Arena run #866
meanrev-v1 • openai • openai/gpt-5.2-pro • EU • success
Run status
as_of: 2026-03-26T10:11:44.579260+00:00
started_at: 2026-03-26T11:22:48.098207+00:00
finished_at: 2026-03-26T11:24:54.426807+00:00
duration_ms: 126327
Inputs
{
"as_of": "2026-03-26T10:11:44.579260+00:00",
"dry_run": false,
"selected": [
{
"symbol": "HIK_CFD.UK",
"selection_reason": "Sharp 1D selloff (-19.6%) with price deeply below MA200 (-28.9%) and MA50 (-15.7%) -> oversold mean-reversion setup (high vol).",
"mean_reversion_score": 85
},
{
"symbol": "IWG_CFD.UK",
"selection_reason": "Large down day (-26.8%) and extended below MA200 (-17.6%) and MA50 (-22.1%) -> stretched to downside for 2-10d bounce potential.",
"mean_reversion_score": 82
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Selloff (-12.7%) while far below MA200 (-28.0%) and MA50 (-14.3%) -> strong oversold vs trend measures.",
"mean_reversion_score": 78
},
{
"symbol": "III_CFD.UK",
"selection_reason": "Down move (-10.5%) with heavy downside extension vs MA200 (-27.8%) and MA50 (-15.7%) -> classic mean-reversion candidate.",
"mean_reversion_score": 76
},
{
"symbol": "TFF_CFD.FR",
"selection_reason": "Pullback (-11.4%) with price well below MA200 (-19.7%) and MA50 (-14.3%) -> downside stretch supportive of short-term reversion.",
"mean_reversion_score": 72
}
],
"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": [],
"hold": [
{
"reason": "Portfolio already at max_positions (10). No new, higher-conviction replacement signal provided vs current holding; avoid overtrading and allow time for mean-reversion to play out.",
"symbol": "ADBE_CFD.US"
},
{
"reason": "Still a listed mean-reversion candidate (score 78). Keep position rather than rotate, given max_positions constraint and no clear superior swap.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "No new downside/score or risk event provided to justify a sell; keep position to avoid unnecessary churn under overtrading rules.",
"symbol": "CBG_CFD.UK"
},
{
"reason": "Underwater but no new information indicating thesis break or a clearly better replacement; hold and avoid forced rotation.",
"symbol": "CSGP_CFD.US"
},
{
"reason": "Underwater but no risk/earnings/news trigger provided; hold to allow potential mean-reversion rather than crystallize loss without a clearly better alternative.",
"symbol": "EZJ_CFD.UK"
},
{
"reason": "No new catalyst/score provided to justify exit; maintain position and avoid overtrading.",
"symbol": "FICO_CFD.US"
},
{
"reason": "Listed mean-reversion candidate (score 82). Hold to allow for expected 2–10d bounce behavior rather than rotate.",
"symbol": "IWG_CFD.UK"
},
{
"reason": "No new information provided to justify selling; keep position to avoid churn while portfolio is full.",
"symbol": "PSN_CFD.UK"
},
{
"reason": "Small drawdown and no replacement edge quantified; hold under avoid_overtrading.",
"symbol": "ULTA_CFD.US"
},
{
"reason": "Underwater but no new score/risk event provided and portfolio is at max_positions; hold rather than rotate without clear improvement.",
"symbol": "ZS_CFD.US"
}
],
"sell": []
},
"portfolio_rationale": "The portfolio already holds 10 active positions (max_positions), so adding new candidates would require selling existing holdings. While new candidates (e.g., HIK/III/TFF) are presented with high mean-reversion scores, there is no comparable score or explicit deterioration/risk signal for current non-candidate holdings to justify a rotation. Two existing holdings (IWG, BYIT) are themselves top mean-reversion candidates, supporting a HOLD. To comply with the overtrading constraints and avoid churning, no trades are made this run."
