Arena run #1026

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": "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": "FUTR_CFD.UK", "name": "FUTURE PLC", "sector": "", "last_price": 368.42, "change_1d_pct": -30.74812030075188, "distance_from_ma200_pct": -45.17933560634293, "distance_from_ma50_pct": -32.26659626501075, "volatility_20d_pct": 170.38116786538166, "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": "BOY_CFD.UK", "name": "BODYCOTE PLC", "sector": "", "last_price": 721.0, "change_1d_pct": -6.666666666666665, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -3.9396725155548484, "volatility_20d_pct": 2835.238795438552, "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": "PHP_CFD.UK", "name": "PRIMARY HEALTH PROPERTIES", "sector": "", "last_price": 91.7, "change_1d_pct": -14.856081708449398, "distance_from_ma200_pct": -4.711135496193131, "distance_from_ma50_pct": -6.104920839383099, "volatility_20d_pct": 6010.672107732524, "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": "ICG_CFD.UK", "name": "ICG Plc", "sector": "", "last_price": 1693.0, "change_1d_pct": -15.18545979199647, "distance_from_ma200_pct": -16.18296530905513, "distance_from_ma50_pct": -12.256151916578562, "volatility_20d_pct": 73.10253575454833, "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": "MCG_CFD.UK", "name": "MOBICO GROUP PLC", "sector": "", "last_price": 19.51, "change_1d_pct": -21.646586345381515, "distance_from_ma200_pct": -29.294942649537013, "distance_from_ma50_pct": -17.188746837807088, "volatility_20d_pct": 260.52106739031456, "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": "SHC_CFD.UK", "name": "SHAFTESBURY CAPITAL PLC", 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"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": "UTG_CFD.UK", "name": "UNITE GROUP PLC/THE", "sector": "", "last_price": 505.0, "change_1d_pct": -8.265213442325159, "distance_from_ma200_pct": -32.12786599325862, "distance_from_ma50_pct": -13.548388422126267, "volatility_20d_pct": 98.87339279796446, "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": "DOM_CFD.UK", "name": "DOMINO'S PIZZA GROUP PLC", "sector": "", "last_price": 183.13, "change_1d_pct": -0.3102885138813294, "distance_from_ma200_pct": -15.070952368916624, "distance_from_ma50_pct": 1.0777282376278619, "volatility_20d_pct": 87.92203351330001, "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", 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MARTENS PLC", "sector": "", "last_price": 64.4, "change_1d_pct": -3.7369207772795177, "distance_from_ma200_pct": -14.81943439575366, "distance_from_ma50_pct": -12.617301774248702, "volatility_20d_pct": 126.3056770096304, "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": "AUTO_CFD.UK", "name": "AUTOTRADER GROUP PLC", "sector": "", "last_price": 490.4, "change_1d_pct": -38.63326367424575, "distance_from_ma200_pct": -37.426260695289436, "distance_from_ma50_pct": -31.896720766000808, "volatility_20d_pct": 130.06763966702516, "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": "EEFT_CFD.US", "name": "Euronet Worldwide Inc", "sector": "", "last_price": 67.96, "change_1d_pct": 0.08836524300439574, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -8.600877948011732, "volatility_20d_pct": 4641.720940536395, "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": "ALTR_CFD.PT", "name": "Altri SGPS SA", "sector": "", "last_price": 4.615, "change_1d_pct": 0.654307524536546, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 0.7136154332976874, "volatility_20d_pct": 2215.5809254008673, "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": 288.9, "change_1d_pct": -19.683069224353634, "distance_from_ma200_pct": -1.601320156743069, "distance_from_ma50_pct": -11.033453146133033, "volatility_20d_pct": 108.51503014907387, "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": "UBI_CFD.FR", "name": "UBISoft Entertainment", "sector": "", "last_price": 3.902, "change_1d_pct": -2.47438140464884, "distance_from_ma200_pct": -45.5889694255188, "distance_from_ma50_pct": -5.704605539793994, "volatility_20d_pct": 