Arena run #1133
meanrev-v1 • deepseek • deepseek/deepseek-chat • US • failed
Run status
as_of: 2026-04-08T18:35:49.666210+00:00
started_at: 2026-04-08T18:50:31.559784+00:00
finished_at: 2026-04-08T18:52:04.285962+00:00
duration_ms: 92724
error: result expired
Inputs
{
"as_of": "2026-04-08T18:35:49.666210+00:00",
"dry_run": false,
"selected": [
{
"symbol": "THG_CFD.UK",
"selection_reason": "Significant daily drop (-21.46%) with volatility indicating potential mean reversion.",
"mean_reversion_score": 85
},
{
"symbol": "CRST_CFD.UK",
"selection_reason": "Large daily decline (-12.82%) and substantial distance from MA50 suggesting oversold conditions.",
"mean_reversion_score": 80
},
{
"symbol": "VTY_CFD.UK",
"selection_reason": "Extreme daily drop (-52.24%) with high volatility, indicating potential for a rebound.",
"mean_reversion_score": 75
},
{
"symbol": "AUTO_CFD.UK",
"selection_reason": "Significant daily decline (-38.63%) and distance from MA200 suggesting oversold conditions.",
"mean_reversion_score": 70
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Substantial daily drop (-15.68%) with distance from MA50 indicating potential mean reversion.",
"mean_reversion_score": 65
}
],
"simulate_only": false,
"strict_replay": false,
"universe_symbols": [
"GEN_CFD.UK",
"JUP_CFD.UK",
"BOY_CFD.UK",
"THG_CFD.UK",
"CRST_CFD.UK",
"FGP_CFD.UK",
"VCT_CFD.UK",
"DLN_CFD.UK",
"TPK_CFD.UK",
"DOM_CFD.UK",
"BBY_CFD.UK",
"IEP_CFD.BE",
"MAB_CFD.UK",
"WDAY_CFD.US",
"IPO_CFD.UK",
"IWG_CFD.UK",
"VIRI_CFD.FR",
"WKP_CFD.UK",
"DOCS_CFD.UK",
"ATG_CFD.UK",
"TTK_CFD.DE",
"VTY_CFD.UK",
"HMSO_CFD.UK",
"BRNK_CFD.DE",
"MELE_CFD.BE",
"LIO_CFD.UK",
"MDV_CFD.PL",
"AUTO_CFD.UK",
"FRES_CFD.UK",
"TEAM_CFD.US",
"EXPN_CFD.UK",
"III_CFD.UK",
"CO_CFD.FR",
"LTA_CFD.FR",
"CPG_CFD.UK",
"LLOY_CFD.UK",
"BAR_CFD.BE",
"SYNA_CFD.US",
"TUI1_CFD.DE",
"ITRK_CFD.UK",
"IMI_CFD.UK",
"VEEV_CFD.US",
"CRBN_CFD.NL",
"WEW_CFD.DE",
"BYIT_CFD.UK",
"UBI_CFD.FR",
"TMUS_CFD.US",
"LIGHT_CFD.NL",
"WIZZ_CFD.UK",
"LGEN_CFD.UK"
]
}Outputs
{
"actions": {
"buy": [
{
"reason": "Significant daily drop (-21.46%) with volatility indicating potential mean reversion.",
"symbol": "THG_CFD.UK",
"position_size": 3000
},
{
"reason": "Large daily decline (-12.82%) and substantial distance from MA50 suggesting oversold conditions.",
"symbol": "CRST_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Current position is profitable; no clear improvement in selling.",
"symbol": "ABF_CFD.UK"
},
{
"reason": "Current position is marginally profitable; no clear improvement in selling.",
"symbol": "ADS_CFD.DE"
},
{
"reason": "Current position is profitable; no clear improvement in selling.",
"symbol": "ATG_CFD.UK"
},
{
"reason": "Current position is at break-even; no clear improvement in selling.",
"symbol": "BBY_CFD.UK"
},
{
"reason": "Current position is marginally profitable; no clear improvement in selling.",
"symbol": "BLND_CFD.UK"
},
{
"reason": "Current position is at break-even; no clear improvement in selling.",
"symbol": "BOY_CFD.UK"
},
{
"reason": "Current position is profitable; no clear improvement in selling.",
"symbol": "BTRW_CFD.UK"
},
{
"reason": "Current position is marginally unprofitable; no clear improvement in selling.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Current position is at break-even; no clear improvement in selling.",
"symbol": "CBG_CFD.UK"
},
{
"reason": "Current position is profitable; no clear improvement in selling.",
"symbol": "EMG_CFD.UK"
},
{
"reason": "Current position is profitable; no clear improvement in selling.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "Current position is at break-even; no clear improvement in selling.",
"symbol": "GRI_CFD.UK"
},
{
"reason": "Current position is at break-even; no clear improvement in selling.",
"symbol": "HAS_CFD.UK"
},
{
"reason": "Current position is at break-even; no clear improvement in selling.",
"symbol": "HMSO_CFD.UK"
},
{
"reason": "Current position is marginally profitable; no clear improvement in selling.",
"symbol": "IEP_CFD.BE"
},
{
"reason": "Current position is profitable; no clear improvement in selling.",
"symbol": "IHG_CFD.UK"
},
{
"reason": "Current position is marginally profitable; no clear improvement in selling.",
"symbol": "LMP_CFD.UK"
},
{
"reason": "Current position is profitable; no clear improvement in selling.",
"symbol": "MCG_CFD.UK"
},
{
"reason": "Current position is at break-even; no clear improvement in selling.",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "Current position is marginally profitable; no clear improvement in selling.",
