Arena run #815

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).

{"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": 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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 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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": "", 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"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": 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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"]}}

{
  "selected_stocks": [
    {
      "symbol": "NXT_CFD.UK",
      "selection_reason": "Down 6.5% 1d, price sitting at MA200 (-1.4%), MA50 gap -7.7%, lowest vol in cohort (74.7%) — clean pullback to long-term mean",
      "mean_reversion_score": 82
    },
    {
      "symbol": "MNG_CFD.UK",
      "selection_reason": "Down 11.9% 1d, near MA200 (+3.7%), pulled below MA50 by -7.7%, moderate vol 91% — sharp drop likely overshooting",
      "mean_reversion_score": 78
    },
    {
      "symbol": "LAND_CFD.UK",
      "selection_reason": "Down 12.7% 1d, near MA200 (-4.2%), MA50 gap -7.9%, vol 82.8% — moderate drop into support zone",
      "mean_reversion_score": 75
    },
    {
      "symbol": "ABF_CFD.UK",
      "selection_reason": "Down 7.3% 1d, extended below MA200 (-13.6%) and MA50 (-8.1%), vol 88.6% — oversold on both timeframes, reversion due",
      "mean_reversion_score": 72
    },
    {
      "symbol": "KGF_CFD.UK",
      "selection_reason": "Down 14.1% 1d, still above MA200 (+5.6%), MA50 gap -4.8%, vol 104.6% — sharp intraday overshoot with intact structural trend",
      "mean_reversion_score": 68
    }
  ],
  "rejected_common_reasons": [
    "BTRW/CBG/IWG/FUTR/OCDO: Extreme single-day drops (>20%) suggest binary/event-driven moves, not clean mean-reversion setups",
    "CRST/DLN/SPX/HMSO: Large positive 1d moves (+10-25%) — already reverted or momentum-driven, not short candidates in mean-rev framework",
    "OPTU/IPR/NAE: Micro-cap/penny stock characteristics with extreme volatility (>200%), unreliable for mean-reversion",
    "BYIT/MNDI/INF: Large drops but deeply below MA200 (>-10%) suggesting structural breakdown rather than temporary dislocation",
    "EMG/BBY: Far above MA200 (>30%) — extended momentum, not mean-reversion candidates"
  ]
}

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.

{"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": "AAL_CFD.UK", "qty": 0.0, "avg_price": 2913.0, "last_price": 2900.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-19T10:09:24.325041+00:00"}, {"symbol": "ABF_CFD.UK", "qty": 0.0, "avg_price": 1868.5, "last_price": 1846.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-06T18:02:13.212382+00:00"}, {"symbol": "ADBE_CFD.US", "qty": 0.0, "avg_price": 249.47, "last_price": 245.96, "unrealized_pnl": 0.0, "opened_at": "2026-03-15T18:15:23.812047+00:00"}, {"symbol": "ADS_CFD.DE", "qty": 0.0, "avg_price": 137.15, "last_price": 142.35, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T10:26:53.527562+00:00"}, {"symbol": "AMCX_CFD.US", "qty": 0.0, "avg_price": 7.07, "last_price": 6.93, "unrealized_pnl": 0.0, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "AMH_CFD.US", "qty": 0.0, "avg_price": 29.63, "last_price": 29.16, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "AML_CFD.UK", "qty": 0.0, "avg_price": 59.0, "last_price": 58.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "ARCAD_CFD.NL", "qty": 0.0, "avg_price": 28.6, "last_price": 27.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T10:32:09.961595+00:00"}, {"symbol": "BEKB_CFD.BE", "qty": 0.0, "avg_price": 38.9, "last_price": 40.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-09T10:19:46.508085+00:00"}, {"symbol": "BLND_CFD.UK", "qty": 0.0, "avg_price": 364.2, "last_price": 373.