}Prompts & responses
#1695 • openrouter • openai/gpt-5.2-pro • 2026-03-26T11:22:48.141289+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, "change_1d_pct": 2.132352941176485, "distance_from_ma200_pct": 12.351948099062081, "distance_from_ma50_pct": 7.880042984255575, "volatility_20d_pct": 87.12149139569377, "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": "BYW6_CFD.DE", "name": "BayWa AG vNa", "sector": "", "last_price": 2.925, "change_1d_pct": -3.9408866995073955, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -9.660880845018216, "volatility_20d_pct": 4766.322917936193, "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": "TRST_CFD.UK", "name": "TRUSTPILOT AS", "sector": "", "last_price": 210.0, "change_1d_pct": 55.786350148367944, "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": "HIK_CFD.UK",
"selection_reason": "Sharp 1D selloff (-19.6%) with price deeply below MA200 (-28.9%) and MA50 (-15.7%) -> oversold mean-reversion setup (high vol).",
"mean_reversion_score": 85
},
{
"symbol": "IWG_CFD.UK",
"selection_reason": "Large down day (-26.8%) and extended below MA200 (-17.6%) and MA50 (-22.1%) -> stretched to downside for 2-10d bounce potential.",
"mean_reversion_score": 82
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Selloff (-12.7%) while far below MA200 (-28.0%) and MA50 (-14.3%) -> strong oversold vs trend measures.",
"mean_reversion_score": 78
},
{
"symbol": "III_CFD.UK",
"selection_reason": "Down move (-10.5%) with heavy downside extension vs MA200 (-27.8%) and MA50 (-15.7%) -> classic mean-reversion candidate.",
"mean_reversion_score": 76
},
{
"symbol": "TFF_CFD.FR",
"selection_reason": "Pullback (-11.4%) with price well below MA200 (-19.7%) and MA50 (-14.3%) -> downside stretch supportive of short-term reversion.",
"mean_reversion_score": 72
}
],
"rejected_common_reasons": [
"Large 1D spikes upward (not a dip/oversold setup)",
"Too close to MA50/MA200 (weak mean-reversion edge)",
"Extremely high/erratic volatility or key technicals missing (e.g., MA200 null)",
"Move appears highly gap/event-driven based on extreme 1D change (event risk unknown)",
"Non-EU symbol included in EU scan"
]
}#1696 • openrouter • openai/gpt-5.2-pro • 2026-03-26T11:24:05.734847+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": "ADBE_CFD.US", "qty": 12.025494047380446, "avg_price": 249.47, "last_price": 237.26, "unrealized_pnl": -146.83128231851535, "opened_at": "2026-03-14T18:06:47.909233+00:00"}, {"symbol": "AMH_CFD.US", "qty": 0.0, "avg_price": 29.674999999999997, "last_price": 28.435000000000002, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "ARCAD_CFD.NL", "qty": 0.0, "avg_price": 28.6, "last_price": 30.0, "unrealized_pnl": 146.8531468531467, "opened_at": "2026-02-23T10:32:09.961595+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 10.252904989747094, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "CABO_CFD.US", "qty": 0.0, "avg_price": 94.325, "last_price": 108.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"symbol": "CBG_CFD.UK", "qty": 8.748396127376648, "avg_price": 342.92, "last_price": 342.92, "unrealized_pnl": 0.0, "opened_at": "2026-03-20T10:26:40.341409+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 0.0, "avg_price": 350.45000000000005, "last_price": 382.96500000000003, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "CSGP_CFD.US", "qty": 63.51222610352493, "avg_price": 47.235, "last_price": 41.379999999999995, "unrealized_pnl": -371.8640838361387, "opened_at": "2026-03-03T18:03:34.247734+00:00"}, {"symbol": "DSY_CFD.FR", "qty": 0.0, "avg_price": 17.881, "last_price": 17.45, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "ETSY_CFD.US", "qty": 0.0, "avg_price": 44.13, "last_price": 50.769999999999996, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "EZJ_CFD.UK", "qty": 