Arena run #753
meanrev-v1 • deepseek • deepseek/deepseek-chat • US • success
Run status
as_of: 2026-03-20T18:25:08.105367+00:00
started_at: 2026-03-20T19:00:59.562302+00:00
finished_at: 2026-03-20T19:02:16.572428+00:00
duration_ms: 77008
Inputs
{
"as_of": "2026-03-20T18:25:08.105367+00:00",
"dry_run": false,
"selected": [
{
"symbol": "HAIN_CFD.US",
"selection_reason": "Significant deviation from MA50 (-33.20%), high volatility, potential for short-term mean reversion.",
"mean_reversion_score": 85
},
{
"symbol": "AML_CFD.UK",
"selection_reason": "Large deviation from MA50 (-28.74%), high volatility, potential for mean reversion.",
"mean_reversion_score": 80
},
{
"symbol": "BTRW_CFD.UK",
"selection_reason": "Moderate deviation from MA50 (-14.68%), moderate volatility, potential for mean reversion.",
"mean_reversion_score": 75
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Moderate deviation from MA50 (-3.04%), moderate volatility, potential for mean reversion.",
"mean_reversion_score": 70
},
{
"symbol": "BBY_CFD.UK",
"selection_reason": "Small deviation from MA50 (-1.63%), low volatility, potential for mean reversion.",
"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": "Significant deviation from MA50 (-33.20%), high volatility, potential for short-term mean reversion.",
"symbol": "HAIN_CFD.US",
"position_size": 3000
},
{
"reason": "Moderate deviation from MA50 (-14.68%), moderate volatility, potential for mean reversion.",
"symbol": "BTRW_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Marginal deviation from MA50, no clear improvement vs current holdings.",
"symbol": "ABF_CFD.UK"
},
{
"reason": "Marginal deviation from MA50, no clear improvement vs current holdings.",
"symbol": "ADS_CFD.DE"
},
{
"reason": "Marginal deviation from MA50, no clear improvement vs current holdings.",
"symbol": "ATG_CFD.UK"
},
{
"reason": "Small deviation from MA50 (-1.63%), low volatility, potential for mean reversion.",
"symbol": "BBY_CFD.UK"
},
{
"reason": "Marginal deviation from MA50, no clear improvement vs current holdings.",
"symbol": "BLND_CFD.UK"
},
{
"reason": "Moderate deviation from MA50 (-3.04%), moderate volatility, potential for mean reversion.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Marginal deviation from MA50, no clear improvement vs current holdings.",
"symbol": "CRST_CFD.UK"
},
{
"reason": "Marginal deviation from MA50, no clear improvement vs current holdings.",
"symbol": "EMG_CFD.UK"
},
{
"reason": "Marginal deviation from MA50, no clear improvement vs current holdings.",
"symbol": "ERA_CFD.FR"
},
{
"reason": "Marginal deviation from MA50, no clear improvement vs current holdings.",
"symbol": "ESNT_CFD.UK"
},
{
"reason": "Marginal deviation from MA50, no clear improvement vs current holdings.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "Marginal deviation from MA50, no clear improvement vs current holdings.",
"symbol": "GRI_CFD.UK"
},
{
"reason": "Marginal deviation from MA50, no clear improvement vs current holdings.",
"symbol": "HMSO_CFD.UK"
},
{
"reason": "Marginal deviation from MA50, no clear improvement vs current holdings.",
"symbol": "IEP_CFD.BE"
},
{
"reason": "Marginal deviation from MA50, no clear improvement vs current holdings.",
"symbol": "IHG_CFD.UK"
},
{
"reason": "Marginal deviation from MA50, no clear improvement vs current holdings.",
"symbol": "JDW_CFD.UK"
},
{
"reason": "Marginal deviation from MA50, no clear improvement vs current holdings.",
"symbol": "OSB_CFD.UK"
},
{
"reason": "Marginal deviation from MA50, no clear improvement vs current holdings.",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "Marginal deviation from MA50, no clear improvement vs current holdings.",
"symbol": "RHIM_CFD.UK"
},
{
"reason": "Marginal deviation from MA50, no clear improvement vs current holdings.",
"symbol": "SYNT_CFD.UK"
},
{
"reason": "Marginal deviation from MA50, no clear improvement vs current holdings.",
"symbol": "TRN_CFD.UK"
},
{
"reason": "Marginal deviation from MA50, no clear improvement vs current holdings.",
"symbol": "UKW_CFD.UK"
},
{
"reason": "Marginal deviation from MA50, no clear improvement vs current holdings.",
"symbol": "UTG_CFD.UK"
},
{
"reason": "Marginal deviation from MA50, no clear improvement vs current holdings.",
"symbol": "WTB_CFD.UK"
}
],
"sell": [
{
"reason": "Large deviation from MA50 (-28.74%), high volatility, potential for mean reversion.",
"symbol": "AML_CFD.UK"
}
]
},
"portfolio_rationale": "The portfolio adjustments are made based on the mean-reversion strategy, focusing on symbols with significant deviations from their MA50. The sell action for AML_CFD.UK is due to its large deviation and high volatility, indicating a potential for mean reversion. The buy actions for HAIN_CFD.US and BTRW_CFD.UK are based on their significant and moderate deviations from MA50, respectively, suggesting potential for short-term mean reversion. All other positions are held as there is no clear improvement versus current holdings."