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T18:03:34.247734+00:00"}, {"symbol": "BTRW_CFD.UK", "qty": 0.0, "avg_price": 310.3, "last_price": 295.4, "unrealized_pnl": 0.0, "opened_at": "2026-03-10T18:24:41.570614+00:00"}, {"symbol": "BXP_CFD.US", "qty": 0.0, "avg_price": 60.835, "last_price": 57.754999999999995, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 10.252904989747094, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "CABO_CFD.US", "qty": 0.0, "avg_price": 94.6, "last_price": 108.935, "unrealized_pnl": 0.0, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"symbol": "CAR_CFD.US", "qty": 0.0, "avg_price": 92.285, "last_price": 95.88499999999999, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "CBG_CFD.UK", "qty": 17.496792254753295, "avg_price": 342.92, "last_price": 342.92, "unrealized_pnl": 0.0, "opened_at": "2026-03-10T18:24:41.570614+00:00"}, {"symbol": "CCC_CFD.UK", "qty": 0.0, "avg_price": 2978.0, "last_price": 3218.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "CCL_CFD.UK", "qty": 0.0, "avg_price": 1945.9999999999998, "last_price": 1858.65, "unrealized_pnl": 0.0, "opened_at": "2026-03-05T10:27:11.178069+00:00"}, {"symbol": "CPAY_CFD.US", "qty": 0.0, "avg_price": 321.845, "last_price": 317.015, "unrealized_pnl": -45.02167192282037, "opened_at": "2026-03-09T18:18:45.954380+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 0.0, "avg_price": 423.05499999999995, "last_price": 388.21500000000003, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "CTT_CFD.PT", "qty": 0.0, "avg_price": 6.74, "last_price": 6.76, "unrealized_pnl": 0.0, "opened_at": "2026-03-13T10:07:39.444598+00:00"}, {"symbol": "DLN_CFD.UK", "qty": 1.6556291390728477, "avg_price": 1812.0, "last_price": 1812.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-28T10:51:05.818250+00:00"}, {"symbol": "DOCS_CFD.UK", "qty": 48.0, "avg_price": 62.5, "last_price": 62.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-17T18:12:35.221859+00:00"}, {"symbol": "DPLM_CFD.UK", "qty": 0.0, "avg_price": 5110.0, "last_price": 5940.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-14T10:03:26.036362+00:00"}, {"symbol": "ELIOR_CFD.FR", "qty": 0.0, "avg_price": 2.4, "last_price": 2.378, "unrealized_pnl": 0.0, "opened_at": "2026-03-16T10:12:30.296045+00:00"}, {"symbol": "ERA_CFD.FR", "qty": 0.0, "avg_price": 55.55, "last_price": 53.6, "unrealized_pnl": 0.0, "opened_at": "2026-03-07T10:14:47.113218+00:00"}, {"symbol": "ETSY_CFD.US", "qty": 0.0, "avg_price": 44.13, "last_price": 50.905, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "EZJ_CFD.UK", "qty": 0.0, "avg_price": 405.2, "last_price": 395.4, "unrealized_pnl": 0.0, "opened_at": "2026-03-08T10:05:58.226220+00:00"}, {"symbol": "FICO_CFD.US", "qty": 0.0, "avg_price": 1127.4099999999999, "last_price": 1199.4650000000001, "unrealized_pnl": 0.0, "opened_at": "2026-03-14T18:06:47.909233+00:00"}, {"symbol": "FME_CFD.DE", "qty": 0.0, "avg_price": 38.38, "last_price": 38.14, "unrealized_pnl": 0.0, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "FRE_CFD.DE", "qty": 0.0, "avg_price": 49.156, "last_price": 47.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "HIK_CFD.UK", "qty": 0.0, "avg_price": 1408.0, "last_price": 1342.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "HO_CFD.FR", "qty": 0.0, "avg_price": 254.566, "last_price": 251.7, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T10:32:09.961595+00:00"}, {"symbol": "ICG_CFD.UK", "qty": 1.772002362669817, "avg_price": 1693.0, "last_price": 1693.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "INF_CFD.UK", "qty": 4.0474905558553695, "avg_price": 741.2, "last_price": 741.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-21T10:00:02.317290+00:00"}, {"symbol": "ITRK_CFD.UK", "qty": 0.0, "avg_price": 3942.0, "last_price": 3760.0, "unrealized_pnl": -138.5083713850837, "opened_at": "2026-03-13T10:07:39.444598+00:00"}, {"symbol": "IWG_CFD.UK", "qty": 0.0, "avg_price": 185.0, "last_price": 177.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-16T18:18:58.833148+00:00"}, {"symbol": "JBLU_CFD.US", "qty": 0.0, "avg_price": 4.57, "last_price": 4.5600000000000005, "unrealized_pnl": 0.0, "opened_at": "2026-03-05T18:20:59.102726+00:00"}, {"symbol": "JMAT_CFD.UK", "qty": 0.0, "avg_price": 1815.0, "last_price": 1815.