Arena run #857

meanrev-v1mistralaimistralai/mistral-large-2512EUsuccess
Arena
Run status
as_of: 2026-03-26T10:11:44.579260+00:00
started_at: 2026-03-26T11:12:19.250545+00:00
finished_at: 2026-03-26T11:12:56.802267+00:00
duration_ms: 37549
Inputs
{
  "as_of": "2026-03-26T10:11:44.579260+00:00",
  "dry_run": false,
  "selected": [
    {
      "symbol": "PAGE_CFD.UK",
      "selection_reason": "Extreme 1-day drop (-36.8%), far below MA50 (-31.7%) and MA200 (-40.6%), high volatility (193.2%), no earnings date known.",
      "mean_reversion_score": 90
    },
    {
      "symbol": "CBG_CFD.UK",
      "selection_reason": "Sharp 1-day decline (-26.6%), significantly below MA50 (-22.1%) and MA200 (-13.4%), high volatility (169.1%), no earnings date known.",
      "mean_reversion_score": 85
    },
    {
      "symbol": "IWG_CFD.UK",
      "selection_reason": "Large 1-day drop (-26.8%), below MA50 (-22.1%) and MA200 (-17.6%), high volatility (154.0%), no earnings date known.",
      "mean_reversion_score": 80
    },
    {
      "symbol": "HIK_CFD.UK",
      "selection_reason": "Significant 1-day decline (-19.6%), below MA50 (-15.7%) and MA200 (-28.9%), high volatility (155.6%), no earnings date known.",
      "mean_reversion_score": 75
    },
    {
      "symbol": "KGF_CFD.UK",
      "selection_reason": "Sharp 1-day drop (-16.6%), below MA50 (-8.1%), near MA200 (+1.8%), high volatility (106.8%), no earnings date known.",
      "mean_reversion_score": 70
    }
  ],
  "simulate_only": false,
  "strict_replay": false,
  "universe_symbols": [
    "CRST_CFD.UK",
    "MSLH_CFD.UK",
    "MCG_CFD.UK",
    "SPX_CFD.UK",
    "PAGE_CFD.UK",
    "ESNT_CFD.UK",
    "JDW_CFD.UK",
    "UTG_CFD.UK",
    "PAG_CFD.UK",
    "INVP_CFD.UK",
    "SAFE_CFD.UK",
    "RHIM_CFD.UK",
    "CBG_CFD.UK",
    "RSW_CFD.UK",
    "DLN_CFD.UK",
    "TPK_CFD.UK",
    "EMG_CFD.UK",
    "PZC_CFD.UK",
    "OCDO_CFD.UK",
    "HWDN_CFD.UK",
    "IMI_CFD.UK",
    "DOCS_CFD.UK",
    "STJ_CFD.UK",
    "ABDN_CFD.UK",
    "SMIN_CFD.UK",
    "BC8_CFD.DE",
    "BBY_CFD.UK",
    "HLAG_CFD.DE",
    "BYW6_CFD.DE",
    "TRST_CFD.UK",
    "JBLU_CFD.US",
    "III_CFD.UK",
    "OSB_CFD.UK",
    "MAB_CFD.UK",
    "TFF_CFD.FR",
    "KGF_CFD.UK",
    "HLMA_CFD.UK",
    "DOM_CFD.UK",
    "IPO_CFD.UK",
    "FRES_CFD.UK",
    "GROW_CFD.UK",
    "TTK_CFD.DE",
    "IWG_CFD.UK",
    "BYIT_CFD.UK",
    "WKP_CFD.UK",
    "RIO_CFD.UK",
    "HIK_CFD.UK",
    "FII_CFD.FR",
    "ONTEX_CFD.BE",
    "COFB_CFD.BE"
  ]
}
Outputs
{
  "actions": {
    "buy": [
      {
        "reason": "Extreme 1-day drop (-36.8%) with high mean reversion score (90), far below MA50 and MA200, high volatility.",
        "symbol": "PAGE_CFD.UK",
        "position_size": 3000
      },
      {
        "reason": "Sharp 1-day decline (-26.6%) with high mean reversion score (85), significantly below MA50 and MA200, high volatility.",
        "symbol": "CBG_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "No significant price movement since entry, no clear mean reversion signal.",
        "symbol": "AUTO_CFD.UK"
      },
      {
        "reason": "Positive unrealized PnL (258.85), no need to sell. Holding for further potential upside.",
