Arena run #1047

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": "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": 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": "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": "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": "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": "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": "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", 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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": "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": "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": "THG_CFD.UK", "name": "THG PLC", "sector": "", "last_price": 34.98, "change_1d_pct": -1.4092446448703444, "distance_from_ma200_pct": 2.565906951786978, "distance_from_ma50_pct": -19.407978103299726, "volatility_20d_pct": 5100.825736148672, "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": "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": "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"}], "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": "FUTR_CFD.UK",
      "selection_reason": "Extreme 1-day drop (-30.75%) with oversold technicals (distance_from_ma200_pct: -45.18%, distance_from_ma50_pct: -32.27%)",
      "mean_reversion_score": 85
    },
    {
      "symbol": "PAGE_CFD.UK",
      "selection_reason": "Large 1-day decline (-36.8%) with significant deviation from moving averages (distance_from_ma200_pct: -40.61%, distance_from_ma50_pct: -31.73%)",
      "mean_reversion_score": 80
    },
    {
      "symbol": "AUTO_CFD.UK",
      "selection_reason": "Sharp 1-day drop (-38.63%) with extreme deviation from moving averages (distance_from_ma200_pct: -37.43%, distance_from_ma50_pct: -31.9%)",
      "mean_reversion_score": 75
    },
    {
      "symbol": "KGF_CFD.UK",
      "selection_reason": "Significant 1-day decline (-19.68%) with oversold technicals (distance_from_ma200_pct: -1.6%, distance_from_ma50_pct: -11.03%)",
      "mean_reversion_score": 70
    },
    {
      "symbol": "ICG_CFD.UK",
      "selection_reason": "1-day drop (-15.19%) with deviation from moving averages (distance_from_ma200_pct: -16.18%, distance_from_ma50_pct: -12.26%)",
      "mean_reversion_score": 65
    }
  ],
  "rejected_common_reasons": [
    "No earnings date confirmed (unknown risk)",
    "Extreme volatility (e.g., VIRI_CFD.FR, ERA_CFD.FR)",
    "Insufficient deviation from moving averages (e.g., SHC_CFD.UK, HWDN_CFD.UK)",
    "Non-US/UK symbols excluded due to regional focus",
    "Sector concentration (only one per sector 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": "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": "AAL_CFD.UK", "qty": 0.0, "avg_price": 2913.0, "last_price": 2900.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-19T10:09:24.325041+00:00"}, {"symbol": "ACM_CFD.US", "qty": 0.0, "avg_price": 88.42, "last_price": 97.88, "unrealized_pnl": 0.0, "opened_at": "2026-02-15T10:57:15.913854+00:00"}, {"symbol": "ADS_CFD.DE", "qty": 0.0, "avg_price": 137.15, "last_price": 138.55, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T10:26:53.527562+00:00"}, {"symbol": "AIR_CFD.DE", "qty": 0.0, "avg_price": 200.984, "last_price": 187.12, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "AMCX_CFD.US", "qty": 0.0, "avg_price": 7.5, "last_price": 7.365, "unrealized_pnl": -53.999999999999915, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "AMH_CFD.US", "qty": 0.0, "avg_price": 29.595, "last_price": 29.485, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "ATG_CFD.UK", "qty": 0.0, "avg_price": 296.0, "last_price": 296.