Arena run #1155

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": "HAS_CFD.UK", "name": "HAYS PLC", "sector": "", "last_price": 47.66, "change_1d_pct": -17.213826645822483, "distance_from_ma200_pct": -26.546854506980832, "distance_from_ma50_pct": -12.888674431016456, "volatility_20d_pct": 117.95597135078918, "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": "RS1_CFD.UK", "name": "RS GROUP PLC", "sector": "", "last_price": 725.5, "change_1d_pct": 23.91118701964132, "distance_from_ma200_pct": 26.42587431420933, "distance_from_ma50_pct": 23.74236481466445, "volatility_20d_pct": 102.67597620645313, "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": "MGNS_CFD.UK", "name": "MORGAN SINDALL GROUP PLC", "sector": "", "last_price": 5370.0, "change_1d_pct": 19.599109131403125, "distance_from_ma200_pct": 32.00382943846654, "distance_from_ma50_pct": 15.63012691493826, "volatility_20d_pct": 90.38530398603771, "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": "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": "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": "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": "SAFE_CFD.UK", "name": "SAFESTORE HOLDINGS PLC", "sector": "", "last_price": 708.0, "change_1d_pct": 0.14144271570013522, "distance_from_ma200_pct": 7.079918522466522, "distance_from_ma50_pct": -2.535991476029087, "volatility_20d_pct": 107.99712610776675, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "RHIM_CFD.UK", "name": "RHI MAGNESITA NV", "sector": "", "last_price": 2550.0, "change_1d_pct": -6.764168190127973, "distance_from_ma200_pct": -2.35709026809392, "distance_from_ma50_pct": 0.9429816244979738, "volatility_20d_pct": 151.25590362229855, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "PNN_CFD.UK", "name": "PENNON GROUP PLC", "sector": "", "last_price": 599.27, "change_1d_pct": 16.58722592945663, "distance_from_ma200_pct": 23.75684537859759, "distance_from_ma50_pct": 16.983140154106113, "volatility_20d_pct": 84.07433118596934, "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": "RSW_CFD.UK", "name": "RENISHAW PLC", "sector": "", "last_price": 4100.0, "change_1d_pct": 18.155619596541793, "distance_from_ma200_pct": 36.779911314574385, "distance_from_ma50_pct": 14.333028240759926, "volatility_20d_pct": 92.61568245477878, "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": "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": "WPP_CFD.UK", "name": "WPP PLC", "sector": "", "last_price": 258.2, "change_1d_pct": 7.31504571903574, "distance_from_ma200_pct": -28.650815099499237, "distance_from_ma50_pct": -5.470345439621472, "volatility_20d_pct": 176.25460987481992, "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": "NET_CFD.US", "name": "Cloudflare Inc", "sector": "", "last_price": 179.5, "change_1d_pct": -15.00946969696969, "distance_from_ma200_pct": -11.23717574989751, "distance_from_ma50_pct": -7.407885031027384, "volatility_20d_pct": 106.3838516529182, "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": 191.8, "change_1d_pct": -27.731725697061027, "distance_from_ma200_pct": -25.425914067168765, "distance_from_ma50_pct": -16.54505218327368, "volatility_20d_pct": 249.00720326714767, "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": "PSN_CFD.UK", "name": "PERSIMMON PLC", "sector": "", "last_price": 1151.0, "change_1d_pct": -11.47379593594734, "distance_from_ma200_pct": -7.852802577751794, "distance_from_ma50_pct": -13.544517062376404, "volatility_20d_pct": 137.45024420730277, "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": "GROW_CFD.UK", "name": "MOLTEN VENTURES PLC", "sector": "", "last_price": 