        "symbol": "BTRW_CFD.UK"
      },
      {
        "reason": "No significant price movement since entry, no clear mean reversion signal.",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "Marginal unrealized PnL, candidate for mean reversion but holding for further confirmation.",
        "symbol": "CBG_CFD.UK"
      },
      {
        "reason": "No significant price movement since entry, no clear mean reversion signal.",
        "symbol": "CRST_CFD.UK"
      },
      {
        "reason": "No significant price movement since entry, no clear mean reversion signal.",
        "symbol": "ESNT_CFD.UK"
      },
      {
        "reason": "Positive unrealized PnL (151.12), no need to sell. Holding for further potential upside.",
        "symbol": "EXPD_CFD.US"
      },
      {
        "reason": "Positive unrealized PnL (143.78), no need to sell. Holding for further potential upside.",
        "symbol": "FUTR_CFD.UK"
      },
      {
        "reason": "No significant price movement since entry, no clear mean reversion signal.",
        "symbol": "HIK_CFD.UK"
      },
      {
        "reason": "No significant price movement since entry, no clear mean reversion signal.",
        "symbol": "ICG_CFD.UK"
      },
      {
        "reason": "Positive unrealized PnL (101.19), no need to sell. Holding for further potential upside.",
        "symbol": "INF_CFD.UK"
      },
      {
        "reason": "No significant price movement since entry, no clear mean reversion signal.",
        "symbol": "JDW_CFD.UK"
      },
      {
        "reason": "Marginal positive unrealized PnL (13.22), no need to sell. Holding for further potential upside.",
        "symbol": "JMAT_CFD.UK"
      },
      {
        "reason": "No significant price movement since entry, no clear mean reversion signal.",
        "symbol": "MSLH_CFD.UK"
      },
      {
        "reason": "No significant price movement since entry, no clear mean reversion signal.",
        "symbol": "OCDO_CFD.UK"
      },
      {
        "reason": "No significant price movement since entry, no clear mean reversion signal.",
        "symbol": "PAG_CFD.UK"
      },
      {
        "reason": "No significant price movement since entry, no clear mean reversion signal.",
        "symbol": "STJ_CFD.UK"
      },
      {
        "reason": "No significant price movement since entry, no clear mean reversion signal.",
        "symbol": "TPK_CFD.UK"
      },
      {
        "reason": "Positive unrealized PnL (207.90), no need to sell. Holding for further potential upside.",
        "symbol": "UKW_CFD.UK"
      }
    ],
    "sell": [
      {
        "reason": "Negative unrealized PnL (-162.71) with no recent recovery, mean reversion not materializing. Risk management priority.",
        "symbol": "IWG_CFD.UK"
      }
    ]
  },
  "portfolio_rationale": "Portfolio adjustments focus on mean reversion opportunities with the highest scores. Sold IWG_CFD.UK due to negative PnL and lack of recovery. Bought PAGE_CFD.UK and CBG_CFD.UK for their extreme deviations from moving averages and high volatility, indicating strong potential for mean reversion. Held positions with no significant price movement or positive PnL to avoid overtrading and churn."
