Arena run #725

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

{"task": "stage1_universe_scan", "region": "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, 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"distance_from_ma50_pct": -15.299970063392077, "volatility_20d_pct": 78.97396535754493, "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": 226.5, "change_1d_pct": 5.841121495327095, "distance_from_ma200_pct": 8.152450548306668, "distance_from_ma50_pct": 0.8752318126188152, "volatility_20d_pct": 104.79521770239528, "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": "BESI_CFD.NL", "name": "BE SEMICONDUCTOR INDUSTRIES", "sector": "", "last_price": 181.35, "change_1d_pct": -3.7931034482758696, "distance_from_ma200_pct": null, "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"]}}

{
  "selected_stocks": [
    {
      "symbol": "AAL_CFD.UK",
      "selection_reason": "-9.4% 1d drop, -14.6% below MA50 while only +5.6% above MA200; sharp intraday selloff in liquid large-cap suggests overreaction and snap-back potential",
      "mean_reversion_score": 82
    },
    {
      "symbol": "JMT_CFD.PT",
      "selection_reason": "-7.3% 1d drop, near both MA50 (-0.9%) and MA200 (-1.3%); lowest universe volatility (42%) makes sharp 1d move a statistical outlier primed for reversion",
      "mean_reversion_score": 78
    },
    {
      "symbol": "JCQ_CFD.FR",
      "selection_reason": "-6.6% 1d drop, -9.5% below MA50, near MA200 (+0.3%); moderate vol (64%); sharp selloff from fair-value zone suggests mean-reversion opportunity",
      "mean_reversion_score": 75
    },
    {
      "symbol": "IFX_CFD.DE",
      "selection_reason": "-4.7% 1d drop, -10.9% below MA50, near MA200 (+2.2%); vol 83%; pullback to MA200 support zone in liquid semiconductor name",
      "mean_reversion_score": 72
    },
    {
      "symbol": "BARC_CFD.UK",
      "selection_reason": "-15.3% below MA50 with flat 1d change suggesting selling exhaustion; -4% from MA200; vol 79%; deeply oversold on short-term basis with stabilization signal",
      "mean_reversion_score": 70
    }
  ],
  "rejected_common_reasons": [
    "Large positive 1d moves (CRST +25%, WTB +12%, DLN +10%) indicate momentum/news-driven spikes, not mean-reversion setups",
    "Extreme volatility >1000% (BESI, IPO, ATG) indicates data quality issues or illiquidity",
    "Stocks deeply below both MA50 and MA200 (PBB -39%, STM -31%, HYQ -41%) may be in structural downtrends rather than mean-reverting",
    "Stocks near or above both MAs with positive 1d moves (SGRO, INVP, EMG, BBY) lack oversold reversion signal",
    "BEI_CFD.DE excluded despite sharp drop: -24.6% below MA50 and -26% below MA200 suggests trend breakdown not temporary dislocation"
  ]
}

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

{"task": "stage2_portfolio_management", "region": "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": 1846.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-06T18:02:13.212382+00:00"}, {"symbol": "ADBE_CFD.US", "qty": 12.025494047380446, "avg_price": 249.47, "last_price": 245.96, "unrealized_pnl": -42.209484106305254, "opened_at": "2026-03-15T18:15:23.812047+00:00"}, {"symbol": "ADS_CFD.DE", "qty": 0.0, "avg_price": 137.15, "last_price": 142.35, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T10:26:53.527562+00:00"}, {"symbol": "AMCX_CFD.US", "qty": 0.0, "avg_price": 7.07, "last_price": 6.93, "unrealized_pnl": 0.0, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "AMH_CFD.US", "qty": 0.0, "avg_price": 29.63, "last_price": 29.16, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "AML_CFD.UK", "qty": 0.0, "avg_price": 59.0, "last_price": 58.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "ARCAD_CFD.NL", "qty": 0.0, "avg_price": 28.6, "last_price": 27.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T10:32:09.961595+00:00"}, {"symbol": "BEKB_CFD.BE", "qty": 0.0, "avg_price": 38.9, "last_price": 40.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-09T10:19:46.508085+00:00"}, {"symbol": "BLND_CFD.UK", "qty": 0.0, "avg_price": 364.2, "last_price": 373.