Arena run #870

You are an Arena strategy executor. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices, fundamentals, earnings dates, or sentiment. If a field is null/empty, treat it as unknown. You are a constrained selector (no narrative).

{"task": "stage1_universe_scan", "region": "US", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "selection_rules": {"horizon": "2-10 trading days", "target": "short-term mean reversion in liquid equities", "constraints": ["Select exactly 5 candidates", "Avoid earnings within 5 trading days (if known)", "Avoid highly binary/event-driven moves (if known)", "Avoid sector concentration: max 1 per sector unless clearly justified (sector may be unknown)"]}, "universe": [{"symbol": "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": "LMP_CFD.UK", "name": "LONDONMETRIC PROPERTY PLC", "sector": "", "last_price": 214.0, "change_1d_pct": 11.57455683003128, "distance_from_ma200_pct": 12.507879494597773, "distance_from_ma50_pct": 10.77384329331672, "volatility_20d_pct": 54.89150861607771, "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": "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": "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": "ABDN_CFD.UK", "name": "Aberdeen Group Plc", "sector": "", "last_price": 206.2, "change_1d_pct": 0.4873294346978474, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -3.567353199768042, "volatility_20d_pct": 5122.525857900045, "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": 722.5, "change_1d_pct": -1.0951403148528382, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -1.628407265201648, "volatility_20d_pct": 2239.4661443465884, "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": "MOS_CFD.US", "name": "The Mosaic Company", "sector": "", "last_price": 31.14, "change_1d_pct": 3.3864541832669293, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 19.517814672936073, "volatility_20d_pct": 4137.377654101071, "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": "META_CFD.US", "name": "Meta Platforms Inc.", "sector": "", "last_price": 661.46, "change_1d_pct": -1.3055609435848492, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 0.8260357664471085, "volatility_20d_pct": 5118.765206217737, "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": "VST_CFD.US", "name": "Vistra Energy Corp", "sector": "", "last_price": 158.65, "change_1d_pct": -5.2270011947431305, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -2.878446544884661, "volatility_20d_pct": 4530.365230302939, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "ATG_CFD.UK", "name": "AUCTION TECHNOLOGY GROUP", "sector": "", "last_price": 313.0, "change_1d_pct": 0.3205128205128194, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 0.8343803356850588, "volatility_20d_pct": 2871.9337920464413, "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": "NCLH_CFD.US", "name": "Norwegian Cruise Line Holdings Ltd", "sector": "", "last_price": 20.05, "change_1d_pct": -4.158699808795419, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -11.738552424218407, "volatility_20d_pct": 8004.424827870784, "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": "UAL_CFD.US", "name": "United Airlines Holdings Inc", "sector": "", "last_price": 95.43, "change_1d_pct": -5.025875796178337, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -13.940812778206624, "volatility_20d_pct": 6839.293685003367, "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": "PWR_CFD.US", "name": "Quanta Services Inc", "sector": "", "last_price": 563.08, "change_1d_pct": -0.3486417131227215, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 18.496058009769833, "volatility_20d_pct": 4344.4361931144, "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": "LULU_CFD.US", "name": "Lululemon Athletica Inc.", "sector": "", "last_price": 172.85, "change_1d_pct": 1.6226703509906404, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -11.544956757586611, "volatility_20d_pct": 4890.955908499361, "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": "ANTO_CFD.UK", "name": "ANTOFAGASTA PLC", "sector": "", "last_price": 3857.0, "change_1d_pct": -4.647713226205196, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 4.435178165276721, "volatility_20d_pct": 7339.925632858924, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}], "output_schema": {"selected_stocks": [{"symbol": "string", "mean_reversion_score": "integer 0-100", "selection_reason": "short, concrete, indicator-based"}], "rejected_common_reasons": ["string"]}}

{
  "selected_stocks": [
    {
      "symbol": "UTG_CFD.UK",
      "selection_reason": "Deeply oversold: -23.9% from MA200, -3.7% from MA50. Positive momentum today +3.5% suggests potential bounce. Moderate volatility 73.8%.",
      "mean_reversion_score": 85
    },
    {
      "symbol": "SPX_CFD.UK",
      "selection_reason": "Extremely overbought: +15.9% from MA200, +8.5% from MA50. Large +10.9% move today signals exhaustion. Good volatility 84.7%.",
      "mean_reversion_score": 82
    },
    {
      "symbol": "LMP_CFD.UK",
      "selection_reason": "Significantly overbought: +12.5% from MA200, +10.8% from MA50. Strong +11.6% up move. Low-moderate volatility 54.9%.",
      "mean_reversion_score": 80
    },
    {
      "symbol": "MSLH_CFD.UK",
      "selection_reason": "Oversold long-term: -18.4% from MA200. Recent +2.1% gain shows stabilization. Balanced volatility 102.9%.",
      "mean_reversion_score": 75
    },
    {
      "symbol": "MCG_CFD.UK",
      "selection_reason": "Oversold on MA200 (-13.6%) with -4.3% drop today. High volatility 236% adds risk but increases reversion potential.",
      "mean_reversion_score": 65
    }
  ],
  "rejected_common_reasons": [
    "PAGE_CFD.UK: Extreme -36.8% single-day drop likely event-driven, too risky despite oversold",
    "Multiple symbols (ABDN, BBY, MOS, META, VST, ATG, NCLH, UAL, PWR, LULU, ANTO): Null MA200 data and extreme volatility (2000-8000%) indicate data quality issues",
    "PAG_CFD.UK, SAFE_CFD.UK, RHIM_CFD.UK: Weak deviation from means (<3% from MA50) and insufficient price movement for clear setup"
  ]
}

You are an Arena portfolio manager. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices/fundamentals/news/earnings. If a field is null/empty, treat it as unknown. Avoid overtrading: if changes are marginal, prefer HOLD. Do not churn.