}
Prompts & responses
#1678openroutermistralai/mistral-large-25122026-03-26T11:12:19.293285+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": "EU", "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": "MCG_CFD.UK", "name": "MOBICO GROUP PLC", "sector": "", "last_price": 23.88, "change_1d_pct": -4.250200481154776, "distance_from_ma200_pct": -13.633157923289751, "distance_from_ma50_pct": 0.9358119246278163, "volatility_20d_pct": 236.12122528317374, "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": "PAGE_CFD.UK", "name": "PAGEGROUP PLC", "sector": "", "last_price": 152.7, "change_1d_pct": -36.79635761589404, "distance_from_ma200_pct": -40.61156091058385, "distance_from_ma50_pct": -31.72721647345812, "volatility_20d_pct": 193.22753953431183, "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": "UTG_CFD.UK", "name": "UNITE GROUP PLC/THE", "sector": "", "last_price": 567.5, "change_1d_pct": 3.4639927073837784, "distance_from_ma200_pct": -23.929923575376698, "distance_from_ma50_pct": -3.6875042216270137, "volatility_20d_pct": 73.84223442053181, "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": "RHIM_CFD.UK", "name": "RHI MAGNESITA NV", "sector": "", "last_price": 2550.0, "change_1d_pct": -6.764168190127973, "distance_from_ma200_pct": -2.35709026809392, "distance_from_ma50_pct": 0.9429816244979738, "volatility_20d_pct": 151.25590362229855, "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": "RSW_CFD.UK", "name": "RENISHAW PLC", "sector": "", "last_price": 4100.0, "change_1d_pct": 18.155619596541793, "distance_from_ma200_pct": 36.779911314574385, "distance_from_ma50_pct": 14.333028240759926, "volatility_20d_pct": 92.61568245477878, "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": "TPK_CFD.UK", "name": "TRAVIS PERKINS PLC", "sector": "", "last_price": 601.57, "change_1d_pct": -1.21029986533977, "distance_from_ma200_pct": 0.5267641208837714, "distance_from_ma50_pct": -4.983077425595306, "volatility_20d_pct": 108.19399806448348, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "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": "PZC_CFD.UK", "name": "PZ CUSSONS PLC", "sector": "", "last_price": 77.7, "change_1d_pct": -13.858093126385807, "distance_from_ma200_pct": 2.9808107121248817, "distance_from_ma50_pct": 2.5905093876257723, "volatility_20d_pct": 92.73478468401771, "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": "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": "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": "STJ_CFD.UK", "name": "ST JAMES'S PLACE PLC", "sector": "", "last_price": 1280.0, "change_1d_pct": -14.836992681304062, "distance_from_ma200_pct": 4.633703562254432, "distance_from_ma50_pct": -6.669417974449299, "volatility_20d_pct": 125.87476157380789, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "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": "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": "BC8_CFD.DE", "name": "BECHTLE AG", "sector": "", "last_price": 28.2, "change_1d_pct": 14.355231143552306, "distance_from_ma200_pct": -26.10408554002388, "distance_from_ma50_pct": -20.543997493473064, "volatility_20d_pct": 102.68767290315448, "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": "HLAG_CFD.DE", "name": "HAPAG-LLOYD AG", "sector": "", "last_price": 138.9, 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"distance_from_ma200_pct": -1.8628533375392164, "distance_from_ma50_pct": 17.498950902224088, "volatility_20d_pct": 304.2360318925346, "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": "JBLU_CFD.US", "name": "JETBLUE AIRWAYS CORP", "sector": "", "last_price": 4.88, "change_1d_pct": 20.197044334975377, "distance_from_ma200_pct": 1.8448952333249835, "distance_from_ma50_pct": -5.2905329348290175, "volatility_20d_pct": 144.50400169983027, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "III_CFD.UK", "name": "3I GROUP PLC", "sector": "", "last_price": 2671.0, "change_1d_pct": -10.51926298157454, "distance_from_ma200_pct": -27.831306719702418, "distance_from_ma50_pct": -15.692564904888517, "volatility_20d_pct": 