6.857142857142857, "avg_price": 437.5, "last_price": 356.3, "unrealized_pnl": -556.7999999999998, "opened_at": "2026-03-03T10:20:03.276878+00:00"}, {"symbol": "FBIN_CFD.US", "qty": 0.0, "avg_price": 50.974999999999994, "last_price": 54.185, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "FICO_CFD.US", "qty": 2.6609662855571625, "avg_price": 1127.4099999999999, "last_price": 1045.175, "unrealized_pnl": -218.824562492793, "opened_at": "2026-03-14T18:06:47.909233+00:00"}, {"symbol": "FLO_CFD.US", "qty": 0.0, "avg_price": 9.875, "last_price": 9.885000000000002, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 0.0, "avg_price": 414.2, "last_price": 414.2, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "IWG_CFD.UK", "qty": 16.216216216216218, "avg_price": 185.0, "last_price": 172.2, "unrealized_pnl": -207.56756756756778, "opened_at": "2026-03-17T10:04:29.123574+00:00"}, {"symbol": "MLCO_CFD.US", "qty": 0.0, "avg_price": 5.51, "last_price": 6.06, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 0.0, "avg_price": 204.3, "last_price": 204.3, "unrealized_pnl": 0.0, "opened_at": "2026-03-12T18:01:52.554929+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 0.0, "avg_price": 151.91, "last_price": 152.7, "unrealized_pnl": 0.0, "opened_at": "2026-03-05T10:27:11.178069+00:00"}, {"symbol": "PAYC_CFD.US", "qty": 0.0, "avg_price": 121.22, "last_price": 134.24, "unrealized_pnl": 322.2240554363969, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "PSN_CFD.UK", "qty": 2.4691358024691357, "avg_price": 1215.0, "last_price": 1125.0, "unrealized_pnl": -222.2222222222222, "opened_at": "2026-03-12T18:01:52.554929+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 424.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "TMV_CFD.DE", "qty": 0.0, "avg_price": 4.781, "last_price": 4.467, "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": 204.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-05T10:27:11.178069+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 0.0, "avg_price": 92.35, "last_price": 92.35, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "ULTA_CFD.US", "qty": 5.605381165919282, "avg_price": 535.2, "last_price": 526.06, "unrealized_pnl": -51.2331838565028, "opened_at": "2026-03-15T18:15:23.812047+00:00"}, {"symbol": "WPP_CFD.UK", "qty": 0.0, "avg_price": 232.09999999999997, "last_price": 232.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-28T10:51:05.818250+00:00"}, {"symbol": "ZS_CFD.US", "qty": 18.778167250876315, "avg_price": 159.76, "last_price": 139.42, "unrealized_pnl": -381.9479218828243, "opened_at": "2026-02-21T17:32:49.140800+00:00"}], "candidates": [{"symbol": "HIK_CFD.UK", "mean_reversion_score": 85, "selection_reason": "Sharp 1D selloff (-19.6%) with price deeply below MA200 (-28.9%) and MA50 (-15.7%) -> oversold mean-reversion setup (high vol)."}, {"symbol": "IWG_CFD.UK", "mean_reversion_score": 82, "selection_reason": "Large down day (-26.8%) and extended below MA200 (-17.6%) and MA50 (-22.1%) -> stretched to downside for 2-10d bounce potential."}, {"symbol": "BYIT_CFD.UK", "mean_reversion_score": 78, "selection_reason": "Selloff (-12.7%) while far below MA200 (-28.0%) and MA50 (-14.3%) -> strong oversold vs trend measures."}, {"symbol": "III_CFD.UK", "mean_reversion_score": 76, "selection_reason": "Down move (-10.5%) with heavy downside extension vs MA200 (-27.8%) and MA50 (-15.7%) -> classic mean-reversion candidate."}, {"symbol": "TFF_CFD.FR", "mean_reversion_score": 72, "selection_reason": "Pullback (-11.4%) with price well below MA200 (-19.7%) and MA50 (-14.3%) -> downside stretch supportive of short-term reversion."}], "output_schema": {"actions": {"sell": [{"symbol": "string", "reason": "string"}], "hold": [{"symbol": "string", "reason": "string"}], "buy": [{"symbol": "string", "position_size": "number (currency amount)", "reason": "string"}]}, "portfolio_rationale": "string"}}Output JSON