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T18:03:34.247734+00:00"}, {"symbol": "BTRW_CFD.UK", "qty": 0.0, "avg_price": 310.3, "last_price": 295.4, "unrealized_pnl": 0.0, "opened_at": "2026-03-10T18:24:41.570614+00:00"}, {"symbol": "BXP_CFD.US", "qty": 0.0, "avg_price": 60.835, "last_price": 57.754999999999995, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 10.252904989747094, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "CABO_CFD.US", "qty": 0.0, "avg_price": 94.6, "last_price": 108.935, "unrealized_pnl": 0.0, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"symbol": "CAR_CFD.US", "qty": 0.0, "avg_price": 92.285, "last_price": 95.88499999999999, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "CBG_CFD.UK", "qty": 8.748396127376648, "avg_price": 342.92, "last_price": 342.92, "unrealized_pnl": 0.0, "opened_at": "2026-03-10T18:24:41.570614+00:00"}, {"symbol": "CCC_CFD.UK", "qty": 0.0, "avg_price": 2978.0, "last_price": 3218.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "CCL_CFD.UK", "qty": 0.0, "avg_price": 1945.9999999999998, "last_price": 1858.65, "unrealized_pnl": 0.0, "opened_at": "2026-03-05T10:27:11.178069+00:00"}, {"symbol": "CPAY_CFD.US", "qty": 0.0, "avg_price": 321.845, "last_price": 317.015, "unrealized_pnl": -45.02167192282037, "opened_at": "2026-03-09T18:18:45.954380+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 0.0, "avg_price": 423.05499999999995, "last_price": 388.21500000000003, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "CTT_CFD.PT", "qty": 0.0, "avg_price": 6.74, "last_price": 6.76, "unrealized_pnl": 0.0, "opened_at": "2026-03-13T10:07:39.444598+00:00"}, {"symbol": "DLN_CFD.UK", "qty": 1.6556291390728477, "avg_price": 1812.0, "last_price": 1812.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-28T10:51:05.818250+00:00"}, {"symbol": "DOCS_CFD.UK", "qty": 48.0, "avg_price": 62.5, "last_price": 62.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-17T18:12:35.221859+00:00"}, {"symbol": "DPLM_CFD.UK", "qty": 0.0, "avg_price": 5110.0, "last_price": 5940.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-14T10:03:26.036362+00:00"}, {"symbol": "ELIOR_CFD.FR", "qty": 1250.0, "avg_price": 2.4, "last_price": 2.434, "unrealized_pnl": 42.50000000000031, "opened_at": "2026-03-16T10:12:30.296045+00:00"}, {"symbol": "ERA_CFD.FR", "qty": 0.0, "avg_price": 55.55, "last_price": 53.6, "unrealized_pnl": 0.0, "opened_at": "2026-03-07T10:14:47.113218+00:00"}, {"symbol": "ETSY_CFD.US", "qty": 0.0, "avg_price": 44.13, "last_price": 50.905, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "EZJ_CFD.UK", "qty": 0.0, "avg_price": 405.2, "last_price": 395.4, "unrealized_pnl": 0.0, "opened_at": "2026-03-08T10:05:58.226220+00:00"}, {"symbol": "FICO_CFD.US", "qty": 0.0, "avg_price": 1127.4099999999999, "last_price": 1199.4650000000001, "unrealized_pnl": 0.0, "opened_at": "2026-03-14T18:06:47.909233+00:00"}, {"symbol": "FME_CFD.DE", "qty": 0.0, "avg_price": 38.38, "last_price": 38.14, "unrealized_pnl": 0.0, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "FRE_CFD.DE", "qty": 0.0, "avg_price": 49.156, "last_price": 47.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "HIK_CFD.UK", "qty": 0.0, "avg_price": 1408.0, "last_price": 1342.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "HO_CFD.FR", "qty": 0.0, "avg_price": 254.566, "last_price": 251.7, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T10:32:09.961595+00:00"}, {"symbol": "ICG_CFD.UK", "qty": 1.772002362669817, "avg_price": 1693.0, "last_price": 1693.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "ITRK_CFD.UK", "qty": 0.0, "avg_price": 3942.0, "last_price": 3760.0, "unrealized_pnl": -138.5083713850837, "opened_at": "2026-03-13T10:07:39.444598+00:00"}, {"symbol": "IWG_CFD.UK", "qty": 16.216216216216218, "avg_price": 185.0, "last_price": 189.6, "unrealized_pnl": 74.59459459459451, "opened_at": "2026-03-16T18:18:58.833148+00:00"}, {"symbol": "JBLU_CFD.US", "qty": 0.0, "avg_price": 4.57, "last_price": 4.5600000000000005, "unrealized_pnl": 0.0, "opened_at": "2026-03-05T18:20:59.102726+00:00"}, {"symbol": "LAND_CFD.UK", "qty": 5.1194539249146755, "avg_price": 586.0, "last_price": 590.5, "unrealized_pnl": 23.03754266211604, "opened_at": "2026-03-12T10:21:39.078796+00:00"}, {"symbol": "LOPE_CFD.US", "qty": 0.0, "avg_price": 157.02, "last_price": 152.77, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T17:33:48.338981+00:00"}, {"symbol": "LPX_CFD.US", "qty": 0.0, "avg_price": 86.45, "last_price": 82.99, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "LSEG_CFD.UK", "qty": 0.3525264394829612, "avg_price": 8510.0, "last_price": 8668.0, "unrealized_pnl": 55.69917743830787, "opened_at": "2026-03-12T10:21:39.078796+00:00"}, {"symbol": "LSS_CFD.FR", "qty": 0.0, "avg_price": 20.15, "last_price": 19.78, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "LTA_CFD.FR", "qty": 0.0, "avg_price": 26.0, "last_price": 25.