Arena run #809
meanrev-v1 • minimax • minimax/minimax-m2.1 • US • success
Run status
as_of: 2026-03-23T18:04:09.108429+00:00
started_at: 2026-03-23T18:09:25.319117+00:00
finished_at: 2026-03-23T18:09:57.546311+00:00
duration_ms: 32226
Inputs
{
"as_of": "2026-03-23T18:04:09.108429+00:00",
"dry_run": false,
"selected": [
{
"symbol": "BTRW_CFD.UK",
"selection_reason": "Extreme oversold: -33.5% daily drop, -29.9% below ma50, -34.1% below ma200; highest volatility-adjusted mean reversion potential in universe",
"mean_reversion_score": 95
},
{
"symbol": "CBG_CFD.UK",
"selection_reason": "Severe oversold: -26.6% daily drop, -22.1% below ma50, -13.4% below ma200; high volatility (169%) supports mean reversion range",
"mean_reversion_score": 92
},
{
"symbol": "IWG_CFD.UK",
"selection_reason": "Strong oversold: -24.1% daily drop, -17.0% below ma50, -11.8% below ma200; significant distance from both MAs",
"mean_reversion_score": 88
},
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "Sharp oversold: -21.1% daily drop, -5.5% below ma50, -15.8% below ma200; elevated volatility (241%) creates reversion opportunity",
"mean_reversion_score": 85
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "Deep oversold: -20.8% daily drop, -24.3% below ma50, -37.7% below ma200; extreme ma200 distance indicates mean reversion setup",
"mean_reversion_score": 82
}
],
"simulate_only": false,
"strict_replay": false,
"universe_symbols": [
"CRST_CFD.UK",
"MSLH_CFD.UK",
"SPX_CFD.UK",
"ESNT_CFD.UK",
"JDW_CFD.UK",
"PAG_CFD.UK",
"INVP_CFD.UK",
"SAFE_CFD.UK",
"CBG_CFD.UK",
"DLN_CFD.UK",
"BT_CFD.UK",
"IWG_CFD.UK",
"MKS_CFD.UK",
"EMG_CFD.UK",
"MNG_CFD.UK",
"OCDO_CFD.UK",
"HWDN_CFD.UK",
"SBRY_CFD.UK",
"IMI_CFD.UK",
"DCC_CFD.UK",
"DOCS_CFD.UK",
"ABDN_CFD.UK",
"OPTU_CFD.US",
"SMIN_CFD.UK",
"BBY_CFD.UK",
"NAE_CFD.FR",
"KGF_CFD.UK",
"ABF_CFD.UK",
"HLMA_CFD.UK",
"DOM_CFD.UK",
"LAND_CFD.UK",
"IPO_CFD.UK",
"BTRW_CFD.UK",
"GROW_CFD.UK",
"BYIT_CFD.UK",
"OSB_CFD.UK",
"EXPN_CFD.UK",
"MNDI_CFD.UK",
"FUTR_CFD.UK",
"NSI_CFD.NL",
"INF_CFD.UK",
"ATG_CFD.UK",
"HMSO_CFD.UK",
"NXT_CFD.UK",
"EXE_CFD.FR",
"ACKB_CFD.BE",
"IPR_CFD.PT",
"SGRO_CFD.UK"
]
}Outputs
{
"actions": {
"buy": [
{
"reason": "Highest mean reversion score (95): -33.5% daily drop, -29.9% below ma50, -34.1% below ma200; extreme oversold with highest volatility-adjusted reversion potential in universe. Replace liquidated GO position.",
"symbol": "BTRW_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Position at avg; no clear mean reversion signal - maintain for now",
"symbol": "AUTO_CFD.UK"
},
{
"reason": "Position at avg; no clear mean reversion signal - maintain for now",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "High mean reversion score (92) but already held; avoid overconcentration",
"symbol": "CBG_CFD.UK"
},
{
"reason": "Position at avg; no clear mean reversion signal - maintain for now",
"symbol": "CRST_CFD.UK"
},
{
"reason": "Mean reversion candidate (82) but already held at max allocation",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "Position at avg; no clear mean reversion signal - maintain for now",
"symbol": "LMP_CFD.UK"
},
{
"reason": "Mean reversion candidate (85) already held; maintain position",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "Position at avg; no clear mean reversion signal - maintain for now",
"symbol": "SYNT_CFD.UK"
},
{
"reason": "Position at avg; no clear mean reversion signal - maintain for now",
"symbol": "UTG_CFD.UK"
}
],
"sell": [
{
"reason": "Largest unrealized loss (-$87.29), -2.9% price decline from avg_price; liquidate to free capital for higher conviction mean reversion candidate",