100.74121862668639, "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": "WTB_CFD.UK", "name": "WHITBREAD PLC", "sector": "", "last_price": 2327.0, "change_1d_pct": -2.472757753562449, "distance_from_ma200_pct": -18.59489684456923, "distance_from_ma50_pct": -16.233663944578723, "volatility_20d_pct": 117.15948435652328, "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": "AMCX_CFD.US", "name": "AMC Networks Inc", "sector": "", "last_price": 7.25, "change_1d_pct": 6.932153392330376, "distance_from_ma200_pct": -5.0612191448962225, "distance_from_ma50_pct": -4.019275577208226, "volatility_20d_pct": 95.18204163977562, "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": "BP_CFD.UK", "name": "BP PLC", "sector": "", "last_price": 599.9, "change_1d_pct": -0.024997916840263645, "distance_from_ma200_pct": 34.942946171845875, "distance_from_ma50_pct": 19.418351608713902, "volatility_20d_pct": 57.450503642923834, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "MNDI_CFD.UK", "name": "MONDI PLC", "sector": "", "last_price": 850.0, "change_1d_pct": -8.58249085824908, "distance_from_ma200_pct": -13.160753441822449, "distance_from_ma50_pct": -3.5043803335115586, "volatility_20d_pct": 114.67736271483679, "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": "MSM_CFD.US", "name": "", "sector": "", "last_price": 91.29, "change_1d_pct": 1.0403984504704145, "distance_from_ma200_pct": 3.495187456777815, "distance_from_ma50_pct": 0.6101189820182595, "volatility_20d_pct": 67.00050721439972, "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": "AMT_CFD.US", "name": "American Tower Corp", "sector": "", "last_price": 187.64, "change_1d_pct": -1.65618448637318, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 4.457727796489652, "volatility_20d_pct": 3486.0850782269963, "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": "SBS_CFD.DE", "name": "Stratec SE", "sector": "", "last_price": 17.74, "change_1d_pct": 4.004221140880571, "distance_from_ma200_pct": -26.531612941700722, "distance_from_ma50_pct": -11.33635209564079, "volatility_20d_pct": 86.48165309892673, "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": "BRBY_CFD.UK", "name": "BURBERRY GROUP PLC", "sector": "", "last_price": 1106.0, "change_1d_pct": 5.786704925872788, "distance_from_ma200_pct": -7.436242527422432, "distance_from_ma50_pct": -2.755466927626671, "volatility_20d_pct": 136.53537118978804, "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": "HFG_CFD.DE", "name": "", "sector": "", "last_price": 3.943, "change_1d_pct": -1.6708229426433796, "distance_from_ma200_pct": -40.677328599154464, "distance_from_ma50_pct": -19.373307923213446, "volatility_20d_pct": 118.7315796797711, "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": "PAGE_CFD.UK",
      "selection_reason": "Large selloff (1d -36.8%) with deep oversold vs trend (MA50 -31.7%, MA200 -40.6%) -> high short-term bounce potential",
      "mean_reversion_score": 92
    },
    {
      "symbol": "AUTO_CFD.UK",
      "selection_reason": "Very sharp drop (1d -38.6%) and far below both MA50 (-31.9%) and MA200 (-37.4%) -> classic oversold mean-reversion setup",
      "mean_reversion_score": 90
    },
    {
      "symbol": "FUTR_CFD.UK",
      "selection_reason": "Capitulation-like day (1d -30.7%) with strong negative deviation (MA50 -32.3%, MA200 -45.2%) -> elevated 2-10 day reversion odds",
      "mean_reversion_score": 88
    },
    {
      "symbol": "IWG_CFD.UK",
      "selection_reason": "Steep one-day drawdown (1d -26.8%) while below MA50 (-22.1%) and MA200 (-17.6%) -> oversold pullback candidate",
      "mean_reversion_score": 84
    },
    {
      "symbol": "ICG_CFD.UK",
      "selection_reason": "Down day (1d -15.2%) with price meaningfully below MA50 (-12.3%) and MA200 (-16.2%) -> reasonable mean-reversion entry vs trend",
      "mean_reversion_score": 78
    }
  ],
  "rejected_common_reasons": [
    "Not an oversold setup (flat/up day and/or price above MA50/MA200), which is less aligned with short-term mean reversion",
    "Distressed/penny-price profiles (e.g., sub-€1) where moves may be more binary and less mean-reverting",
