Arena run #749
meanrev-v1 • minimax • minimax/minimax-m2.1 • US • success
Run status
as_of: 2026-03-20T18:25:08.105367+00:00
started_at: 2026-03-20T18:57:16.888777+00:00
finished_at: 2026-03-20T18:58:18.416964+00:00
duration_ms: 61527
Inputs
{
"as_of": "2026-03-20T18:25:08.105367+00:00",
"dry_run": false,
"selected": [
{
"symbol": "HAIN_CFD.US",
"selection_reason": "Largest MA50 deviation (-33.2%) with moderate drop (-0.18%) and highest volatility (9563%); strong mean reversion candidate",
"mean_reversion_score": 95
},
{
"symbol": "AML_CFD.UK",
"selection_reason": "Significant MA50 deviation (-28.7%) with largest 1d drop (-3.85%) and high volatility (7201%); oversold signal",
"mean_reversion_score": 92
},
{
"symbol": "BTRW_CFD.UK",
"selection_reason": "Notable MA50 deviation (-14.7%) with 1d drop (-2.07%) and moderate volatility (3259%); oversold momentum",
"mean_reversion_score": 78
},
{
"symbol": "CMBT_CFD.BE",
"selection_reason": "Positive MA50 deviation (+17.2%) with 1d drop (-3.22%); potential reversion from overextension",
"mean_reversion_score": 72
},
{
"symbol": "ABDN_CFD.UK",
"selection_reason": "Small MA50 deviation (-3.6%) with slight gain (+0.49%); modest mean reversion opportunity with lowest volatility",
"mean_reversion_score": 65
}
],
"simulate_only": false,
"strict_replay": false,
"universe_symbols": [
"ABDN_CFD.UK",
"HAIN_CFD.US",
"BBY_CFD.UK",
"BME_CFD.UK",
"BTRW_CFD.UK",
"BYIT_CFD.UK",
"AML_CFD.UK",
"AAF_CFD.UK",
"AAL_CFD.UK",
"CMBT_CFD.BE"
]
}Outputs
{
"actions": {
"buy": [
{
"reason": "Top mean reversion candidate: 95 score, -33.2% MA50 deviation, highest volatility (9563%). Strong oversold signal.",
"symbol": "HAIN_CFD.US",
"position_size": 3000
},
{
"reason": "Second best mean reversion candidate: 92 score, -28.7% MA50 deviation, -3.85% 1d drop. Oversold signal.",
"symbol": "AML_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Winner (+10.3% unrealized pnl); mean reversion target not yet reached, hold for further gains.",
"symbol": "ATG_CFD.UK"
},
{
"reason": "Break-even position; no clear mean reversion signal, hold.",
"symbol": "AUTO_CFD.UK"
},
{
"reason": "Break-even position; no clear signal, hold.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Break-even position; no clear signal, hold.",
"symbol": "CBG_CFD.UK"
},
{
"reason": "Break-even position; no clear signal, hold.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "Break-even position; no clear signal, hold.",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "Small winner (+0.81% unrealized pnl); hold.",
"symbol": "PBB_CFD.DE"
},
{
"reason": "Break-even position; no clear signal, hold.",
"symbol": "UTG_CFD.UK"
}
],
"sell": [
{
"reason": "Stop loss: -5.58% unrealized loss, underperforming. Exit to recycle capital into higher-probability mean reversion candidates.",
"symbol": "HYQ_CFD.DE"
},
{
"reason": "Stop loss: -1.58% unrealized loss, underperforming. Exit to recycle capital into higher-probability mean reversion candidates.",
"symbol": "WTB_CFD.UK"
}
]
},
"portfolio_rationale": "Portfolio at max capacity (8 positions after sells). Exiting 2 losers (HYQ -5.58%, WTB -1.58%) to recycle ~$6k into top 2 mean reversion candidates. HAIN and AML have highest deviation from MA50 (33.2% and 28.7%) with strong volatility profiles, representing highest probability mean reversion setups. Holding 8 winners/break-even positions that don't trigger sell signals. Fixed position size $3k per new position maintains risk discipline."