"symbol": "GO_CFD.US"
}
]
},
"portfolio_rationale": "Portfolio at max positions (9). Liquidating GO_CFD.US (largest unrealized loss, -$87.29) frees capital for highest-conviction mean reversion buy. BTRW_CFD.UK has highest mean reversion score (95) with extreme oversold conditions (-33.5% daily drop, significant distance from both MAs). Hold existing mean reversion positions (CBG 92, OCDO 85, FUTR 82) as they already capture mean reversion opportunities. No additional sells needed - max 1 buy, 1 sell per rules. Staying within max 10 positions and $3000 fixed position size."
}Prompts & responses
#1592 • openrouter • minimax/minimax-m2.1 • 2026-03-23T18:09:25.361450+00:00
System prompt
You are an Arena strategy executor. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices, fundamentals, earnings dates, or sentiment. If a field is null/empty, treat it as unknown. You are a constrained selector (no narrative).
User prompt
{"task": "stage1_universe_scan", "region": "US", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "selection_rules": {"horizon": "2-10 trading days", "target": "short-term mean reversion in liquid equities", "constraints": ["Select exactly 5 candidates", "Avoid earnings within 5 trading days (if known)", "Avoid highly binary/event-driven moves (if known)", "Avoid sector concentration: max 1 per sector unless clearly justified (sector may be unknown)"]}, "universe": [{"symbol": "CRST_CFD.UK", "name": "CREST NICHOLSON HOLDINGS", "sector": "", "last_price": 167.8, "change_1d_pct": 24.85119047619049, "distance_from_ma200_pct": 1.2720261375977815, "distance_from_ma50_pct": 17.82963155418549, "volatility_20d_pct": 158.46878099582966, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "MSLH_CFD.UK", "name": "MARSHALLS PLC", "sector": "", "last_price": 179.0, "change_1d_pct": 2.052451539338662, "distance_from_ma200_pct": -18.41965657865713, "distance_from_ma50_pct": 4.539832012082234, "volatility_20d_pct": 102.90810964969117, "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": "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": "SAFE_CFD.UK", "name": "SAFESTORE HOLDINGS PLC", "sector": "", "last_price": 708.0, "change_1d_pct": 0.14144271570013522, "distance_from_ma200_pct": 7.079918522466522, "distance_from_ma50_pct": -2.535991476029087, "volatility_20d_pct": 107.99712610776675, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "CBG_CFD.UK", "name": "CLOSE BROTHERS GROUP PLC", "sector": "", "last_price": 372.74, "change_1d_pct": -26.625984251968504, "distance_from_ma200_pct": -13.365429078084645, "distance_from_ma50_pct": -22.129222788055436, "volatility_20d_pct": 169.0552301316783, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "DLN_CFD.UK", "name": "DERWENT LONDON PLC", "sector": "", "last_price": 1953.0, "change_1d_pct": 10.401356698699837, "distance_from_ma200_pct": 5.069478604951705, "distance_from_ma50_pct": 12.150447212111025, "volatility_20d_pct": 115.39088732649292, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "BT_CFD.UK", "name": "BT GROUP PLC", "sector": "", "last_price": 217.3, "change_1d_pct": 4.521404521404526, "distance_from_ma200_pct": 12.48931662093067, "distance_from_ma50_pct": 10.274676813493189, "volatility_20d_pct": 92.38992239372133, "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": "MKS_CFD.UK", "name": "MARKS & SPENCER GROUP PLC", "sector": "", "last_price": 346.1, "change_1d_pct": -7.43514308638672, "distance_from_ma200_pct": -3.8050775687949234, "distance_from_ma50_pct": -2.7644562367007075, "volatility_20d_pct": 