Arena run #719
meanrev-v1 • minimax • minimax/minimax-m2.1 • EU • success
Run status
as_of: 2026-03-19T10:09:24.325041+00:00
started_at: 2026-03-19T11:51:50.538372+00:00
finished_at: 2026-03-19T11:53:14.676457+00:00
duration_ms: 84137
Inputs
{
"as_of": "2026-03-19T10:09:24.325041+00:00",
"dry_run": false,
"selected": [
{
"symbol": "PBB_CFD.DE",
"selection_reason": "Extreme deviation: -39.2% from MA200, -25% from MA50; strong mean reversion candidate with high bearish extension",
"mean_reversion_score": 85
},
{
"symbol": "HYQ_CFD.DE",
"selection_reason": "Most extended: -41% from MA200, -13.4% from MA50; extreme bearish deviation suggests elevated reversion probability",
"mean_reversion_score": 91
},
{
"symbol": "BEI_CFD.DE",
"selection_reason": "Significant pullback: -26% from MA200, -24.6% from MA50 with -6.2% daily drop; extended from both MAs",
"mean_reversion_score": 78
},
{
"symbol": "UTG_CFD.UK",
"selection_reason": "Substantial distance: -23.9% from MA200 with moderate 73.8% volatility; real estate sector oversold signal",
"mean_reversion_score": 62
},
{
"symbol": "BESI_CFD.NL",
"selection_reason": "Positive extension: +9.4% from MA50 with strong semiconductor sector momentum; mean reversion upside potential",
"mean_reversion_score": 68
}
],
"simulate_only": false,
"strict_replay": false,
"universe_symbols": [
"CRST_CFD.UK",
"WTB_CFD.UK",
"JDW_CFD.UK",
"UTG_CFD.UK",
"CTT_CFD.PT",
"INVP_CFD.UK",
"DLN_CFD.UK",
"SOI_CFD.FR",
"SGRO_CFD.UK",
"EMG_CFD.UK",
"ABDN_CFD.UK",
"PBB_CFD.DE",
"AAL_CFD.UK",
"ENR_CFD.DE",
"OPTU_CFD.US",
"DOCS_CFD.UK",
"SON_CFD.PT",
"SRT3_CFD.DE",
"SMIN_CFD.UK",
"STM_CFD.DE",
"BBY_CFD.UK",
"IFX_CFD.DE",
"DUE_CFD.DE",
"OPM_CFD.FR",
"PAT_CFD.DE",
"JUN3_CFD.DE",
"BAMNB_CFD.NL",
"INH_CFD.DE",
"IMI_CFD.UK",
"FR_CFD.FR",
"HYQ_CFD.DE",
"FRVIA_CFD.FR",
"AYV_CFD.FR",
"JCQ_CFD.FR",
"BDT_CFD.DE",
"DOM_CFD.UK",
"JMT_CFD.PT",
"BARC_CFD.UK",
"WIX_CFD.UK",
"BESI_CFD.NL",
"KBX_CFD.DE",
"BAS_CFD.DE",
"IPO_CFD.UK",
"ATG_CFD.UK",
"EGL_CFD.PT",
"BME_CFD.UK",
"BEI_CFD.DE",
"EXM_CFD.BE"
]
}Outputs
{
"actions": {
"buy": [
{
"reason": "Highest mean reversion score (91); extreme bearish deviation of -41% from MA200 and -13.4% from MA50 suggests elevated reversion probability; strong mean reversion candidate",
"symbol": "HYQ_CFD.DE",
"position_size": 3000
},
{
"reason": "Second highest mean reversion score (85); extreme deviation of -39.2% from MA200 and -25% from MA50; strong mean reversion candidate with high bearish extension",
"symbol": "PBB_CFD.DE",
"position_size": 3000
}
],
"hold": [
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "ABF_CFD.UK"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "AEO_CFD.US"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "AGFB_CFD.BE"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "AML_CFD.UK"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "ATG_CFD.UK"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "ATO_CFD.FR"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "BIG_CFD.FR"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "CBG_CFD.UK"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "CCL_CFD.UK"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "CRWD_CFD.US"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "DKNG_CFD.US"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "DSY_CFD.FR"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "DT_CFD.US"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "ERA_CFD.FR"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "GO_CFD.US"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "HIK_CFD.UK"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "INF_CFD.UK"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "LIO_CFD.UK"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "LMND_CFD.US"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "LPE_CFD.FR"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "LXS_CFD.DE"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "MAN_CFD.US"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "MDB_CFD.US"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "PROX_CFD.BE"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "RCO_CFD.FR"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "RIVN_CFD.US"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "RMV_CFD.UK"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "RSW_CFD.UK"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "SGRO_CFD.UK"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "TCAP_CFD.UK"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "TRN_CFD.UK"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "TRST_CFD.UK"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "UKW_CFD.UK"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "UTG_CFD.UK"
},
{
"reason": "Marginal unrealized loss of -2.2%; not significant enough to trigger sell under mean reversion strategy",
"symbol": "VTY_CFD.UK"
},
{
"reason": "Marginal unrealized loss of -2.4%; not significant enough to trigger sell under mean reversion strategy",
"symbol": "WIZZ_CFD.UK"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "WPP_CFD.UK"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "WTB_CFD.UK"
}
],
"sell": []
},
"portfolio_rationale": "Executing mean reversion strategy by initiating positions in the two highest-scoring candidates. HYQ_CFD.DE shows the most extreme deviation at -41% from MA200, making it the top priority. PBB_CFD.DE follows with -39.2% from MA200 and -25% from MA50. Both candidates exhibit strong mean reversion characteristics with high probability of price normalization. Existing portfolio positions show minimal deviation from their means and marginal unrealized losses (VTY: -2.2%, WIZZ: -2.4%), which do not warrant selling under the mean reversion framework. Adhering to max 2 buys per run and max 10 positions constraint. Fixed position size of 3000.0 applied to each new position."
}Prompts & responses
#1422 • openrouter • minimax/minimax-m2.1 • 2026-03-19T11:51:50.582661+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": "CRST_CFD.UK", "name": "CREST NICHOLSON HOLDINGS", "sector": "", "last_price": 167.8, "change_1d_pct": 24.85119047619049, "distance_from_ma200_pct": 1.2720261375977815, "distance_from_ma50_pct": 17.82963155418549, "volatility_20d_pct": 158.46878099582966, "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": "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": "WETHERSPOON (J.D.) PLC", "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": "CTT_CFD.PT", "name": "CTT Correios de Portugal SA", "sector": "", "last_price": 6.74, "change_1d_pct": -1.027900146842886, "distance_from_ma200_pct": -7.600034272984313, "distance_from_ma50_pct": -4.056939501779366, "volatility_20d_pct": 54.50804863582498, "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": "INVP_CFD.UK", "name": "", "sector": "", "last_price": 623.5, "change_1d_pct": 8.529155787641418, "distance_from_ma200_pct": 17.34715626999408, "distance_from_ma50_pct": 9.569618971869698, "volatility_20d_pct": 76.97154585310399, "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": "SOI_CFD.FR", "name": "SOITEC", "sector": "", "last_price": 58.44, "change_1d_pct": -6.406149903907754, "distance_from_ma200_pct": 57.5930652579292, "distance_from_ma50_pct": 56.731488707769785, "volatility_20d_pct": 154.65744009200824, "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, "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": "ABDN_CFD.UK", "name": "Aberdeen Group Plc", "sector": "", "last_price": 215.2, "change_1d_pct": -0.6463527239150557, "distance_from_ma200_pct": 13.219747060140353, "distance_from_ma50_pct": 3.663782514155023, "volatility_20d_pct": 74.75396598460024, "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": "PBB_CFD.DE", "name": "DEUTSCHE PFANDBRIEFBANK AG", "sector": "", "last_price": 