}Prompts & responses
#1490 • openrouter • deepseek/deepseek-chat • 2026-03-20T19:00:59.574197+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": "Significant deviation from MA50 (-33.20%), high volatility, potential for short-term mean reversion.",
"mean_reversion_score": 85
},
{
"symbol": "AML_CFD.UK",
"selection_reason": "Large deviation from MA50 (-28.74%), high volatility, potential for mean reversion.",
"mean_reversion_score": 80
},
{
"symbol": "BTRW_CFD.UK",
"selection_reason": "Moderate deviation from MA50 (-14.68%), moderate volatility, potential for mean reversion.",
"mean_reversion_score": 75
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Moderate deviation from MA50 (-3.04%), moderate volatility, potential for mean reversion.",
"mean_reversion_score": 70
},
{
"symbol": "BBY_CFD.UK",
"selection_reason": "Small deviation from MA50 (-1.63%), low volatility, potential for mean reversion.",
"mean_reversion_score": 65
}
],
"rejected_common_reasons": [
"Sector concentration: Avoided selecting more than one stock per sector.",
"Earnings proximity: Avoided stocks with earnings within 5 trading days (if known).",
"Binary/event-driven moves: Avoided stocks with highly binary/event-driven moves (if known)."
]
}#1491 • openrouter • deepseek/deepseek-chat • 2026-03-20T19:01:16.098127+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": 1.6220600162206003, "avg_price": 1849.5, "last_price": 1812.0, "unrealized_pnl": -60.82725060827251, "opened_at": "2026-03-10T10:41:24.306870+00:00"}, {"symbol": "ADJ_CFD.DE", "qty": 0.0, "avg_price": 0.184, "last_price": 0.2, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T21:00:47.737392+00:00"}, {"symbol": "ADS_CFD.DE", "qty": 21.873860736419978, "avg_price": 137.15, "last_price": 132.9, "unrealized_pnl": -92.96390812978491, "opened_at": "2026-03-04T10:26:53.527562+00:00"}, {"symbol": "AIR_CFD.DE", "qty": 0.0, "avg_price": 200.984, "last_price": 187.12, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "AMH_CFD.US", "qty": 0.0, "avg_price": 29.634999999999998, "last_price": 28.67, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "AML_CFD.UK", "qty": 75.1503006012024, "avg_price": 39.92, "last_price": 36.92, "unrealized_pnl": -225.45090180360722, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "ATG_CFD.UK", "qty": 10.135135135135135, "avg_price": 296.0, "last_price": 326.5, "unrealized_pnl": 309.1216216216216, "opened_at": "2026-02-16T21:00:47.737392+00:00"}, {"symbol": "BBY_CFD.UK", "qty": 4.129387474191328, "avg_price": 726.5, "last_price": 726.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-06T18:02:13.212382+00:00"}, {"symbol": "BIG_CFD.FR", "qty": 0.0, "avg_price": 0.453, "last_price": 0.296, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T17:33:48.338981+00:00"}, {"symbol": "BLND_CFD.UK", "qty": 8.237232289950576, "avg_price": 364.2, "last_price": 361.4, "unrealized_pnl": -23.064250411861707, "opened_at": "2026-03-10T10:41:24.306870+00:00"}, {"symbol": "BT_CFD.UK", "qty": 0.0, "avg_price": 204.0, "last_price": 203.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 10.252904989747094, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T18:49:26.891792+00:00"}, {"symbol": "BYW6_CFD.DE", "qty": 0.0, "avg_price": 3.005, "last_price": 2.94, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "CBG_CFD.UK", "qty": 0.0, "avg_price": 458.2, "last_price": 372.74, "unrealized_pnl": 0.0, "opened_at": "2026-03-08T18:08:31.007911+00:00"}, {"symbol": "CCC_CFD.UK", "qty": 0.0, "avg_price": 2978.0, "last_price": 2926.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "CCL_CFD.UK", "qty": 0.0, "avg_price": 1945.9999999999998, "last_price": 1849.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T10:31:26.559356+00:00"}, {"symbol": "CO_CFD.FR", "qty": 0.0, "avg_price": 0.171, "last_price": 0.165, "unrealized_pnl": 0.0, "opened_at": "2026-03-06T10:33:43.857578+00:00"}, {"symbol": "CRDA_CFD.UK", "qty": 0.0, "avg_price": 2911.0, "last_price": 2852.