Arena run #731
meanrev-v1 • amazon • amazon/nova-premier-v1 • US • failed
Run status
as_of: 2026-03-19T18:04:14.272849+00:00
started_at: 2026-03-19T18:12:11.023543+00:00
finished_at: 2026-03-19T18:14:35.459964+00:00
duration_ms: 144435
error: result expired
Inputs
{
"as_of": "2026-03-19T18:04:14.272849+00:00",
"dry_run": false,
"selected": [
{
"symbol": "CBG_CFD.UK",
"selection_reason": "Strong negative distance from MA50/200 with high volatility",
"mean_reversion_score": 78
},
{
"symbol": "IWG_CFD.UK",
"selection_reason": "Extreme negative 1d move with significant MA deviation",
"mean_reversion_score": 82
},
{
"symbol": "DOCS_CFD.UK",
"selection_reason": "Consistent negative MA distance across timeframes",
"mean_reversion_score": 65
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Sharp 1d decline with substantial MA divergence",
"mean_reversion_score": 72
},
{
"symbol": "ITRK_CFD.UK",
"selection_reason": "Large negative movement with high volatility potential",
"mean_reversion_score": 81
}
],
"simulate_only": false,
"strict_replay": false,
"universe_symbols": [
"CRST_CFD.UK",
"ESNT_CFD.UK",
"JDW_CFD.UK",
"INVP_CFD.UK",
"CBG_CFD.UK",
"DLN_CFD.UK",
"MCG_CFD.UK",
"CCL_CFD.UK",
"IWG_CFD.UK",
"EMG_CFD.UK",
"ABDN_CFD.UK",
"HWDN_CFD.UK",
"CPG_CFD.UK",
"DOCS_CFD.UK",
"LIO_CFD.UK",
"BBY_CFD.UK",
"MKS_CFD.UK",
"MAB_CFD.UK",
"IMI_CFD.UK",
"DOM_CFD.UK",
"IPR_CFD.PT",
"IPO_CFD.UK",
"ATG_CFD.UK",
"GDS_CFD.FR",
"BME_CFD.UK",
"GROW_CFD.UK",
"BYIT_CFD.UK",
"HLMA_CFD.UK",
"ECL_CFD.US",
"FUTR_CFD.UK",
"ALTR_CFD.PT",
"JMT_CFD.PT",
"INF_CFD.UK",
"CF_CFD.US",
"EXPN_CFD.UK",
"HMSO_CFD.UK",
"ITRK_CFD.UK",
"AMCX_CFD.US",
"AAP_CFD.US",
"DHER_CFD.DE",
"IMB_CFD.UK",
"AUTO_CFD.UK",
"CCC_CFD.UK",
"ICG_CFD.UK",
"GRI_CFD.UK",
"CNA_CFD.UK",
"CTT_CFD.PT",
"CFEB_CFD.BE",
"EXE_CFD.FR",
"AAD_CFD.DE"
]
}Outputs
{
"actions": {
"buy": [
{
"reason": "Extreme negative move with significant MA deviation",
"symbol": "IWG_CFD.UK",
"position_size": 3000
},
{
"reason": "Large negative movement with high volatility potential",
"symbol": "ITRK_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "No clear improvement opportunity",
"symbol": "ABDN_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "ADBE_CFD.US"
},
{
"reason": "No clear improvement opportunity",
"symbol": "ADP_CFD.FR"
},
{
"reason": "No clear improvement opportunity",
"symbol": "AKAM_CFD.US"
},
{
"reason": "No clear improvement opportunity",
"symbol": "BIG_CFD.FR"
},
{
"reason": "No clear improvement opportunity",
"symbol": "BRBY_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "BRNL_CFD.NL"
},
{
"reason": "No clear improvement opportunity",
"symbol": "BTRW_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "BT_CFD.UK"
},
{
"reason": "Already held with acceptable performance",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "CABO_CFD.US"
},
{
"reason": "Already held with acceptable performance",
"symbol": "CBG_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "CCL_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "CO_CFD.FR"
},
{
"reason": "No clear improvement opportunity",
"symbol": "CRST_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "DLN_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "DSY_CFD.FR"
},
{
"reason": "No clear improvement opportunity",
"symbol": "ERA_CFD.FR"
},
{
"reason": "No clear improvement opportunity",
"symbol": "ESTC_CFD.US"
},
{
"reason": "No clear improvement opportunity",
"symbol": "EXE_CFD.FR"
},
{
"reason": "No clear improvement opportunity",
"symbol": "EZJ_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "FBIN_CFD.US"
},
{
"reason": "No clear improvement opportunity",
"symbol": "FICO_CFD.US"
},
{
"reason": "No clear improvement opportunity",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "GNRC_CFD.US"
},
{
"reason": "No clear improvement opportunity",
"symbol": "GO_CFD.US"
},
{
"reason": "No clear improvement opportunity",
"symbol": "HAIN_CFD.US"
},
{
"reason": "No clear improvement opportunity",
"symbol": "HELE_CFD.US"
},
{
"reason": "No clear improvement opportunity",
"symbol": "HIK_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "HMSO_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "IPO_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "ITV_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "JDW_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "KBCA_CFD.BE"