465.0, "change_1d_pct": 1.572739187418093, "distance_from_ma200_pct": 22.569628774815076, "distance_from_ma50_pct": -4.275686024250158, "volatility_20d_pct": 115.72658030340939, "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": "MU_CFD.US", "name": "Micron Technology Inc", "sector": "", "last_price": 418.01, "change_1d_pct": -0.7031379908307045, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 19.06801044445876, "volatility_20d_pct": 7259.871488221576, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "MOS_CFD.US", "name": "The Mosaic Company", "sector": "", "last_price": 31.14, "change_1d_pct": 3.3864541832669293, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 19.517814672936073, "volatility_20d_pct": 4137.377654101071, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "ATG_CFD.UK", "name": "AUCTION TECHNOLOGY GROUP", "sector": "", "last_price": 313.0, "change_1d_pct": 0.3205128205128194, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 0.8343803356850588, "volatility_20d_pct": 2871.9337920464413, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "ARCAD_CFD.NL", "name": "Arcadis", "sector": "", "last_price": 30.78, "change_1d_pct": 2.6000000000000023, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -12.615405580349549, "volatility_20d_pct": 6006.11821905812, "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": "AMG_CFD.NL", "name": "AMG ADVANCED METALLURGICAL", "sector": "", "last_price": 35.48, "change_1d_pct": -0.05633802816902289, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 1.413152840025611, "volatility_20d_pct": 7516.604034946565, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}], "output_schema": {"selected_stocks": [{"symbol": "string", "mean_reversion_score": "integer 0-100", "selection_reason": "short, concrete, indicator-based"}], "rejected_common_reasons": ["string"]}}

{
  "selected_stocks": [
    {
      "symbol": "PAGE_CFD.UK",
      "selection_reason": "Extreme 1d drop of -36.8%, price -40.6% below MA200 and -31.7% below MA50; deeply oversold suggesting strong snap-back potential within 2-10 days.",
      "mean_reversion_score": 82
    },
    {
      "symbol": "ICG_CFD.UK",
      "selection_reason": "Sharp 1d drop of -15.2%, price -16.2% below MA200 and -12.3% below MA50; moderate volatility (73%) among peers makes reversion more tradeable.",
      "mean_reversion_score": 75
    },
    {
      "symbol": "PSN_CFD.UK",
      "selection_reason": "1d drop of -11.5%, price -13.5% below MA50 and -7.9% below MA200; significant short-term dislocation below both moving averages favors mean reversion.",
      "mean_reversion_score": 70
    },
    {
      "symbol": "NET_CFD.US",
      "selection_reason": "1d drop of -15.0%, price -11.2% below MA200 and -7.4% below MA50; large-cap tech name with moderate vol (106%) offering liquid reversion trade.",
      "mean_reversion_score": 68
    },
    {
      "symbol": "VCT_CFD.UK",
      "selection_reason": "1d drop of -9.3%, price -11.3% below MA200; pullback into oversold territory near support with moderate distance from MA50 (-2.9%) suggesting near-term bounce.",
      "mean_reversion_score": 65
    }
  ],
  "rejected_common_reasons": [
    "Extreme upside moves (+18-24% 1d) far above MA200/MA50 are momentum/breakout, not mean-reversion candidates (RS1, MGNS, JUP, RSW, PNN, MAB)",
    "Abnormally high volatility (>2000%) and missing MA200 data indicate unreliable/thin data (MU, MOS, ATG, ARCAD, AMG)",
    "OCDO dropped -27.7% but has extreme volatility (249%) making reversion unreliable and risk/reward poor",