}Prompts & responses
#1482 • openrouter • minimax/minimax-m2.1 • 2026-03-20T18:57:16.900183+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": "ABDN_CFD.UK", "name": "Aberdeen Group Plc", "sector": "", "last_price": 206.2, "change_1d_pct": 0.4873294346978474, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -3.567353199768042, "volatility_20d_pct": 5122.525857900045, "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": "HAIN_CFD.US", "name": "The Hain Celestial Group Inc", "sector": "", "last_price": 0.7051, "change_1d_pct": -0.18403171007929098, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -33.19918220868079, "volatility_20d_pct": 9562.636249272142, "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": 722.5, "change_1d_pct": -1.0951403148528382, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -1.628407265201648, "volatility_20d_pct": 2239.4661443465884, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "BME_CFD.UK", "name": "B&M EUROPEAN VALUE RETAIL SA", "sector": "", "last_price": 187.88, "change_1d_pct": 1.0107526881720341, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 7.318666981973787, "volatility_20d_pct": 3503.713036055361, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "BTRW_CFD.UK", "name": "Barratt Redrow Plc", "sector": "", "last_price": 322.3, "change_1d_pct": -2.066241264053481, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -14.679472246341497, "volatility_20d_pct": 3259.103464638469, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "BYIT_CFD.UK", "name": "BYTES TECHNOLOGY GROUP PLC", "sector": "", "last_price": 316.4, "change_1d_pct": 1.9329896907216426, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -3.036395062333752, "volatility_20d_pct": 3610.9502328075146, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "AML_CFD.UK", "name": "ASTON MARTIN LAGONDA GLOBAL", "sector": "", "last_price": 42.5, "change_1d_pct": -3.8461538461538547, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -28.744119294080562, "volatility_20d_pct": 7200.809443066937, "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": "AAF_CFD.UK", "name": "AIRTEL AFRICA PLC", "sector": "", "last_price": 360.2, "change_1d_pct": 3.209169054441263, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 3.706007002026901, "volatility_20d_pct": 3083.516648032069, "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": 3586.0, "change_1d_pct": 0.055803571428580945, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 11.748904636364198, "volatility_20d_pct": 4209.946938281094, "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": "CMBT_CFD.BE", "name": "Euronav", "sector": "", "last_price": 12.04, "change_1d_pct": -3.2154340836012874, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 17.20286979598327, "volatility_20d_pct": 3662.2062333013014, "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": "HAIN_CFD.US",
"selection_reason": "Largest MA50 deviation (-33.2%) with moderate drop (-0.18%) and highest volatility (9563%); strong mean reversion candidate",
"mean_reversion_score": 95
},
{
"symbol": "AML_CFD.UK",
"selection_reason": "Significant MA50 deviation (-28.7%) with largest 1d drop (-3.85%) and high volatility (7201%); oversold signal",
"mean_reversion_score": 92
},
{
"symbol": "BTRW_CFD.UK",
"selection_reason": "Notable MA50 deviation (-14.7%) with 1d drop (-2.07%) and moderate volatility (3259%); oversold momentum",
"mean_reversion_score": 78
},
{
"symbol": "CMBT_CFD.BE",
"selection_reason": "Positive MA50 deviation (+17.2%) with 1d drop (-3.22%); potential reversion from overextension",
"mean_reversion_score": 72
},
{
"symbol": "ABDN_CFD.UK",
"selection_reason": "Small MA50 deviation (-3.6%) with slight gain (+0.49%); modest mean reversion opportunity with lowest volatility",
"mean_reversion_score": 65
}
],
"rejected_common_reasons": [
"BME_CFD.UK: MA50 deviation positive (+7.3%); overextended above MA50",
"BBY_CFD.UK: Minimal MA50 deviation (-1.6%) with moderate drop; weak signal",
"BYIT_CFD.UK: MA50 deviation small (-3.0%) with 1d gain (+1.93%); not oversold",
"AAF_CFD.UK: MA50 deviation positive (+3.7%) with 1d gain (+3.21%); overextended",
"AAL_CFD.UK: MA50 deviation strongly positive (+11.7%); significantly overextended"
]
}#1483 • openrouter • minimax/minimax-m2.1 • 2026-03-20T18:57:30.478120+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": "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": 326.5, "unrealized_pnl": 309.1216216216216, "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": "AUTO_CFD.UK", "qty": 6.2137531068765535, "avg_price": 482.8, "last_price": 482.8, "unrealized_pnl": 0.0, "opened_at": "2026-03-19T18:04:14.272849+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": 17.496792254753295, "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": 7.24287783679382, "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": "HYQ_CFD.DE", "qty": 36.452004860267316, "avg_price": 82.3, "last_price": 77.7, "unrealized_pnl": -167.67922235722943, "opened_at": "2026-03-19T10:09:24.325041+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": "PBB_CFD.DE", "qty": 