113.7533392971785, "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": "MNG_CFD.UK", "name": "M&G PLC", "sector": "", "last_price": 279.6, "change_1d_pct": -11.937007874015737, "distance_from_ma200_pct": 3.6912374599800346, "distance_from_ma50_pct": -7.6737144159107595, "volatility_20d_pct": 91.15993052698488, "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": "SBRY_CFD.UK", "name": "SAINSBURY (J) PLC", "sector": "", "last_price": 351.2, "change_1d_pct": -2.7685492801771905, "distance_from_ma200_pct": 11.845406209490061, "distance_from_ma50_pct": 5.259372040329446, "volatility_20d_pct": 82.11100213494068, "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": "DCC_CFD.UK", "name": "DCC PLC", "sector": "", "last_price": 4738.0, "change_1d_pct": 4.131868131868122, "distance_from_ma200_pct": -1.2358165497191043, "distance_from_ma50_pct": -1.6950365081147445, "volatility_20d_pct": 101.79870451788292, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "DOCS_CFD.UK", "name": "DR. MARTENS PLC", "sector": "", "last_price": 65.6, "change_1d_pct": -1.501501501501501, "distance_from_ma200_pct": -13.08259339811949, "distance_from_ma50_pct": -12.14348468939509, "volatility_20d_pct": 121.2025974369199, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "ABDN_CFD.UK", "name": "Aberdeen Group Plc", "sector": "", "last_price": 202.6, "change_1d_pct": -7.741347905282336, "distance_from_ma200_pct": 6.460345885775287, "distance_from_ma50_pct": -2.3285905331046353, "volatility_20d_pct": 82.55854119558269, "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": -36.82113090175686, "distance_from_ma50_pct": -18.25955734406437, "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": "NAE_CFD.FR", "name": "North Atlantic Energies", "sector": "", "last_price": 69.8, "change_1d_pct": -10.092097636375353, "distance_from_ma200_pct": -11.879140094429463, "distance_from_ma50_pct": 46.87810379947142, "volatility_20d_pct": 203.33273738036817, "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": "ABF_CFD.UK", "name": "ASSOCIATED BRITISH FOODS PLC", "sector": "", "last_price": 1812.0, "change_1d_pct": -7.338276655586807, "distance_from_ma200_pct": -13.584918221859954, "distance_from_ma50_pct": -8.055924730074116, "volatility_20d_pct": 88.64957551561282, "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": "HLMA_CFD.UK", "name": "HALMA PLC", "sector": "", "last_price": 3658.0, "change_1d_pct": -5.478036175710599, "distance_from_ma200_pct": 8.890890613176584, "distance_from_ma50_pct": -0.8317338451695466, "volatility_20d_pct": 89.73890792125391, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "DOM_CFD.UK", "name": "DOMINO'S PIZZA GROUP PLC", "sector": "", "last_price": 189.21, "change_1d_pct": 4.190528634361246, "distance_from_ma200_pct": -12.46581454882838, "distance_from_ma50_pct": 4.428944053991102, "volatility_20d_pct": 85.812071272284, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "LAND_CFD.UK", "name": "LAND SECURITIES GROUP PLC", "sector": "", "last_price": 573.0, "change_1d_pct": -12.718964204112716, "distance_from_ma200_pct": -4.1906796091180425, "distance_from_ma50_pct": -7.877546912515177, "volatility_20d_pct": 82.80648854646886, "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": "BTRW_CFD.UK", "name": "Barratt Redrow Plc", "sector": "", "last_price": 257.9, "change_1d_pct": -33.51379221448827, "distance_from_ma200_pct": -34.13050996113215, "distance_from_ma50_pct": -29.89115867433124, "volatility_20d_pct": 128.7886348087035, "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": "BYIT_CFD.UK", "name": "BYTES TECHNOLOGY GROUP PLC", "sector": "", "last_price": 