Arena run #813
meanrev-v1 • deepseek • deepseek/deepseek-chat • US • success
Run status
as_of: 2026-03-23T18:04:09.108429+00:00
started_at: 2026-03-23T18:15:48.666624+00:00
finished_at: 2026-03-23T18:16:46.269937+00:00
duration_ms: 57601
Inputs
{
"as_of": "2026-03-23T18:04:09.108429+00:00",
"dry_run": false,
"selected": [
{
"symbol": "CRST_CFD.UK",
"selection_reason": "High volatility and significant deviation from MA50",
"mean_reversion_score": 85
},
{
"symbol": "MSLH_CFD.UK",
"selection_reason": "Moderate volatility and deviation from MA200",
"mean_reversion_score": 78
},
{
"symbol": "ESNT_CFD.UK",
"selection_reason": "Significant deviation from MA50 and MA200",
"mean_reversion_score": 80
},
{
"symbol": "JDW_CFD.UK",
"selection_reason": "High volatility and deviation from MA50",
"mean_reversion_score": 82
},
{
"symbol": "PAG_CFD.UK",
"selection_reason": "Moderate volatility and deviation from MA200",
"mean_reversion_score": 75
}
],
"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": "High volatility and significant deviation from MA50",
"symbol": "CRST_CFD.UK",
"position_size": 3000
},
{
"reason": "Significant deviation from MA50 and MA200",
"symbol": "ESNT_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Marginal deviation from mean-reversion target, avoid overtrading",
"symbol": "ABF_CFD.UK"
},
{
"reason": "Marginal deviation from mean-reversion target, avoid overtrading",
"symbol": "ADS_CFD.DE"
},
{
"reason": "Positive unrealized gain, no clear improvement needed",
"symbol": "ATG_CFD.UK"
},
{
"reason": "Marginal deviation from mean-reversion target, avoid overtrading",
"symbol": "BLND_CFD.UK"
},
{
"reason": "Marginal deviation from mean-reversion target, avoid overtrading",
"symbol": "BTRW_CFD.UK"
},
{
"reason": "No deviation from mean-reversion target, avoid overtrading",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "No deviation from mean-reversion target, avoid overtrading",
"symbol": "CBG_CFD.UK"
},
{
"reason": "No deviation from mean-reversion target, avoid overtrading",
"symbol": "CRST_CFD.UK"
},
{
"reason": "No deviation from mean-reversion target, avoid overtrading",
"symbol": "EMG_CFD.UK"
},
{
"reason": "No deviation from mean-reversion target, avoid overtrading",
"symbol": "ESNT_CFD.UK"
},
{
"reason": "Positive unrealized gain, no clear improvement needed",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No deviation from mean-reversion target, avoid overtrading",
"symbol": "GRI_CFD.UK"
},
{
"reason": "No deviation from mean-reversion target, avoid overtrading",
"symbol": "HMSO_CFD.UK"
},
{
"reason": "Positive unrealized gain, no clear improvement needed",
"symbol": "IEP_CFD.BE"
},
{
"reason": "Positive unrealized gain, no clear improvement needed",
"symbol": "IHG_CFD.UK"
},
{
"reason": "No deviation from mean-reversion target, avoid overtrading",
"symbol": "JDW_CFD.UK"
},
{
"reason": "No deviation from mean-reversion target, avoid overtrading",
"symbol": "LMP_CFD.UK"
},
{
"reason": "No deviation from mean-reversion target, avoid overtrading",
"symbol": "MSLH_CFD.UK"
},
{
"reason": "Positive unrealized gain, no clear improvement needed",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "Positive unrealized gain, no clear improvement needed",
"symbol": "SYNT_CFD.UK"
},
{
"reason": "Positive unrealized gain, no clear improvement needed",
"symbol": "TRN_CFD.UK"
},
{
"reason": "Positive unrealized gain, no clear improvement needed",
"symbol": "UKW_CFD.UK"
},
{
"reason": "No deviation from mean-reversion target, avoid overtrading",
"symbol": "UTG_CFD.UK"
},
{
"reason": "No deviation from mean-reversion target, avoid overtrading",
"symbol": "WKP_CFD.UK"
}
],
"sell": [
{
"reason": "Significant unrealized loss and deviation from mean-reversion target",
"symbol": "PSN_CFD.UK"
},
{
"reason": "Significant unrealized loss and deviation from mean-reversion target",
"symbol": "WTB_CFD.UK"
}
]
},
"portfolio_rationale": "The portfolio adjustments focus on reducing exposure to positions with significant unrealized losses (PSN_CFD.UK, WTB_CFD.UK) while adding positions with high mean-reversion potential (CRST_CFD.UK, ESNT_CFD.UK). Other positions are held due to marginal deviations or positive performance, adhering to the strategy's overtrading rules."
