Arena run #793
meanrev-v1 • deepseek • deepseek/deepseek-chat • US • success
Run status
as_of: 2026-03-22T18:18:31.438015+00:00
started_at: 2026-03-22T19:34:47.895319+00:00
finished_at: 2026-03-22T19:35:27.111318+00:00
duration_ms: 39214
Inputs
{
"as_of": "2026-03-22T18:18:31.438015+00:00",
"dry_run": false,
"selected": [
{
"symbol": "PAG_CFD.UK",
"selection_reason": "Negative 1-day change and close to MA50, indicating potential mean reversion.",
"mean_reversion_score": 75
},
{
"symbol": "CBG_CFD.UK",
"selection_reason": "Significant negative 1-day change and below MA200, suggesting strong mean reversion potential.",
"mean_reversion_score": 80
},
{
"symbol": "IWG_CFD.UK",
"selection_reason": "Large negative 1-day change and below MA50, indicating potential mean reversion.",
"mean_reversion_score": 70
},
{
"symbol": "KGF_CFD.UK",
"selection_reason": "Negative 1-day change and below MA50, suggesting mean reversion opportunity.",
"mean_reversion_score": 65
},
{
"symbol": "OSB_CFD.UK",
"selection_reason": "Negative 1-day change and below MA50, indicating potential mean reversion.",
"mean_reversion_score": 72
}
],
"simulate_only": false,
"strict_replay": false,
"universe_symbols": [
"SPX_CFD.UK",
"ESNT_CFD.UK",
"JDW_CFD.UK",
"PAG_CFD.UK",
"INVP_CFD.UK",
"CBG_CFD.UK",
"SVT_CFD.UK",
"MCG_CFD.UK",
"IWG_CFD.UK",
"TPK_CFD.UK",
"SYNT_CFD.UK",
"EMG_CFD.UK",
"ABDN_CFD.UK",
"OCDO_CFD.UK",
"HWDN_CFD.UK",
"LRE_CFD.UK",
"IMI_CFD.UK",
"STJ_CFD.UK",
"LIO_CFD.UK",
"OPTU_CFD.US",
"SMIN_CFD.UK",
"BBY_CFD.UK",
"MKS_CFD.UK",
"KGF_CFD.UK",
"SSE_CFD.UK",
"HAIN_CFD.US",
"DOM_CFD.UK",
"IPR_CFD.PT",
"TTK_CFD.DE",
"IPO_CFD.UK",
"CO_CFD.FR",
"BME_CFD.UK",
"HPP_CFD.US",
"GROW_CFD.UK",
"BTRW_CFD.UK",
"BYIT_CFD.UK",
"OSB_CFD.UK",
"EXM_CFD.BE",
"AAF_CFD.UK",
"NXST_CFD.US",
"AAL_CFD.UK",
"FUTR_CFD.UK",
"CMBT_CFD.BE",
"III_CFD.UK",
"NRG_CFD.US",
"INF_CFD.UK",
"SOI_CFD.FR",
"EXPN_CFD.UK"
]
}Outputs
{
"actions": {
"buy": [
{
"reason": "Significant negative 1-day change and below MA200, suggesting strong mean reversion potential",
"symbol": "CBG_CFD.UK",
"position_size": 3000
},
{
"reason": "Negative 1-day change and below MA50, indicating potential mean reversion",
"symbol": "OSB_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Marginal unrealized loss, no clear improvement",
"symbol": "ABF_CFD.UK"
},
{
"reason": "Marginal unrealized loss, no clear improvement",
"symbol": "ADS_CFD.DE"
},
{
"reason": "Positive unrealized PNL, no clear improvement",
"symbol": "ATG_CFD.UK"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "BBY_CFD.UK"
},
{
"reason": "Marginal unrealized loss, no clear improvement",
"symbol": "BLND_CFD.UK"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "BTRW_CFD.UK"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "CRST_CFD.UK"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "EMG_CFD.UK"
},
{
"reason": "Marginal unrealized loss, no clear improvement",
"symbol": "ERA_CFD.FR"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "ESNT_CFD.UK"
},
{
"reason": "Positive unrealized PNL, no clear improvement",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "GRI_CFD.UK"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "HMSO_CFD.UK"
},
{
"reason": "Positive unrealized PNL, no clear improvement",
"symbol": "IEP_CFD.BE"
},
{
"reason": "Positive unrealized PNL, no clear improvement",
"symbol": "IHG_CFD.UK"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "JDW_CFD.UK"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "MSLH_CFD.UK"
},
{
"reason": "Marginal unrealized loss, no clear improvement",
"symbol": "OSB_CFD.UK"
},
{
"reason": "Marginal unrealized PNL, no clear improvement",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "PSN_CFD.UK"
},
{
"reason": "Positive unrealized PNL, no clear improvement",
"symbol": "SYNT_CFD.UK"
},
{
"reason": "Positive unrealized PNL, no clear improvement",
"symbol": "TRN_CFD.UK"
},
{
"reason": "Positive unrealized PNL, no clear improvement",
"symbol": "UKW_CFD.UK"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "UTG_CFD.UK"
},
{
"reason": "Marginal unrealized loss, no clear improvement",
"symbol": "WTB_CFD.UK"
}
],
"sell": []
},
"portfolio_rationale": "The portfolio has been reviewed based on the mean-reversion strategy. Marginal changes in current holdings suggest holding existing positions. Two new positions have been added based on strong mean-reversion signals: CBG_CFD.UK and OSB_CFD.UK. The strategy adheres to the constraints of avoiding overtrading and maintaining a fixed position size."