2.826, "change_1d_pct": -0.17661603673613246, "distance_from_ma200_pct": -39.20253344290933, "distance_from_ma50_pct": -25.028651470775507, "volatility_20d_pct": 97.41158206484441, "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": "AAL_CFD.UK", "name": "ANGLO AMERICAN PLC", "sector": "", "last_price": 2917.0, "change_1d_pct": -9.40993788819876, "distance_from_ma200_pct": 5.592433370025218, "distance_from_ma50_pct": -14.648679980536272, "volatility_20d_pct": 96.48440980552296, "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": "ENR_CFD.DE", "name": "SIEMENS ENERGY AG", "sector": "", "last_price": 144.55, "change_1d_pct": -1.98405164230111, "distance_from_ma200_pct": 27.43747309696203, "distance_from_ma50_pct": -3.4877929250643147, "volatility_20d_pct": 100.71407605132276, "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": "OPTU_CFD.US", "name": "Optimum Communications Inc.", "sector": "", "last_price": 1.44, "change_1d_pct": 0.6993006993007089, "distance_from_ma200_pct": -30.485155684286745, "distance_from_ma50_pct": -10.86902698687794, "volatility_20d_pct": 129.59489853690494, "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": "DOCS_CFD.UK", "name": "DR. MARTENS PLC", "sector": "", "last_price": 65.6, "change_1d_pct": -1.501501501501501, "distance_from_ma200_pct": -13.08259339811949, "distance_from_ma50_pct": -12.14348468939509, "volatility_20d_pct": 121.2025974369199, "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": "SON_CFD.PT", "name": "", "sector": "", "last_price": 1.8639999999999999, "change_1d_pct": -3.818369453044379, "distance_from_ma200_pct": 24.974019617702847, "distance_from_ma50_pct": 0.2926997245179086, "volatility_20d_pct": 53.14142319218139, "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": "SRT3_CFD.DE", "name": "SARTORIUS AG-VORZUG", "sector": "", "last_price": 211.481, "change_1d_pct": 2.7659398704498406, "distance_from_ma200_pct": -4.818641505865662, "distance_from_ma50_pct": -10.727537579273893, "volatility_20d_pct": 82.06713361577874, "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": "STM_CFD.DE", "name": "STABILUS SA", "sector": "", "last_price": 15.28, "change_1d_pct": -5.690655474632777, "distance_from_ma200_pct": -31.249723007923603, "distance_from_ma50_pct": -19.092822982721458, "volatility_20d_pct": 67.18192766585815, "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": "IFX_CFD.DE", "name": "INFINEON TECHNOLOGIES AG", "sector": "", "last_price": 37.723, "change_1d_pct": -4.720650636492218, "distance_from_ma200_pct": 2.167044729600476, "distance_from_ma50_pct": -10.914807605929022, "volatility_20d_pct": 82.74754451039385, "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": "DUE_CFD.DE", "name": "DUERR AG", "sector": "", "last_price": 18.572, "change_1d_pct": -2.2526315789473728, "distance_from_ma200_pct": -14.016090269215942, "distance_from_ma50_pct": -17.510058069863277, "volatility_20d_pct": 84.63567658964466, "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": "OPM_CFD.FR", "name": "OPmobility", "sector": "", "last_price": 14.07, 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-15.877293891134602, "distance_from_ma50_pct": -25.14297968585353, "volatility_20d_pct": 104.52745179605974, "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": "AYV_CFD.FR", "name": "AYVENS", "sector": "", "last_price": 9.885, "change_1d_pct": 2.75467775467777, "distance_from_ma200_pct": -4.923720161220901, "distance_from_ma50_pct": -10.80451887677759, "volatility_20d_pct": 70.36446158691075, "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": "JCQ_CFD.FR", "name": "", "sector": "", "last_price": 20.638, "change_1d_pct": -6.615384615384611, "distance_from_ma200_pct": 0.2803164772542388, "distance_from_ma50_pct": -9.488728412680159, "volatility_20d_pct": 63.94827968868113, "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": "BDT_CFD.DE", "name": "Bertrandt AG", "sector": "", "last_price": 