    "HAS dropped -17.2% but very high vol (118%) and -26.5% below MA200 suggests structural decline rather than mean-reversion opportunity",
    "Stocks near MAs with small 1d moves (SHC, PAG, TPK, IPO, IEP, SAFE, GROW) lack sufficient dislocation for high-conviction mean-reversion setup"
  ]
}

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

{"task": "stage2_portfolio_management", "region": "US", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "portfolio_constraints": {"initial_equity": 10000.0, "max_positions": 10, "fixed_position_size": 3000.0, "max_gross_leverage": 3.0, "overtrading_rules": ["Max 2 SELL actions per run unless risk event forces more", "Max 2 BUY actions per run", "If no clear improvement vs current holdings, output HOLD for everything"]}, "current_portfolio": [{"symbol": "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": "ABDN_CFD.UK", "qty": 15.756302521008402, "avg_price": 190.4, "last_price": 197.35, "unrealized_pnl": 109.50630252100822, "opened_at": "2026-04-04T10:04:54.381536+00:00"}, {"symbol": "ABF_CFD.UK", "qty": 0.0, "avg_price": 1868.5, "last_price": 1846.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-06T18:02:13.212382+00:00"}, {"symbol": "ADBE_CFD.US", "qty": 0.0, "avg_price": 249.47, "last_price": 245.96, "unrealized_pnl": 0.0, "opened_at": "2026-03-15T18:15:23.812047+00:00"}, {"symbol": "ADS_CFD.DE", "qty": 0.0, "avg_price": 137.15, "last_price": 142.35, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T10:26:53.527562+00:00"}, {"symbol": "AMCX_CFD.US", "qty": 0.0, "avg_price": 7.07, "last_price": 6.93, "unrealized_pnl": 0.0, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "AMH_CFD.US", "qty": 0.0, "avg_price": 29.63, "last_price": 29.16, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "AML_CFD.UK", "qty": 0.0, "avg_price": 59.0, "last_price": 58.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "ARCAD_CFD.NL", "qty": 0.0, "avg_price": 28.6, "last_price": 27.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T10:32:09.961595+00:00"}, {"symbol": "BEKB_CFD.BE", "qty": 0.0, "avg_price": 38.9, "last_price": 40.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-09T10:19:46.508085+00:00"}, {"symbol": "BLND_CFD.UK", "qty": 0.0, "avg_price": 364.2, "last_price": 373.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T18:03:34.247734+00:00"}, {"symbol": "BOY_CFD.UK", "qty": 0.0, "avg_price": 634.0, "last_price": 634.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-31T17:54:15.044829+00:00"}, {"symbol": "BTRW_CFD.UK", "qty": 0.0, "avg_price": 310.3, "last_price": 295.4, "unrealized_pnl": 0.0, "opened_at": "2026-03-10T18:24:41.570614+00:00"}, {"symbol": "BXP_CFD.US", "qty": 0.0, "avg_price": 60.835, "last_price": 57.754999999999995, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 0.0, "avg_price": 292.6, "last_price": 289.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "CABO_CFD.US", "qty": 0.0, "avg_price": 94.6, "last_price": 108.935, "unrealized_pnl": 0.0, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"symbol": "CAR_CFD.US", "qty": 0.0, "avg_price": 92.285, "last_price": 95.88499999999999, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "CBG_CFD.UK", "qty": 17.496792254753295, "avg_price": 342.92, "last_price": 342.92, "unrealized_pnl": 0.0, "opened_at": "2026-03-10T18:24:41.570614+00:00"}, {"symbol": "CCC_CFD.UK", "qty": 0.0, "avg_price": 2978.0, "last_price": 3218.