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T18:49:26.891792+00:00"}, {"symbol": "ATO_CFD.FR", "qty": 0.0, "avg_price": 35.106, "last_price": 38.024, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "AUTO_CFD.UK", "qty": 0.0, "avg_price": 482.8, "last_price": 482.8, "unrealized_pnl": 0.0, "opened_at": "2026-03-19T18:04:14.272849+00:00"}, {"symbol": "BIG_CFD.FR", "qty": 0.0, "avg_price": 0.453, "last_price": 0.453, "unrealized_pnl": 0.0, "opened_at": "2026-02-28T10:51:05.818250+00:00"}, {"symbol": "BLND_CFD.UK", "qty": 0.0, "avg_price": 364.2, "last_price": 364.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-09T18:18:45.954380+00:00"}, {"symbol": "BOY_CFD.UK", "qty": 4.73186119873817, "avg_price": 634.0, "last_price": 634.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-31T17:54:15.044829+00:00"}, {"symbol": "BRBY_CFD.UK", "qty": 0.0, "avg_price": 1070.84, "last_price": 1070.84, "unrealized_pnl": 0.0, "opened_at": "2026-03-09T10:19:46.508085+00:00"}, {"symbol": "BTRW_CFD.UK", "qty": 11.961722488038276, "avg_price": 250.8, "last_price": 259.8, "unrealized_pnl": 107.65550239234449, "opened_at": "2026-03-23T18:04:09.108429+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 0.0, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-15T10:57:15.913854+00:00"}, {"symbol": "CBG_CFD.UK", "qty": 87.4839612737665, "avg_price": 342.9199999999999, "last_price": 342.92, "unrealized_pnl": 9.945774908574833e-12, "opened_at": "2026-03-04T10:26:53.527562+00:00"}, {"symbol": "CRST_CFD.UK", "qty": 25.246149962130776, "avg_price": 118.83, "last_price": 118.83, "unrealized_pnl": 0.0, "opened_at": "2026-03-18T17:58:33.497657+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 0.0, "avg_price": 350.24, "last_price": 350.055, "unrealized_pnl": -1.5846276838739344, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "DLTR_CFD.US", "qty": 0.0, "avg_price": 112.12, "last_price": 107.655, "unrealized_pnl": 0.0, "opened_at": "2026-03-17T18:12:35.221859+00:00"}, {"symbol": "DOM_CFD.UK", "qty": 0.0, "avg_price": 199.3, "last_price": 189.21, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "DSY_CFD.FR", "qty": 0.0, "avg_price": 17.881, "last_price": 16.752, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "ESNT_CFD.UK", "qty": 31.413612565445025, "avg_price": 95.5, "last_price": 95.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-20T10:26:40.341409+00:00"}, {"symbol": "ESTC_CFD.US", "qty": 0.0, "avg_price": 58.085, "last_price": 54.045, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "EVT_CFD.DE", "qty": 0.0, "avg_price": 4.502, "last_price": 4.353, "unrealized_pnl": 0.0, "opened_at": "2026-03-11T10:11:17.665074+00:00"}, {"symbol": "EXM_CFD.BE", "qty": 0.0, "avg_price": 10.0, "last_price": 9.933, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "EXPD_CFD.US", "qty": 22.01269398686576, "avg_price": 136.285, "last_price": 145.945, "unrealized_pnl": 212.64262391312317, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "EZJ_CFD.UK", "qty": 0.0, "avg_price": 405.2, "last_price": 394.1, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "FRVIA_CFD.FR", "qty": 0.0, "avg_price": 12.709, "last_price": 12.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 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": "GO_CFD.US", "qty": 0.0, "avg_price": 6.53, "last_price": 6.35, "unrealized_pnl": 0.0, "opened_at": "2026-03-05T18:20:59.102726+00:00"}, {"symbol": "GRI_CFD.UK", "qty": 0.0, "avg_price": 189.6, "last_price": 189.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "HIK_CFD.UK", "qty": 4.854368932038835, "avg_price": 1236.0, "last_price": 1266.0, "unrealized_pnl": 145.63106796116503, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "ICG_CFD.UK", "qty": 2.0053475935828877, "avg_price": 1496.0, "last_price": 1496.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-15T18:15:23.812047+00:00"}, {"symbol": "INF_CFD.UK", "qty": 4.0474905558553695, "avg_price": 741.2, "last_price": 766.2, "unrealized_pnl": 101.18726389638424, "opened_at": "2026-03-21T10:00:02.317290+00:00"}, {"symbol": "ITRK_CFD.UK", "qty": 0.0, "avg_price": 3942.0, "last_price": 3760.