"symbol": "PHP_CFD.UK"
},
{
"reason": "Current position is at break-even; no clear improvement in selling.",
"symbol": "RS1_CFD.UK"
},
{
"reason": "Current position is marginally profitable; no clear improvement in selling.",
"symbol": "SPX_CFD.UK"
},
{
"reason": "Current position is at break-even; no clear improvement in selling.",
"symbol": "THG_CFD.UK"
},
{
"reason": "Current position is profitable; no clear improvement in selling.",
"symbol": "UKW_CFD.UK"
},
{
"reason": "Current position is at break-even; no clear improvement in selling.",
"symbol": "WKP_CFD.UK"
}
],
"sell": []
},
"portfolio_rationale": "The portfolio is currently holding several positions that are either profitable or at break-even, with no clear improvement in selling them. Given the strategy's rules to avoid overtrading and limit the number of buys and sells, only two new positions are added based on their mean-reversion potential. The selected candidates (THG_CFD.UK and CRST_CFD.UK) show significant declines and oversold conditions, making them suitable for mean-reversion trades."
}Prompts & responses
#2191 • openrouter • deepseek/deepseek-chat • 2026-04-08T18:50:31.607890+00:00
System prompt
You are an Arena strategy executor. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices, fundamentals, earnings dates, or sentiment. If a field is null/empty, treat it as unknown. You are a constrained selector (no narrative).
User prompt
{"task": "stage1_universe_scan", "region": "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": "GEN_CFD.UK", "name": "GENUIT GROUP PLC", "sector": "", "last_price": 370.0, "change_1d_pct": 13.671274961597547, "distance_from_ma200_pct": 1.1384913963945476, "distance_from_ma50_pct": 7.521632190000593, "volatility_20d_pct": 112.82453945409682, "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": "JUP_CFD.UK", "name": "JUPITER FUND MANAGEMENT", "sector": "", "last_price": 193.6, "change_1d_pct": 22.06809583858764, "distance_from_ma200_pct": 57.65825374753912, "distance_from_ma50_pct": 19.274691586205538, "volatility_20d_pct": 96.15961444303547, "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": "THG_CFD.UK", "name": "THG PLC", "sector": "", "last_price": 34.98, "change_1d_pct": -21.463852716659193, "distance_from_ma200_pct": 2.6990050116409536, "distance_from_ma50_pct": -18.650784422253118, "volatility_20d_pct": 150.5308117928466, "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": "CRST_CFD.UK", "name": "CREST NICHOLSON HOLDINGS", "sector": "", "last_price": 118.83, "change_1d_pct": -12.817314746881891, "distance_from_ma200_pct": -28.150055914529826, "distance_from_ma50_pct": -15.848139991077058, "volatility_20d_pct": 236.5351415372937, "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": "FGP_CFD.UK", "name": "FIRSTGROUP PLC", "sector": "", "last_price": 193.2, "change_1d_pct": 1.3109596224436304, "distance_from_ma200_pct": -4.044842646206826, "distance_from_ma50_pct": 1.7250076083144883, "volatility_20d_pct": 88.3516119820011, "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": "VCT_CFD.UK", "name": "VICTREX PLC", "sector": "", "last_price": 635.0, "change_1d_pct": -9.285714285714286, "distance_from_ma200_pct": -11.261564295119154, "distance_from_ma50_pct": -2.9181133396627645, "volatility_20d_pct": 130.4010909373053, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "DLN_CFD.UK", "name": "DERWENT LONDON PLC", "sector": "", "last_price": 1953.0, "change_1d_pct": 10.401356698699837, "distance_from_ma200_pct": 5.069478604951705, "distance_from_ma50_pct": 12.150447212111025, "volatility_20d_pct": 115.39088732649292, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "TPK_CFD.UK", "name": "TRAVIS PERKINS PLC", "sector": "", "last_price": 601.57, "change_1d_pct": -1.21029986533977, "distance_from_ma200_pct": 0.5267641208837714, "distance_from_ma50_pct": -4.983077425595306, "volatility_20d_pct": 108.19399806448348, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "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": "BBY_CFD.UK", "name": "BALFOUR BEATTY PLC", "sector": "", "last_price": 759.18, "change_1d_pct": 5.222453222453205, "distance_from_ma200_pct": 33.313724414201815, "distance_from_ma50_pct": 8.832962232591, "volatility_20d_pct": 54.25956465831767, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "IEP_CFD.BE", "name": "IEP Invest NV", "sector": "", "last_price": 5.4, "change_1d_pct": 0.0, "distance_from_ma200_pct": 0.9951765451794659, "distance_from_ma50_pct": 0.5657756042326989, "volatility_20d_pct": 