Arena run #1046

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": "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": 775.4, "change_1d_pct": 24.163330664531625, "distance_from_ma200_pct": 28.652243313347768, "distance_from_ma50_pct": 18.63612217470385, "volatility_20d_pct": 103.46484337510964, "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": 107.7, "change_1d_pct": 10.518214468958442, "distance_from_ma200_pct": 11.915056783642308, "distance_from_ma50_pct": 10.278080977082226, "volatility_20d_pct": 53.84238650296991, "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": "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", "sector": "", "last_price": 140.4, "change_1d_pct": -2.9045643153526868, "distance_from_ma200_pct": 0.26963533347688085, "distance_from_ma50_pct": -0.771073778544229, "volatility_20d_pct": 63.75522821252001, "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": "LIO_CFD.UK", "name": "LIONTRUST ASSET MANAGEMENT", "sector": "", "last_price": 257.5, "change_1d_pct": 3.8306451612903247, "distance_from_ma200_pct": -20.8874735683513, "distance_from_ma50_pct": 0.10846703807232405, "volatility_20d_pct": 141.21527367452939, "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": "CBG_CFD.UK", "name": "CLOSE BROTHERS GROUP PLC", "sector": "", "last_price": 372.74, "change_1d_pct": -26.625984251968504, "distance_from_ma200_pct": -13.365429078084645, "distance_from_ma50_pct": -22.129222788055436, "volatility_20d_pct": 169.0552301316783, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "DLN_CFD.UK", "name": "DERWENT LONDON PLC", "sector": "", "last_price": 1953.0, "change_1d_pct": 10.401356698699837, "distance_from_ma200_pct": 5.069478604951705, "distance_from_ma50_pct": 12.150447212111025, "volatility_20d_pct": 115.39088732649292, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "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, 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"days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "BTRW_CFD.UK", "name": "Barratt Redrow Plc", "sector": "", "last_price": 265.0, "change_1d_pct": -24.458380843785633, "distance_from_ma200_pct": -31.60081201451096, "distance_from_ma50_pct": -26.246873145735073, "volatility_20d_pct": 135.16950343577923, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "HMSO_CFD.UK", "name": "HAMMERSON PLC", "sector": "", "last_price": 355.4, "change_1d_pct": 14.129736673089276, "distance_from_ma200_pct": 22.516025502913806, "distance_from_ma50_pct": 10.006914897239172, "volatility_20d_pct": 87.54938293511039, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "ERA_CFD.FR", "name": "Eramet", "sector": "", "last_price": 51.95, "change_1d_pct": 2.9528339278636517, "distance_from_ma200_pct": -7.215615638678486, "distance_from_ma50_pct": -11.840073311045863, "volatility_20d_pct": 94.50049855306494, "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": "ADJ_CFD.DE", "name": "ADLER GROUP SA", "sector": "", "last_price": 0.174, "change_1d_pct": 0.5780346820809301, "distance_from_ma200_pct": -13.818722139673124, "distance_from_ma50_pct": -5.793178126691922, "volatility_20d_pct": 294.59302160430366, "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": "ITV_CFD.UK", "name": "ITV PLC", "sector": "", "last_price": 77.2, "change_1d_pct": -8.313539192399045, "distance_from_ma200_pct": -3.1613066700786008, "distance_from_ma50_pct": -5.057064147973234, "volatility_20d_pct": 145.60286782433963, "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": 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": "PRU_CFD.UK", "name": "PRUDENTIAL PLC", "sector": "", "last_price": 1083.5, "change_1d_pct": 1.5939990623534905, "distance_from_ma200_pct": 3.4579741725546453, "distance_from_ma50_pct": -3.3089489241012404, "volatility_20d_pct": 106.75001496511642, "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": 64.79, "change_1d_pct": -3.124999999999989, "distance_from_ma200_pct": -21.62251909989893, "distance_from_ma50_pct": -8.277791305431137, "volatility_20d_pct": 71.85042530060264, "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": "GRI_CFD.UK", "name": "GRAINGER PLC", "sector": "", "last_price": 192.4, "change_1d_pct": 0.08322929671245038, "distance_from_ma200_pct": -4.9312468607917275, "distance_from_ma50_pct": 0.9128310349964197, "volatility_20d_pct": 71.43116862190418, "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": 193.2, "change_1d_pct": -11.780821917808225, "distance_from_ma200_pct": 1.3805491026614547, "distance_from_ma50_pct": -6.772144752169284, "volatility_20d_pct": 