}Prompts & responses
#1560 • openrouter • deepseek/deepseek-chat • 2026-03-22T19:34:47.936053+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": "SPX_CFD.UK", "name": "SPIRAX-SARCO ENGINEERING PLC", "sector": "", "last_price": 7608.71, "change_1d_pct": 10.91413994169097, "distance_from_ma200_pct": 15.905097055024719, "distance_from_ma50_pct": 8.459177525660632, "volatility_20d_pct": 84.71063298478786, "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": "PAG_CFD.UK", "name": "PARAGON BANKING GROUP PLC", "sector": "", "last_price": 852.5, "change_1d_pct": -3.399433427762044, "distance_from_ma200_pct": -1.3404962254783492, "distance_from_ma50_pct": 0.699141440891915, "volatility_20d_pct": 71.52779356208148, "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": "INVESTEC PLC", "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": "SVT_CFD.UK", "name": "SEVERN TRENT PLC", "sector": "", "last_price": 3199.0, "change_1d_pct": 11.65794066317627, "distance_from_ma200_pct": 18.3531603549544, "distance_from_ma50_pct": 10.61991274616647, "volatility_20d_pct": 78.40757769219009, "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": "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": "TPK_CFD.UK", "name": "TRAVIS PERKINS PLC", "sector": "", "last_price": 601.57, "change_1d_pct": -1.21029986533977, "distance_from_ma200_pct": 0.5267641208837714, "distance_from_ma50_pct": -4.983077425595306, "volatility_20d_pct": 108.19399806448348, "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": "SYNT_CFD.UK", "name": "SYNTHOMER PLC", "sector": "", "last_price": 29.05, "change_1d_pct": 54.850746268656714, "distance_from_ma200_pct": -60.840559744095415, "distance_from_ma50_pct": -40.45886640240379, "volatility_20d_pct": 547.5939414040645, "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": "OCDO_CFD.UK", "name": "OCADO GROUP PLC", "sector": "", "last_price": 217.0, "change_1d_pct": -21.148255813953487, "distance_from_ma200_pct": -15.81606625159202, "distance_from_ma50_pct": -5.48311196636071, "volatility_20d_pct": 241.3119670937803, "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": "HOWDEN JOINERY GROUP PLC", "sector": "", "last_price": 843.0, "change_1d_pct": -2.686229466563539, "distance_from_ma200_pct": 2.9144756901175572, "distance_from_ma50_pct": 0.6796292983215046, "volatility_20d_pct": 44.16384759940265, "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": "LRE_CFD.UK", "name": "LANCASHIRE HOLDINGS LTD", "sector": "", "last_price": 611.0, "change_1d_pct": -7.424242424242422, "distance_from_ma200_pct": 0.4068944205071867, "distance_from_ma50_pct": -6.396619125545266, "volatility_20d_pct": 86.32350801127552, "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": 2676.0, "change_1d_pct": 1.5945330296127658, "distance_from_ma200_pct": 20.655603593859716, "distance_from_ma50_pct": 2.743599661176499, "volatility_20d_pct": 90.40898907393799, "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": "STJ_CFD.UK", "name": "ST JAMES'S PLACE PLC", "sector": "", "last_price": 1280.0, "change_1d_pct": -14.836992681304062, "distance_from_ma200_pct": 4.633703562254432, "distance_from_ma50_pct": -6.669417974449299, "volatility_20d_pct": 125.87476157380789, "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": "OPTU_CFD.US", "name": "Optimum Communications Inc.", "sector": "", "last_price": 1.3, "change_1d_pct": -9.090909090909083, "distance_from_ma200_pct": -36.95288440553844, "distance_from_ma50_pct": -18.709354677338663, "volatility_20d_pct": 127.6568567850477, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "SMIN_CFD.UK", "name": "SMITHS GROUP PLC", "sector": "", "last_price": 2544.0, "change_1d_pct": 1.4333845019038671, "distance_from_ma200_pct": 14.948150770494873, "distance_from_ma50_pct": 4.167383226889343, "volatility_20d_pct": 72.718462979927, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "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": "KGF_CFD.UK", "name": "KINGFISHER PLC", "sector": "", "last_price": 309.6, "change_1d_pct": -14.143094841930115, "distance_from_ma200_pct": 