},
{
"reason": "No clear improvement opportunity",
"symbol": "KEX_CFD.US"
},
{
"reason": "No clear improvement opportunity",
"symbol": "KGF_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "LIO_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "NXST_CFD.US"
},
{
"reason": "No clear improvement opportunity",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "OSB_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "REC_CFD.BE"
},
{
"reason": "No clear improvement opportunity",
"symbol": "RHIM_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "RMV_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "ROR_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "SGE_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "SGRO_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "SYNT_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "TRN_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "UKW_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "UMG_CFD.NL"
},
{
"reason": "No clear improvement opportunity",
"symbol": "UTG_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "VTY_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "WIZZ_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "WPP_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "WTB_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "XRX_CFD.US"
},
{
"reason": "No clear improvement opportunity",
"symbol": "ZS_CFD.US"
}
],
"sell": [
{
"reason": "Realized significant loss exceeding threshold",
"symbol": "LXS_CFD.DE"
}
]
},
"portfolio_rationale": "Maintained existing positions with acceptable performance while adding two high-conviction candidates (IWG_CFD.UK/ITRK_CFD.UK) with strong mean-reversion signals. Exited LXS_CFD.DE due to unacceptable losses. Preserved capital for better opportunities while adhering to max_buys constraint."
}Prompts & responses
#1446 • openrouter • amazon/nova-premier-v1 • 2026-03-19T18:12:11.068983+00:00
System prompt
You are an Arena strategy executor. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices, fundamentals, earnings dates, or sentiment. If a field is null/empty, treat it as unknown. You are a constrained selector (no narrative).
User prompt
{"task": "stage1_universe_scan", "region": "US", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "selection_rules": {"horizon": "2-10 trading days", "target": "short-term mean reversion in liquid equities", "constraints": ["Select exactly 5 candidates", "Avoid earnings within 5 trading days (if known)", "Avoid highly binary/event-driven moves (if known)", "Avoid sector concentration: max 1 per sector unless clearly justified (sector may be unknown)"]}, "universe": [{"symbol": "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": "ESNT_CFD.UK", "name": "ESSENTRA PLC", "sector": "", "last_price": 108.4, "change_1d_pct": 4.230769230769238, "distance_from_ma200_pct": 7.40452119530135, "distance_from_ma50_pct": 9.771484932749797, "volatility_20d_pct": 98.9832071461764, "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": "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": "CBG_CFD.UK", "name": "CLOSE BROTHERS GROUP PLC", "sector": "", "last_price": 372.74, "change_1d_pct": -26.625984251968504, "distance_from_ma200_pct": -13.365429078084645, "distance_from_ma50_pct": -22.129222788055436, "volatility_20d_pct": 169.0552301316783, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "DLN_CFD.UK", "name": "DERWENT LONDON PLC", "sector": "", "last_price": 1953.0, "change_1d_pct": 10.401356698699837, "distance_from_ma200_pct": 5.069478604951705, "distance_from_ma50_pct": 12.150447212111025, "volatility_20d_pct": 115.39088732649292, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "MCG_CFD.UK", "name": "MOBICO GROUP PLC", "sector": "", "last_price": 25.72, "change_1d_pct": 2.9623698959167166, "distance_from_ma200_pct": -7.132760074308242, "distance_from_ma50_pct": 8.327577202351844, "volatility_20d_pct": 232.19808875565576, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "CCL_CFD.UK", "name": "CARNIVAL PLC", "sector": "", "last_price": 1989.0, "change_1d_pct": -3.9594398841139578, "distance_from_ma200_pct": 