87.08429925175024, "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": 4.92, "change_1d_pct": 7.894736842105243, "distance_from_ma200_pct": 2.9427611047934343, "distance_from_ma50_pct": 5.366856555446109, "volatility_20d_pct": 64.77855600418211, "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": "THG_CFD.UK", "name": "THG PLC", "sector": "", "last_price": 35.48, "change_1d_pct": -20.090090090090097, "distance_from_ma200_pct": 4.031971945380275, "distance_from_ma50_pct": -18.256005234564732, "volatility_20d_pct": 150.3458448856807, "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"}], "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": "AUTO_CFD.UK",
      "selection_reason": "Very sharp 1D selloff (-38.6%) with deep dislocation vs MA50 (-31.9%) and MA200 (-37.4%); high vol but classic oversold mean-reversion setup",
      "mean_reversion_score": 92
    },
    {
      "symbol": "PAGE_CFD.UK",
      "selection_reason": "Extreme 1D drop (-36.8%) and far below MA50 (-31.7%) and MA200 (-40.6%); elevated 20D vol supports snapback potential on any stabilization",
      "mean_reversion_score": 88
    },
    {
      "symbol": "FUTR_CFD.UK",
      "selection_reason": "Large 1D drawdown (-30.7%) with very large gaps to MA50 (-32.3%) and MA200 (-45.2%); strong technical oversold signal",
      "mean_reversion_score": 87
    },
    {
      "symbol": "BYIT_CFD.UK",
      "selection_reason": "Oversold pullback (-12.7% 1D) with meaningful distance below MA50 (-14.3%) and MA200 (-28.0%); lower 20D vol than many crashers improves tradability",
      "mean_reversion_score": 78
    },
    {
      "symbol": "UTG_CFD.UK",
      "selection_reason": "Below long-term trend (MA200 -32.1%, MA50 -13.5%) after a sizeable down day (-8.3%); cleaner mean-reversion candidate vs the most extreme vol names",
      "mean_reversion_score": 74
    }
  ],
  "rejected_common_reasons": [
    "Not oversold enough (small 1D move and/or near MA50/MA200)",
    "Already extended to the upside (positive 1D spike and/or well above MA50/MA200), which is less aligned with long mean-reversion",
    "Volatility/dislocation appears too extreme for a 2–10 day mean-reversion trade (risk of unstable follow-through)",
    "Price level/liquidity risk signals (very low-priced names) reducing robustness of short-horizon mean-reversion"
  ]
}

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": "AUTO_CFD.UK", "qty": 6.2137531068765535, "avg_price": 482.8, "last_price": 482.8, "unrealized_pnl": 0.0, "opened_at": "2026-04-03T10:08:21.824313+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 0.0, "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": 0.0, "avg_price": 342.92, "last_price": 342.92, "unrealized_pnl": 0.0, "opened_at": "2026-03-20T10:26:40.341409+00:00"}, {"symbol": "CLX_CFD.US", "qty": 29.714738510301107, "avg_price": 100.96000000000001, "last_price": 100.96000000000001, "unrealized_pnl": 0.0, "opened_at": "2026-04-03T18:06:55.972569+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": "EEFT_CFD.US", "qty": 46.94101079643249, "avg_price": 63.91, "last_price": 63.91, "unrealized_pnl": 0.0, "opened_at": "2026-04-03T18:06:55.972569+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": 0.0, "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": "AUTO_CFD.UK", "mean_reversion_score": 92, "selection_reason": "Very sharp 1D selloff (-38.6%) with deep dislocation vs MA50 (-31.9%) and MA200 (-37.4%); high vol but classic oversold mean-reversion setup"}, {"symbol": "PAGE_CFD.UK", "mean_reversion_score": 88, "selection_reason": "Extreme 1D drop (-36.8%) and far below MA50 (-31.7%) and MA200 (-40.6%); elevated 20D vol supports snapback potential on any stabilization"}, {"symbol": "FUTR_CFD.UK", "mean_reversion_score": 87, "selection_reason": "Large 1D drawdown (-30.7%) with very large gaps to MA50 (-32.3%) and MA200 (-45.2%); strong technical oversold signal"}, {"symbol": "BYIT_CFD.UK", "mean_reversion_score": 78, "selection_reason": "Oversold pullback (-12.7% 1D) with meaningful distance below MA50 (-14.3%) and MA200 (-28.0%); lower 20D vol than many crashers improves tradability"}, {"symbol": "UTG_CFD.UK", "mean_reversion_score": 74, "selection_reason": "Below long-term trend (MA200 -32.1%, MA50 -13.5%) after a sizeable down day (-8.3%); cleaner mean-reversion candidate vs the most extreme vol names"}], "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 (88) with an extreme 1D drop and large dislocation vs MA50/MA200 per candidate notes; funded by selling EEFT to keep positions at 10 and avoid increasing gross leverage.",