{"task": "stage2_portfolio_management", "region": "US", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "portfolio_constraints": {"initial_equity": 10000.0, "max_positions": 10, "fixed_position_size": 3000.0, "max_gross_leverage": 3.0, "overtrading_rules": ["Max 2 SELL actions per run unless risk event forces more", "Max 2 BUY actions per run", "If no clear improvement vs current holdings, output HOLD for everything"]}, "current_portfolio": [{"symbol": "AML_CFD.UK", "qty": 0.0, "avg_price": 41.98, "last_price": 38.22, "unrealized_pnl": 0.0, "opened_at": "2026-03-09T10:19:46.508085+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": "BTRW_CFD.UK", "qty": 0.0, "avg_price": 250.8, "last_price": 263.2, "unrealized_pnl": 0.0, "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": "2026-03-01T10:30:13.622938+00:00"}, {"symbol": "CBG_CFD.UK", "qty": 8.748396127376648, "avg_price": 342.92, "last_price": 342.92, "unrealized_pnl": 0.0, "opened_at": "2026-03-18T17:58:33.497657+00:00"}, {"symbol": "CRST_CFD.UK", "qty": 0.0, "avg_price": 118.83, "last_price": 118.83, "unrealized_pnl": 0.0, "opened_at": "2026-03-23T10:03:51.599067+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 7.24287783679382, "avg_price": 414.2, "last_price": 419.8, "unrealized_pnl": 40.56011588604556, "opened_at": "2026-03-12T10:21:39.078796+00:00"}, {"symbol": "ICG_CFD.UK", "qty": 0.0, "avg_price": 1700.0, "last_price": 1693.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "IWG_CFD.UK", "qty": 16.949152542372882, "avg_price": 177.0, "last_price": 172.2, "unrealized_pnl": -81.35593220339003, "opened_at": "2026-03-19T18:04:14.272849+00:00"}, {"symbol": "LRE_CFD.UK", "qty": 5.208333333333333, "avg_price": 576.0, "last_price": 576.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-20T10:26:40.341409+00:00"}, {"symbol": "LSS_CFD.FR", "qty": 0.0, "avg_price": 17.72, "last_price": 16.0, "unrealized_pnl": -291.19638826185087, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 14.684287812041115, "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": 19.64636542239686, "avg_price": 152.7, "last_price": 132.9, "unrealized_pnl": -388.99803536345746, "opened_at": "2026-02-28T10:51:05.818250+00:00"}, {"symbol": "PSN_CFD.UK", "qty": 2.6455026455026456, "avg_price": 1134.0, "last_price": 1125.0, "unrealized_pnl": -23.80952380952381, "opened_at": "2026-03-12T18:01:52.554929+00:00"}, {"symbol": "SYNT_CFD.UK", "qty": 0.0, "avg_price": 27.2, "last_price": 25.25, "unrealized_pnl": 0.0, "opened_at": "2026-03-23T10:03:51.599067+00:00"}, {"symbol": "TRST_CFD.UK", "qty": 0.0, "avg_price": 151.8, "last_price": 173.4, "unrealized_pnl": 0.0, "opened_at": "2026-03-14T10:03:26.036362+00:00"}, {"symbol": "VTY_CFD.UK", "qty": 8.85608856088561, "avg_price": 338.75, "last_price": 338.75, "unrealized_pnl": 0.0, "opened_at": "2026-03-12T10:21:39.078796+00:00"}, {"symbol": "WIZZ_CFD.UK", "qty": 0.0, "avg_price": 872.0, "last_price": 976.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-09T10:19:46.508085+00:00"}, {"symbol": "WPP_CFD.UK", "qty": 0.0, "avg_price": 253.97436099095557, "last_price": 262.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-28T10:51:05.818250+00:00"}], "candidates": [{"symbol": "UTG_CFD.UK", "mean_reversion_score": 85, "selection_reason": "Deeply oversold: -23.9% from MA200, -3.7% from MA50. Positive momentum today +3.5% suggests potential bounce. Moderate volatility 73.8%."}, {"symbol": "SPX_CFD.UK", "mean_reversion_score": 82, "selection_reason": "Extremely overbought: +15.9% from MA200, +8.5% from MA50. Large +10.9% move today signals exhaustion. Good volatility 84.7%."}, {"symbol": "LMP_CFD.UK", "mean_reversion_score": 80, "selection_reason": "Significantly overbought: +12.5% from MA200, +10.8% from MA50. Strong +11.6% up move. Low-moderate volatility 54.9%."}, {"symbol": "MSLH_CFD.UK", "mean_reversion_score": 75, "selection_reason": "Oversold long-term: -18.4% from MA200. Recent +2.1% gain shows stabilization. Balanced volatility 102.9%."}, {"symbol": "MCG_CFD.UK", "mean_reversion_score": 65, "selection_reason": "Oversold on MA200 (-13.6%) with -4.3% drop today. High volatility 236% adds risk but increases reversion potential."}], "output_schema": {"actions": {"sell": [{"symbol": "string", "reason": "string"}], "hold": [{"symbol": "string", "reason": "string"}], "buy": [{"symbol": "string", "position_size": "number (currency amount)", "reason": "string"}]}, "portfolio_rationale": "string"}}