138.39532879660115, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "MAB_CFD.UK", "name": "MITCHELLS & BUTLERS PLC", "sector": "", "last_price": 292.81, "change_1d_pct": 14.37890625, "distance_from_ma200_pct": 11.595067041457764, "distance_from_ma50_pct": 10.935906392690597, "volatility_20d_pct": 118.87119977937589, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "WDAY_CFD.US", "name": "", "sector": "", "last_price": 122.27, "change_1d_pct": -6.664122137404583, "distance_from_ma200_pct": -40.48215925099131, "distance_from_ma50_pct": -14.528062365783834, "volatility_20d_pct": 85.73404610436025, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "IPO_CFD.UK", "name": "IP GROUP PLC", "sector": "", "last_price": 57.6, "change_1d_pct": -1.873935264054516, "distance_from_ma200_pct": 10.233643652522883, "distance_from_ma50_pct": -2.027486732888828, "volatility_20d_pct": 89.82123635439407, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "IWG_CFD.UK", "name": "IWG PLC", "sector": "", "last_price": 177.0, "change_1d_pct": -26.786896095301127, "distance_from_ma200_pct": -17.645939421376646, "distance_from_ma50_pct": -22.14236071400294, "volatility_20d_pct": 154.02502086657427, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "VIRI_CFD.FR", "name": "VIRIDIEN", "sector": "", "last_price": 127.1, "change_1d_pct": 32.258064516129025, "distance_from_ma200_pct": 86.88026988392838, "distance_from_ma50_pct": 29.097132641971314, "volatility_20d_pct": 297.97668648307325, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "WKP_CFD.UK", "name": "WORKSPACE GROUP PLC", "sector": "", "last_price": 423.0, "change_1d_pct": 3.6764705882353033, "distance_from_ma200_pct": 1.8640028868691871, "distance_from_ma50_pct": 5.808194506978848, "volatility_20d_pct": 70.2233148398582, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "DOCS_CFD.UK", "name": "DR. MARTENS PLC", "sector": "", "last_price": 64.5, "change_1d_pct": -3.5153328347045543, "distance_from_ma200_pct": -14.829841246785492, "distance_from_ma50_pct": -11.320702834987761, "volatility_20d_pct": 128.30568371469687, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "ATG_CFD.UK", "name": "AUCTION TECHNOLOGY GROUP", "sector": "", "last_price": 326.5, "change_1d_pct": 12.006861063464846, "distance_from_ma200_pct": -24.987260470422935, "distance_from_ma50_pct": 5.84429056770146, "volatility_20d_pct": 172.45012969704524, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "TTK_CFD.DE", "name": "TAKKT AG", "sector": "", "last_price": 2.57, "change_1d_pct": -0.7338740826574042, "distance_from_ma200_pct": -40.87128576194365, "distance_from_ma50_pct": -16.848930360170332, "volatility_20d_pct": 129.01714408762436, "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": "VTY_CFD.UK", "name": "VISTRY GROUP PLC", "sector": "", "last_price": 336.5, "change_1d_pct": -52.24240703945502, "distance_from_ma200_pct": -45.76092188057602, "distance_from_ma50_pct": -43.644091924608695, "volatility_20d_pct": 220.52645545975528, "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": "BRNK_CFD.DE", "name": "Branicks Group AG", "sector": "", "last_price": 1.4, "change_1d_pct": -0.7795889440113446, "distance_from_ma200_pct": -25.976449936286873, "distance_from_ma50_pct": -16.890271412627932, "volatility_20d_pct": 210.0912237919874, "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": "MELE_CFD.BE", "name": "Melexis", "sector": "", "last_price": 56.7, "change_1d_pct": 2.8105167724388203, "distance_from_ma200_pct": -7.6282226570375204, "distance_from_ma50_pct": 1.7787040178355085, "volatility_20d_pct": 86.76068560618484, "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": 259.0, "change_1d_pct": 9.282700421940927, "distance_from_ma200_pct": -20.255122030446227, "distance_from_ma50_pct": 1.3575652269196326, "volatility_20d_pct": 159.60042022323034, "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": "MDV_CFD.PL", "name": "Modivo S.A.", "sector": "", "last_price": 87.48, 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-2.66469282013323, "distance_from_ma200_pct": -23.735371889742517, "distance_from_ma50_pct": -3.814856398872113, "volatility_20d_pct": 116.50608780776388, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "III_CFD.UK", "name": "3I GROUP PLC", "sector": "", "last_price": 2715.5, "change_1d_pct": 9.18777643747486, "distance_from_ma200_pct": -25.498347602459738, "distance_from_ma50_pct": -11.210002811982978, "volatility_20d_pct": 107.76093142350246, "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": "CO_CFD.FR", "name": "Casino Guichard