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T10:31:26.559356+00:00"}, {"symbol": "CRST_CFD.UK", "qty": 25.246149962130776, "avg_price": 118.83, "last_price": 118.83, "unrealized_pnl": 0.0, "opened_at": "2026-03-20T10:26:40.341409+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 0.0, "avg_price": 422.705, "last_price": 388.21500000000003, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "EMG_CFD.UK", "qty": 11.857707509881424, "avg_price": 252.99999999999997, "last_price": 253.0, "unrealized_pnl": 3.370163173565693e-13, "opened_at": "2026-03-15T18:15:23.812047+00:00"}, {"symbol": "ERA_CFD.FR", "qty": 63.29113924050633, "avg_price": 47.4, "last_price": 47.24, "unrealized_pnl": -10.126582278480797, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "ESNT_CFD.UK", "qty": 31.413612565445025, "avg_price": 95.5, "last_price": 95.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-20T10:26:40.341409+00:00"}, {"symbol": "EZJ_CFD.UK", "qty": 0.0, "avg_price": 474.05, "last_price": 437.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "FLO_CFD.US", "qty": 0.0, "avg_price": 9.875, "last_price": 9.245000000000001, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "FRVIA_CFD.FR", "qty": 0.0, "avg_price": 12.709, "last_price": 11.64, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 22.466300549176236, "avg_price": 400.6, "last_price": 414.2, "unrealized_pnl": 305.54168746879606, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "GRI_CFD.UK", "qty": 15.822784810126583, "avg_price": 189.6, "last_price": 189.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "HIK_CFD.UK", "qty": 0.0, "avg_price": 1408.0, "last_price": 1275.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "HMSO_CFD.UK", "qty": 8.600917431192661, "avg_price": 348.8, "last_price": 348.8, "unrealized_pnl": 0.0, "opened_at": "2026-03-16T10:12:30.296045+00:00"}, {"symbol": "IEP_CFD.BE", "qty": 582.5242718446601, "avg_price": 5.15, "last_price": 5.5, "unrealized_pnl": 203.88349514563083, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "IHG_CFD.UK", "qty": 23.21083172147002, "avg_price": 129.25, "last_price": 134.6, "unrealized_pnl": 124.17794970986446, "opened_at": "2026-03-07T10:14:47.113218+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": "KGF_CFD.UK", "qty": 0.0, "avg_price": 315.6, "last_price": 298.6, "unrealized_pnl": 0.0, "opened_at": "2026-03-15T18:15:23.812047+00:00"}, {"symbol": "LXS_CFD.DE", "qty": 0.0, "avg_price": 20.34, "last_price": 20.025, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "MCG_CFD.UK", "qty": 0.0, "avg_price": 25.72, "last_price": 23.88, "unrealized_pnl": 0.0, "opened_at": "2026-03-08T18:08:31.007911+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 0.0, "avg_price": 217.0, "last_price": 204.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "OSB_CFD.UK", "qty": 10.743061772605193, "avg_price": 558.5, "last_price": 544.0, "unrealized_pnl": -155.7743957027753, "opened_at": "2026-03-12T18:01:52.554929+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 59.24560595089197, "avg_price": 151.91000000000003, "last_price": 152.7, "unrealized_pnl": 46.804028701202505, "opened_at": "2026-03-05T10:27:11.178069+00:00"}, {"symbol": "RHIM_CFD.UK", "qty": 1.1764705882352942, "avg_price": 2550.0, "last_price": 2325.0, "unrealized_pnl": -264.70588235294116, "opened_at": "2026-03-10T18:24:41.570614+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 416.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "ROR_CFD.UK", "qty": 0.0, "avg_price": 315.64, "last_price": 309.4, "unrealized_pnl": 0.0, "opened_at": "2026-03-16T10:12:30.296045+00:00"}, {"symbol": "SAFE_CFD.UK", "qty": 0.0, "avg_price": 708.0, "last_price": 643.