
      },
      {
        "reason": "No significant change in price.",
        "symbol": "WTB_CFD.UK"
      }
    ],
    "sell": []
  },
  "portfolio_rationale": "The portfolio is currently holding positions with positive unrealized PNL or marginal changes in price, thus no sells are recommended. Two buys are recommended based on significant price drops and distance from MA50 indicating potential mean reversion opportunities."
}
Selection logs
#632 • stage1 • 2026-03-15T16:20:01.353781+00:00
{
  "selected_stocks": [
    {
      "symbol": "JDW_CFD.UK",
      "selection_reason": "Significant 1-day drop (-11.22%) with distance from MA50 (-6.53%) indicating potential mean reversion.",
      "mean_reversion_score": 85
    },
    {
      "symbol": "TRN_CFD.UK",
      "selection_reason": "Large 1-day decline (-12.93%) and distance from MA50 (-12.56%) suggesting oversold conditions.",
      "mean_reversion_score": 80
    },
    {
      "symbol": "BYIT_CFD.UK",
      "selection_reason": "Substantial 1-day drop (-12.67%) and distance from MA50 (-14.35%) indicating potential mean reversion.",
      "mean_reversion_score": 78
    },
    {
      "symbol": "AML_CFD.UK",
      "selection_reason": "Significant 1-day decline (-8.13%) and distance from MA50 (-29.12%) suggesting oversold conditions.",
      "mean_reversion_score": 75
    },
    {
      "symbol": "FUTR_CFD.UK",
      "selection_reason": "Large 1-day drop (-20.82%) and distance from MA50 (-24.30%) indicating potential mean reversion.",
      "mean_reversion_score": 72
    }
  ],
  "rejected_common_reasons": [
    "Avoiding earnings within 5 trading days (unknown)",
    "Avoiding highly binary/event-driven moves (unknown)",
    "Avoiding sector concentration (sector information unavailable)"
  ]
}