4.932242734391812, "distance_from_ma50_pct": -4.47172238108916, "volatility_20d_pct": 163.30913338012496, "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": "IWG_CFD.UK", "name": "IWG PLC", "sector": "", "last_price": 189.6, "change_1d_pct": -24.09927942353883, "distance_from_ma200_pct": -11.798015594910993, "distance_from_ma50_pct": -17.03351041019402, "volatility_20d_pct": 148.96998448946707, "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": "HWDN_CFD.UK", "name": "", "sector": "", "last_price": 828.0, "change_1d_pct": -3.7366010184388565, "distance_from_ma200_pct": 1.083257261467785, "distance_from_ma50_pct": -1.1118231802963119, "volatility_20d_pct": 42.82549605370831, "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": "CPG_CFD.UK", "name": "COMPASS GROUP PLC", "sector": "", "last_price": 2265.0, "change_1d_pct": 8.789625360230557, "distance_from_ma200_pct": -8.235768846509439, "distance_from_ma50_pct": 1.0610292608490113, "volatility_20d_pct": 89.75289508897275, "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": "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": "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": "MKS_CFD.UK", "name": "MARKS & SPENCER GROUP PLC", "sector": "", "last_price": 360.7, "change_1d_pct": -2.592492573588989, "distance_from_ma200_pct": 0.16685682262786994, "distance_from_ma50_pct": 1.2088381382512114, "volatility_20d_pct": 111.18292243780117, "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": "MAB_CFD.UK", "name": "MITCHELLS & BUTLERS PLC", "sector": "", "last_price": 292.81, "change_1d_pct": 14.37890625, "distance_from_ma200_pct": 11.595067041457764, "distance_from_ma50_pct": 10.935906392690597, "volatility_20d_pct": 118.87119977937589, "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": "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": "IPR_CFD.PT", "name": "Impresa SGPS SA", "sector": "", "last_price": 0.191, "change_1d_pct": -0.520833333333337, "distance_from_ma200_pct": 22.353544088914525, "distance_from_ma50_pct": -0.27151211361738925, "volatility_20d_pct": 210.8594986289793, "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": 57.6, "change_1d_pct": -1.873935264054516, "distance_from_ma200_pct": 10.233643652522883, "distance_from_ma50_pct": -2.027486732888828, "volatility_20d_pct": 89.82123635439407, "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": 305.0, "change_1d_pct": 4.2735042735042805, "distance_from_ma200_pct": -30.344980756373573, "distance_from_ma50_pct": -1.1704016694101371, "volatility_20d_pct": 159.9931345477538, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "GDS_CFD.FR", "name": "", "sector": "", "last_price": 10.65, "change_1d_pct": 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-12.657455918899952, "distance_from_ma50_pct": -15.318889227952393, "volatility_20d_pct": 105.25793123437886, "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": "AAP_CFD.US", "name": "Advance Auto Parts Inc", "sector": "", "last_price": 47.04, "change_1d_pct": -11.844077961019494, "distance_from_ma200_pct": -11.073974581221558, "distance_from_ma50_pct": -6.744749435988117, "volatility_20d_pct": 99.34935319107592, "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": "DHER_CFD.DE", "name": "DELIVERY HERO SE", "sector": "", "last_price": 15.592, "change_1d_pct": -7.052160953800291, "distance_from_ma200_pct": 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"distance_from_ma50_pct": 13.345770772586985, "volatility_20d_pct": 102.76662952129819, "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": 6.15, "change_1d_pct": -9.02366863905325, "distance_from_ma200_pct": -15.686724771994276, "distance_from_ma50_pct": -12.448038266613526, "volatility_20d_pct": 83.45800257268074, "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": "CFEB_CFD.BE", "name": "Compagnie d'Entreprises CFE SA", "sector": "", "last_price": 10.8, "change_1d_pct": -4.424778761061942, "distance_from_ma200_pct": 21.303745702421708, "distance_from_ma50_pct": 6.288332690354537, "volatility_20d_pct": 124.71900355838534, "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": "EXE_CFD.FR", "name": "Exel Industries SA", "sector": "", "last_price": 34.6, "change_1d_pct": -3.492134330023422, "distance_from_ma200_pct": -9.8106349161871, "distance_from_ma50_pct": -8.68852441711081, "volatility_20d_pct": 95.13083924322898, "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": "AAD_CFD.DE", "name": "AMADEUS FIRE AG", "sector": "", "last_price": 24.15, "change_1d_pct": -2.1117911718211646, "distance_from_ma200_pct": -53.92560960568049, "distance_from_ma50_pct": -28.082877113738046, "volatility_20d_pct": 66.17135003583597, "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": "CBG_CFD.UK",