118.38156995431726, "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": 544.0, "change_1d_pct": -12.82051282051282, "distance_from_ma200_pct": 1.2037008184198061, "distance_from_ma50_pct": -8.431783193394438, "volatility_20d_pct": 87.0803157010617, "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": "MAB_CFD.UK", "name": "MITCHELLS & BUTLERS PLC", "sector": "", "last_price": 292.81, "change_1d_pct": 14.37890625, "distance_from_ma200_pct": 11.595067041457764, "distance_from_ma50_pct": 10.935906392690597, "volatility_20d_pct": 118.87119977937589, "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": "TFF_CFD.FR", "name": "TFF Group", "sector": "", "last_price": 14.7, "change_1d_pct": -11.44578313253013, "distance_from_ma200_pct": -19.723674689748393, "distance_from_ma50_pct": -14.281015985715829, "volatility_20d_pct": 103.23743352409241, "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": 298.6, "change_1d_pct": -16.592178770949715, "distance_from_ma200_pct": 1.7661505198389493, "distance_from_ma50_pct": -8.10124743477527, "volatility_20d_pct": 106.76236046208503, "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": "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": "FRES_CFD.UK", "name": "FRESNILLO PLC", "sector": "", "last_price": 3190.0, "change_1d_pct": 2.969657843770168, "distance_from_ma200_pct": 23.257674050799505, "distance_from_ma50_pct": -15.062931445028749, "volatility_20d_pct": 125.03669749677886, "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": "TTK_CFD.DE", "name": "TAKKT AG", "sector": "", "last_price": 2.5, "change_1d_pct": 6.11205432937183, "distance_from_ma200_pct": -44.32071269487751, "distance_from_ma50_pct": -23.290764821758415, "volatility_20d_pct": 108.19590691139337, "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": 177.0, "change_1d_pct": -26.786896095301127, "distance_from_ma200_pct": -17.645939421376646, "distance_from_ma50_pct": -22.14236071400294, "volatility_20d_pct": 154.02502086657427, "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": "WKP_CFD.UK", "name": "WORKSPACE GROUP PLC", "sector": "", "last_price": 423.0, "change_1d_pct": 3.6764705882353033, "distance_from_ma200_pct": 1.8640028868691871, "distance_from_ma50_pct": 5.808194506978848, "volatility_20d_pct": 70.2233148398582, "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": "RIO_CFD.UK", "name": "RIO TINTO PLC", "sector": "", "last_price": 6542.0, "change_1d_pct": 7.829240151640016, "distance_from_ma200_pct": 19.748490097292294, "distance_from_ma50_pct": -4.428264223271472, "volatility_20d_pct": 68.30362798960871, "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": "HIK_CFD.UK", "name": "HIKMA PHARMACEUTICALS PLC", "sector": "", "last_price": 1267.0, "change_1d_pct": -19.55555555555556, "distance_from_ma200_pct": -28.881851790845626, "distance_from_ma50_pct": -15.711709832205766, "volatility_20d_pct": 155.5956600941246, "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": "FII_CFD.FR", "name": "Lisi Group", "sector": "", "last_price": 53.5, "change_1d_pct": 12.394957983193278, "distance_from_ma200_pct": 11.231802814913095, "distance_from_ma50_pct": -2.6782579590084454, "volatility_20d_pct": 92.80425689628059, "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": "ONTEX_CFD.BE", "name": "Ontex Group NV", "sector": "", "last_price": 4.17, "change_1d_pct": 3.2178217821782207, "distance_from_ma200_pct": -29.05164852833213, "distance_from_ma50_pct": -11.501044160342289, "volatility_20d_pct": 81.82827774848938, "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": "COFB_CFD.BE", "name": "Cofinimmo SA", "sector": "", "last_price": 85.0, "change_1d_pct": -0.9900990099009799, "distance_from_ma200_pct": 12.84437864068324, "distance_from_ma50_pct": 0.6958438205092898, "volatility_20d_pct": 76.11788549350604, "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": "PAGE_CFD.UK",
      "selection_reason": "Extreme 1-day drop (-36.8%), far below MA50 (-31.7%) and MA200 (-40.6%), high volatility (193.2%), no earnings date known.",
      "mean_reversion_score": 90
    },
    {
      "symbol": "CBG_CFD.UK",