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "CCL_CFD.UK", "qty": 0.0, "avg_price": 1945.9999999999998, "last_price": 1858.65, "unrealized_pnl": 0.0, "opened_at": "2026-03-05T10:27:11.178069+00:00"}, {"symbol": "CPAY_CFD.US", "qty": 0.0, "avg_price": 321.845, "last_price": 317.015, "unrealized_pnl": -45.02167192282037, "opened_at": "2026-03-09T18:18:45.954380+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 0.0, "avg_price": 423.05499999999995, "last_price": 388.21500000000003, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "CTT_CFD.PT", "qty": 0.0, "avg_price": 6.74, "last_price": 6.76, "unrealized_pnl": 0.0, "opened_at": "2026-03-13T10:07:39.444598+00:00"}, {"symbol": "DLN_CFD.UK", "qty": 0.0, "avg_price": 1812.0, "last_price": 1812.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-28T10:51:05.818250+00:00"}, {"symbol": "DOCS_CFD.UK", "qty": 0.0, "avg_price": 62.5, "last_price": 64.4, "unrealized_pnl": 0.0, "opened_at": "2026-03-17T18:12:35.221859+00:00"}, {"symbol": "DPLM_CFD.UK", "qty": 0.0, "avg_price": 5110.0, "last_price": 5940.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-14T10:03:26.036362+00:00"}, {"symbol": "EEFT_CFD.US", "qty": 0.0, "avg_price": 63.91, "last_price": 66.13499999999999, "unrealized_pnl": 0.0, "opened_at": "2026-04-04T18:08:49.555685+00:00"}, {"symbol": "ELIOR_CFD.FR", "qty": 0.0, "avg_price": 2.4, "last_price": 2.378, "unrealized_pnl": 0.0, "opened_at": "2026-03-16T10:12:30.296045+00:00"}, {"symbol": "ERA_CFD.FR", "qty": 0.0, "avg_price": 55.55, "last_price": 53.6, "unrealized_pnl": 0.0, "opened_at": "2026-03-07T10:14:47.113218+00:00"}, {"symbol": "ESNT_CFD.UK", "qty": 34.32494279176201, "avg_price": 87.4, "last_price": 87.4, "unrealized_pnl": 0.0, "opened_at": "2026-04-09T10:04:16.483403+00:00"}, {"symbol": "ETSY_CFD.US", "qty": 0.0, "avg_price": 44.13, "last_price": 50.905, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "EZJ_CFD.UK", "qty": 0.0, "avg_price": 405.2, "last_price": 395.4, "unrealized_pnl": 0.0, "opened_at": "2026-03-08T10:05:58.226220+00:00"}, {"symbol": "FICO_CFD.US", "qty": 0.0, "avg_price": 1127.4099999999999, "last_price": 1199.4650000000001, "unrealized_pnl": 0.0, "opened_at": "2026-03-14T18:06:47.909233+00:00"}, {"symbol": "FME_CFD.DE", "qty": 0.0, "avg_price": 38.38, "last_price": 38.14, "unrealized_pnl": 0.0, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "FRE_CFD.DE", "qty": 0.0, "avg_price": 49.156, "last_price": 47.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 0.0, "avg_price": 284.2, "last_price": 297.6, "unrealized_pnl": 141.44968332160488, "opened_at": "2026-03-31T17:54:15.044829+00:00"}, {"symbol": "HIK_CFD.UK", "qty": 0.0, "avg_price": 1408.0, "last_price": 1342.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "HO_CFD.FR", "qty": 0.0, "avg_price": 254.566, "last_price": 251.7, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T10:32:09.961595+00:00"}, {"symbol": "ICG_CFD.UK", "qty": 6.016042780748663, "avg_price": 1496.0, "last_price": 1496.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "INF_CFD.UK", "qty": 0.0, "avg_price": 741.2, "last_price": 766.2, "unrealized_pnl": 0.0, "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": -138.5083713850837, "opened_at": "2026-03-13T10:07:39.444598+00:00"}, {"symbol": "IWG_CFD.UK", "qty": 17.421602787456447, "avg_price": 172.2, "last_price": 172.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-16T18:18:58.833148+00:00"}, {"symbol": "JBLU_CFD.US", "qty": 0.0, "avg_price": 4.57, "last_price": 4.5600000000000005, "unrealized_pnl": 0.0, "opened_at": "2026-03-05T18:20:59.102726+00:00"}, {"symbol": "JMAT_CFD.UK", "qty": 0.0, "avg_price": 1815.0, "last_price": 1815.