1061.5711252653928, "avg_price": 2.826, "last_price": 2.849, "unrealized_pnl": 24.41613588110417, "opened_at": "2026-03-19T10:09:24.325041+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": 0.0, "avg_price": 3790.0000000000005, "last_price": 3790.0, "unrealized_pnl": 0.0, "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": 0.0, "avg_price": 385.0, "last_price": 354.1, "unrealized_pnl": 0.0, "opened_at": "2026-03-10T18:24:41.570614+00:00"}, {"symbol": "WIZZ_CFD.UK", "qty": 0.0, "avg_price": 908.5, "last_price": 878.0, "unrealized_pnl": 0.0, "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": 2308.0, "unrealized_pnl": -47.33475479744136, "opened_at": "2026-03-13T18:17:31.188931+00:00"}], "candidates": [{"symbol": "HAIN_CFD.US", "mean_reversion_score": 95, "selection_reason": "Largest MA50 deviation (-33.2%) with moderate drop (-0.18%) and highest volatility (9563%); strong mean reversion candidate"}, {"symbol": "AML_CFD.UK", "mean_reversion_score": 92, "selection_reason": "Significant MA50 deviation (-28.7%) with largest 1d drop (-3.85%) and high volatility (7201%); oversold signal"}, {"symbol": "BTRW_CFD.UK", "mean_reversion_score": 78, "selection_reason": "Notable MA50 deviation (-14.7%) with 1d drop (-2.07%) and moderate volatility (3259%); oversold momentum"}, {"symbol": "CMBT_CFD.BE", "mean_reversion_score": 72, "selection_reason": "Positive MA50 deviation (+17.2%) with 1d drop (-3.22%); potential reversion from overextension"}, {"symbol": "ABDN_CFD.UK", "mean_reversion_score": 65, "selection_reason": "Small MA50 deviation (-3.6%) with slight gain (+0.49%); modest mean reversion opportunity with lowest volatility"}], "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": "Top mean reversion candidate: 95 score, -33.2% MA50 deviation, highest volatility (9563%). Strong oversold signal.",
"symbol": "HAIN_CFD.US",
"position_size": 3000
},
{
"reason": "Second best mean reversion candidate: 92 score, -28.7% MA50 deviation, -3.85% 1d drop. Oversold signal.",
"symbol": "AML_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Winner (+10.3% unrealized pnl); mean reversion target not yet reached, hold for further gains.",
"symbol": "ATG_CFD.UK"
},
{
"reason": "Break-even position; no clear mean reversion signal, hold.",
"symbol": "AUTO_CFD.UK"
},
{
"reason": "Break-even position; no clear signal, hold.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Break-even position; no clear signal, hold.",
"symbol": "CBG_CFD.UK"
},
{
"reason": "Break-even position; no clear signal, hold.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "Break-even position; no clear signal, hold.",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "Small winner (+0.81% unrealized pnl); hold.",
"symbol": "PBB_CFD.DE"
},
{
"reason": "Break-even position; no clear signal, hold.",
"symbol": "UTG_CFD.UK"
}
],
"sell": [
{
"reason": "Stop loss: -5.58% unrealized loss, underperforming. Exit to recycle capital into higher-probability mean reversion candidates.",
"symbol": "HYQ_CFD.DE"
},
{
"reason": "Stop loss: -1.58% unrealized loss, underperforming. Exit to recycle capital into higher-probability mean reversion candidates.",
"symbol": "WTB_CFD.UK"
}
]
},
"portfolio_rationale": "Portfolio at max capacity (8 positions after sells). Exiting 2 losers (HYQ -5.58%, WTB -1.58%) to recycle ~$6k into top 2 mean reversion candidates. HAIN and AML have highest deviation from MA50 (33.2% and 28.7%) with strong volatility profiles, representing highest probability mean reversion setups. Holding 8 winners/break-even positions that don't trigger sell signals. Fixed position size $3k per new position maintains risk discipline."
}Selection logs
#738 • stage1 • 2026-03-20T18:57:30.475908+00:00
{
"selected_stocks": [
{
"symbol": "HAIN_CFD.US",
"selection_reason": "Largest MA50 deviation (-33.2%) with moderate drop (-0.18%) and highest volatility (9563%); strong mean reversion candidate",
"mean_reversion_score": 95
},
{
"symbol": "AML_CFD.UK",
"selection_reason": "Significant MA50 deviation (-28.7%) with largest 1d drop (-3.85%) and high volatility (7201%); oversold signal",
"mean_reversion_score": 92
},
{
"symbol": "BTRW_CFD.UK",
"selection_reason": "Notable MA50 deviation (-14.7%) with 1d drop (-2.07%) and moderate volatility (3259%); oversold momentum",
"mean_reversion_score": 78
},
{
"symbol": "CMBT_CFD.BE",
"selection_reason": "Positive MA50 deviation (+17.2%) with 1d drop (-3.22%); potential reversion from overextension",
"mean_reversion_score": 72
},
{
"symbol": "ABDN_CFD.UK",
"selection_reason": "Small MA50 deviation (-3.6%) with slight gain (+0.49%); modest mean reversion opportunity with lowest volatility",
"mean_reversion_score": 65
}
],
"rejected_common_reasons": [
"BME_CFD.UK: MA50 deviation positive (+7.3%); overextended above MA50",
"BBY_CFD.UK: Minimal MA50 deviation (-1.6%) with moderate drop; weak signal",
"BYIT_CFD.UK: MA50 deviation small (-3.0%) with 1d gain (+1.93%); not oversold",
"AAF_CFD.UK: MA50 deviation positive (+3.7%) with 1d gain (+3.21%); overextended",
"AAL_CFD.UK: MA50 deviation strongly positive (+11.7%); significantly overextended"
]
}