Perrachon", "sector": "", "last_price": 0.162, "change_1d_pct": -0.6134969325153339, "distance_from_ma200_pct": -54.01907356948228, "distance_from_ma50_pct": -20.400943396226413, "volatility_20d_pct": 149.7796191854023, "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": "LTA_CFD.FR", "name": "ALTAMIR", "sector": "", "last_price": 24.3, "change_1d_pct": -5.263157894736836, "distance_from_ma200_pct": -13.983001200344214, "distance_from_ma50_pct": -12.497263288892979, "volatility_20d_pct": 84.62992206881624, "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": "CPG_CFD.UK", "name": "COMPASS GROUP PLC", "sector": "", "last_price": 29.67, "change_1d_pct": -98.59183673469389, "distance_from_ma200_pct": -98.77568763223537, "distance_from_ma50_pct": -98.59212699574421, "volatility_20d_pct": 601.9386788356263, "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": "LLOY_CFD.UK", "name": "LLOYDS BANKING GROUP PLC", "sector": "", "last_price": 103.58, "change_1d_pct": 12.17240632445311, "distance_from_ma200_pct": 14.827846916897824, "distance_from_ma50_pct": 3.528856744768083, "volatility_20d_pct": 90.07258422165947, "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": "BAR_CFD.BE", "name": "Barco", "sector": "", "last_price": 9.72, "change_1d_pct": 1.6204913748039784, "distance_from_ma200_pct": -21.893362743857235, "distance_from_ma50_pct": -8.395910612503387, "volatility_20d_pct": 63.24890264439872, "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": "SYNA_CFD.US", "name": "SYNAPTICS INC", "sector": "", "last_price": 76.34, "change_1d_pct": 4.862637362637368, "distance_from_ma200_pct": 4.86991199252147, "distance_from_ma50_pct": -3.5760478557859354, "volatility_20d_pct": 104.14240803201646, "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": "TUI1_CFD.DE", "name": "Tui AG", "sector": "", "last_price": 7.29, "change_1d_pct": 8.449866111276405, "distance_from_ma200_pct": -8.832094104287835, "distance_from_ma50_pct": -5.536420957697419, "volatility_20d_pct": 105.90099658136496, "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": "ITRK_CFD.UK", "name": "INTERTEK GROUP PLC", "sector": "", "last_price": 3883.0, "change_1d_pct": -12.97624383684447, "distance_from_ma200_pct": -17.024253385492727, "distance_from_ma50_pct": -12.63260527771063, "volatility_20d_pct": 103.20771331354975, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "IMI_CFD.UK", "name": "IMI PLC", "sector": "", "last_price": 2630.0, "change_1d_pct": -4.014598540145986, "distance_from_ma200_pct": 18.232876148230037, "distance_from_ma50_pct": 0.6097101453378162, "volatility_20d_pct": 99.14910574361261, "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": "VEEV_CFD.US", "name": "", "sector": "", "last_price": 169.64, "change_1d_pct": -2.9630477062121074, "distance_from_ma200_pct": -31.523507107302105, "distance_from_ma50_pct": -8.030971508250861, "volatility_20d_pct": 85.43764940929834, "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": "CRBN_CFD.NL", "name": "Corbion", "sector": "", "last_price": 21.32, "change_1d_pct": 0.0, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 10.465176526668118, "volatility_20d_pct": 1678.2965924693424, "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": "WEW_CFD.DE", "name": "Westwing Group AG", "sector": "", "last_price": 14.35, "change_1d_pct": 5.128205128205132, "distance_from_ma200_pct": 14.103330704053318, "distance_from_ma50_pct": -10.396391378571824, "volatility_20d_pct": 107.88117479279897, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "BYIT_CFD.UK", "name": "BYTES TECHNOLOGY GROUP PLC", "sector": "", "last_price": 292.6, "change_1d_pct": -15.67723342939481, "distance_from_ma200_pct": -29.736098535636412, "distance_from_ma50_pct": -16.205740966343107, "volatility_20d_pct": 89.06390671800419, "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": 4.033, "change_1d_pct": 3.5961983046493895, "distance_from_ma200_pct": -43.34922261451835, "distance_from_ma50_pct": -2.2364650955333576, "volatility_20d_pct": 112.31820070188787, "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": "TMUS_CFD.US", "name": "", "sector": "", "last_price": 197.57, "change_1d_pct": -2.318797587263921, "distance_from_ma200_pct": -10.15955920570082, "distance_from_ma50_pct": -5.488434926369279, "volatility_20d_pct": 49.48007005655536, "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": "LIGHT_CFD.NL", "name": "SIGNIFY NV", "sector": "", "last_price": 19.315, "change_1d_pct": 4.2926565874730205, "distance_from_ma200_pct": -8.476155230885063, "distance_from_ma50_pct": 