300.4, "change_1d_pct": -12.674418604651173, "distance_from_ma200_pct": -28.03446775272175, "distance_from_ma50_pct": -14.34777426817815, "volatility_20d_pct": 87.82535981934274, "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": "EXPN_CFD.UK", "name": "EXPERIAN PLC", "sector": "", "last_price": 2702.0, "change_1d_pct": 6.587771203155812, "distance_from_ma200_pct": -22.541551032626185, "distance_from_ma50_pct": -4.661764498327514, "volatility_20d_pct": 112.48291373875551, "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": "MNDI_CFD.UK", "name": "MONDI PLC", "sector": "", "last_price": 808.6, "change_1d_pct": -14.433862433862432, "distance_from_ma200_pct": -17.991033882451624, "distance_from_ma50_pct": -8.75659133763108, "volatility_20d_pct": 110.5800999532644, "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": 423.6, "change_1d_pct": -20.82242990654205, "distance_from_ma200_pct": -37.68377383888033, "distance_from_ma50_pct": -24.301477407850992, "volatility_20d_pct": 153.59085037557008, "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": "NSI_CFD.NL", "name": "NSI", "sector": "", "last_price": 18.16, "change_1d_pct": -0.219780219780219, "distance_from_ma200_pct": -14.63048302881268, "distance_from_ma50_pct": -4.781879194630867, "volatility_20d_pct": 50.037896931198276, "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": "ATG_CFD.UK", "name": "AUCTION TECHNOLOGY GROUP", "sector": "", "last_price": 326.5, "change_1d_pct": 12.006861063464846, "distance_from_ma200_pct": -24.987260470422935, "distance_from_ma50_pct": 5.84429056770146, "volatility_20d_pct": 172.45012969704524, "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": "HMSO_CFD.UK", "name": "HAMMERSON PLC", "sector": "", "last_price": 355.4, "change_1d_pct": 14.129736673089276, "distance_from_ma200_pct": 22.516025502913806, "distance_from_ma50_pct": 10.006914897239172, "volatility_20d_pct": 87.54938293511039, "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": "NXT_CFD.UK", "name": "NEXT PLC", "sector": "", "last_price": 12560.0, "change_1d_pct": -6.478034251675357, "distance_from_ma200_pct": -1.3592309227407728, "distance_from_ma50_pct": -7.68316285245737, "volatility_20d_pct": 74.74482929593471, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "EXE_CFD.FR", "name": "Exel Industries SA", "sector": "", "last_price": 34.22, "change_1d_pct": -3.4941763727121544, "distance_from_ma200_pct": -10.789189797953947, "distance_from_ma50_pct": -9.229517224110262, "volatility_20d_pct": 91.0490859897984, "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": "ACKB_CFD.BE", "name": "Ackermans & Van Haaren NV", "sector": "", "last_price": 266.4, "change_1d_pct": 0.07513148009015147, "distance_from_ma200_pct": 14.750349823807163, "distance_from_ma50_pct": 1.0920905684950188, "volatility_20d_pct": 65.24858182953352, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "IPR_CFD.PT", "name": "Impresa SGPS SA", "sector": "", "last_price": 0.185, "change_1d_pct": -3.645833333333337, "distance_from_ma200_pct": 18.21086261980831, "distance_from_ma50_pct": -3.181913334728914, "volatility_20d_pct": 211.6528623619224, "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": "SGRO_CFD.UK", "name": "SEGRO PLC", "sector": "", "last_price": 735.4, "change_1d_pct": -2.051145444858815, "distance_from_ma200_pct": 8.121221031738735, "distance_from_ma50_pct": 0.6415109419246168, "volatility_20d_pct": 82.62107653630062, "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": "BTRW_CFD.UK",
"selection_reason": "Extreme oversold: -33.5% daily drop, -29.9% below ma50, -34.1% below ma200; highest volatility-adjusted mean reversion potential in universe",