5.598205649094723, "distance_from_ma50_pct": -4.786156349988369, "volatility_20d_pct": 104.60870893174696, "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": "SSE_CFD.UK", "name": "SSE PLC", "sector": "", "last_price": 2684.0, "change_1d_pct": 0.18663680477790656, "distance_from_ma200_pct": 31.063227728388853, "distance_from_ma50_pct": 6.809869359272902, "volatility_20d_pct": 73.61489335463473, "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": 0.62, "change_1d_pct": -8.823529411764708, "distance_from_ma200_pct": -54.170824555567876, "distance_from_ma50_pct": -35.06493506493508, "volatility_20d_pct": 139.0890190428703, "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": 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"distance_from_ma200_pct": -48.557267159404795, "distance_from_ma50_pct": -30.072420752700946, "volatility_20d_pct": 94.03255073698537, "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": "CO_CFD.FR", "name": "Casino Guichard Perrachon", "sector": "", "last_price": 0.173, "change_1d_pct": 0.0, "distance_from_ma200_pct": -52.95589275031273, "distance_from_ma50_pct": -21.691109904037653, "volatility_20d_pct": 159.59390138580153, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "BME_CFD.UK", "name": "B&M EUROPEAN VALUE RETAIL SA", "sector": "", "last_price": 180.0, "change_1d_pct": -0.5799502899751507, "distance_from_ma200_pct": -17.510144533683704, "distance_from_ma50_pct": 3.6906975618860693, "volatility_20d_pct": 107.67302074828436, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "HPP_CFD.US", "name": "HUDSON PACIFIC PROPERTIES IN", "sector": "", "last_price": 5.8100000000000005, "change_1d_pct": -6.441223832528175, "distance_from_ma200_pct": -60.13899894687372, "distance_from_ma50_pct": -24.445369190356047, "volatility_20d_pct": 186.94316081293476, "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": "GROW_CFD.UK", "name": "MOLTEN VENTURES PLC", "sector": "", "last_price": 465.0, "change_1d_pct": 1.572739187418093, "distance_from_ma200_pct": 22.569628774815076, "distance_from_ma50_pct": -4.275686024250158, "volatility_20d_pct": 115.72658030340939, "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": 265.2, "change_1d_pct": -31.098986749805146, "distance_from_ma200_pct": -32.44281138781876, "distance_from_ma50_pct": -28.408415412599155, "volatility_20d_pct": 129.1852363778451, "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": "OSB_CFD.UK", "name": "OSB GROUP PLC", "sector": "", "last_price": 558.5, "change_1d_pct": -10.568454763811053, "distance_from_ma200_pct": 3.9920567571329224, "distance_from_ma50_pct": -6.032210509384505, "volatility_20d_pct": 85.69536040288594, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "EXM_CFD.BE", "name": "EXMAR NV", "sector": "", "last_price": 10.16, "change_1d_pct": 1.8036072144288484, "distance_from_ma200_pct": -7.441865337935116, "distance_from_ma50_pct": 0.5021148968666234, "volatility_20d_pct": 117.76491535356226, "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": 358.8, "change_1d_pct": 8.137432188065109, "distance_from_ma200_pct": 32.952065740868704, "distance_from_ma50_pct": 2.969883318017952, "volatility_20d_pct": 110.00587025546741, "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": "NXST_CFD.US", "name": "", "sector": "", "last_price": 231.93, "change_1d_pct": -3.281901584653879, "distance_from_ma200_pct": 15.160688958144085, "distance_from_ma50_pct": 1.9676014466183611, "volatility_20d_pct": 70.08244923574242, "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": 2968.0, "change_1d_pct": -4.504504504504503, "distance_from_ma200_pct": 7.322966373523343, "distance_from_ma50_pct": -12.998590917205332, "volatility_20d_pct": 96.77410523457415, "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": "FUTR_CFD.UK", "name": "FUTURE PLC", "sector": "", "last_price": 414.2, "change_1d_pct": 3.3949076385421773, "distance_from_ma200_pct": -39.06661738447647, "distance_from_ma50_pct": -25.9812840942679, "volatility_20d_pct": 5563.010447162194, "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"}, {"symbol": "III_CFD.UK", "name": "3I GROUP