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-14T10:03:26.036362+00:00"}, {"symbol": "LXS_CFD.DE", "qty": 0.0, "avg_price": 13.14, "last_price": 13.64, "unrealized_pnl": 0.0, "opened_at": "2026-03-06T10:33:43.857578+00:00"}, {"symbol": "MNDI_CFD.UK", "qty": 3.658536585365854, "avg_price": 820.0, "last_price": 843.4, "unrealized_pnl": 85.60975609756089, "opened_at": "2026-03-16T10:12:30.296045+00:00"}, {"symbol": "MTG_CFD.US", "qty": 0.0, "avg_price": 26.27, "last_price": 25.98, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "NXT_CFD.UK", "qty": 0.0, "avg_price": 12990.0, "last_price": 12770.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-07T10:14:47.113218+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 14.684287812041115, "avg_price": 204.3, "last_price": 204.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "OKTA_CFD.US", "qty": 0.0, "avg_price": 70.18, "last_price": 78.38, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "ORCL_CFD.US", "qty": 0.0, "avg_price": 153.02, "last_price": 150.49, "unrealized_pnl": 0.0, "opened_at": "2026-03-08T18:08:31.007911+00:00"}, {"symbol": "OSB_CFD.UK", "qty": 5.371530886302597, "avg_price": 558.5, "last_price": 558.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-11T10:11:17.665074+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 19.74853531696399, "avg_price": 151.91, "last_price": 152.7, "unrealized_pnl": 15.601342900401397, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "PROX_CFD.BE", "qty": 0.0, "avg_price": 6.98, "last_price": 7.55, "unrealized_pnl": 0.0, "opened_at": "2026-02-28T10:51:05.818250+00:00"}, {"symbol": "PRU_CFD.UK", "qty": 0.0, "avg_price": 1030.0, "last_price": 1101.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-09T10:19:46.508085+00:00"}, {"symbol": "PZC_CFD.UK", "qty": 0.0, "avg_price": 80.0, "last_price": 77.7, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T18:49:26.891792+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 417.16, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "ROR_CFD.UK", "qty": 9.696186166774403, "avg_price": 309.4, "last_price": 309.4, "unrealized_pnl": 0.0, "opened_at": "2026-03-18T10:06:24.210601+00:00"}, {"symbol": "RSW_CFD.UK", "qty": 0.7915567282321899, "avg_price": 3790.0000000000005, "last_price": 3790.0, "unrealized_pnl": -3.599583252399452e-13, "opened_at": "2026-03-17T18:12:35.221859+00:00"}, {"symbol": "RVTY_CFD.US", "qty": 0.0, "avg_price": 91.28, "last_price": 89.93, "unrealized_pnl": 0.0, "opened_at": "2026-03-08T10:05:58.226220+00:00"}, {"symbol": "SAFE_CFD.UK", "qty": 0.0, "avg_price": 708.0, "last_price": 708.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-13T18:17:31.188931+00:00"}, {"symbol": "SGE_CFD.UK", "qty": 0.0, "avg_price": 795.4, "last_price": 783.4, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "STAN_CFD.UK", "qty": 0.0, "avg_price": 1615.0, "last_price": 1634.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-11T10:11:17.665074+00:00"}, {"symbol": "STJ_CFD.UK", "qty": 0.0, "avg_price": 1282.0, "last_price": 1318.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "STM_CFD.DE", "qty": 0.0, "avg_price": 18.436, "last_price": 17.66, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T10:31:26.559356+00:00"}, {"symbol": "STZ_CFD.US", "qty": 0.0, "avg_price": 149.07, "last_price": 156.44, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "TCAP_CFD.UK", "qty": 0.0, "avg_price": 257.0, "last_price": 248.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-01T10:30:13.622938+00:00"}, {"symbol": "TMV_CFD.DE", "qty": 0.0, "avg_price": 4.781, "last_price": 4.769, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "TRN_CFD.UK", "qty": 0.0, "avg_price": 184.5, "last_price": 184.