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-21T17:59:11.913241+00:00"}, {"symbol": "JMT_CFD.PT", "qty": 0.0, "avg_price": 20.76, "last_price": 20.159, "unrealized_pnl": 0.0, "opened_at": "2026-03-19T10:09:24.325041+00:00"}, {"symbol": "KGF_CFD.UK", "qty": 0.0, "avg_price": 298.6, "last_price": 298.6, "unrealized_pnl": 0.0, "opened_at": "2026-03-22T18:18:31.438015+00:00"}, {"symbol": "LAND_CFD.UK", "qty": 0.0, "avg_price": 586.0, "last_price": 573.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-12T10:21:39.078796+00:00"}, {"symbol": "LOPE_CFD.US", "qty": 0.0, "avg_price": 157.02, "last_price": 152.77, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T17:33:48.338981+00:00"}, {"symbol": "LPX_CFD.US", "qty": 0.0, "avg_price": 86.45, "last_price": 82.99, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "LRE_CFD.UK", "qty": 5.208333333333333, "avg_price": 576.0, "last_price": 576.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-21T10:00:02.317290+00:00"}, {"symbol": "LSEG_CFD.UK", "qty": 0.0, "avg_price": 8510.0, "last_price": 8694.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-12T10:21:39.078796+00:00"}, {"symbol": "LSS_CFD.FR", "qty": 0.0, "avg_price": 20.15, "last_price": 19.78, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "LTA_CFD.FR", "qty": 0.0, "avg_price": 26.0, "last_price": 25.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-14T10:03:26.036362+00:00"}, {"symbol": "LXS_CFD.DE", "qty": 0.0, "avg_price": 13.14, "last_price": 13.64, "unrealized_pnl": 0.0, "opened_at": "2026-03-06T10:33:43.857578+00:00"}, {"symbol": "MNDI_CFD.UK", "qty": 0.0, "avg_price": 820.0, "last_price": 808.6, "unrealized_pnl": 0.0, "opened_at": "2026-03-16T10:12:30.296045+00:00"}, {"symbol": "MTG_CFD.US", "qty": 0.0, "avg_price": 26.27, "last_price": 25.98, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "NRG_CFD.US", "qty": 20.567667626491154, "avg_price": 145.86, "last_price": 151.43, "unrealized_pnl": 114.56190867955559, "opened_at": "2026-03-22T18:18:31.438015+00:00"}, {"symbol": "NXT_CFD.UK", "qty": 0.0, "avg_price": 12990.0, "last_price": 12770.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-07T10:14:47.113218+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 14.684287812041115, "avg_price": 204.3, "last_price": 204.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "OKTA_CFD.US", "qty": 0.0, "avg_price": 70.18, "last_price": 78.38, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "ORCL_CFD.US", "qty": 0.0, "avg_price": 153.02, "last_price": 150.49, "unrealized_pnl": 0.0, "opened_at": "2026-03-08T18:08:31.007911+00:00"}, {"symbol": "OSB_CFD.UK", "qty": 5.514705882352941, "avg_price": 544.0, "last_price": 544.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-11T10:11:17.665074+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 19.74853531696399, "avg_price": 151.91, "last_price": 152.7, "unrealized_pnl": 15.601342900401397, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "PROX_CFD.BE", "qty": 0.0, "avg_price": 6.98, "last_price": 7.55, "unrealized_pnl": 0.0, "opened_at": "2026-02-28T10:51:05.818250+00:00"}, {"symbol": "PRU_CFD.UK", "qty": 0.0, "avg_price": 1030.0, "last_price": 1101.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-09T10:19:46.508085+00:00"}, {"symbol": "PZC_CFD.UK", "qty": 0.0, "avg_price": 80.0, "last_price": 77.7, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T18:49:26.891792+00:00"}, {"symbol": "RHIM_CFD.UK", "qty": 1.2903225806451613, "avg_price": 2325.0, "last_price": 2325.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-20T10:26:40.341409+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 417.16, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "ROR_CFD.UK", "qty": 9.696186166774403, "avg_price": 309.4, "last_price": 309.4, "unrealized_pnl": 0.0, "opened_at": "2026-03-18T10:06:24.210601+00:00"}, {"symbol": "RSW_CFD.UK", "qty": 0.7915567282321899, "avg_price": 3790.0000000000005, "last_price": 3790.0, "unrealized_pnl": -3.599583252399452e-13, "opened_at": "2026-03-17T18:12:35.221859+00:00"}, {"symbol": "RVTY_CFD.US", "qty": 0.0, "avg_price": 91.28, "last_price": 89.93, "unrealized_pnl": 0.0, "opened_at": "2026-03-08T10:05:58.226220+00:00"}, {"symbol": "SAFE_CFD.UK", "qty": 0.0, "avg_price": 708.0, "last_price": 708.