"selection_reason": "Strong negative distance from MA50/200 with high volatility",
"mean_reversion_score": 78
},
{
"symbol": "IWG_CFD.UK",
"selection_reason": "Extreme negative 1d move with significant MA deviation",
"mean_reversion_score": 82
},
{
"symbol": "DOCS_CFD.UK",
"selection_reason": "Consistent negative MA distance across timeframes",
"mean_reversion_score": 65
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Sharp 1d decline with substantial MA divergence",
"mean_reversion_score": 72
},
{
"symbol": "ITRK_CFD.UK",
"selection_reason": "Large negative movement with high volatility potential",
"mean_reversion_score": 81
}
],
"rejected_common_reasons": [
"Insufficient deviation from moving averages",
"Unknown earnings proximity",
"Sector concentration risks",
"Excessive 1-day volatility spikes"
]
}#1447 • openrouter • amazon/nova-premier-v1 • 2026-03-19T18:12:28.300881+00:00
System prompt
You are an Arena portfolio manager. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices/fundamentals/news/earnings. If a field is null/empty, treat it as unknown. Avoid overtrading: if changes are marginal, prefer HOLD. Do not churn.
User prompt
{"task": "stage2_portfolio_management", "region": "US", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "portfolio_constraints": {"initial_equity": 10000.0, "max_positions": 10, "fixed_position_size": 3000.0, "max_gross_leverage": 3.0, "overtrading_rules": ["Max 2 SELL actions per run unless risk event forces more", "Max 2 BUY actions per run", "If no clear improvement vs current holdings, output HOLD for everything"]}, "current_portfolio": [{"symbol": "ABDN_CFD.UK", "qty": 14.807502467917079, "avg_price": 202.6, "last_price": 202.6, "unrealized_pnl": 0.0, "opened_at": "2026-03-19T10:09:24.325041+00:00"}, {"symbol": "ADBE_CFD.US", "qty": 0.0, "avg_price": 249.47, "last_price": 248.05, "unrealized_pnl": 0.0, "opened_at": "2026-03-14T18:06:47.909233+00:00"}, {"symbol": "ADP_CFD.FR", "qty": 0.0, "avg_price": 117.5, "last_price": 115.1, "unrealized_pnl": -61.276595744680996, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "AKAM_CFD.US", "qty": 0.0, "avg_price": 97.455, "last_price": 107.67, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "BIG_CFD.FR", "qty": 0.0, "avg_price": 0.453, "last_price": 0.296, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "BRBY_CFD.UK", "qty": 0.0, "avg_price": 1119.08, "last_price": 1067.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T10:31:26.559356+00:00"}, {"symbol": "BRNL_CFD.NL", "qty": 0.0, "avg_price": 7.05, "last_price": 6.68, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T10:32:09.961595+00:00"}, {"symbol": "BTRW_CFD.UK", "qty": 0.0, "avg_price": 310.3, "last_price": 295.4, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T18:21:09.503139+00:00"}, {"symbol": "BT_CFD.UK", "qty": 0.0, "avg_price": 211.0, "last_price": 207.8, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T10:20:03.276878+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": "CABO_CFD.US", "qty": 0.0, "avg_price": 94.6, "last_price": 111.495, "unrealized_pnl": 535.7822410147995, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"symbol": "CBG_CFD.UK", "qty": 8.748396127376648, "avg_price": 342.92, "last_price": 342.92, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T10:26:53.527562+00:00"}, {"symbol": "CCL_CFD.UK", "qty": 0.0, "avg_price": 1945.9999999999998, "last_price": 1842.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-06T18:02:13.212382+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": "CRST_CFD.UK", "qty": 25.246149962130776, "avg_price": 118.83, "last_price": 118.83, "unrealized_pnl": 0.0, "opened_at": "2026-03-19T10:09:24.325041+00:00"}, {"symbol": "DLN_CFD.UK", "qty": 1.6556291390728477, "avg_price": 1812.0, "last_price": 1812.