      "selection_reason": "Sharp 1-day decline (-26.6%), significantly below MA50 (-22.1%) and MA200 (-13.4%), high volatility (169.1%), no earnings date known.",
      "mean_reversion_score": 85
    },
    {
      "symbol": "IWG_CFD.UK",
      "selection_reason": "Large 1-day drop (-26.8%), below MA50 (-22.1%) and MA200 (-17.6%), high volatility (154.0%), no earnings date known.",
      "mean_reversion_score": 80
    },
    {
      "symbol": "HIK_CFD.UK",
      "selection_reason": "Significant 1-day decline (-19.6%), below MA50 (-15.7%) and MA200 (-28.9%), high volatility (155.6%), no earnings date known.",
      "mean_reversion_score": 75
    },
    {
      "symbol": "KGF_CFD.UK",
      "selection_reason": "Sharp 1-day drop (-16.6%), below MA50 (-8.1%), near MA200 (+1.8%), high volatility (106.8%), no earnings date known.",
      "mean_reversion_score": 70
    }
  ],
  "rejected_common_reasons": [
    "No sector data to enforce sector concentration rule",
    "Earnings dates unknown, unable to avoid earnings within 5 trading days",
    "Extreme volatility or low liquidity (e.g., BYW6_CFD.DE)",
    "Insufficient deviation from moving averages for mean-reversion signal"
  ]
}
#1679openroutermistralai/mistral-large-25122026-03-26T11:12:32.287129+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": "EU", "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": "ACM_CFD.US", "qty": 0.0, "avg_price": 88.42, "last_price": 97.88, "unrealized_pnl": 0.0, "opened_at": "2026-02-15T10:57:15.913854+00:00"}, {"symbol": "ADS_CFD.DE", "qty": 0.0, "avg_price": 137.15, "last_price": 138.55, "unrealized_pnl": 0.0, "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": "AMCX_CFD.US", "qty": 0.0, "avg_price": 7.5, "last_price": 7.365, "unrealized_pnl": -53.999999999999915, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "AMH_CFD.US", "qty": 0.0, "avg_price": 29.595, "last_price": 29.485, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "ATG_CFD.UK", "qty": 0.0, "avg_price": 296.0, "last_price": 296.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T18:49:26.891792+00:00"}, {"symbol": "ATO_CFD.FR", "qty": 0.0, "avg_price": 35.106, "last_price": 38.024, "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": 0.453, "unrealized_pnl": 0.0, "opened_at": "2026-02-28T10:51:05.818250+00:00"}, {"symbol": "BLND_CFD.UK", "qty": 0.0, "avg_price": 364.2, "last_price": 364.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-09T18:18:45.954380+00:00"}, {"symbol": "BRBY_CFD.UK", "qty": 0.0, "avg_price": 1070.84, "last_price": 1070.84, "unrealized_pnl": 0.0, "opened_at": "2026-03-09T10:19:46.508085+00:00"}, {"symbol": "BTRW_CFD.UK", "qty": 11.961722488038276, "avg_price": 250.8, "last_price": 272.44, "unrealized_pnl": 258.8516746411481, "opened_at": "2026-03-23T18:04:09.108429+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 10.252904989747094, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-15T10:57:15.913854+00:00"}, {"symbol": "CBG_CFD.UK", "qty": 52.49037676425989, "avg_price": 342.91999999999996, "last_price": 342.92, "unrealized_pnl": 2.9837324725724495e-12, "opened_at": "2026-03-04T10:26:53.527562+00:00"}, {"symbol": "CRST_CFD.UK", "qty": 25.246149962130776, "avg_price": 118.83, "last_price": 118.83, "unrealized_pnl": 0.0, "opened_at": "2026-03-18T17:58:33.497657+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 0.0, "avg_price": 350.24, "last_price": 350.055, "unrealized_pnl": -1.5846276838739344, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "DLTR_CFD.US", "qty": 0.0, "avg_price": 112.12, "last_price": 107.655, "unrealized_pnl": 0.0, "opened_at": "2026-03-17T18:12:35.221859+00:00"}, {"symbol": "DOM_CFD.UK", "qty": 0.0, "avg_price": 199.3, "last_price": 189.21, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "DSY_CFD.FR", "qty": 0.0, "avg_price": 17.881, "last_price": 16.752, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+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": "ESTC_CFD.US", "qty": 0.0, "avg_price": 58.085, "last_price": 54.045, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "EVT_CFD.DE", "qty": 0.0, "avg_price": 4.502, "last_price": 4.353, "unrealized_pnl": 0.0, "opened_at": "2026-03-11T10:11:17.665074+00:00"}, {"symbol": "EXM_CFD.BE", "qty": 0.0, "avg_price": 10.0, "last_price": 9.933, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "EXPD_CFD.US", "qty": 22.01269398686576, "avg_price": 136.285, "last_price": 143.15, "unrealized_pnl": 151.11714421983365, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "EZJ_CFD.UK", "qty": 0.0, "avg_price": 405.2, "last_price": 394.1, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "FRVIA_CFD.FR", "qty": 0.0, "avg_price": 12.709, "last_price": 12.