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-13T18:17:31.188931+00:00"}, {"symbol": "SGE_CFD.UK", "qty": 0.0, "avg_price": 795.4, "last_price": 783.4, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "STAN_CFD.UK", "qty": 0.0, "avg_price": 1615.0, "last_price": 1634.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-11T10:11:17.665074+00:00"}, {"symbol": "STJ_CFD.UK", "qty": 2.34375, "avg_price": 1280.0, "last_price": 1220.0, "unrealized_pnl": -140.625, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "STM_CFD.DE", "qty": 0.0, "avg_price": 18.436, "last_price": 17.66, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T10:31:26.559356+00:00"}, {"symbol": "STZ_CFD.US", "qty": 0.0, "avg_price": 149.07, "last_price": 156.44, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "TCAP_CFD.UK", "qty": 0.0, "avg_price": 257.0, "last_price": 248.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-01T10:30:13.622938+00:00"}, {"symbol": "TMV_CFD.DE", "qty": 0.0, "avg_price": 4.781, "last_price": 4.769, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "TRN_CFD.UK", "qty": 0.0, "avg_price": 184.5, "last_price": 184.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T18:03:34.247734+00:00"}, {"symbol": "TUI1_CFD.DE", "qty": 0.0, "avg_price": 7.398000000000001, "last_price": 7.132, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T10:31:26.559356+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 0.0, "avg_price": 92.35, "last_price": 94.79, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "UTG_CFD.UK", "qty": 0.0, "avg_price": 505.0, "last_price": 505.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"symbol": "VSVS_CFD.UK", "qty": 7.610350076103501, "avg_price": 394.2, "last_price": 404.25, "unrealized_pnl": 76.48401826484027, "opened_at": "2026-03-17T10:04:29.123574+00:00"}, {"symbol": "WEIR_CFD.UK", "qty": 0.0, "avg_price": 2890.0, "last_price": 2808.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-15T10:35:48.762746+00:00"}, {"symbol": "WIX_CFD.UK", "qty": 0.0, "avg_price": 224.5, "last_price": 215.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-13T18:17:31.188931+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": "ZAL_CFD.DE", "qty": 0.0, "avg_price": 21.078, "last_price": 20.775, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "ZION_CFD.US", "qty": 0.0, "avg_price": 58.99, "last_price": 57.21, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T18:14:12.978497+00:00"}], "candidates": [{"symbol": "NXT_CFD.UK", "mean_reversion_score": 82, "selection_reason": "Down 6.5% 1d, price sitting at MA200 (-1.4%), MA50 gap -7.7%, lowest vol in cohort (74.7%) — clean pullback to long-term mean"}, {"symbol": "MNG_CFD.UK", "mean_reversion_score": 78, "selection_reason": "Down 11.9% 1d, near MA200 (+3.7%), pulled below MA50 by -7.7%, moderate vol 91% — sharp drop likely overshooting"}, {"symbol": "LAND_CFD.UK", "mean_reversion_score": 75, "selection_reason": "Down 12.7% 1d, near MA200 (-4.2%), MA50 gap -7.9%, vol 82.8% — moderate drop into support zone"}, {"symbol": "ABF_CFD.UK", "mean_reversion_score": 72, "selection_reason": "Down 7.3% 1d, extended below MA200 (-13.6%) and MA50 (-8.1%), vol 88.6% — oversold on both timeframes, reversion due"}, {"symbol": "KGF_CFD.UK", "mean_reversion_score": 68, "selection_reason": "Down 14.1% 1d, still above MA200 (+5.6%), MA50 gap -4.8%, vol 104.6% — sharp intraday overshoot with intact structural trend"}], "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"}}

{
  "actions": {
    "buy": [
      {
        "reason": "Highest mean-reversion score (82). Down 6.5% 1d, sitting at MA200 with low vol (74.7%). Clean pullback to long-term mean — textbook mean-reversion entry.",
        "symbol": "NXT_CFD.UK",
        "position_size": 3000
      },
      {
        "reason": "Mean-reversion score 78. Down 11.9% 1d, near MA200, sharp single-day drop likely overshooting. Good risk/reward for a bounce.",
        "symbol": "MNG_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Flat at avg price 292.6. No clear catalyst to exit; holding for reversion signal.",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "Flat at avg price 342.92. Recently opened, awaiting reversion move.",
        "symbol": "CBG_CFD.UK"