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-21T17:59:11.913241+00:00"}, {"symbol": "JMT_CFD.PT", "qty": 0.0, "avg_price": 20.76, "last_price": 20.159, "unrealized_pnl": 0.0, "opened_at": "2026-03-19T10:09:24.325041+00:00"}, {"symbol": "KGF_CFD.UK", "qty": 0.0, "avg_price": 285.0, "last_price": 301.6, "unrealized_pnl": 0.0, "opened_at": "2026-03-22T18:18:31.438015+00:00"}, {"symbol": "LAND_CFD.UK", "qty": 0.0, "avg_price": 586.0, "last_price": 573.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-12T10:21:39.078796+00:00"}, {"symbol": "LOPE_CFD.US", "qty": 0.0, "avg_price": 157.02, "last_price": 152.77, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T17:33:48.338981+00:00"}, {"symbol": "LPX_CFD.US", "qty": 0.0, "avg_price": 86.45, "last_price": 82.99, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "LRE_CFD.UK", "qty": 0.0, "avg_price": 576.0, "last_price": 593.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-21T10:00:02.317290+00:00"}, {"symbol": "LSEG_CFD.UK", "qty": 0.0, "avg_price": 8510.0, "last_price": 8694.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-12T10:21:39.078796+00:00"}, {"symbol": "LSS_CFD.FR", "qty": 0.0, "avg_price": 20.15, "last_price": 19.78, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "LTA_CFD.FR", "qty": 123.51778656126483, "avg_price": 24.288, "last_price": 24.0, "unrealized_pnl": -35.5731225296443, "opened_at": "2026-03-14T10:03:26.036362+00:00"}, {"symbol": "LXS_CFD.DE", "qty": 0.0, "avg_price": 13.14, "last_price": 13.64, "unrealized_pnl": 0.0, "opened_at": "2026-03-06T10:33:43.857578+00:00"}, {"symbol": "MKS_CFD.UK", "qty": 0.0, "avg_price": 346.1, "last_price": 330.4, "unrealized_pnl": 0.0, "opened_at": "2026-03-24T10:08:31.727705+00:00"}, {"symbol": "MNDI_CFD.UK", "qty": 0.0, "avg_price": 820.0, "last_price": 808.6, "unrealized_pnl": 0.0, "opened_at": "2026-03-16T10:12:30.296045+00:00"}, {"symbol": "MNG_CFD.UK", "qty": 0.0, "avg_price": 263.0, "last_price": 278.8, "unrealized_pnl": 0.0, "opened_at": "2026-03-23T18:04:09.108429+00:00"}, {"symbol": "MTG_CFD.US", "qty": 0.0, "avg_price": 26.27, "last_price": 25.98, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "NRG_CFD.US", "qty": 0.0, "avg_price": 145.86, "last_price": 152.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-22T18:18:31.438015+00:00"}, {"symbol": "NXT_CFD.UK", "qty": 0.0, "avg_price": 12327.27, "last_price": 12695.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-07T10:14:47.113218+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 0.0, "avg_price": 204.3, "last_price": 204.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "OKTA_CFD.US", "qty": 0.0, "avg_price": 70.18, "last_price": 78.38, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "ORCL_CFD.US", "qty": 0.0, "avg_price": 153.02, "last_price": 150.49, "unrealized_pnl": 0.0, "opened_at": "2026-03-08T18:08:31.007911+00:00"}, {"symbol": "OSB_CFD.UK", "qty": 0.0, "avg_price": 515.0, "last_price": 513.55, "unrealized_pnl": -8.446601941747838, "opened_at": "2026-03-11T10:11:17.665074+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 0.0, "avg_price": 132.9, "last_price": 132.9, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "PAG_CFD.UK", "qty": 3.9190071848465053, "avg_price": 765.5, "last_price": 765.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-26T17:55:26.602359+00:00"}, {"symbol": "PROX_CFD.BE", "qty": 0.0, "avg_price": 6.98, "last_price": 7.55, "unrealized_pnl": 0.0, "opened_at": "2026-02-28T10:51:05.818250+00:00"}, {"symbol": "PRU_CFD.UK", "qty": 0.0, "avg_price": 1030.0, "last_price": 1101.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-09T10:19:46.508085+00:00"}, {"symbol": "PZC_CFD.UK", "qty": 0.0, "avg_price": 73.1, "last_price": 78.8, "unrealized_pnl": 233.9261285909714, "opened_at": "2026-03-04T18:49:26.891792+00:00"}, {"symbol": "RHIM_CFD.UK", "qty": 1.2903225806451613, "avg_price": 2325.0, "last_price": 2325.