{
  "actions": {
    "buy": [
      {
        "reason": "Highest mean-reversion score (85). Deeply oversold (-23.9% from MA200) with strong positive momentum today (+3.5%). Excellent risk/reward for bounce.",
        "symbol": "UTG_CFD.UK",
        "position_size": 3000
      },
      {
        "reason": "High mean-reversion score (75). Oversold long-term (-18.4% from MA200) showing stabilization with +2.1% gain. Balanced volatility (102.9%) supports reversion thesis.",
        "symbol": "MSLH_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Position flat at cost, no clear catalyst for change. Maintaining exposure.",
        "symbol": "AUTO_CFD.UK"
      },
      {
        "reason": "Position flat at cost, stable performance. Hold for now.",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "Position flat at cost, no mean-reversion signal. Hold.",
        "symbol": "CBG_CFD.UK"
      },
      {
        "reason": "Small profit (+$40), showing positive momentum. Let winner run.",
        "symbol": "FUTR_CFD.UK"
      },
      {
        "reason": "Position flat at cost, stable. Hold.",
        "symbol": "LRE_CFD.UK"
      },
      {
        "reason": "Position flat at cost, no trading signal. Hold.",
        "symbol": "OCDO_CFD.UK"
      },
      {
        "reason": "Minimal loss (-0.8%), not worth churning. Avoid overtrading.",
        "symbol": "PSN_CFD.UK"
      },
      {
        "reason": "Position flat at cost, stable. Hold.",
        "symbol": "VTY_CFD.UK"
      }
    ],
    "sell": [
      {
        "reason": "Largest loss at -13.0% (-$389), showing no signs of mean reversion. Cutting losses to free capital for higher conviction oversold candidates.",
        "symbol": "PAGE_CFD.UK"
      },
      {
        "reason": "Second largest loss at -2.7% (-$81), underperforming. Freeing up slot for better mean-reversion opportunities with stronger bounce signals.",
        "symbol": "IWG_CFD.UK"
      }
    ]
  },
  "portfolio_rationale": "Portfolio at max positions (10) and max leverage (3.0x). Replacing two worst performers (PAGE -13%, IWG -2.7%) with highest-conviction oversold candidates (UTG score 85, MSLH score 75) to improve portfolio quality while maintaining risk parameters. All other positions either flat or showing acceptable performance; avoiding overtrading by holding them."
}

{
  "selected_stocks": [
    {
      "symbol": "UTG_CFD.UK",
      "selection_reason": "Deeply oversold: -23.9% from MA200, -3.7% from MA50. Positive momentum today +3.5% suggests potential bounce. Moderate volatility 73.8%.",
      "mean_reversion_score": 85
    },
    {
      "symbol": "SPX_CFD.UK",
      "selection_reason": "Extremely overbought: +15.9% from MA200, +8.5% from MA50. Large +10.9% move today signals exhaustion. Good volatility 84.7%.",
      "mean_reversion_score": 82
    },
    {
      "symbol": "LMP_CFD.UK",
      "selection_reason": "Significantly overbought: +12.5% from MA200, +10.8% from MA50. Strong +11.6% up move. Low-moderate volatility 54.9%.",
      "mean_reversion_score": 80
    },
    {
      "symbol": "MSLH_CFD.UK",
      "selection_reason": "Oversold long-term: -18.4% from MA200. Recent +2.1% gain shows stabilization. Balanced volatility 102.9%.",
      "mean_reversion_score": 75
    },
    {
      "symbol": "MCG_CFD.UK",
      "selection_reason": "Oversold on MA200 (-13.6%) with -4.3% drop today. High volatility 236% adds risk but increases reversion potential.",
      "mean_reversion_score": 65
    }
  ],
  "rejected_common_reasons": [
    "PAGE_CFD.UK: Extreme -36.8% single-day drop likely event-driven, too risky despite oversold",
    "Multiple symbols (ABDN, BBY, MOS, META, VST, ATG, NCLH, UAL, PWR, LULU, ANTO): Null MA200 data and extreme volatility (2000-8000%) indicate data quality issues",
    "PAG_CFD.UK, SAFE_CFD.UK, RHIM_CFD.UK: Weak deviation from means (<3% from MA50) and insufficient price movement for clear setup"
  ]
}