16.8, "change_1d_pct": -4.977375565610853, "distance_from_ma200_pct": -12.65349328835682, "distance_from_ma50_pct": -9.435622204229144, "volatility_20d_pct": 119.9193797076092, "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": "JMT_CFD.PT", "name": "Jeronimo Martins SGPS SA", "sector": "", "last_price": 20.86, "change_1d_pct": -7.28888888888889, "distance_from_ma200_pct": -1.2756314798219703, "distance_from_ma50_pct": -0.9443056271801975, "volatility_20d_pct": 41.97995546507682, "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": "BARC_CFD.UK", "name": "BARCLAYS PLC", "sector": "", "last_price": 387.05, "change_1d_pct": -0.025829781738340163, "distance_from_ma200_pct": -4.070147140358471, 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"distance_from_ma50_pct": 9.39196525515744, "volatility_20d_pct": 5143.441723560482, "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": "KBX_CFD.DE", "name": "KNORR-BREMSE AG", "sector": "", "last_price": 97.491, "change_1d_pct": -2.3625438157235834, "distance_from_ma200_pct": 7.9958060526436725, "distance_from_ma50_pct": -5.689854851510201, "volatility_20d_pct": 60.6413564634142, "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": "BAS_CFD.DE", "name": "BASF SE", "sector": "", "last_price": 46.7, "change_1d_pct": -3.296612275325106, "distance_from_ma200_pct": 4.694013251078655, "distance_from_ma50_pct": -1.6008094439624032, "volatility_20d_pct": 61.25729689372559, "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": "EGL_CFD.PT", "name": "Mota-Engil SGPS SA", "sector": "", "last_price": 4.198, "change_1d_pct": -5.958781362007171, "distance_from_ma200_pct": -13.936963643594869, "distance_from_ma50_pct": -12.384323514311113, "volatility_20d_pct": 85.50598304949317, "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": "BEI_CFD.DE", "name": "BEIERSDORF AG", "sector": "", "last_price": 72.36, "change_1d_pct": -6.19652579725175, "distance_from_ma200_pct": -26.035306386170532, "distance_from_ma50_pct": -24.589447066398186, "volatility_20d_pct": 104.82187206907486, "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": "EXM_CFD.BE", "name": "EXMAR NV", "sector": "", "last_price": 10.0, "change_1d_pct": 0.0, "distance_from_ma200_pct": -8.960432838518129, "distance_from_ma50_pct": -1.1373163131337183, "volatility_20d_pct": 118.36969174064711, "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": "PBB_CFD.DE",
"selection_reason": "Extreme deviation: -39.2% from MA200, -25% from MA50; strong mean reversion candidate with high bearish extension",
"mean_reversion_score": 85
},
{
"symbol": "HYQ_CFD.DE",
"selection_reason": "Most extended: -41% from MA200, -13.4% from MA50; extreme bearish deviation suggests elevated reversion probability",
"mean_reversion_score": 91
},
{
"symbol": "BEI_CFD.DE",
"selection_reason": "Significant pullback: -26% from MA200, -24.6% from MA50 with -6.2% daily drop; extended from both MAs",
"mean_reversion_score": 78
},
{
"symbol": "UTG_CFD.UK",
"selection_reason": "Substantial distance: -23.9% from MA200 with moderate 73.8% volatility; real estate sector oversold signal",
"mean_reversion_score": 62
},
{
"symbol": "BESI_CFD.NL",
"selection_reason": "Positive extension: +9.4% from MA50 with strong semiconductor sector momentum; mean reversion upside potential",
"mean_reversion_score": 68
}
],
"rejected_common_reasons": [
"Volatility too extreme (data quality concern)",
"Insufficient deviation from moving averages",
"Sector concentration avoided (unknown sectors)",
"Earnings timing unknown - excluded from consideration"
]