{
"actions": {
"buy": [],
"hold": [
{
"reason": "Portfolio already at max_positions (10). No new, higher-conviction replacement signal provided vs current holding; avoid overtrading and allow time for mean-reversion to play out.",
"symbol": "ADBE_CFD.US"
},
{
"reason": "Still a listed mean-reversion candidate (score 78). Keep position rather than rotate, given max_positions constraint and no clear superior swap.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "No new downside/score or risk event provided to justify a sell; keep position to avoid unnecessary churn under overtrading rules.",
"symbol": "CBG_CFD.UK"
},
{
"reason": "Underwater but no new information indicating thesis break or a clearly better replacement; hold and avoid forced rotation.",
"symbol": "CSGP_CFD.US"
},
{
"reason": "Underwater but no risk/earnings/news trigger provided; hold to allow potential mean-reversion rather than crystallize loss without a clearly better alternative.",
"symbol": "EZJ_CFD.UK"
},
{
"reason": "No new catalyst/score provided to justify exit; maintain position and avoid overtrading.",
"symbol": "FICO_CFD.US"
},
{
"reason": "Listed mean-reversion candidate (score 82). Hold to allow for expected 2–10d bounce behavior rather than rotate.",
"symbol": "IWG_CFD.UK"
},
{
"reason": "No new information provided to justify selling; keep position to avoid churn while portfolio is full.",
"symbol": "PSN_CFD.UK"
},
{
"reason": "Small drawdown and no replacement edge quantified; hold under avoid_overtrading.",
"symbol": "ULTA_CFD.US"
},
{
"reason": "Underwater but no new score/risk event provided and portfolio is at max_positions; hold rather than rotate without clear improvement.",
"symbol": "ZS_CFD.US"
}
],
"sell": []
},
"portfolio_rationale": "The portfolio already holds 10 active positions (max_positions), so adding new candidates would require selling existing holdings. While new candidates (e.g., HIK/III/TFF) are presented with high mean-reversion scores, there is no comparable score or explicit deterioration/risk signal for current non-candidate holdings to justify a rotation. Two existing holdings (IWG, BYIT) are themselves top mean-reversion candidates, supporting a HOLD. To comply with the overtrading constraints and avoid churning, no trades are made this run."
}Selection logs
#834 • stage1 • 2026-03-26T11:24:05.732590+00:00
{
"selected_stocks": [
{
"symbol": "HIK_CFD.UK",
"selection_reason": "Sharp 1D selloff (-19.6%) with price deeply below MA200 (-28.9%) and MA50 (-15.7%) -> oversold mean-reversion setup (high vol).",
"mean_reversion_score": 85
},
{
"symbol": "IWG_CFD.UK",
"selection_reason": "Large down day (-26.8%) and extended below MA200 (-17.6%) and MA50 (-22.1%) -> stretched to downside for 2-10d bounce potential.",
"mean_reversion_score": 82
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Selloff (-12.7%) while far below MA200 (-28.0%) and MA50 (-14.3%) -> strong oversold vs trend measures.",
"mean_reversion_score": 78
},
{
"symbol": "III_CFD.UK",
"selection_reason": "Down move (-10.5%) with heavy downside extension vs MA200 (-27.8%) and MA50 (-15.7%) -> classic mean-reversion candidate.",
"mean_reversion_score": 76
},
{
"symbol": "TFF_CFD.FR",
"selection_reason": "Pullback (-11.4%) with price well below MA200 (-19.7%) and MA50 (-14.3%) -> downside stretch supportive of short-term reversion.",
"mean_reversion_score": 72
}
],
"rejected_common_reasons": [
"Large 1D spikes upward (not a dip/oversold setup)",
"Too close to MA50/MA200 (weak mean-reversion edge)",
"Extremely high/erratic volatility or key technicals missing (e.g., MA200 null)",
"Move appears highly gap/event-driven based on extreme 1D change (event risk unknown)",
"Non-EU symbol included in EU scan"
]
}