PLC", "sector": "", "last_price": 2800.0, "change_1d_pct": -6.35451505016722, "distance_from_ma200_pct": -24.977669469349117, "distance_from_ma50_pct": -12.581042836974943, "volatility_20d_pct": 114.0404105556969, "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": "NRG_CFD.US", "name": "NRG ENERGY INC", "sector": "", "last_price": 148.86, "change_1d_pct": -3.092246598528736, "distance_from_ma200_pct": -6.679359343708757, "distance_from_ma50_pct": -6.135672606068699, "volatility_20d_pct": 101.60750795729197, "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": "INF_CFD.UK", "name": "INFORMA PLC", "sector": "", "last_price": 756.4, "change_1d_pct": -14.492425955234012, "distance_from_ma200_pct": -10.927806304012677, "distance_from_ma50_pct": -13.84600805409979, "volatility_20d_pct": 89.53684626030801, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "SOI_CFD.FR", "name": "SOITEC", "sector": "", "last_price": 52.48, "change_1d_pct": -17.09320695102686, "distance_from_ma200_pct": 41.49545707373483, "distance_from_ma50_pct": 39.11265845668712, "volatility_20d_pct": 158.6247083028803, "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": "EXPN_CFD.UK", "name": "EXPERIAN PLC", "sector": "", "last_price": 2754.0, "change_1d_pct": 9.199048374306095, "distance_from_ma200_pct": -21.2028857311516, "distance_from_ma50_pct": -3.3650303519421776, "volatility_20d_pct": 112.0169297118067, "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": "PAG_CFD.UK",
"selection_reason": "Negative 1-day change and close to MA50, indicating potential mean reversion.",
"mean_reversion_score": 75
},
{
"symbol": "CBG_CFD.UK",
"selection_reason": "Significant negative 1-day change and below MA200, suggesting strong mean reversion potential.",
"mean_reversion_score": 80
},
{
"symbol": "IWG_CFD.UK",
"selection_reason": "Large negative 1-day change and below MA50, indicating potential mean reversion.",
"mean_reversion_score": 70
},
{
"symbol": "KGF_CFD.UK",
"selection_reason": "Negative 1-day change and below MA50, suggesting mean reversion opportunity.",
"mean_reversion_score": 65
},
{
"symbol": "OSB_CFD.UK",
"selection_reason": "Negative 1-day change and below MA50, indicating potential mean reversion.",
"mean_reversion_score": 72
}
],
"rejected_common_reasons": [
"High volatility",
"Positive 1-day change",
"Above MA200",
"Unknown sector concentration",
"Unknown earnings date"
]
}#1561 • openrouter • deepseek/deepseek-chat • 2026-03-22T19:34:59.943894+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": 0.0, "avg_price": 39.92, "last_price": 36.92, "unrealized_pnl": 0.0, "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": "BTRW_CFD.UK", "qty": 11.63241566498643, "avg_price": 257.9, "last_price": 257.9, "unrealized_pnl": 0.0, "opened_at": "2026-03-20T18:25:08.105367+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": 50.49229992426155, "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": "HAIN_CFD.US", "qty": 0.0, "avg_price": 0.7051, "last_price": 0.6, "unrealized_pnl": 0.0, "opened_at": "2026-03-20T18:25:08.105367+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": "MSLH_CFD.UK", "qty": 21.30681818181818, "avg_price": 140.8, "last_price": 140.8, "unrealized_pnl": 0.0, "opened_at": "2026-03-21T17:59:11.913241+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": "PSN_CFD.UK", "qty": 2.6954177897574123, "avg_price": 1113.0, "last_price": 1113.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-21T17:59:11.913241+00:00"}, {"symbol": "RHIM_CFD.UK", "qty": 0.0, "avg_price": 2550.0, "last_price": 2325.0, "unrealized_pnl": 0.0, "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": 17.821782178217823, "avg_price": 504.99999999999994, "last_price": 505.0, "unrealized_pnl": 1.0130510292025192e-12, "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": "PAG_CFD.UK", "mean_reversion_score": 75, "selection_reason": "Negative 1-day change and close to MA50, indicating potential mean reversion."}, {"symbol": "CBG_CFD.UK", "mean_reversion_score": 80, "selection_reason": "Significant negative 1-day change and below MA200, suggesting strong mean reversion potential."}, {"symbol": "IWG_CFD.UK", "mean_reversion_score": 70, "selection_reason": "Large negative 1-day change and below MA50, indicating potential mean reversion."}, {"symbol": "KGF_CFD.UK", "mean_reversion_score": 65, "selection_reason": "Negative 1-day change and below MA50, suggesting mean reversion opportunity."}, {"symbol": "OSB_CFD.UK", "mean_reversion_score": 72, "selection_reason": "Negative 1-day change and below MA50, indicating potential 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 negative 1-day change and below MA200, suggesting strong mean reversion potential",