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-12T18:01:52.554929+00:00"}, {"symbol": "DSY_CFD.FR", "qty": 0.0, "avg_price": 17.881, "last_price": 16.752, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "ERA_CFD.FR", "qty": 0.0, "avg_price": 47.4, "last_price": 46.329, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "ESTC_CFD.US", "qty": 0.0, "avg_price": 58.085, "last_price": 55.355000000000004, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "EXE_CFD.FR", "qty": 0.0, "avg_price": 37.303, "last_price": 35.843, "unrealized_pnl": 0.0, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "EZJ_CFD.UK", "qty": 0.0, "avg_price": 405.2, "last_price": 394.1, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "FBIN_CFD.US", "qty": 0.0, "avg_price": 42.790000000000006, "last_price": 41.445, "unrealized_pnl": 0.0, "opened_at": "2026-03-05T18:20:59.102726+00:00"}, {"symbol": "FICO_CFD.US", "qty": 2.6609662855571625, "avg_price": 1127.4099999999999, "last_price": 1124.2849999999999, "unrealized_pnl": -8.315519642366134, "opened_at": "2026-03-14T18:06:47.909233+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 29.709178385970056, "avg_price": 403.9155793573515, "last_price": 414.2, "unrealized_pnl": 305.5416874687975, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "GNRC_CFD.US", "qty": 14.950662812718031, "avg_price": 200.66, "last_price": 197.03, "unrealized_pnl": -54.270906010166385, "opened_at": "2026-03-09T18:18:45.954380+00:00"}, {"symbol": "GO_CFD.US", "qty": 0.0, "avg_price": 6.53, "last_price": 6.35, "unrealized_pnl": 0.0, "opened_at": "2026-03-05T18:20:59.102726+00:00"}, {"symbol": "HAIN_CFD.US", "qty": 0.0, "avg_price": 0.8, "last_price": 0.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"symbol": "HELE_CFD.US", "qty": 0.0, "avg_price": 15.94, "last_price": 15.78, "unrealized_pnl": 0.0, "opened_at": "2026-03-16T18:18:58.833148+00:00"}, {"symbol": "HIK_CFD.UK", "qty": 0.0, "avg_price": 1409.0, "last_price": 1342.0, "unrealized_pnl": -142.65436479772887, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "HMSO_CFD.UK", "qty": 8.600917431192661, "avg_price": 348.8, "last_price": 348.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "IPO_CFD.UK", "qty": 0.0, "avg_price": 57.7, "last_price": 57.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "ITV_CFD.UK", "qty": 36.210018105009055, "avg_price": 82.85, "last_price": 83.15, "unrealized_pnl": 10.863005431503128, "opened_at": "2026-03-13T10:07:39.444598+00:00"}, {"symbol": "JDW_CFD.UK", "qty": 4.514672686230249, "avg_price": 664.5, "last_price": 664.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-15T10:35:48.762746+00:00"}, {"symbol": "KBCA_CFD.BE", "qty": 0.0, "avg_price": 75.3, "last_price": 75.1, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "KEX_CFD.US", "qty": 24.390243902439025, "avg_price": 123.0, "last_price": 128.0, "unrealized_pnl": 121.95121951219512, "opened_at": "2026-03-09T18:18:45.954380+00:00"}, {"symbol": "KGF_CFD.UK", "qty": 9.505703422053232, "avg_price": 315.6, "last_price": 309.6, "unrealized_pnl": -57.034220532319395, "opened_at": "2026-03-14T10:03:26.036362+00:00"}, {"symbol": "LIO_CFD.UK", "qty": 23.300970873786408, "avg_price": 257.5, "last_price": 257.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "LXS_CFD.DE", "qty": 228.31050228310502, "avg_price": 13.14, "last_price": 12.055, "unrealized_pnl": -247.71689497716915, "opened_at": "2026-03-06T10:33:43.857578+00:00"}, {"symbol": "NXST_CFD.US", "qty": 12.874431379280749, "avg_price": 233.02, "last_price": 223.88, "unrealized_pnl": -117.67230280662623, "opened_at": "2026-03-15T18:15:23.812047+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 14.684287812041115, "avg_price": 204.3, "last_price": 204.3, "unrealized_pnl": 0.0, "opened_at": "2026-03-01T10:30:13.622938+00:00"}, {"symbol": "OSB_CFD.UK", "qty": 10.743061772605193, "avg_price": 558.5, "last_price": 544.0, "unrealized_pnl": -155.7743957027753, "opened_at": "2026-03-13T10:07:39.444598+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 39.39490073936085, "avg_price": 152.3039755753258, "last_price": 152.7, "unrealized_pnl": 15.601342900401843, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "REC_CFD.BE", "qty": 0.0, "avg_price": 11.08, "last_price": 10.68, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T18:21:09.503139+00:00"}, {"symbol": "RHIM_CFD.UK", "qty": 0.0, "avg_price": 2795.0, "last_price": 2550.