0.5146725922533957, "volatility_20d_pct": 63.103018017765514, "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": "WIZZ_CFD.UK", "name": "WIZZ AIR HOLDINGS PLC", "sector": "", "last_price": 956.5, "change_1d_pct": 8.87877063175868, "distance_from_ma200_pct": -18.339005990621494, "distance_from_ma50_pct": -15.753192879123413, "volatility_20d_pct": 214.84880940333238, "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": "LGEN_CFD.UK", "name": "LEGAL & GENERAL GROUP PLC", "sector": "", "last_price": 263.45, "change_1d_pct": 6.272690601048803, "distance_from_ma200_pct": 4.92575541963729, "distance_from_ma50_pct": 1.9227004621630517, "volatility_20d_pct": 74.46258537750292, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}], "output_schema": {"selected_stocks": [{"symbol": "string", "mean_reversion_score": "integer 0-100", "selection_reason": "short, concrete, indicator-based"}], "rejected_common_reasons": ["string"]}}Output JSON
{
"selected_stocks": [
{
"symbol": "THG_CFD.UK",
"selection_reason": "Significant daily drop (-21.46%) with volatility indicating potential mean reversion.",
"mean_reversion_score": 85
},
{
"symbol": "CRST_CFD.UK",
"selection_reason": "Large daily decline (-12.82%) and substantial distance from MA50 suggesting oversold conditions.",
"mean_reversion_score": 80
},
{
"symbol": "VTY_CFD.UK",
"selection_reason": "Extreme daily drop (-52.24%) with high volatility, indicating potential for a rebound.",
"mean_reversion_score": 75
},
{
"symbol": "AUTO_CFD.UK",
"selection_reason": "Significant daily decline (-38.63%) and distance from MA200 suggesting oversold conditions.",
"mean_reversion_score": 70
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Substantial daily drop (-15.68%) with distance from MA50 indicating potential mean reversion.",
"mean_reversion_score": 65
}
],
"rejected_common_reasons": [
"Avoiding stocks with unknown sectors to prevent sector concentration.",
"Avoiding stocks with unknown earnings dates to prevent earnings-related volatility.",
"Avoiding stocks with extreme volatility that may indicate binary/event-driven moves."
]
}#2192 • openrouter • deepseek/deepseek-chat • 2026-04-08T18:50:52.356262+00:00
System prompt
You are an Arena portfolio manager. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices/fundamentals/news/earnings. If a field is null/empty, treat it as unknown. Avoid overtrading: if changes are marginal, prefer HOLD. Do not churn.
User prompt
{"task": "stage2_portfolio_management", "region": "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": "ABF_CFD.UK", "qty": 1.6220600162206003, "avg_price": 1849.5, "last_price": 1910.0, "unrealized_pnl": 98.13463098134632, "opened_at": "2026-03-10T10:41:24.306870+00:00"}, {"symbol": "ADJ_CFD.DE", "qty": 0.0, "avg_price": 0.184, "last_price": 0.2, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T21:00:47.737392+00:00"}, {"symbol": "ADS_CFD.DE", "qty": 21.873860736419978, "avg_price": 137.15, "last_price": 137.338, "unrealized_pnl": 4.112285818446697, "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": "AMH_CFD.US", "qty": 0.0, "avg_price": 29.634999999999998, "last_price": 28.67, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "AML_CFD.UK", "qty": 0.0, "avg_price": 39.92, "last_price": 36.92, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "ATG_CFD.UK", "qty": 10.135135135135135, "avg_price": 296.0, "last_price": 320.0, "unrealized_pnl": 243.24324324324323, "opened_at": "2026-02-16T21:00:47.737392+00:00"}, {"symbol": "BBY_CFD.UK", "qty": 4.129387474191328, "avg_price": 726.5, "last_price": 726.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-06T18:02:13.212382+00:00"}, {"symbol": "BIG_CFD.FR", "qty": 0.0, "avg_price": 0.453, "last_price": 0.296, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T17:33:48.338981+00:00"}, {"symbol": "BLND_CFD.UK", "qty": 8.237232289950576, "avg_price": 364.2, "last_price": 367.7, "unrealized_pnl": 28.830313014827016, "opened_at": "2026-03-10T10:41:24.306870+00:00"}, {"symbol": "BOY_CFD.UK", "qty": 4.73186119873817, "avg_price": 634.0, "last_price": 634.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-27T09:59:46.331143+00:00"}, {"symbol": "BTRW_CFD.UK", "qty": 11.63241566498643, "avg_price": 257.9, "last_price": 270.3, "unrealized_pnl": 144.24195424583212, "opened_at": "2026-03-20T18:25:08.105367+00:00"}, {"symbol": "BT_CFD.UK", "qty": 0.0, "avg_price": 204.0, "last_price": 203.