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-20T10:26:40.341409+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 417.16, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "ROR_CFD.UK", "qty": 0.0, "avg_price": 309.4, "last_price": 337.0, "unrealized_pnl": 267.61473820297374, "opened_at": "2026-03-18T10:06:24.210601+00:00"}, {"symbol": "RSW_CFD.UK", "qty": 0.0, "avg_price": 3790.0000000000005, "last_price": 3790.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-17T18:12:35.221859+00:00"}, {"symbol": "RVTY_CFD.US", "qty": 0.0, "avg_price": 91.28, "last_price": 89.93, "unrealized_pnl": 0.0, "opened_at": "2026-03-08T10:05:58.226220+00:00"}, {"symbol": "SAFE_CFD.UK", "qty": 0.0, "avg_price": 708.0, "last_price": 708.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-13T18:17:31.188931+00:00"}, {"symbol": "SGE_CFD.UK", "qty": 0.0, "avg_price": 795.4, "last_price": 783.4, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "STAN_CFD.UK", "qty": 0.0, "avg_price": 1615.0, "last_price": 1634.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-11T10:11:17.665074+00:00"}, {"symbol": "STJ_CFD.UK", "qty": 0.0, "avg_price": 1220.0, "last_price": 1202.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "STM_CFD.DE", "qty": 0.0, "avg_price": 18.436, "last_price": 17.66, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T10:31:26.559356+00:00"}, {"symbol": "STZ_CFD.US", "qty": 0.0, "avg_price": 149.07, "last_price": 156.44, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "TCAP_CFD.UK", "qty": 0.0, "avg_price": 257.0, "last_price": 248.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-01T10:30:13.622938+00:00"}, {"symbol": "TMV_CFD.DE", "qty": 0.0, "avg_price": 4.781, "last_price": 4.769, "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": 184.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T18:03:34.247734+00:00"}, {"symbol": "TUI1_CFD.DE", "qty": 0.0, "avg_price": 7.398000000000001, "last_price": 7.132, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T10:31:26.559356+00:00"}, {"symbol": "UAL_CFD.US", "qty": 0.0, "avg_price": 91.79, "last_price": 92.6, "unrealized_pnl": 0.0, "opened_at": "2026-03-26T17:55:26.602359+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 0.0, "avg_price": 92.35, "last_price": 94.79, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "UTG_CFD.UK", "qty": 6.504770164787511, "avg_price": 461.2, "last_price": 464.2, "unrealized_pnl": 19.514310494362533, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"symbol": "VCT_CFD.UK", "qty": 5.093378607809847, "avg_price": 589.0, "last_price": 589.0, "unrealized_pnl": 0.0, "opened_at": "2026-04-09T10:04:16.483403+00:00"}, {"symbol": "VSVS_CFD.UK", "qty": 0.0, "avg_price": 394.2, "last_price": 404.25, "unrealized_pnl": 0.0, "opened_at": "2026-03-17T10:04:29.123574+00:00"}, {"symbol": "WEIR_CFD.UK", "qty": 0.0, "avg_price": 2890.0, "last_price": 2808.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-15T10:35:48.762746+00:00"}, {"symbol": "WIX_CFD.UK", "qty": 0.0, "avg_price": 224.5, "last_price": 215.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-13T18:17:31.188931+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": "ZAL_CFD.DE", "qty": 0.0, "avg_price": 21.078, "last_price": 20.775, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "ZION_CFD.US", "qty": 0.0, "avg_price": 58.99, "last_price": 57.21, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T18:14:12.978497+00:00"}], "candidates": [{"symbol": "PAGE_CFD.UK", "mean_reversion_score": 82, "selection_reason": "Extreme 1d drop of -36.8%, price -40.6% below MA200 and -31.7% below MA50; deeply oversold suggesting strong snap-back potential within 2-10 days."