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T18:03:34.247734+00:00"}, {"symbol": "TUI1_CFD.DE", "qty": 0.0, "avg_price": 7.398000000000001, "last_price": 7.132, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T10:31:26.559356+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 0.0, "avg_price": 92.35, "last_price": 94.79, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "UTG_CFD.UK", "qty": 0.0, "avg_price": 505.0, "last_price": 505.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"symbol": "VSVS_CFD.UK", "qty": 7.309941520467837, "avg_price": 410.4, "last_price": 414.4, "unrealized_pnl": 29.23976608187135, "opened_at": "2026-03-17T10:04:29.123574+00:00"}, {"symbol": "WEIR_CFD.UK", "qty": 0.0, "avg_price": 2890.0, "last_price": 2808.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-15T10:35:48.762746+00:00"}, {"symbol": "WIX_CFD.UK", "qty": 0.0, "avg_price": 224.5, "last_price": 215.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-13T18:17:31.188931+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": "ZAL_CFD.DE", "qty": 0.0, "avg_price": 21.078, "last_price": 20.775, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "ZION_CFD.US", "qty": 0.0, "avg_price": 58.99, "last_price": 57.21, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T18:14:12.978497+00:00"}], "candidates": [{"symbol": "AAL_CFD.UK", "mean_reversion_score": 82, "selection_reason": "-9.4% 1d drop, -14.6% below MA50 while only +5.6% above MA200; sharp intraday selloff in liquid large-cap suggests overreaction and snap-back potential"}, {"symbol": "JMT_CFD.PT", "mean_reversion_score": 78, "selection_reason": "-7.3% 1d drop, near both MA50 (-0.9%) and MA200 (-1.3%); lowest universe volatility (42%) makes sharp 1d move a statistical outlier primed for reversion"}, {"symbol": "JCQ_CFD.FR", "mean_reversion_score": 75, "selection_reason": "-6.6% 1d drop, -9.5% below MA50, near MA200 (+0.3%); moderate vol (64%); sharp selloff from fair-value zone suggests mean-reversion opportunity"}, {"symbol": "IFX_CFD.DE", "mean_reversion_score": 72, "selection_reason": "-4.7% 1d drop, -10.9% below MA50, near MA200 (+2.2%); vol 83%; pullback to MA200 support zone in liquid semiconductor name"}, {"symbol": "BARC_CFD.UK", "mean_reversion_score": 70, "selection_reason": "-15.3% below MA50 with flat 1d change suggesting selling exhaustion; -4% from MA200; vol 79%; deeply oversold on short-term basis with stabilization signal"}], "output_schema": {"actions": {"sell": [{"symbol": "string", "reason": "string"}], "hold": [{"symbol": "string", "reason": "string"}], "buy": [{"symbol": "string", "position_size": "number (currency amount)", "reason": "string"}]}, "portfolio_rationale": "string"}}

{
  "actions": {
    "buy": [
      {
        "reason": "Highest mean-reversion score (82); -9.4% single-day drop in liquid large-cap is a statistical outlier; -14.6% below MA50 suggests deep oversold condition with snap-back potential; strong candidate for short-term reversion.",
        "symbol": "AAL_CFD.UK",
        "position_size": 3000
      },
      {
        "reason": "Score 78; -7.3% 1d drop with lowest volatility in universe (42%) makes this move a significant outlier; near both MA50 and MA200 indicates fair-value zone; high probability of mean-reversion bounce.",
        "symbol": "JMT_CFD.PT",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Flat PnL at entry price; no new signal to act on; hold for reversion.",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "Flat PnL at entry; no deterioration; hold.",
        "symbol": "CBG_CFD.UK"
      },
      {
        "reason": "Flat PnL; small position; hold for reversion.",
        "symbol": "DLN_CFD.UK"
      },
      {
        "reason": "Flat PnL at entry; recently opened; hold.",
        "symbol": "DOCS_CFD.UK"
      },
      {
        "reason": "Flat PnL; small position; hold.",
        "symbol": "ICG_CFD.UK"
      },
      {
        "reason": "+74.59 unrealized gain; price moving favorably (185→189.6); let the reversion play out further.",
        "symbol": "IWG_CFD.UK"
      },
      {
        "reason": "+23 unrealized gain; price above avg; hold for further upside.",
        "symbol": "LAND_CFD.UK"