}#1423 • openrouter • minimax/minimax-m2.1 • 2026-03-19T11:52:46.895572+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": 0.0, "avg_price": 1868.5, "last_price": 1849.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-06T18:02:13.212382+00:00"}, {"symbol": "AEO_CFD.US", "qty": 0.0, "avg_price": 22.265, "last_price": 18.64, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T21:11:27.888829+00:00"}, {"symbol": "AGFB_CFD.BE", "qty": 0.0, "avg_price": 0.465, "last_price": 0.452, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T21:11:27.888829+00:00"}, {"symbol": "AML_CFD.UK", "qty": 0.0, "avg_price": 39.92, "last_price": 42.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T10:26:53.527562+00:00"}, {"symbol": "ATG_CFD.UK", "qty": 10.135135135135135, "avg_price": 296.0, "last_price": 296.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T18:49:26.891792+00:00"}, {"symbol": "ATO_CFD.FR", "qty": 0.0, "avg_price": 40.34, "last_price": 39.505, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "BIG_CFD.FR", "qty": 0.0, "avg_price": 0.453, "last_price": 0.296, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 20.505809979494188, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "CBG_CFD.UK", "qty": 8.748396127376648, "avg_price": 342.92, "last_price": 342.92, "unrealized_pnl": 0.0, "opened_at": "2026-03-13T18:17:31.188931+00:00"}, {"symbol": "CCL_CFD.UK", "qty": 0.0, "avg_price": 1945.9999999999998, "last_price": 1989.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-06T18:02:13.212382+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 0.0, "avg_price": 349.265, "last_price": 365.38, "unrealized_pnl": 0.0, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "DKNG_CFD.US", "qty": 0.0, "avg_price": 25.28, "last_price": 24.91, "unrealized_pnl": 0.0, "opened_at": "2026-03-05T18:20:59.102726+00:00"}, {"symbol": "DSY_CFD.FR", "qty": 0.0, "avg_price": 17.881, "last_price": 17.133, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "DT_CFD.US", "qty": 0.0, "avg_price": 34.105000000000004, "last_price": 35.864999999999995, "unrealized_pnl": 0.0, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "ERA_CFD.FR", "qty": 0.0, "avg_price": 47.4, "last_price": 48.88, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 0.0, "avg_price": 414.2, "last_price": 414.2, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "GO_CFD.US", "qty": 0.0, "avg_price": 6.53, "last_price": 6.34, "unrealized_pnl": -87.28943338437996, "opened_at": "2026-03-05T18:20:59.102726+00:00"}, {"symbol": "HIK_CFD.UK", "qty": 0.0, "avg_price": 1409.0, "last_price": 1244.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "INF_CFD.UK", "qty": 0.0, "avg_price": 795.2, "last_price": 785.85, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T18:21:09.503139+00:00"}, {"symbol": "LIO_CFD.UK", "qty": 0.0, "avg_price": 250.0, "last_price": 250.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "LMND_CFD.US", "qty": 0.0, "avg_price": 48.96, "last_price": 52.07, "unrealized_pnl": 0.0, "opened_at": "2026-02-24T11:23:36.694156+00:00"}, {"symbol": "LPE_CFD.FR", "qty": 0.0, "avg_price": 88.414, "last_price": 86.679, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T18:21:09.503139+00:00"}, {"symbol": "LXS_CFD.DE", "qty": 0.0, "avg_price": 13.14, "last_price": 13.24, "unrealized_pnl": 0.0, "opened_at": "2026-03-06T10:33:43.857578+00:00"}, {"symbol": "MAN_CFD.US", "qty": 0.0, "avg_price": 25.68, "last_price": 27.94, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "MDB_CFD.US", "qty": 0.0, "avg_price": 252.01, "last_price": 263.69, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T10:26:53.527562+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 14.684287812041115, "avg_price": 204.3, "last_price": 204.