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 10.252904989747094, "avg_price": 292.6, "last_price": 289.6, "unrealized_pnl": -30.758714969241282, "opened_at": "2026-03-04T18:49:26.891792+00:00"}, {"symbol": "BYW6_CFD.DE", "qty": 0.0, "avg_price": 3.005, "last_price": 2.94, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "CBG_CFD.UK", "qty": 8.748396127376648, "avg_price": 342.92, "last_price": 342.92, "unrealized_pnl": 0.0, "opened_at": "2026-03-08T18:08:31.007911+00:00"}, {"symbol": "CCC_CFD.UK", "qty": 0.0, "avg_price": 2978.0, "last_price": 2926.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "CCL_CFD.UK", "qty": 0.0, "avg_price": 1945.9999999999998, "last_price": 1849.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T10:31:26.559356+00:00"}, {"symbol": "CO_CFD.FR", "qty": 0.0, "avg_price": 0.171, "last_price": 0.165, "unrealized_pnl": 0.0, "opened_at": "2026-03-06T10:33:43.857578+00:00"}, {"symbol": "CRDA_CFD.UK", "qty": 0.0, "avg_price": 2911.0, "last_price": 2852.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T10:31:26.559356+00:00"}, {"symbol": "CRST_CFD.UK", "qty": 0.0, "avg_price": 118.83, "last_price": 103.4, "unrealized_pnl": 0.0, "opened_at": "2026-03-20T10:26:40.341409+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 0.0, "avg_price": 422.705, "last_price": 388.21500000000003, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "EMG_CFD.UK", "qty": 11.857707509881424, "avg_price": 252.99999999999997, "last_price": 263.8, "unrealized_pnl": 128.06324110671986, "opened_at": "2026-03-15T18:15:23.812047+00:00"}, {"symbol": "ERA_CFD.FR", "qty": 0.0, "avg_price": 47.4, "last_price": 45.76, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "ESNT_CFD.UK", "qty": 0.0, "avg_price": 95.5, "last_price": 87.4, "unrealized_pnl": 0.0, "opened_at": "2026-03-20T10:26:40.341409+00:00"}, {"symbol": "EZJ_CFD.UK", "qty": 0.0, "avg_price": 474.05, "last_price": 437.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "FLO_CFD.US", "qty": 0.0, "avg_price": 9.875, "last_price": 9.245000000000001, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "FRVIA_CFD.FR", "qty": 0.0, "avg_price": 12.709, "last_price": 11.64, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 10.55594651653765, "avg_price": 284.2, "last_price": 297.6, "unrealized_pnl": 141.44968332160488, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "GRI_CFD.UK", "qty": 15.822784810126583, "avg_price": 189.6, "last_price": 189.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "HAIN_CFD.US", "qty": 0.0, "avg_price": 0.7051, "last_price": 0.6, "unrealized_pnl": 0.0, "opened_at": "2026-03-20T18:25:08.105367+00:00"}, {"symbol": "HAS_CFD.UK", "qty": 184.72906403940888, "avg_price": 32.48, "last_price": 32.48, "unrealized_pnl": 0.0, "opened_at": "2026-04-07T18:08:48.203875+00:00"}, {"symbol": "HIK_CFD.UK", "qty": 0.0, "avg_price": 1408.0, "last_price": 1275.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "HMSO_CFD.UK", "qty": 8.600917431192661, "avg_price": 348.8, "last_price": 348.8, "unrealized_pnl": 0.0, "opened_at": "2026-03-16T10:12:30.296045+00:00"}, {"symbol": "IEP_CFD.BE", "qty": 582.5242718446601, "avg_price": 5.15, "last_price": 5.2, "unrealized_pnl": 29.1262135922329, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "IHG_CFD.UK", "qty": 23.21083172147002, "avg_price": 129.25, "last_price": 139.75, "unrealized_pnl": 243.7137330754352, "opened_at": "2026-03-07T10:14:47.113218+00:00"}, {"symbol": "JDW_CFD.UK", "qty": 0.0, "avg_price": 664.5, "last_price": 588.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-15T10:35:48.762746+00:00"}, {"symbol": "KGF_CFD.UK", "qty": 0.0, "avg_price": 315.6, "last_price": 298.6, "unrealized_pnl": 0.0, "opened_at": "2026-03-15T18:15:23.812047+00:00"}, {"symbol": "LMP_CFD.UK", "qty": 33.09431880860452, "avg_price": 181.3, "last_price": 182.5, "unrealized_pnl": 39.713182570325046, "opened_at": "2026-03-23T10:03:51.599067+00:00"}, {"symbol": "LXS_CFD.DE", "qty": 0.0, "avg_price": 20.34, "last_price": 20.025, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "MCG_CFD.UK", "qty": 172.51293847038528, "avg_price": 17.39, "last_price": 20.14, "unrealized_pnl": 474.4105807935595, "opened_at": "2026-03-08T18:08:31.007911+00:00"}, {"symbol": "MSLH_CFD.UK", "qty": 0.0, "avg_price": 140.8, "last_price": 137.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-21T17:59:11.913241+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 0.0, "avg_price": 217.0, "last_price": 204.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "OSB_CFD.UK", "qty": 0.0, "avg_price": 553.5815365927725, "last_price": 544.