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-13T10:07:39.444598+00:00"}, {"symbol": "IWG_CFD.UK", "qty": 52.26480836236934, "avg_price": 172.20000000000002, "last_price": 172.2, "unrealized_pnl": -1.4854551967110108e-12, "opened_at": "2026-03-16T18:18:58.833148+00:00"}, {"symbol": "JDW_CFD.UK", "qty": 4.514672686230249, "avg_price": 664.5, "last_price": 664.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-15T10:35:48.762746+00:00"}, {"symbol": "JEF_CFD.US", "qty": 0.0, "avg_price": 47.46, "last_price": 44.27, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T18:07:22.382508+00:00"}, {"symbol": "JMAT_CFD.UK", "qty": 1.6528925619834711, "avg_price": 1815.0, "last_price": 1876.0, "unrealized_pnl": 100.82644628099173, "opened_at": "2026-03-03T10:20:03.276878+00:00"}, {"symbol": "KGF_CFD.UK", "qty": 0.0, "avg_price": 288.9, "last_price": 285.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-27T09:59:46.331143+00:00"}, {"symbol": "LIO_CFD.UK", "qty": 0.0, "avg_price": 250.0, "last_price": 257.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "MCG_CFD.UK", "qty": 0.0, "avg_price": 17.39, "last_price": 17.39, "unrealized_pnl": 0.0, "opened_at": "2026-03-27T18:04:13.865611+00:00"}, {"symbol": "MSLH_CFD.UK", "qty": 21.30681818181818, "avg_price": 140.8, "last_price": 140.8, "unrealized_pnl": 0.0, "opened_at": "2026-03-21T17:59:11.913241+00:00"}, {"symbol": "NA9_CFD.DE", "qty": 0.0, "avg_price": 48.578, "last_price": 53.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 44.052863436123346, "avg_price": 204.3, "last_price": 204.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "OKTA_CFD.US", "qty": 0.0, "avg_price": 70.18, "last_price": 79.26, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 270.88036117381495, "avg_price": 132.89999999999998, "last_price": 132.9, "unrealized_pnl": 7.69888291568506e-12, "opened_at": "2026-03-06T10:33:43.857578+00:00"}, {"symbol": "PAG_CFD.UK", "qty": 3.9190071848465053, "avg_price": 765.5, "last_price": 765.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-22T18:18:31.438015+00:00"}, {"symbol": "PSN_CFD.UK", "qty": 0.0, "avg_price": 1068.0, "last_price": 1066.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-21T10:00:02.317290+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 424.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "SOI_CFD.FR", "qty": 0.0, "avg_price": 57.5, "last_price": 54.96, "unrealized_pnl": 0.0, "opened_at": "2026-03-19T10:09:24.325041+00:00"}, {"symbol": "STJ_CFD.UK", "qty": 2.459016393442623, "avg_price": 1220.0, "last_price": 1220.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-15T10:35:48.762746+00:00"}, {"symbol": "SYNT_CFD.UK", "qty": 85.9598853868195, "avg_price": 34.9, "last_price": 38.9, "unrealized_pnl": 343.839541547278, "opened_at": "2026-03-04T18:49:26.891792+00:00"}, {"symbol": "TPK_CFD.UK", "qty": 5.328975415660082, "avg_price": 562.96, "last_price": 562.96, "unrealized_pnl": 0.0, "opened_at": "2026-03-22T18:18:31.438015+00:00"}, {"symbol": "TRN_CFD.UK", "qty": 0.0, "avg_price": 184.50000000000003, "last_price": 211.4, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "TRST_CFD.UK", "qty": 0.0, "avg_price": 151.8, "last_price": 224.82, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "TUI1_CFD.DE", "qty": 0.0, "avg_price": 7.398000000000001, "last_price": 6.95, "unrealized_pnl": -181.67072181670738, "opened_at": "2026-03-02T10:31:26.559356+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 32.48511099079589, "avg_price": 92.35, "last_price": 96.43, "unrealized_pnl": 132.53925284244764, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "ULTA_CFD.US", "qty": 0.0, "avg_price": 535.2, "last_price": 523.22, "unrealized_pnl": 0.0, "opened_at": "2026-03-15T18:15:23.812047+00:00"}, {"symbol": "UTG_CFD.UK", "qty": 0.0, "avg_price": 505.0, "last_price": 505.