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 7.488766849725412, "avg_price": 400.6, "last_price": 419.8, "unrealized_pnl": 143.78432351472782, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "GO_CFD.US", "qty": 0.0, "avg_price": 6.53, "last_price": 6.35, "unrealized_pnl": 0.0, "opened_at": "2026-03-05T18:20:59.102726+00:00"}, {"symbol": "GRI_CFD.UK", "qty": 0.0, "avg_price": 189.6, "last_price": 189.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "HIK_CFD.UK", "qty": 4.854368932038835, "avg_price": 1236.0, "last_price": 1236.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "ICG_CFD.UK", "qty": 1.772002362669817, "avg_price": 1693.0, "last_price": 1693.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-15T18:15:23.812047+00:00"}, {"symbol": "INF_CFD.UK", "qty": 4.0474905558553695, "avg_price": 741.2, "last_price": 766.2, "unrealized_pnl": 101.18726389638424, "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": 0.0, "opened_at": "2026-03-13T10:07:39.444598+00:00"}, {"symbol": "IWG_CFD.UK", "qty": 33.898305084745765, "avg_price": 177.0, "last_price": 172.2, "unrealized_pnl": -162.71186440678005, "opened_at": "2026-03-16T18:18:58.833148+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": "JEF_CFD.US", "qty": 0.0, "avg_price": 47.46, "last_price": 44.27, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T18:07:22.382508+00:00"}, {"symbol": "JMAT_CFD.UK", "qty": 1.6528925619834711, "avg_price": 1815.0, "last_price": 1823.0, "unrealized_pnl": 13.223140495867769, "opened_at": "2026-03-03T10:20:03.276878+00:00"}, {"symbol": "LIO_CFD.UK", "qty": 0.0, "avg_price": 250.0, "last_price": 257.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T09:33:44.817899+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": "NA9_CFD.DE", "qty": 0.0, "avg_price": 48.578, "last_price": 53.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 44.052863436123346, "avg_price": 204.3, "last_price": 204.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "OKTA_CFD.US", "qty": 0.0, "avg_price": 70.18, "last_price": 79.26, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 0.0, "avg_price": 151.91, "last_price": 151.91, "unrealized_pnl": 0.0, "opened_at": "2026-03-06T10:33:43.857578+00:00"}, {"symbol": "PAG_CFD.UK", "qty": 3.9190071848465053, "avg_price": 765.5, "last_price": 765.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-22T18:18:31.438015+00:00"}, {"symbol": "PSN_CFD.UK", "qty": 0.0, "avg_price": 1113.0, "last_price": 1078.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-21T10:00:02.317290+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 424.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "SOI_CFD.FR", "qty": 0.0, "avg_price": 57.5, "last_price": 54.96, "unrealized_pnl": 0.0, "opened_at": "2026-03-19T10:09:24.325041+00:00"}, {"symbol": "STJ_CFD.UK", "qty": 2.459016393442623, "avg_price": 1220.0, "last_price": 1220.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-15T10:35:48.762746+00:00"}, {"symbol": "SYNT_CFD.UK", "qty": 0.0, "avg_price": 18.4, "last_price": 18.34, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T18:49:26.891792+00:00"}, {"symbol": "TPK_CFD.UK", "qty": 5.328975415660082, "avg_price": 562.96, "last_price": 562.96, "unrealized_pnl": 0.0, "opened_at": "2026-03-22T18:18:31.438015+00:00"}, {"symbol": "TRN_CFD.UK", "qty": 0.0, "avg_price": 184.50000000000003, "last_price": 211.4, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "TRST_CFD.UK", "qty": 0.0, "avg_price": 151.8, "last_price": 