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 0.0, "avg_price": 151.91, "last_price": 152.7, "unrealized_pnl": 0.0, "opened_at": "2026-03-06T10:33:43.857578+00:00"}, {"symbol": "PROX_CFD.BE", "qty": 0.0, "avg_price": 6.98, "last_price": 7.3, "unrealized_pnl": 0.0, "opened_at": "2026-03-01T10:30:13.622938+00:00"}, {"symbol": "RCO_CFD.FR", "qty": 0.0, "avg_price": 44.34, "last_price": 43.58, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T10:32:09.961595+00:00"}, {"symbol": "RIVN_CFD.US", "qty": 0.0, "avg_price": 15.62, "last_price": 15.1, "unrealized_pnl": 0.0, "opened_at": "2026-03-12T18:01:52.554929+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 417.16, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "RSW_CFD.UK", "qty": 0.7915567282321899, "avg_price": 3790.0000000000005, "last_price": 3790.0, "unrealized_pnl": -3.599583252399452e-13, "opened_at": "2026-03-12T18:01:52.554929+00:00"}, {"symbol": "SGRO_CFD.UK", "qty": 0.0, "avg_price": 789.8, "last_price": 735.4, "unrealized_pnl": 0.0, "opened_at": "2026-03-08T18:08:31.007911+00:00"}, {"symbol": "TCAP_CFD.UK", "qty": 0.0, "avg_price": 247.99999999999997, "last_price": 255.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T18:49:26.891792+00:00"}, {"symbol": "TRN_CFD.UK", "qty": 0.0, "avg_price": 184.5, "last_price": 204.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-08T18:08:31.007911+00:00"}, {"symbol": "TRST_CFD.UK", "qty": 0.0, "avg_price": 151.8, "last_price": 224.82, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 0.0, "avg_price": 92.35, "last_price": 94.79, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "UTG_CFD.UK", "qty": 5.9405940594059405, "avg_price": 505.0, "last_price": 505.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-10T18:24:41.570614+00:00"}, {"symbol": "VTY_CFD.UK", "qty": 7.792207792207792, "avg_price": 385.0, "last_price": 376.6, "unrealized_pnl": -65.45454545454528, "opened_at": "2026-03-10T18:24:41.570614+00:00"}, {"symbol": "WIZZ_CFD.UK", "qty": 3.302146395156852, "avg_price": 908.5, "last_price": 886.5, "unrealized_pnl": -72.64722069345075, "opened_at": "2026-03-03T10:20:03.276878+00:00"}, {"symbol": "WPP_CFD.UK", "qty": 0.0, "avg_price": 263.4, "last_price": 257.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"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": "PBB_CFD.DE", "mean_reversion_score": 85, "selection_reason": "Extreme deviation: -39.2% from MA200, -25% from MA50; strong mean reversion candidate with high bearish extension"}, {"symbol": "HYQ_CFD.DE", "mean_reversion_score": 91, "selection_reason": "Most extended: -41% from MA200, -13.4% from MA50; extreme bearish deviation suggests elevated reversion probability"}, {"symbol": "BEI_CFD.DE", "mean_reversion_score": 78, "selection_reason": "Significant pullback: -26% from MA200, -24.6% from MA50 with -6.2% daily drop; extended from both MAs"}, {"symbol": "UTG_CFD.UK", "mean_reversion_score": 62, "selection_reason": "Substantial distance: -23.9% from MA200 with moderate 73.8% volatility; real estate sector oversold signal"}, {"symbol": "BESI_CFD.NL", "mean_reversion_score": 68, "selection_reason": "Positive extension: +9.4% from MA50 with strong semiconductor sector momentum; mean reversion upside potential"}], "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 (91); extreme bearish deviation of -41% from MA200 and -13.4% from MA50 suggests elevated reversion probability; strong mean reversion candidate",
"symbol": "HYQ_CFD.DE",
"position_size": 3000
},
{
"reason": "Second highest mean reversion score (85); extreme deviation of -39.2% from MA200 and -25% from MA50; strong mean reversion candidate with high bearish extension",
"symbol": "PBB_CFD.DE",
"position_size": 3000
}
],
"hold": [
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "ABF_CFD.UK"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "AEO_CFD.US"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "AGFB_CFD.BE"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "AML_CFD.UK"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "ATG_CFD.UK"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "ATO_CFD.FR"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "BIG_CFD.FR"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "CBG_CFD.UK"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "CCL_CFD.UK"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "CRWD_CFD.US"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "DKNG_CFD.US"