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-26T17:55:26.602359+00:00"}, {"symbol": "VSVS_CFD.UK", "qty": 0.0, "avg_price": 425.0, "last_price": 421.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-16T18:18:58.833148+00:00"}, {"symbol": "VTY_CFD.UK", "qty": 0.0, "avg_price": 385.0, "last_price": 385.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-11T10:11:17.665074+00:00"}, {"symbol": "WEIR_CFD.UK", "qty": 0.0, "avg_price": 2890.0, "last_price": 2842.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-14T10:03:26.036362+00:00"}, {"symbol": "WIX_CFD.UK", "qty": 0.0, "avg_price": 224.5, "last_price": 222.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-09T10:19:46.508085+00:00"}, {"symbol": "WIZZ_CFD.UK", "qty": 0.0, "avg_price": 1087.0, "last_price": 1064.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T10:20:03.276878+00:00"}, {"symbol": "WKP_CFD.UK", "qty": 0.0, "avg_price": 412.5, "last_price": 412.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "WPP_CFD.UK", "qty": 0.0, "avg_price": 263.4, "last_price": 257.0, "unrealized_pnl": -72.89293849658289, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "ZS_CFD.US", "qty": 0.0, "avg_price": 159.76, "last_price": 144.45, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}], "candidates": [{"symbol": "FUTR_CFD.UK", "mean_reversion_score": 85, "selection_reason": "Extreme 1-day drop (-30.75%) with oversold technicals (distance_from_ma200_pct: -45.18%, distance_from_ma50_pct: -32.27%)"}, {"symbol": "PAGE_CFD.UK", "mean_reversion_score": 80, "selection_reason": "Large 1-day decline (-36.8%) with significant deviation from moving averages (distance_from_ma200_pct: -40.61%, distance_from_ma50_pct: -31.73%)"}, {"symbol": "AUTO_CFD.UK", "mean_reversion_score": 75, "selection_reason": "Sharp 1-day drop (-38.63%) with extreme deviation from moving averages (distance_from_ma200_pct: -37.43%, distance_from_ma50_pct: -31.9%)"}, {"symbol": "KGF_CFD.UK", "mean_reversion_score": 70, "selection_reason": "Significant 1-day decline (-19.68%) with oversold technicals (distance_from_ma200_pct: -1.6%, distance_from_ma50_pct: -11.03%)"}, {"symbol": "ICG_CFD.UK", "mean_reversion_score": 65, "selection_reason": "1-day drop (-15.19%) with deviation from moving averages (distance_from_ma200_pct: -16.18%, distance_from_ma50_pct: -12.26%)"}], "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": "Extreme 1-day drop (-30.75%) with oversold technicals (distance_from_ma200_pct: -45.18%, distance_from_ma50_pct: -32.27%). Highest mean-reversion score (85).",
        "symbol": "FUTR_CFD.UK",
        "position_size": 3000
      },
      {
        "reason": "Large 1-day decline (-36.8%) with significant deviation from moving averages (distance_from_ma200_pct: -40.61%, distance_from_ma50_pct: -31.73%). Second-highest mean-reversion score (80).",
        "symbol": "PAGE_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "No strong mean-reversion signal or price movement to justify selling.",
        "symbol": "BOY_CFD.UK"
      },
      {
        "reason": "Positive unrealized PnL and no extreme deviation from mean to justify selling.",
        "symbol": "BTRW_CFD.UK"
      },
      {
        "reason": "No significant price movement or mean-reversion signal to justify action.",
        "symbol": "CRST_CFD.UK"
      },
      {
        "reason": "No significant price movement or mean-reversion signal to justify action.",
        "symbol": "ESNT_CFD.UK"
      },
      {
        "reason": "Positive unrealized PnL and no extreme deviation from mean to justify selling.",
        "symbol": "EXPD_CFD.US"
      },
      {
        "reason": "Positive unrealized PnL and no extreme deviation from mean to justify selling.",
        "symbol": "HIK_CFD.UK"
      },
      {