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T10:20:03.276878+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 416.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "ROR_CFD.UK", "qty": 0.0, "avg_price": 315.64, "last_price": 309.4, "unrealized_pnl": 0.0, "opened_at": "2026-03-14T10:03:26.036362+00:00"}, {"symbol": "SGE_CFD.UK", "qty": 0.0, "avg_price": 795.4, "last_price": 813.4, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "SGRO_CFD.UK", "qty": 4.079412564590699, "avg_price": 735.4, "last_price": 723.8, "unrealized_pnl": -47.3211857492522, "opened_at": "2026-03-16T10:12:30.296045+00:00"}, {"symbol": "SYNT_CFD.UK", "qty": 326.0869565217392, "avg_price": 18.4, "last_price": 25.15, "unrealized_pnl": 2201.0869565217395, "opened_at": "2026-03-03T18:03:34.247734+00:00"}, {"symbol": "TRN_CFD.UK", "qty": 97.56097560975611, "avg_price": 184.5, "last_price": 204.2, "unrealized_pnl": 1921.9512195121943, "opened_at": "2026-03-05T10:27:11.178069+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 64.97022198159178, "avg_price": 92.35, "last_price": 96.5, "unrealized_pnl": 269.62642122360626, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "UMG_CFD.NL", "qty": 0.0, "avg_price": 19.085, "last_price": 18.665, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "UTG_CFD.UK", "qty": 17.821782178217823, "avg_price": 504.99999999999994, "last_price": 505.0, "unrealized_pnl": 1.0130510292025192e-12, "opened_at": "2026-03-04T10:26:53.527562+00:00"}, {"symbol": "VTY_CFD.UK", "qty": 0.0, "avg_price": 427.6, "last_price": 406.1, "unrealized_pnl": 0.0, "opened_at": "2026-03-10T18:24:41.570614+00:00"}, {"symbol": "WIZZ_CFD.UK", "qty": 3.4403669724770642, "avg_price": 872.0, "last_price": 878.0, "unrealized_pnl": 20.642201834862384, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "WPP_CFD.UK", "qty": 0.0, "avg_price": 263.4, "last_price": 240.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "WTB_CFD.UK", "qty": 1.279317697228145, "avg_price": 2345.0, "last_price": 2308.0, "unrealized_pnl": -47.33475479744136, "opened_at": "2026-03-13T18:17:31.188931+00:00"}, {"symbol": "XRX_CFD.US", "qty": 0.0, "avg_price": 1.56, "last_price": 1.52, "unrealized_pnl": 0.0, "opened_at": "2026-03-16T18:18:58.833148+00:00"}, {"symbol": "ZS_CFD.US", "qty": 0.0, "avg_price": 159.76, "last_price": 144.45, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}], "candidates": [{"symbol": "CBG_CFD.UK", "mean_reversion_score": 78, "selection_reason": "Strong negative distance from MA50/200 with high volatility"}, {"symbol": "IWG_CFD.UK", "mean_reversion_score": 82, "selection_reason": "Extreme negative 1d move with significant MA deviation"}, {"symbol": "DOCS_CFD.UK", "mean_reversion_score": 65, "selection_reason": "Consistent negative MA distance across timeframes"}, {"symbol": "BYIT_CFD.UK", "mean_reversion_score": 72, "selection_reason": "Sharp 1d decline with substantial MA divergence"}, {"symbol": "ITRK_CFD.UK", "mean_reversion_score": 81, "selection_reason": "Large negative movement with high volatility 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": "Extreme negative move with significant MA deviation",
"symbol": "IWG_CFD.UK",
"position_size": 3000
},
{
"reason": "Large negative movement with high volatility potential",
"symbol": "ITRK_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "No clear improvement opportunity",
"symbol": "ABDN_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "ADBE_CFD.US"
},
{
"reason": "No clear improvement opportunity",
"symbol": "ADP_CFD.FR"
},
{
"reason": "No clear improvement opportunity",
"symbol": "AKAM_CFD.US"
},
{
"reason": "No clear improvement opportunity",
"symbol": "BIG_CFD.FR"
},
{
"reason": "No clear improvement opportunity",
"symbol": "BRBY_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "BRNL_CFD.NL"
},
{
"reason": "No clear improvement opportunity",
"symbol": "BTRW_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "BT_CFD.UK"
},
{
"reason": "Already held with acceptable performance",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "CABO_CFD.US"
},
{
"reason": "Already held with acceptable performance",