"mean_reversion_score": 95
},
{
"symbol": "CBG_CFD.UK",
"selection_reason": "Severe oversold: -26.6% daily drop, -22.1% below ma50, -13.4% below ma200; high volatility (169%) supports mean reversion range",
"mean_reversion_score": 92
},
{
"symbol": "IWG_CFD.UK",
"selection_reason": "Strong oversold: -24.1% daily drop, -17.0% below ma50, -11.8% below ma200; significant distance from both MAs",
"mean_reversion_score": 88
},
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "Sharp oversold: -21.1% daily drop, -5.5% below ma50, -15.8% below ma200; elevated volatility (241%) creates reversion opportunity",
"mean_reversion_score": 85
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "Deep oversold: -20.8% daily drop, -24.3% below ma50, -37.7% below ma200; extreme ma200 distance indicates mean reversion setup",
"mean_reversion_score": 82
}
],
"rejected_common_reasons": [
"Price extended above moving averages (not oversold)",
"Insufficient distance from mean for mean reversion signal",
"Low volatility reduces mean reversion opportunity",
"Sector overlap with higher-scoring candidates"
]
}#1593 • openrouter • minimax/minimax-m2.1 • 2026-03-23T18:09:39.205783+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": 36.92, "last_price": 36.04, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T10:26:53.527562+00:00"}, {"symbol": "ATG_CFD.UK", "qty": 0.0, "avg_price": 296.0, "last_price": 326.5, "unrealized_pnl": 0.0, "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": "CRST_CFD.UK", "qty": 25.246149962130776, "avg_price": 118.83, "last_price": 118.83, "unrealized_pnl": 0.0, "opened_at": "2026-03-23T10:03:51.599067+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": "HAIN_CFD.US", "qty": 0.0, "avg_price": 0.63, "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": 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": 0.0, "avg_price": 82.3, "last_price": 77.3, "unrealized_pnl": 0.0, "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": "LMP_CFD.UK", "qty": 16.54715940430226, "avg_price": 181.3, "last_price": 181.3, "unrealized_pnl": 0.0, "opened_at": "2026-03-23T10:03:51.599067+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": 0.0, "avg_price": 2.826, "last_price": 2.7640000000000002, "unrealized_pnl": 0.0, "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": "SYNT_CFD.UK", "qty": 110.29411764705883, "avg_price": 27.2, "last_price": 27.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-21T10:00:02.317290+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": 0.0, "avg_price": 2345.0, "last_price": 2308.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-13T18:17:31.188931+00:00"}], "candidates": [{"symbol": "BTRW_CFD.UK", "mean_reversion_score": 95, "selection_reason": "Extreme oversold: -33.5% daily drop, -29.9% below ma50, -34.1% below ma200; highest volatility-adjusted mean reversion potential in universe"}, {"symbol": "CBG_CFD.UK", "mean_reversion_score": 92, "selection_reason": "Severe oversold: -26.6% daily drop, -22.1% below ma50, -13.4% below ma200; high volatility (169%) supports mean reversion range"}, {"symbol": "IWG_CFD.UK", "mean_reversion_score": 88, "selection_reason": "Strong oversold: -24.1% daily drop, -17.0% below ma50, -11.8% below ma200; significant distance from both MAs"}, {"symbol": "OCDO_CFD.UK", "mean_reversion_score": 85, "selection_reason": "Sharp oversold: -21.1% daily drop, -5.5% below ma50, -15.8% below ma200; elevated volatility (241%) creates reversion opportunity"}, {"symbol": "FUTR_CFD.UK", "mean_reversion_score": 82, "selection_reason": "Deep oversold: -20.8% daily drop, -24.3% below ma50, -37.7% below ma200; extreme ma200 distance indicates mean reversion setup"}], "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": "Highest mean reversion score (95): -33.5% daily drop, -29.9% below ma50, -34.1% below ma200; extreme oversold with highest volatility-adjusted reversion potential in universe. Replace liquidated GO position.",