}Prompts & responses
#1600 • openrouter • deepseek/deepseek-chat • 2026-03-23T18:15:48.709988+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": "CRST_CFD.UK",
"selection_reason": "High volatility and significant deviation from MA50",
"mean_reversion_score": 85
},
{
"symbol": "MSLH_CFD.UK",
"selection_reason": "Moderate volatility and deviation from MA200",
"mean_reversion_score": 78
},
{
"symbol": "ESNT_CFD.UK",
"selection_reason": "Significant deviation from MA50 and MA200",
"mean_reversion_score": 80
},
{
"symbol": "JDW_CFD.UK",
"selection_reason": "High volatility and deviation from MA50",
"mean_reversion_score": 82
},
{
"symbol": "PAG_CFD.UK",
"selection_reason": "Moderate volatility and deviation from MA200",
"mean_reversion_score": 75
}
],
"rejected_common_reasons": [
"Earnings date unknown",
"Sector concentration constraints",
"High binary/event-driven moves"
]
}#1601 • openrouter • deepseek/deepseek-chat • 2026-03-23T18:16:01.312137+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": 1751.5, "unrealized_pnl": -158.96188158961883, "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": 134.3, "unrealized_pnl": -62.340503098796816, "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": 320.0, "unrealized_pnl": 243.24324324324323, "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": 250.8, "unrealized_pnl": -82.59015122140326, "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": 8.748396127376648, "avg_price": 342.92, "last_price": 342.92, "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": 75.73844988639233, "avg_price": 118.82999999999998, "last_price": 118.83, "unrealized_pnl": 1.0763081076901291e-12, "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": 0.0, "avg_price": 47.4, "last_price": 45.76, "unrealized_pnl": 0.0, "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": "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": "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": 0.0, "avg_price": 553.5815365927725, "last_price": 544.0, "unrealized_pnl": 0.0, "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": 1078.5, "unrealized_pnl": -92.99191374663073, "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": 98.75, "unrealized_pnl": 623.7141310232817, "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": "CRST_CFD.UK", "mean_reversion_score": 85, "selection_reason": "High volatility and significant deviation from MA50"}, {"symbol": "MSLH_CFD.UK", "mean_reversion_score": 78, "selection_reason": "Moderate volatility and deviation from MA200"}, {"symbol": "ESNT_CFD.UK", "mean_reversion_score": 80, "selection_reason": "Significant deviation from MA50 and MA200"}, {"symbol": "JDW_CFD.UK", "mean_reversion_score": 82, "selection_reason": "High volatility and deviation from MA50"}, {"symbol": "PAG_CFD.UK", "mean_reversion_score": 75, "selection_reason": "Moderate volatility and deviation from MA200"}], "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": "High volatility and significant deviation from MA50",
"symbol": "CRST_CFD.UK",
"position_size": 3000
},
{
"reason": "Significant deviation from MA50 and MA200",
"symbol": "ESNT_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Marginal deviation from mean-reversion target, avoid overtrading",
"symbol": "ABF_CFD.UK"
},
{
"reason": "Marginal deviation from mean-reversion target, avoid overtrading",
"symbol": "ADS_CFD.DE"
},
{
"reason": "Positive unrealized gain, no clear improvement needed",
"symbol": "ATG_CFD.UK"
},
{