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "DSY_CFD.FR"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "DT_CFD.US"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "ERA_CFD.FR"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "GO_CFD.US"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "HIK_CFD.UK"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "INF_CFD.UK"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "LIO_CFD.UK"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "LMND_CFD.US"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "LPE_CFD.FR"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "LXS_CFD.DE"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "MAN_CFD.US"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "MDB_CFD.US"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "PROX_CFD.BE"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "RCO_CFD.FR"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "RIVN_CFD.US"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "RMV_CFD.UK"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "RSW_CFD.UK"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "SGRO_CFD.UK"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "TCAP_CFD.UK"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "TRN_CFD.UK"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "TRST_CFD.UK"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "UKW_CFD.UK"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "UTG_CFD.UK"
},
{
"reason": "Marginal unrealized loss of -2.2%; not significant enough to trigger sell under mean reversion strategy",
"symbol": "VTY_CFD.UK"
},
{
"reason": "Marginal unrealized loss of -2.4%; not significant enough to trigger sell under mean reversion strategy",
"symbol": "WIZZ_CFD.UK"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "WPP_CFD.UK"
},
{
"reason": "No significant deviation from mean; holding current position",
"symbol": "WTB_CFD.UK"
}
],
"sell": []
},
"portfolio_rationale": "Executing mean reversion strategy by initiating positions in the two highest-scoring candidates. HYQ_CFD.DE shows the most extreme deviation at -41% from MA200, making it the top priority. PBB_CFD.DE follows with -39.2% from MA200 and -25% from MA50. Both candidates exhibit strong mean reversion characteristics with high probability of price normalization. Existing portfolio positions show minimal deviation from their means and marginal unrealized losses (VTY: -2.2%, WIZZ: -2.4%), which do not warrant selling under the mean reversion framework. Adhering to max 2 buys per run and max 10 positions constraint. Fixed position size of 3000.0 applied to each new position."
}Selection logs
#708 • stage1 • 2026-03-19T11:52:46.893147+00:00
{
"selected_stocks": [
{
"symbol": "PBB_CFD.DE",
"selection_reason": "Extreme deviation: -39.2% from MA200, -25% from MA50; strong mean reversion candidate with high bearish extension",
"mean_reversion_score": 85
},
{
"symbol": "HYQ_CFD.DE",
"selection_reason": "Most extended: -41% from MA200, -13.4% from MA50; extreme bearish deviation suggests elevated reversion probability",
"mean_reversion_score": 91
},
{
"symbol": "BEI_CFD.DE",
"selection_reason": "Significant pullback: -26% from MA200, -24.6% from MA50 with -6.2% daily drop; extended from both MAs",
"mean_reversion_score": 78
},
{
"symbol": "UTG_CFD.UK",
"selection_reason": "Substantial distance: -23.9% from MA200 with moderate 73.8% volatility; real estate sector oversold signal",
"mean_reversion_score": 62
},
{
"symbol": "BESI_CFD.NL",
"selection_reason": "Positive extension: +9.4% from MA50 with strong semiconductor sector momentum; mean reversion upside potential",
"mean_reversion_score": 68
}
],
"rejected_common_reasons": [
"Volatility too extreme (data quality concern)",
"Insufficient deviation from moving averages",
"Sector concentration avoided (unknown sectors)",
"Earnings timing unknown - excluded from consideration"
]
}