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-12T18:01:52.554929+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 45.14672686230248, "avg_price": 132.9, "last_price": 132.9, "unrealized_pnl": 0.0, "opened_at": "2026-03-05T10:27:11.178069+00:00"}, {"symbol": "PHP_CFD.UK", "qty": 32.715376226826606, "avg_price": 91.7, "last_price": 91.75, "unrealized_pnl": 1.6357688113412374, "opened_at": "2026-04-05T10:14:33.033169+00:00"}, {"symbol": "PSN_CFD.UK", "qty": 0.0, "avg_price": 1113.0, "last_price": 1078.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-21T17:59:11.913241+00:00"}, {"symbol": "RHIM_CFD.UK", "qty": 0.0, "avg_price": 2550.0, "last_price": 2325.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-10T18:24:41.570614+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 416.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "ROR_CFD.UK", "qty": 0.0, "avg_price": 315.64, "last_price": 309.4, "unrealized_pnl": 0.0, "opened_at": "2026-03-16T10:12:30.296045+00:00"}, {"symbol": "RS1_CFD.UK", "qty": 5.323868677905945, "avg_price": 563.5, "last_price": 563.5, "unrealized_pnl": 0.0, "opened_at": "2026-04-05T18:04:47.891107+00:00"}, {"symbol": "SAFE_CFD.UK", "qty": 0.0, "avg_price": 708.0, "last_price": 643.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-10T18:24:41.570614+00:00"}, {"symbol": "SPX_CFD.UK", "qty": 0.45871559633027525, "avg_price": 6540.0, "last_price": 6676.0, "unrealized_pnl": 62.38532110091744, "opened_at": "2026-03-27T09:59:46.331143+00:00"}, {"symbol": "SYNT_CFD.UK", "qty": 0.0, "avg_price": 18.4, "last_price": 38.9, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T18:03:34.247734+00:00"}, {"symbol": "THG_CFD.UK", "qty": 207.7562326869806, "avg_price": 28.88, "last_price": 28.88, "unrealized_pnl": 0.0, "opened_at": "2026-04-07T18:08:48.203875+00:00"}, {"symbol": "TRN_CFD.UK", "qty": 0.0, "avg_price": 184.5, "last_price": 211.4, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T18:03:34.247734+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 97.45533297238767, "avg_price": 92.35, "last_price": 102.5, "unrealized_pnl": 989.1716296697354, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "UTG_CFD.UK", "qty": 0.0, "avg_price": 505.0, "last_price": 461.2, "unrealized_pnl": 0.0, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"symbol": "VTY_CFD.UK", "qty": 0.0, "avg_price": 427.6, "last_price": 406.1, "unrealized_pnl": -150.84190832553787, "opened_at": "2026-03-11T10:11:17.665074+00:00"}, {"symbol": "WIX_CFD.UK", "qty": 0.0, "avg_price": 224.5, "last_price": 220.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-09T10:19:46.508085+00:00"}, {"symbol": "WIZZ_CFD.UK", "qty": 0.0, "avg_price": 1299.0, "last_price": 1080.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "WKP_CFD.UK", "qty": 7.2727272727272725, "avg_price": 412.5, "last_price": 412.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "WPP_CFD.UK", "qty": 0.0, "avg_price": 263.4, "last_price": 240.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"symbol": "WTB_CFD.UK", "qty": 0.0, "avg_price": 2345.0, "last_price": 2308.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-13T18:17:31.188931+00:00"}], "candidates": [{"symbol": "THG_CFD.UK", "mean_reversion_score": 85, "selection_reason": "Significant daily drop (-21.46%) with volatility indicating potential mean reversion."}, {"symbol": "CRST_CFD.UK", "mean_reversion_score": 80, "selection_reason": "Large daily decline (-12.82%) and substantial distance from MA50 suggesting oversold conditions."}, {"symbol": "VTY_CFD.UK", "mean_reversion_score": 75, "selection_reason": "Extreme daily drop (-52.24%) with high volatility, indicating potential for a rebound."}, {"symbol": "AUTO_CFD.UK", "mean_reversion_score": 70, "selection_reason": "Significant daily decline (-38.63%) and distance from MA200 suggesting oversold conditions."}, {"symbol": "BYIT_CFD.UK", "mean_reversion_score": 65, "selection_reason": "Substantial daily drop (-15.68%) with distance from MA50 indicating potential mean reversion."}], "output_schema": {"actions": {"sell": [{"symbol": "string", "reason": "string"}], "hold": [{"symbol": "string", "reason": "string"}], "buy": [{"symbol": "string", "position_size": "number (currency amount)", "reason": "string"}]}, "portfolio_rationale": "string"}}Output JSON
{
"actions": {
"buy": [
{
"reason": "Significant daily drop (-21.46%) with volatility indicating potential mean reversion.",
"symbol": "THG_CFD.UK",
"position_size": 3000
},
{
"reason": "Large daily decline (-12.82%) and substantial distance from MA50 suggesting oversold conditions.",