224.82, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "TUI1_CFD.DE", "qty": 0.0, "avg_price": 7.398000000000001, "last_price": 6.95, "unrealized_pnl": -181.67072181670738, "opened_at": "2026-03-02T10:31:26.559356+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 32.48511099079589, "avg_price": 92.35, "last_price": 98.75, "unrealized_pnl": 207.90471034109387, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "ULTA_CFD.US", "qty": 0.0, "avg_price": 535.2, "last_price": 523.22, "unrealized_pnl": 0.0, "opened_at": "2026-03-15T18:15:23.812047+00:00"}, {"symbol": "VSVS_CFD.UK", "qty": 0.0, "avg_price": 425.0, "last_price": 421.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-16T18:18:58.833148+00:00"}, {"symbol": "VTY_CFD.UK", "qty": 0.0, "avg_price": 385.0, "last_price": 385.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-11T10:11:17.665074+00:00"}, {"symbol": "WEIR_CFD.UK", "qty": 0.0, "avg_price": 2890.0, "last_price": 2842.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-14T10:03:26.036362+00:00"}, {"symbol": "WIX_CFD.UK", "qty": 0.0, "avg_price": 224.5, "last_price": 222.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-09T10:19:46.508085+00:00"}, {"symbol": "WIZZ_CFD.UK", "qty": 0.0, "avg_price": 1087.0, "last_price": 1064.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T10:20:03.276878+00:00"}, {"symbol": "WKP_CFD.UK", "qty": 0.0, "avg_price": 412.5, "last_price": 412.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "WPP_CFD.UK", "qty": 0.0, "avg_price": 263.4, "last_price": 257.0, "unrealized_pnl": -72.89293849658289, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "ZS_CFD.US", "qty": 0.0, "avg_price": 159.76, "last_price": 144.45, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}], "candidates": [{"symbol": "PAGE_CFD.UK", "mean_reversion_score": 90, "selection_reason": "Extreme 1-day drop (-36.8%), far below MA50 (-31.7%) and MA200 (-40.6%), high volatility (193.2%), no earnings date known."}, {"symbol": "CBG_CFD.UK", "mean_reversion_score": 85, "selection_reason": "Sharp 1-day decline (-26.6%), significantly below MA50 (-22.1%) and MA200 (-13.4%), high volatility (169.1%), no earnings date known."}, {"symbol": "IWG_CFD.UK", "mean_reversion_score": 80, "selection_reason": "Large 1-day drop (-26.8%), below MA50 (-22.1%) and MA200 (-17.6%), high volatility (154.0%), no earnings date known."}, {"symbol": "HIK_CFD.UK", "mean_reversion_score": 75, "selection_reason": "Significant 1-day decline (-19.6%), below MA50 (-15.7%) and MA200 (-28.9%), high volatility (155.6%), no earnings date known."}, {"symbol": "KGF_CFD.UK", "mean_reversion_score": 70, "selection_reason": "Sharp 1-day drop (-16.6%), below MA50 (-8.1%), near MA200 (+1.8%), high volatility (106.8%), no earnings date known."}], "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": "Extreme 1-day drop (-36.8%) with high mean reversion score (90), far below MA50 and MA200, high volatility.",
        "symbol": "PAGE_CFD.UK",
        "position_size": 3000
      },
      {
        "reason": "Sharp 1-day decline (-26.6%) with high mean reversion score (85), significantly below MA50 and MA200, high volatility.",
        "symbol": "CBG_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "No significant price movement since entry, no clear mean reversion signal.",
        "symbol": "AUTO_CFD.UK"
      },
      {
        "reason": "Positive unrealized PnL (258.85), no need to sell. Holding for further potential upside.",
        "symbol": "BTRW_CFD.UK"
      },
      {
        "reason": "No significant price movement since entry, no clear mean reversion signal.",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "Marginal unrealized PnL, candidate for mean reversion but holding for further confirmation.",
        "symbol": "CBG_CFD.UK"
      },
      {
        "reason": "No significant price movement since entry, no clear mean reversion signal.",
        "symbol": "CRST_CFD.UK"
      },
      {
        "reason": "No significant price movement since entry, no clear mean reversion signal.",
        "symbol": "ESNT_CFD.UK"
      },
      {