"reason": "Marginal deviation from mean-reversion target, avoid overtrading",
"symbol": "BLND_CFD.UK"
},
{
"reason": "Marginal deviation from mean-reversion target, avoid overtrading",
"symbol": "BTRW_CFD.UK"
},
{
"reason": "No deviation from mean-reversion target, avoid overtrading",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "No deviation from mean-reversion target, avoid overtrading",
"symbol": "CBG_CFD.UK"
},
{
"reason": "No deviation from mean-reversion target, avoid overtrading",
"symbol": "CRST_CFD.UK"
},
{
"reason": "No deviation from mean-reversion target, avoid overtrading",
"symbol": "EMG_CFD.UK"
},
{
"reason": "No deviation from mean-reversion target, avoid overtrading",
"symbol": "ESNT_CFD.UK"
},
{
"reason": "Positive unrealized gain, no clear improvement needed",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No deviation from mean-reversion target, avoid overtrading",
"symbol": "GRI_CFD.UK"
},
{
"reason": "No deviation from mean-reversion target, avoid overtrading",
"symbol": "HMSO_CFD.UK"
},
{
"reason": "Positive unrealized gain, no clear improvement needed",
"symbol": "IEP_CFD.BE"
},
{
"reason": "Positive unrealized gain, no clear improvement needed",
"symbol": "IHG_CFD.UK"
},
{
"reason": "No deviation from mean-reversion target, avoid overtrading",
"symbol": "JDW_CFD.UK"
},
{
"reason": "No deviation from mean-reversion target, avoid overtrading",
"symbol": "LMP_CFD.UK"
},
{
"reason": "No deviation from mean-reversion target, avoid overtrading",
"symbol": "MSLH_CFD.UK"
},
{
"reason": "Positive unrealized gain, no clear improvement needed",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "Positive unrealized gain, no clear improvement needed",
"symbol": "SYNT_CFD.UK"
},
{
"reason": "Positive unrealized gain, no clear improvement needed",
"symbol": "TRN_CFD.UK"
},
{
"reason": "Positive unrealized gain, no clear improvement needed",
"symbol": "UKW_CFD.UK"
},
{
"reason": "No deviation from mean-reversion target, avoid overtrading",
"symbol": "UTG_CFD.UK"
},
{
"reason": "No deviation from mean-reversion target, avoid overtrading",
"symbol": "WKP_CFD.UK"
}
],
"sell": [
{
"reason": "Significant unrealized loss and deviation from mean-reversion target",
"symbol": "PSN_CFD.UK"
},
{
"reason": "Significant unrealized loss and deviation from mean-reversion target",
"symbol": "WTB_CFD.UK"
}
]
},
"portfolio_rationale": "The portfolio adjustments focus on reducing exposure to positions with significant unrealized losses (PSN_CFD.UK, WTB_CFD.UK) while adding positions with high mean-reversion potential (CRST_CFD.UK, ESNT_CFD.UK). Other positions are held due to marginal deviations or positive performance, adhering to the strategy's overtrading rules."
}Selection logs
#792 • stage1 • 2026-03-23T18:16:01.309013+00:00
{
"selected_stocks": [
{
"symbol": "CRST_CFD.UK",
"selection_reason": "High volatility and significant deviation from MA50",
"mean_reversion_score": 85
},
{
"symbol": "MSLH_CFD.UK",
"selection_reason": "Moderate volatility and deviation from MA200",
"mean_reversion_score": 78
},
{
"symbol": "ESNT_CFD.UK",
"selection_reason": "Significant deviation from MA50 and MA200",
"mean_reversion_score": 80
},
{
"symbol": "JDW_CFD.UK",
"selection_reason": "High volatility and deviation from MA50",
"mean_reversion_score": 82
},
{
"symbol": "PAG_CFD.UK",
"selection_reason": "Moderate volatility and deviation from MA200",
"mean_reversion_score": 75
}
],
"rejected_common_reasons": [
"Earnings date unknown",
"Sector concentration constraints",
"High binary/event-driven moves"
]
}