"symbol": "CRST_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Current position is profitable; no clear improvement in selling.",
"symbol": "ABF_CFD.UK"
},
{
"reason": "Current position is marginally profitable; no clear improvement in selling.",
"symbol": "ADS_CFD.DE"
},
{
"reason": "Current position is profitable; no clear improvement in selling.",
"symbol": "ATG_CFD.UK"
},
{
"reason": "Current position is at break-even; no clear improvement in selling.",
"symbol": "BBY_CFD.UK"
},
{
"reason": "Current position is marginally profitable; no clear improvement in selling.",
"symbol": "BLND_CFD.UK"
},
{
"reason": "Current position is at break-even; no clear improvement in selling.",
"symbol": "BOY_CFD.UK"
},
{
"reason": "Current position is profitable; no clear improvement in selling.",
"symbol": "BTRW_CFD.UK"
},
{
"reason": "Current position is marginally unprofitable; no clear improvement in selling.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Current position is at break-even; no clear improvement in selling.",
"symbol": "CBG_CFD.UK"
},
{
"reason": "Current position is profitable; no clear improvement in selling.",
"symbol": "EMG_CFD.UK"
},
{
"reason": "Current position is profitable; no clear improvement in selling.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "Current position is at break-even; no clear improvement in selling.",
"symbol": "GRI_CFD.UK"
},
{
"reason": "Current position is at break-even; no clear improvement in selling.",
"symbol": "HAS_CFD.UK"
},
{
"reason": "Current position is at break-even; no clear improvement in selling.",
"symbol": "HMSO_CFD.UK"
},
{
"reason": "Current position is marginally profitable; no clear improvement in selling.",
"symbol": "IEP_CFD.BE"
},
{
"reason": "Current position is profitable; no clear improvement in selling.",
"symbol": "IHG_CFD.UK"
},
{
"reason": "Current position is marginally profitable; no clear improvement in selling.",
"symbol": "LMP_CFD.UK"
},
{
"reason": "Current position is profitable; no clear improvement in selling.",
"symbol": "MCG_CFD.UK"
},
{
"reason": "Current position is at break-even; no clear improvement in selling.",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "Current position is marginally profitable; no clear improvement in selling.",
"symbol": "PHP_CFD.UK"
},
{
"reason": "Current position is at break-even; no clear improvement in selling.",
"symbol": "RS1_CFD.UK"
},
{
"reason": "Current position is marginally profitable; no clear improvement in selling.",
"symbol": "SPX_CFD.UK"
},
{
"reason": "Current position is at break-even; no clear improvement in selling.",
"symbol": "THG_CFD.UK"
},
{
"reason": "Current position is profitable; no clear improvement in selling.",
"symbol": "UKW_CFD.UK"
},
{
"reason": "Current position is at break-even; no clear improvement in selling.",
"symbol": "WKP_CFD.UK"
}
],
"sell": []
},
"portfolio_rationale": "The portfolio is currently holding several positions that are either profitable or at break-even, with no clear improvement in selling them. Given the strategy's rules to avoid overtrading and limit the number of buys and sells, only two new positions are added based on their mean-reversion potential. The selected candidates (THG_CFD.UK and CRST_CFD.UK) show significant declines and oversold conditions, making them suitable for mean-reversion trades."
}Selection logs
#1063 • stage1 • 2026-04-08T18:50:52.353654+00:00
{
"selected_stocks": [
{
"symbol": "THG_CFD.UK",
"selection_reason": "Significant daily drop (-21.46%) with volatility indicating potential mean reversion.",
"mean_reversion_score": 85
},
{
"symbol": "CRST_CFD.UK",
"selection_reason": "Large daily decline (-12.82%) and substantial distance from MA50 suggesting oversold conditions.",
"mean_reversion_score": 80
},
{
"symbol": "VTY_CFD.UK",
"selection_reason": "Extreme daily drop (-52.24%) with high volatility, indicating potential for a rebound.",
"mean_reversion_score": 75
},
{
"symbol": "AUTO_CFD.UK",
"selection_reason": "Significant daily decline (-38.63%) and distance from MA200 suggesting oversold conditions.",
"mean_reversion_score": 70
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Substantial daily drop (-15.68%) with distance from MA50 indicating potential mean reversion.",
"mean_reversion_score": 65
}
],
"rejected_common_reasons": [
"Avoiding stocks with unknown sectors to prevent sector concentration.",
"Avoiding stocks with unknown earnings dates to prevent earnings-related volatility.",
"Avoiding stocks with extreme volatility that may indicate binary/event-driven moves."
]
}