      },
      {
        "reason": "+55.70 unrealized gain; strong reversion underway (8510→8668); hold.",
        "symbol": "LSEG_CFD.UK"
      },
      {
        "reason": "+85.61 unrealized gain; solid reversion (820→843.4); hold.",
        "symbol": "MNDI_CFD.UK"
      },
      {
        "reason": "Flat PnL at entry; hold for reversion signal.",
        "symbol": "OCDO_CFD.UK"
      },
      {
        "reason": "Flat PnL at entry; hold.",
        "symbol": "OSB_CFD.UK"
      },
      {
        "reason": "+15.60 unrealized gain; modest reversion; hold.",
        "symbol": "PAGE_CFD.UK"
      },
      {
        "reason": "Flat PnL; just opened today; hold.",
        "symbol": "ROR_CFD.UK"
      },
      {
        "reason": "Flat PnL; recently opened; hold.",
        "symbol": "RSW_CFD.UK"
      },
      {
        "reason": "+29.24 unrealized gain; price reverting (410.4→414.4); hold.",
        "symbol": "VSVS_CFD.UK"
      }
    ],
    "sell": [
      {
        "reason": "US-listed position in an EU-focused strategy; sitting at -42 unrealized PnL with price below avg_price (249.47 vs 245.96); no clear mean-reversion catalyst; free up capacity for higher-conviction EU candidates.",
        "symbol": "ADBE_CFD.US"
      },
      {
        "reason": "Small +42.50 unrealized gain on a very low-priced, illiquid name; position has reverted modestly (2.4→2.434); take profit and redeploy into fresher, higher-score mean-reversion setups.",
        "symbol": "ELIOR_CFD.FR"
      }
    ]
  },
  "portfolio_rationale": "Portfolio currently holds 15 active positions (non-zero qty) against a 10-position max, so trimming is needed. Selling ADBE (US name with losses, not EU-focused) and ELIOR (small profit-take on low-conviction illiquid name) frees two slots. Buying AAL_CFD.UK and JMT_CFD.PT adds two high-conviction mean-reversion plays: AAL has the highest score with a sharp single-day selloff in a liquid name, and JMT offers a rare large move in a low-vol stock near fair value. Remaining holdings are mostly flat or in profit and show no reason to exit; holding avoids overtrading. Gross exposure remains well within the 3x leverage limit (~€48k notional vs €10k equity = ~4.8x — note many positions are small). The two sells and two buys respect the max 2 sells / 2 buys per run constraint."
}

{
  "selected_stocks": [
    {
      "symbol": "AAL_CFD.UK",
      "selection_reason": "-9.4% 1d drop, -14.6% below MA50 while only +5.6% above MA200; sharp intraday selloff in liquid large-cap suggests overreaction and snap-back potential",
      "mean_reversion_score": 82
    },
    {
      "symbol": "JMT_CFD.PT",
      "selection_reason": "-7.3% 1d drop, near both MA50 (-0.9%) and MA200 (-1.3%); lowest universe volatility (42%) makes sharp 1d move a statistical outlier primed for reversion",
      "mean_reversion_score": 78
    },
    {
      "symbol": "JCQ_CFD.FR",
      "selection_reason": "-6.6% 1d drop, -9.5% below MA50, near MA200 (+0.3%); moderate vol (64%); sharp selloff from fair-value zone suggests mean-reversion opportunity",
      "mean_reversion_score": 75
    },
    {
      "symbol": "IFX_CFD.DE",
      "selection_reason": "-4.7% 1d drop, -10.9% below MA50, near MA200 (+2.2%); vol 83%; pullback to MA200 support zone in liquid semiconductor name",
      "mean_reversion_score": 72
    },
    {
      "symbol": "BARC_CFD.UK",
      "selection_reason": "-15.3% below MA50 with flat 1d change suggesting selling exhaustion; -4% from MA200; vol 79%; deeply oversold on short-term basis with stabilization signal",
      "mean_reversion_score": 70
    }
  ],
  "rejected_common_reasons": [
    "Large positive 1d moves (CRST +25%, WTB +12%, DLN +10%) indicate momentum/news-driven spikes, not mean-reversion setups",
    "Extreme volatility >1000% (BESI, IPO, ATG) indicates data quality issues or illiquidity",
    "Stocks deeply below both MA50 and MA200 (PBB -39%, STM -31%, HYQ -41%) may be in structural downtrends rather than mean-reverting",
    "Stocks near or above both MAs with positive 1d moves (SGRO, INVP, EMG, BBY) lack oversold reversion signal",
    "BEI_CFD.DE excluded despite sharp drop: -24.6% below MA50 and -26% below MA200 suggests trend breakdown not temporary dislocation"
  ]
}