"symbol": "CBG_CFD.UK",
"position_size": 3000
},
{
"reason": "Negative 1-day change and below MA50, indicating potential mean reversion",
"symbol": "OSB_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Marginal unrealized loss, no clear improvement",
"symbol": "ABF_CFD.UK"
},
{
"reason": "Marginal unrealized loss, no clear improvement",
"symbol": "ADS_CFD.DE"
},
{
"reason": "Positive unrealized PNL, no clear improvement",
"symbol": "ATG_CFD.UK"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "BBY_CFD.UK"
},
{
"reason": "Marginal unrealized loss, no clear improvement",
"symbol": "BLND_CFD.UK"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "BTRW_CFD.UK"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "CRST_CFD.UK"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "EMG_CFD.UK"
},
{
"reason": "Marginal unrealized loss, no clear improvement",
"symbol": "ERA_CFD.FR"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "ESNT_CFD.UK"
},
{
"reason": "Positive unrealized PNL, no clear improvement",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "GRI_CFD.UK"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "HMSO_CFD.UK"
},
{
"reason": "Positive unrealized PNL, no clear improvement",
"symbol": "IEP_CFD.BE"
},
{
"reason": "Positive unrealized PNL, no clear improvement",
"symbol": "IHG_CFD.UK"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "JDW_CFD.UK"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "MSLH_CFD.UK"
},
{
"reason": "Marginal unrealized loss, no clear improvement",
"symbol": "OSB_CFD.UK"
},
{
"reason": "Marginal unrealized PNL, no clear improvement",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "PSN_CFD.UK"
},
{
"reason": "Positive unrealized PNL, no clear improvement",
"symbol": "SYNT_CFD.UK"
},
{
"reason": "Positive unrealized PNL, no clear improvement",
"symbol": "TRN_CFD.UK"
},
{
"reason": "Positive unrealized PNL, no clear improvement",
"symbol": "UKW_CFD.UK"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "UTG_CFD.UK"
},
{
"reason": "Marginal unrealized loss, no clear improvement",
"symbol": "WTB_CFD.UK"
}
],
"sell": []
},
"portfolio_rationale": "The portfolio has been reviewed based on the mean-reversion strategy. Marginal changes in current holdings suggest holding existing positions. Two new positions have been added based on strong mean-reversion signals: CBG_CFD.UK and OSB_CFD.UK. The strategy adheres to the constraints of avoiding overtrading and maintaining a fixed position size."
}Selection logs
#772 • stage1 • 2026-03-22T19:34:59.941329+00:00
{
"selected_stocks": [
{
"symbol": "PAG_CFD.UK",
"selection_reason": "Negative 1-day change and close to MA50, indicating potential mean reversion.",
"mean_reversion_score": 75
},
{
"symbol": "CBG_CFD.UK",
"selection_reason": "Significant negative 1-day change and below MA200, suggesting strong mean reversion potential.",
"mean_reversion_score": 80
},
{
"symbol": "IWG_CFD.UK",
"selection_reason": "Large negative 1-day change and below MA50, indicating potential mean reversion.",
"mean_reversion_score": 70
},
{
"symbol": "KGF_CFD.UK",
"selection_reason": "Negative 1-day change and below MA50, suggesting mean reversion opportunity.",
"mean_reversion_score": 65
},
{
"symbol": "OSB_CFD.UK",
"selection_reason": "Negative 1-day change and below MA50, indicating potential mean reversion.",
"mean_reversion_score": 72
}
],
"rejected_common_reasons": [
"High volatility",
"Positive 1-day change",
"Above MA200",
"Unknown sector concentration",
"Unknown earnings date"
]
}