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-10T18:24:41.570614+00:00"}, {"symbol": "SYNT_CFD.UK", "qty": 326.0869565217392, "avg_price": 18.4, "last_price": 27.2, "unrealized_pnl": 2869.565217391305, "opened_at": "2026-03-03T18:03:34.247734+00:00"}, {"symbol": "TRN_CFD.UK", "qty": 81.30081300813009, "avg_price": 184.5, "last_price": 211.4, "unrealized_pnl": 2186.9918699187, "opened_at": "2026-03-03T18:03:34.247734+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 97.45533297238767, "avg_price": 92.35, "last_price": 101.7, "unrealized_pnl": 911.2073632918255, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "UTG_CFD.UK", "qty": 11.881188118811881, "avg_price": 505.0, "last_price": 505.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"symbol": "VTY_CFD.UK", "qty": 0.0, "avg_price": 427.6, "last_price": 406.1, "unrealized_pnl": -150.84190832553787, "opened_at": "2026-03-11T10:11:17.665074+00:00"}, {"symbol": "WIX_CFD.UK", "qty": 0.0, "avg_price": 224.5, "last_price": 220.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-09T10:19:46.508085+00:00"}, {"symbol": "WIZZ_CFD.UK", "qty": 0.0, "avg_price": 1299.0, "last_price": 1080.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "WKP_CFD.UK", "qty": 7.2727272727272725, "avg_price": 412.5, "last_price": 412.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "WPP_CFD.UK", "qty": 0.0, "avg_price": 263.4, "last_price": 240.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"symbol": "WTB_CFD.UK", "qty": 5.11727078891258, "avg_price": 2345.0, "last_price": 2308.0, "unrealized_pnl": -189.33901918976545, "opened_at": "2026-03-13T18:17:31.188931+00:00"}], "candidates": [{"symbol": "HAIN_CFD.US", "mean_reversion_score": 85, "selection_reason": "Significant deviation from MA50 (-33.20%), high volatility, potential for short-term mean reversion."}, {"symbol": "AML_CFD.UK", "mean_reversion_score": 80, "selection_reason": "Large deviation from MA50 (-28.74%), high volatility, potential for mean reversion."}, {"symbol": "BTRW_CFD.UK", "mean_reversion_score": 75, "selection_reason": "Moderate deviation from MA50 (-14.68%), moderate volatility, potential for mean reversion."}, {"symbol": "BYIT_CFD.UK", "mean_reversion_score": 70, "selection_reason": "Moderate deviation from MA50 (-3.04%), moderate volatility, potential for mean reversion."}, {"symbol": "BBY_CFD.UK", "mean_reversion_score": 65, "selection_reason": "Small deviation from MA50 (-1.63%), low volatility, potential for mean reversion."}], "output_schema": {"actions": {"sell": [{"symbol": "string", "reason": "string"}], "hold": [{"symbol": "string", "reason": "string"}], "buy": [{"symbol": "string", "position_size": "number (currency amount)", "reason": "string"}]}, "portfolio_rationale": "string"}}Output JSON
{
"actions": {
"buy": [
{
"reason": "Significant deviation from MA50 (-33.20%), high volatility, potential for short-term mean reversion.",
"symbol": "HAIN_CFD.US",
"position_size": 3000
},
{
"reason": "Moderate deviation from MA50 (-14.68%), moderate volatility, potential for mean reversion.",
"symbol": "BTRW_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Marginal deviation from MA50, no clear improvement vs current holdings.",
"symbol": "ABF_CFD.UK"
},
{
"reason": "Marginal deviation from MA50, no clear improvement vs current holdings.",
"symbol": "ADS_CFD.DE"
},
{
"reason": "Marginal deviation from MA50, no clear improvement vs current holdings.",
"symbol": "ATG_CFD.UK"
},
{
"reason": "Small deviation from MA50 (-1.63%), low volatility, potential for mean reversion.",
"symbol": "BBY_CFD.UK"
},
{
"reason": "Marginal deviation from MA50, no clear improvement vs current holdings.",
"symbol": "BLND_CFD.UK"
},
{
"reason": "Moderate deviation from MA50 (-3.04%), moderate volatility, potential for mean reversion.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Marginal deviation from MA50, no clear improvement vs current holdings.",
"symbol": "CRST_CFD.UK"