    "Extreme volatility outliers suggesting data-quality distortions (unusually high 20d volatility vs peers in this snapshot)",
    "Key technical reference missing (e.g., MA200 null), reducing confidence in oversold assessment",
    "Earnings/news/event risk unknown (no headlines/sentiment/earnings timing provided), so names with very large single-day gaps were not universally selected"
  ]
}

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": "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": 242.93, "unrealized_pnl": -78.64673106986803, "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": "COTY_CFD.US", "qty": 1496.2593516209477, "avg_price": 2.005, "last_price": 2.045, "unrealized_pnl": 59.85037406483796, "opened_at": "2026-03-29T18:14:52.152268+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": 0.0, "avg_price": 47.235, "last_price": 40.870000000000005, "unrealized_pnl": 0.0, "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": 0.0, "avg_price": 437.5, "last_price": 348.5, "unrealized_pnl": 0.0, "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": 1086.08, "unrealized_pnl": -109.97773658207733, "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": 284.2, "last_price": 284.2, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "HIK_CFD.UK", "qty": 0.0, "avg_price": 1236.0, "last_price": 1236.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-28T10:05:22.022266+00:00"}, {"symbol": "ITRK_CFD.UK", "qty": 0.0, "avg_price": 3620.0, "last_price": 3620.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-28T10:05:22.022266+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": 132.9, "last_price": 132.9, "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": 1066.5, "unrealized_pnl": -366.66666666666663, "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": 537.38, "unrealized_pnl": 12.219730941703755, "opened_at": "2026-03-15T18:15:23.812047+00:00"}, {"symbol": "UTG_CFD.UK", "qty": 6.504770164787511, "avg_price": 461.2, "last_price": 461.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-30T10:23:56.039732+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": 138.82, "unrealized_pnl": -393.21482223335, "opened_at": "2026-02-21T17:32:49.140800+00:00"}], "candidates": [{"symbol": "PAGE_CFD.UK", "mean_reversion_score": 92, "selection_reason": "Large selloff (1d -36.8%) with deep oversold vs trend (MA50 -31.7%, MA200 -40.6%) -> high short-term bounce potential"}, {"symbol": "AUTO_CFD.UK", "mean_reversion_score": 90, "selection_reason": "Very sharp drop (1d -38.6%) and far below both MA50 (-31.9%) and MA200 (-37.4%) -> classic oversold mean-reversion setup"}, {"symbol": "FUTR_CFD.UK", "mean_reversion_score": 88, "selection_reason": "Capitulation-like day (1d -30.7%) with strong negative deviation (MA50 -32.3%, MA200 -45.2%) -> elevated 2-10 day reversion odds"}, {"symbol": "IWG_CFD.UK", "mean_reversion_score": 84, "selection_reason": "Steep one-day drawdown (1d -26.8%) while below MA50 (-22.1%) and MA200 (-17.6%) -> oversold pullback candidate"}, {"symbol": "ICG_CFD.UK", "mean_reversion_score": 78, "selection_reason": "Down day (1d -15.2%) with price meaningfully below MA50 (-12.3%) and MA200 (-16.2%) -> reasonable mean-reversion entry vs trend"}], "output_schema": {"actions": {"sell": [{"symbol": "string", "reason": "string"}], "hold": [{"symbol": "string", "reason": "string"}], "buy": [{"symbol": "string", "position_size": "number (currency amount)", "reason": "string"}]}, "portfolio_rationale": "string"}}

{
  "actions": {
    "buy": [
      {
        "reason": "High mean-reversion score (92): described as a large one-day selloff with deep deviation vs MA50/MA200, fitting the strategy’s oversold bounce profile.",
        "symbol": "PAGE_CFD.UK",
        "position_size": 3000
      },
      {
        "reason": "High mean-reversion score (90): described as a very sharp drop and far below MA50/MA200, a classic short-term mean-reversion setup.",
        "symbol": "AUTO_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Hold to avoid churn: modest unrealized loss without any provided risk/event trigger; maintain exposure rather than overtrade.",