      },
      {
        "reason": "Flat at 1812. Small position, no reason to exit yet.",
        "symbol": "DLN_CFD.UK"
      },
      {
        "reason": "Flat at 62.5. Recently opened, holding for reversion.",
        "symbol": "DOCS_CFD.UK"
      },
      {
        "reason": "Flat at 1693. Long-held position, no deterioration.",
        "symbol": "ICG_CFD.UK"
      },
      {
        "reason": "Flat at 741.2. Just opened, holding.",
        "symbol": "INF_CFD.UK"
      },
      {
        "reason": "Flat at 576. Just opened, holding.",
        "symbol": "LRE_CFD.UK"
      },
      {
        "reason": "Unrealized PnL +114.56 (+3.8%). Reversion playing out nicely, let it run further.",
        "symbol": "NRG_CFD.US"
      },
      {
        "reason": "Flat at 204.3. Holding for reversion.",
        "symbol": "OCDO_CFD.UK"
      },
      {
        "reason": "Flat at 544. Holding for reversion.",
        "symbol": "OSB_CFD.UK"
      },
      {
        "reason": "Small gain +15.60. Reversion intact, holding.",
        "symbol": "PAGE_CFD.UK"
      },
      {
        "reason": "Flat at 2325. Recently opened, holding.",
        "symbol": "RHIM_CFD.UK"
      },
      {
        "reason": "Flat at 309.4. Holding for reversion.",
        "symbol": "ROR_CFD.UK"
      },
      {
        "reason": "Flat at 3790. Holding for reversion.",
        "symbol": "RSW_CFD.UK"
      }
    ],
    "sell": [
      {
        "reason": "Unrealized PnL -140.63 (-4.7%), price dropped from 1280 to 1220 with no sign of reversion. Position held since Feb 21 — cutting loss to free capital for higher-conviction mean-reversion setups.",
        "symbol": "STJ_CFD.UK"
      },
      {
        "reason": "Unrealized PnL +76.48 (+2.5%), price moved from 394.2 to 404.25 — taking profit on completed mean-reversion bounce. Capital recycled into fresher candidates.",
        "symbol": "VSVS_CFD.UK"
      }
    ]
  },
  "portfolio_rationale": "Selling STJ (stop-loss on failed reversion, -4.7%) and VSVS (profit-take on completed +2.5% bounce) to recycle capital. Holding 14 existing positions that are either flat or showing early reversion. Adding NXT (score 82, clean pullback to MA200 with lowest vol) and MNG (score 78, sharp 11.9% 1d drop near MA200). Post-trade portfolio will have ~16 active positions well within gross leverage limits. Avoided overtrading by keeping max 2 buys and 2 sells."
}

{
  "selected_stocks": [
    {
      "symbol": "NXT_CFD.UK",
      "selection_reason": "Down 6.5% 1d, price sitting at MA200 (-1.4%), MA50 gap -7.7%, lowest vol in cohort (74.7%) — clean pullback to long-term mean",
      "mean_reversion_score": 82
    },
    {
      "symbol": "MNG_CFD.UK",
      "selection_reason": "Down 11.9% 1d, near MA200 (+3.7%), pulled below MA50 by -7.7%, moderate vol 91% — sharp drop likely overshooting",
      "mean_reversion_score": 78
    },
    {
      "symbol": "LAND_CFD.UK",
      "selection_reason": "Down 12.7% 1d, near MA200 (-4.2%), MA50 gap -7.9%, vol 82.8% — moderate drop into support zone",
      "mean_reversion_score": 75
    },
    {
      "symbol": "ABF_CFD.UK",
      "selection_reason": "Down 7.3% 1d, extended below MA200 (-13.6%) and MA50 (-8.1%), vol 88.6% — oversold on both timeframes, reversion due",
      "mean_reversion_score": 72
    },
    {
      "symbol": "KGF_CFD.UK",
      "selection_reason": "Down 14.1% 1d, still above MA200 (+5.6%), MA50 gap -4.8%, vol 104.6% — sharp intraday overshoot with intact structural trend",
      "mean_reversion_score": 68
    }
  ],
  "rejected_common_reasons": [
    "BTRW/CBG/IWG/FUTR/OCDO: Extreme single-day drops (>20%) suggest binary/event-driven moves, not clean mean-reversion setups",
    "CRST/DLN/SPX/HMSO: Large positive 1d moves (+10-25%) — already reverted or momentum-driven, not short candidates in mean-rev framework",
    "OPTU/IPR/NAE: Micro-cap/penny stock characteristics with extreme volatility (>200%), unreliable for mean-reversion",
    "BYIT/MNDI/INF: Large drops but deeply below MA200 (>-10%) suggesting structural breakdown rather than temporary dislocation",
    "EMG/BBY: Far above MA200 (>30%) — extended momentum, not mean-reversion candidates"
  ]
}