},
{
"reason": "Marginal deviation from MA50, no clear improvement vs current holdings.",
"symbol": "EMG_CFD.UK"
},
{
"reason": "Marginal deviation from MA50, no clear improvement vs current holdings.",
"symbol": "ERA_CFD.FR"
},
{
"reason": "Marginal deviation from MA50, no clear improvement vs current holdings.",
"symbol": "ESNT_CFD.UK"
},
{
"reason": "Marginal deviation from MA50, no clear improvement vs current holdings.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "Marginal deviation from MA50, no clear improvement vs current holdings.",
"symbol": "GRI_CFD.UK"
},
{
"reason": "Marginal deviation from MA50, no clear improvement vs current holdings.",
"symbol": "HMSO_CFD.UK"
},
{
"reason": "Marginal deviation from MA50, no clear improvement vs current holdings.",
"symbol": "IEP_CFD.BE"
},
{
"reason": "Marginal deviation from MA50, no clear improvement vs current holdings.",
"symbol": "IHG_CFD.UK"
},
{
"reason": "Marginal deviation from MA50, no clear improvement vs current holdings.",
"symbol": "JDW_CFD.UK"
},
{
"reason": "Marginal deviation from MA50, no clear improvement vs current holdings.",
"symbol": "OSB_CFD.UK"
},
{
"reason": "Marginal deviation from MA50, no clear improvement vs current holdings.",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "Marginal deviation from MA50, no clear improvement vs current holdings.",
"symbol": "RHIM_CFD.UK"
},
{
"reason": "Marginal deviation from MA50, no clear improvement vs current holdings.",
"symbol": "SYNT_CFD.UK"
},
{
"reason": "Marginal deviation from MA50, no clear improvement vs current holdings.",
"symbol": "TRN_CFD.UK"
},
{
"reason": "Marginal deviation from MA50, no clear improvement vs current holdings.",
"symbol": "UKW_CFD.UK"
},
{
"reason": "Marginal deviation from MA50, no clear improvement vs current holdings.",
"symbol": "UTG_CFD.UK"
},
{
"reason": "Marginal deviation from MA50, no clear improvement vs current holdings.",
"symbol": "WTB_CFD.UK"
}
],
"sell": [
{
"reason": "Large deviation from MA50 (-28.74%), high volatility, potential for mean reversion.",
"symbol": "AML_CFD.UK"
}
]
},
"portfolio_rationale": "The portfolio adjustments are made based on the mean-reversion strategy, focusing on symbols with significant deviations from their MA50. The sell action for AML_CFD.UK is due to its large deviation and high volatility, indicating a potential for mean reversion. The buy actions for HAIN_CFD.US and BTRW_CFD.UK are based on their significant and moderate deviations from MA50, respectively, suggesting potential for short-term mean reversion. All other positions are held as there is no clear improvement versus current holdings."
}Selection logs
#742 • stage1 • 2026-03-20T19:01:16.095650+00:00
{
"selected_stocks": [
{
"symbol": "HAIN_CFD.US",
"selection_reason": "Significant deviation from MA50 (-33.20%), high volatility, potential for short-term mean reversion.",
"mean_reversion_score": 85
},
{
"symbol": "AML_CFD.UK",
"selection_reason": "Large deviation from MA50 (-28.74%), high volatility, potential for mean reversion.",
"mean_reversion_score": 80
},
{
"symbol": "BTRW_CFD.UK",
"selection_reason": "Moderate deviation from MA50 (-14.68%), moderate volatility, potential for mean reversion.",
"mean_reversion_score": 75
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Moderate deviation from MA50 (-3.04%), moderate volatility, potential for mean reversion.",
"mean_reversion_score": 70
},
{
"symbol": "BBY_CFD.UK",
"selection_reason": "Small deviation from MA50 (-1.63%), low volatility, potential for mean reversion.",
"mean_reversion_score": 65
}
],
"rejected_common_reasons": [
"Sector concentration: Avoided selecting more than one stock per sector.",
"Earnings proximity: Avoided stocks with earnings within 5 trading days (if known).",
"Binary/event-driven moves: Avoided stocks with highly binary/event-driven moves (if known)."
]
}