"symbol": "BTRW_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Position at avg; no clear mean reversion signal - maintain for now",
"symbol": "AUTO_CFD.UK"
},
{
"reason": "Position at avg; no clear mean reversion signal - maintain for now",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "High mean reversion score (92) but already held; avoid overconcentration",
"symbol": "CBG_CFD.UK"
},
{
"reason": "Position at avg; no clear mean reversion signal - maintain for now",
"symbol": "CRST_CFD.UK"
},
{
"reason": "Mean reversion candidate (82) but already held at max allocation",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "Position at avg; no clear mean reversion signal - maintain for now",
"symbol": "LMP_CFD.UK"
},
{
"reason": "Mean reversion candidate (85) already held; maintain position",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "Position at avg; no clear mean reversion signal - maintain for now",
"symbol": "SYNT_CFD.UK"
},
{
"reason": "Position at avg; no clear mean reversion signal - maintain for now",
"symbol": "UTG_CFD.UK"
}
],
"sell": [
{
"reason": "Largest unrealized loss (-$87.29), -2.9% price decline from avg_price; liquidate to free capital for higher conviction mean reversion candidate",
"symbol": "GO_CFD.US"
}
]
},
"portfolio_rationale": "Portfolio at max positions (9). Liquidating GO_CFD.US (largest unrealized loss, -$87.29) frees capital for highest-conviction mean reversion buy. BTRW_CFD.UK has highest mean reversion score (95) with extreme oversold conditions (-33.5% daily drop, significant distance from both MAs). Hold existing mean reversion positions (CBG 92, OCDO 85, FUTR 82) as they already capture mean reversion opportunities. No additional sells needed - max 1 buy, 1 sell per rules. Staying within max 10 positions and $3000 fixed position size."
}Selection logs
#788 • stage1 • 2026-03-23T18:09:39.202423+00:00
{
"selected_stocks": [
{
"symbol": "BTRW_CFD.UK",
"selection_reason": "Extreme oversold: -33.5% daily drop, -29.9% below ma50, -34.1% below ma200; highest volatility-adjusted mean reversion potential in universe",
"mean_reversion_score": 95
},
{
"symbol": "CBG_CFD.UK",
"selection_reason": "Severe oversold: -26.6% daily drop, -22.1% below ma50, -13.4% below ma200; high volatility (169%) supports mean reversion range",
"mean_reversion_score": 92
},
{
"symbol": "IWG_CFD.UK",
"selection_reason": "Strong oversold: -24.1% daily drop, -17.0% below ma50, -11.8% below ma200; significant distance from both MAs",
"mean_reversion_score": 88
},
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "Sharp oversold: -21.1% daily drop, -5.5% below ma50, -15.8% below ma200; elevated volatility (241%) creates reversion opportunity",
"mean_reversion_score": 85
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "Deep oversold: -20.8% daily drop, -24.3% below ma50, -37.7% below ma200; extreme ma200 distance indicates mean reversion setup",
"mean_reversion_score": 82
}
],
"rejected_common_reasons": [
"Price extended above moving averages (not oversold)",
"Insufficient distance from mean for mean reversion signal",
"Low volatility reduces mean reversion opportunity",
"Sector overlap with higher-scoring candidates"
]
}