"symbol": "CBG_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "CCL_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "CO_CFD.FR"
},
{
"reason": "No clear improvement opportunity",
"symbol": "CRST_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "DLN_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "DSY_CFD.FR"
},
{
"reason": "No clear improvement opportunity",
"symbol": "ERA_CFD.FR"
},
{
"reason": "No clear improvement opportunity",
"symbol": "ESTC_CFD.US"
},
{
"reason": "No clear improvement opportunity",
"symbol": "EXE_CFD.FR"
},
{
"reason": "No clear improvement opportunity",
"symbol": "EZJ_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "FBIN_CFD.US"
},
{
"reason": "No clear improvement opportunity",
"symbol": "FICO_CFD.US"
},
{
"reason": "No clear improvement opportunity",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "GNRC_CFD.US"
},
{
"reason": "No clear improvement opportunity",
"symbol": "GO_CFD.US"
},
{
"reason": "No clear improvement opportunity",
"symbol": "HAIN_CFD.US"
},
{
"reason": "No clear improvement opportunity",
"symbol": "HELE_CFD.US"
},
{
"reason": "No clear improvement opportunity",
"symbol": "HIK_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "HMSO_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "IPO_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "ITV_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "JDW_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "KBCA_CFD.BE"
},
{
"reason": "No clear improvement opportunity",
"symbol": "KEX_CFD.US"
},
{
"reason": "No clear improvement opportunity",
"symbol": "KGF_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "LIO_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "NXST_CFD.US"
},
{
"reason": "No clear improvement opportunity",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "OSB_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "REC_CFD.BE"
},
{
"reason": "No clear improvement opportunity",
"symbol": "RHIM_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "RMV_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "ROR_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "SGE_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "SGRO_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "SYNT_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "TRN_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "UKW_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "UMG_CFD.NL"
},
{
"reason": "No clear improvement opportunity",
"symbol": "UTG_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "VTY_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "WIZZ_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "WPP_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "WTB_CFD.UK"
},
{
"reason": "No clear improvement opportunity",
"symbol": "XRX_CFD.US"
},
{
"reason": "No clear improvement opportunity",
"symbol": "ZS_CFD.US"
}
],
"sell": [
{
"reason": "Realized significant loss exceeding threshold",
"symbol": "LXS_CFD.DE"
}
]
},
"portfolio_rationale": "Maintained existing positions with acceptable performance while adding two high-conviction candidates (IWG_CFD.UK/ITRK_CFD.UK) with strong mean-reversion signals. Exited LXS_CFD.DE due to unacceptable losses. Preserved capital for better opportunities while adhering to max_buys constraint."
}Selection logs
#720 • stage1 • 2026-03-19T18:12:28.298455+00:00
{
"selected_stocks": [
{
"symbol": "CBG_CFD.UK",
"selection_reason": "Strong negative distance from MA50/200 with high volatility",
"mean_reversion_score": 78
},
{
"symbol": "IWG_CFD.UK",
"selection_reason": "Extreme negative 1d move with significant MA deviation",
"mean_reversion_score": 82
},
{
"symbol": "DOCS_CFD.UK",
"selection_reason": "Consistent negative MA distance across timeframes",
"mean_reversion_score": 65
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Sharp 1d decline with substantial MA divergence",
"mean_reversion_score": 72
},
{
"symbol": "ITRK_CFD.UK",
"selection_reason": "Large negative movement with high volatility potential",
"mean_reversion_score": 81
}
],
"rejected_common_reasons": [
"Insufficient deviation from moving averages",
"Unknown earnings proximity",
"Sector concentration risks",
"Excessive 1-day volatility spikes"
]
}