        "symbol": "ADBE_CFD.US"
      },
      {
        "reason": "Hold: small unrealized gain and no alternative signal suggesting this is a worse allocation than current remaining holdings after the two rotations.",
        "symbol": "COTY_CFD.US"
      },
      {
        "reason": "Hold: drawdown present but no provided negative catalyst; avoid overtrading and allow mean-reversion to work.",
        "symbol": "FICO_CFD.US"
      },
      {
        "reason": "Hold: already flagged as an oversold mean-reversion candidate (score 84); keep position for potential rebound rather than reallocating.",
        "symbol": "IWG_CFD.UK"
      },
      {
        "reason": "Hold: currently down, but no provided information indicating thesis break; avoid forced selling into weakness.",
        "symbol": "PSN_CFD.UK"
      },
      {
        "reason": "Hold: near flat/slightly positive and no stronger replacement signal provided beyond the two highest-scored new candidates.",
        "symbol": "ULTA_CFD.US"
      },
      {
        "reason": "Hold: flat; keeping to minimize additional turnover after making the two necessary sells for new entries.",
        "symbol": "UTG_CFD.UK"
      },
      {
        "reason": "Hold: large unrealized loss but no provided event-based reason to exit; avoid overtrading and allow for potential mean-reversion.",
        "symbol": "ZS_CFD.US"
      }
    ],
    "sell": [
      {
        "reason": "Rotation/funding: position is essentially flat (no evident mean-reversion edge provided) and portfolio is at max positions; freeing a slot for higher-scored oversold candidates.",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "Rotation/funding: position is flat with no provided oversold catalyst; selling to create capacity for higher mean-reversion-score setups while staying within the 10-position limit.",
        "symbol": "CBG_CFD.UK"
      }
    ]
  },
  "portfolio_rationale": "Portfolio is already at the 10-position limit, so to add the strongest mean-reversion candidates we rotate out of two flat/low-signal holdings (BYIT, CBG). We add PAGE and AUTO (top scores) with fixed position sizing while keeping total position count at 10 and avoiding excessive turnover (only 2 sells and 2 buys)."
}

{
  "selected_stocks": [
    {
      "symbol": "PAGE_CFD.UK",
      "selection_reason": "Large selloff (1d -36.8%) with deep oversold vs trend (MA50 -31.7%, MA200 -40.6%) -> high short-term bounce potential",
      "mean_reversion_score": 92
    },
    {
      "symbol": "AUTO_CFD.UK",
      "selection_reason": "Very sharp drop (1d -38.6%) and far below both MA50 (-31.9%) and MA200 (-37.4%) -> classic oversold mean-reversion setup",
      "mean_reversion_score": 90
    },
    {
      "symbol": "FUTR_CFD.UK",
      "selection_reason": "Capitulation-like day (1d -30.7%) with strong negative deviation (MA50 -32.3%, MA200 -45.2%) -> elevated 2-10 day reversion odds",
      "mean_reversion_score": 88
    },
    {
      "symbol": "IWG_CFD.UK",
      "selection_reason": "Steep one-day drawdown (1d -26.8%) while below MA50 (-22.1%) and MA200 (-17.6%) -> oversold pullback candidate",
      "mean_reversion_score": 84
    },
    {
      "symbol": "ICG_CFD.UK",
      "selection_reason": "Down day (1d -15.2%) with price meaningfully below MA50 (-12.3%) and MA200 (-16.2%) -> reasonable mean-reversion entry vs trend",
      "mean_reversion_score": 78
    }
  ],
  "rejected_common_reasons": [
    "Not an oversold setup (flat/up day and/or price above MA50/MA200), which is less aligned with short-term mean reversion",
    "Distressed/penny-price profiles (e.g., sub-€1) where moves may be more binary and less mean-reverting",
    "Extreme volatility outliers suggesting data-quality distortions (unusually high 20d volatility vs peers in this snapshot)",
    "Key technical reference missing (e.g., MA200 null), reducing confidence in oversold assessment",
    "Earnings/news/event risk unknown (no headlines/sentiment/earnings timing provided), so names with very large single-day gaps were not universally selected"
  ]
}