        "reason": "Positive unrealized PnL and no extreme deviation from mean to justify selling.",
        "symbol": "INF_CFD.UK"
      },
      {
        "reason": "No significant price movement or mean-reversion signal to justify action.",
        "symbol": "JDW_CFD.UK"
      },
      {
        "reason": "Positive unrealized PnL and no extreme deviation from mean to justify selling.",
        "symbol": "JMAT_CFD.UK"
      },
      {
        "reason": "No significant price movement or mean-reversion signal to justify action.",
        "symbol": "MSLH_CFD.UK"
      },
      {
        "reason": "No significant price movement or mean-reversion signal to justify action.",
        "symbol": "OCDO_CFD.UK"
      },
      {
        "reason": "No significant price movement or mean-reversion signal to justify action.",
        "symbol": "PAG_CFD.UK"
      },
      {
        "reason": "No significant price movement or mean-reversion signal to justify action.",
        "symbol": "STJ_CFD.UK"
      },
      {
        "reason": "Positive unrealized PnL and no extreme deviation from mean to justify selling.",
        "symbol": "SYNT_CFD.UK"
      },
      {
        "reason": "No significant price movement or mean-reversion signal to justify action.",
        "symbol": "TPK_CFD.UK"
      },
      {
        "reason": "Positive unrealized PnL and no extreme deviation from mean to justify selling.",
        "symbol": "UKW_CFD.UK"
      }
    ],
    "sell": [
      {
        "reason": "Marginal unrealized PnL and no significant mean-reversion signal to justify holding.",
        "symbol": "CBG_CFD.UK"
      },
      {
        "reason": "Marginal unrealized PnL and no significant mean-reversion signal to justify holding.",
        "symbol": "IWG_CFD.UK"
      }
    ]
  },
  "portfolio_rationale": "The portfolio adjustments are focused on mean-reversion opportunities with the highest scores. Two positions (CBG_CFD.UK and IWG_CFD.UK) are sold due to marginal PnL and lack of strong signals. Two new positions (FUTR_CFD.UK and PAGE_CFD.UK) are added based on extreme price drops and oversold technicals, adhering to the max_buys_per_run and fixed_position_size constraints. The remaining positions are held as they do not exhibit strong mean-reversion signals or significant price movements."
}

{
  "selected_stocks": [
    {
      "symbol": "FUTR_CFD.UK",
      "selection_reason": "Extreme 1-day drop (-30.75%) with oversold technicals (distance_from_ma200_pct: -45.18%, distance_from_ma50_pct: -32.27%)",
      "mean_reversion_score": 85
    },
    {
      "symbol": "PAGE_CFD.UK",
      "selection_reason": "Large 1-day decline (-36.8%) with significant deviation from moving averages (distance_from_ma200_pct: -40.61%, distance_from_ma50_pct: -31.73%)",
      "mean_reversion_score": 80
    },
    {
      "symbol": "AUTO_CFD.UK",
      "selection_reason": "Sharp 1-day drop (-38.63%) with extreme deviation from moving averages (distance_from_ma200_pct: -37.43%, distance_from_ma50_pct: -31.9%)",
      "mean_reversion_score": 75
    },
    {
      "symbol": "KGF_CFD.UK",
      "selection_reason": "Significant 1-day decline (-19.68%) with oversold technicals (distance_from_ma200_pct: -1.6%, distance_from_ma50_pct: -11.03%)",
      "mean_reversion_score": 70
    },
    {
      "symbol": "ICG_CFD.UK",
      "selection_reason": "1-day drop (-15.19%) with deviation from moving averages (distance_from_ma200_pct: -16.18%, distance_from_ma50_pct: -12.26%)",
      "mean_reversion_score": 65
    }
  ],
  "rejected_common_reasons": [
    "No earnings date confirmed (unknown risk)",
    "Extreme volatility (e.g., VIRI_CFD.FR, ERA_CFD.FR)",
    "Insufficient deviation from moving averages (e.g., SHC_CFD.UK, HWDN_CFD.UK)",
    "Non-US/UK symbols excluded due to regional focus",
    "Sector concentration (only one per sector selected)"
  ]
}