        "reason": "Positive unrealized PnL (151.12), no need to sell. Holding for further potential upside.",
        "symbol": "EXPD_CFD.US"
      },
      {
        "reason": "Positive unrealized PnL (143.78), no need to sell. Holding for further potential upside.",
        "symbol": "FUTR_CFD.UK"
      },
      {
        "reason": "No significant price movement since entry, no clear mean reversion signal.",
        "symbol": "HIK_CFD.UK"
      },
      {
        "reason": "No significant price movement since entry, no clear mean reversion signal.",
        "symbol": "ICG_CFD.UK"
      },
      {
        "reason": "Positive unrealized PnL (101.19), no need to sell. Holding for further potential upside.",
        "symbol": "INF_CFD.UK"
      },
      {
        "reason": "No significant price movement since entry, no clear mean reversion signal.",
        "symbol": "JDW_CFD.UK"
      },
      {
        "reason": "Marginal positive unrealized PnL (13.22), no need to sell. Holding for further potential upside.",
        "symbol": "JMAT_CFD.UK"
      },
      {
        "reason": "No significant price movement since entry, no clear mean reversion signal.",
        "symbol": "MSLH_CFD.UK"
      },
      {
        "reason": "No significant price movement since entry, no clear mean reversion signal.",
        "symbol": "OCDO_CFD.UK"
      },
      {
        "reason": "No significant price movement since entry, no clear mean reversion signal.",
        "symbol": "PAG_CFD.UK"
      },
      {
        "reason": "No significant price movement since entry, no clear mean reversion signal.",
        "symbol": "STJ_CFD.UK"
      },
      {
        "reason": "No significant price movement since entry, no clear mean reversion signal.",
        "symbol": "TPK_CFD.UK"
      },
      {
        "reason": "Positive unrealized PnL (207.90), no need to sell. Holding for further potential upside.",
        "symbol": "UKW_CFD.UK"
      }
    ],
    "sell": [
      {
        "reason": "Negative unrealized PnL (-162.71) with no recent recovery, mean reversion not materializing. Risk management priority.",
        "symbol": "IWG_CFD.UK"
      }
    ]
  },
  "portfolio_rationale": "Portfolio adjustments focus on mean reversion opportunities with the highest scores. Sold IWG_CFD.UK due to negative PnL and lack of recovery. Bought PAGE_CFD.UK and CBG_CFD.UK for their extreme deviations from moving averages and high volatility, indicating strong potential for mean reversion. Held positions with no significant price movement or positive PnL to avoid overtrading and churn."
}
Selection logs
#826stage12026-03-26T11:12:32.282204+00:00
{
  "selected_stocks": [
    {
      "symbol": "PAGE_CFD.UK",
      "selection_reason": "Extreme 1-day drop (-36.8%), far below MA50 (-31.7%) and MA200 (-40.6%), high volatility (193.2%), no earnings date known.",
      "mean_reversion_score": 90
    },
    {
      "symbol": "CBG_CFD.UK",
      "selection_reason": "Sharp 1-day decline (-26.6%), significantly below MA50 (-22.1%) and MA200 (-13.4%), high volatility (169.1%), no earnings date known.",
      "mean_reversion_score": 85
    },
    {
      "symbol": "IWG_CFD.UK",
      "selection_reason": "Large 1-day drop (-26.8%), below MA50 (-22.1%) and MA200 (-17.6%), high volatility (154.0%), no earnings date known.",
      "mean_reversion_score": 80
    },
    {
      "symbol": "HIK_CFD.UK",
      "selection_reason": "Significant 1-day decline (-19.6%), below MA50 (-15.7%) and MA200 (-28.9%), high volatility (155.6%), no earnings date known.",
      "mean_reversion_score": 75
    },
    {
      "symbol": "KGF_CFD.UK",
      "selection_reason": "Sharp 1-day drop (-16.6%), below MA50 (-8.1%), near MA200 (+1.8%), high volatility (106.8%), no earnings date known.",
      "mean_reversion_score": 70
    }
  ],
  "rejected_common_reasons": [
    "No sector data to enforce sector concentration rule",
    "Earnings dates unknown, unable to avoid earnings within 5 trading days",
    "Extreme volatility or low liquidity (e.g., BYW6_CFD.DE)",
    "Insufficient deviation from moving averages for mean-reversion signal"
  ]
}