        "symbol": "PAGE_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Currently modestly below entry; no new risk/event data provided and no superior swap identified that improves portfolio constraints without adding churn.",
        "symbol": "ADBE_CFD.US"
      },
      {
        "reason": "Already held and also the top mean-reversion candidate in the current list; avoid overtrading immediately after entry and allow time for the rebound thesis to play out.",
        "symbol": "AUTO_CFD.UK"
      },
      {
        "reason": "Recently opened and flat; no additional edge information provided to justify replacing it today (avoid churn).",
        "symbol": "CLX_CFD.US"
      },
      {
        "reason": "Position is slightly positive; absent new downside catalyst data, keep exposure and avoid unnecessary turnover.",
        "symbol": "COTY_CFD.US"
      },
      {
        "reason": "Down from entry but no new information indicating thesis break; avoid realizing losses without a clearly superior constraint-improving reallocation.",
        "symbol": "FICO_CFD.US"
      },
      {
        "reason": "Currently drawdown; no new signal provided to force a de-risk. Maintain per mean-reversion posture and avoid overtrading.",
        "symbol": "IWG_CFD.UK"
      },
      {
        "reason": "Currently drawdown; without confirmed adverse news/risk event, do not force a sale (mean-reversion framework + avoid churn).",
        "symbol": "PSN_CFD.UK"
      },
      {
        "reason": "Near/above entry; keep as a stabilizer in the book and avoid unnecessary turnover.",
        "symbol": "ULTA_CFD.US"
      },
      {
        "reason": "Large drawdown, but no new risk/event data provided; keep position to avoid churn and because replacing would require additional sells under leverage/position constraints.",
        "symbol": "ZS_CFD.US"
      }
    ],
    "sell": [
      {
        "reason": "Portfolio is at the max 10 positions and near the gross leverage cap; rotate out of a flat/neutral position to free a slot for a higher-conviction mean-reversion setup (PAGE) without increasing gross exposure.",
        "symbol": "EEFT_CFD.US"
      }
    ]
  },
  "portfolio_rationale": "The portfolio is already fully allocated (10 positions) and close to the gross leverage limit, so adding risk requires a rotation rather than expansion. To respect the strategy’s avoid-overtrading rule, make only one targeted swap: exit a flat/neutral holding (EEFT) and reallocate the same fixed position size into a higher-conviction oversold mean-reversion candidate (PAGE) highlighted by the current signal list. All other positions are held due to lack of new risk-event information and to avoid unnecessary churn."
}

{
  "selected_stocks": [
    {
      "symbol": "AUTO_CFD.UK",
      "selection_reason": "Very sharp 1D selloff (-38.6%) with deep dislocation vs MA50 (-31.9%) and MA200 (-37.4%); high vol but classic oversold mean-reversion setup",
      "mean_reversion_score": 92
    },
    {
      "symbol": "PAGE_CFD.UK",
      "selection_reason": "Extreme 1D drop (-36.8%) and far below MA50 (-31.7%) and MA200 (-40.6%); elevated 20D vol supports snapback potential on any stabilization",
      "mean_reversion_score": 88
    },
    {
      "symbol": "FUTR_CFD.UK",
      "selection_reason": "Large 1D drawdown (-30.7%) with very large gaps to MA50 (-32.3%) and MA200 (-45.2%); strong technical oversold signal",
      "mean_reversion_score": 87
    },
    {
      "symbol": "BYIT_CFD.UK",
      "selection_reason": "Oversold pullback (-12.7% 1D) with meaningful distance below MA50 (-14.3%) and MA200 (-28.0%); lower 20D vol than many crashers improves tradability",
      "mean_reversion_score": 78
    },
    {
      "symbol": "UTG_CFD.UK",
      "selection_reason": "Below long-term trend (MA200 -32.1%, MA50 -13.5%) after a sizeable down day (-8.3%); cleaner mean-reversion candidate vs the most extreme vol names",
      "mean_reversion_score": 74
    }
  ],
  "rejected_common_reasons": [
    "Not oversold enough (small 1D move and/or near MA50/MA200)",
    "Already extended to the upside (positive 1D spike and/or well above MA50/MA200), which is less aligned with long mean-reversion",
    "Volatility/dislocation appears too extreme for a 2–10 day mean-reversion trade (risk of unstable follow-through)",
    "Price level/liquidity risk signals (very low-priced names) reducing robustness of short-horizon mean-reversion"
  ]
}