}, {"symbol": "ICG_CFD.UK", "mean_reversion_score": 75, "selection_reason": "Sharp 1d drop of -15.2%, price -16.2% below MA200 and -12.3% below MA50; moderate volatility (73%) among peers makes reversion more tradeable."}, {"symbol": "PSN_CFD.UK", "mean_reversion_score": 70, "selection_reason": "1d drop of -11.5%, price -13.5% below MA50 and -7.9% below MA200; significant short-term dislocation below both moving averages favors mean reversion."}, {"symbol": "NET_CFD.US", "mean_reversion_score": 68, "selection_reason": "1d drop of -15.0%, price -11.2% below MA200 and -7.4% below MA50; large-cap tech name with moderate vol (106%) offering liquid reversion trade."}, {"symbol": "VCT_CFD.UK", "mean_reversion_score": 65, "selection_reason": "1d drop of -9.3%, price -11.3% below MA200; pullback into oversold territory near support with moderate distance from MA50 (-2.9%) suggesting near-term bounce."}], "output_schema": {"actions": {"sell": [{"symbol": "string", "reason": "string"}], "hold": [{"symbol": "string", "reason": "string"}], "buy": [{"symbol": "string", "position_size": "number (currency amount)", "reason": "string"}]}, "portfolio_rationale": "string"}}

{
  "actions": {
    "buy": [
      {
        "reason": "Highest mean-reversion score (82) with extreme 1d drop of -36.8%, deeply oversold at -40.6% below MA200 and -31.7% below MA50. Strong snap-back potential within 2-10 days.",
        "symbol": "PAGE_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Profitable position (+109.51), maintaining for further upside.",
        "symbol": "ABDN_CFD.UK"
      },
      {
        "reason": "Flat at entry, no reason to exit yet; awaiting reversion move.",
        "symbol": "CBG_CFD.UK"
      },
      {
        "reason": "Recently opened, flat; give time for mean-reversion thesis to play out.",
        "symbol": "ESNT_CFD.UK"
      },
      {
        "reason": "Candidate confirms continued oversold status (score 75); hold for reversion bounce.",
        "symbol": "ICG_CFD.UK"
      },
      {
        "reason": "Flat at entry, no deterioration; hold for reversion.",
        "symbol": "IWG_CFD.UK"
      },
      {
        "reason": "Flat at entry, no signal to exit.",
        "symbol": "PAG_CFD.UK"
      },
      {
        "reason": "Flat at entry, small position; hold for reversion.",
        "symbol": "RHIM_CFD.UK"
      },
      {
        "reason": "Profitable (+19.51), steady; hold.",
        "symbol": "UTG_CFD.UK"
      },
      {
        "reason": "Candidate reconfirms oversold (score 65); hold for bounce.",
        "symbol": "VCT_CFD.UK"
      }
    ],
    "sell": [
      {
        "reason": "Underwater position with -35.57 unrealized loss; price drifting below avg_price (24.29 vs 24.00) with no clear reversion catalyst. Freeing slot for higher-conviction PAGE_CFD.UK candidate.",
        "symbol": "LTA_CFD.FR"
      }
    ]
  },
  "portfolio_rationale": "Portfolio is at max 10 positions. Selling LTA_CFD.FR (losing, weak momentum) to make room for PAGE_CFD.UK which has the highest mean-reversion score (82) with an extreme single-day drop suggesting strong bounce potential. Existing positions ICG and VCT are confirmed by candidate list as still oversold — holding for reversion. Remaining positions are either profitable or flat with no deterioration, so no reason to churn. One sell, one buy keeps turnover minimal."
}

{
  "selected_stocks": [
    {
      "symbol": "PAGE_CFD.UK",
      "selection_reason": "Extreme 1d drop of -36.8%, price -40.6% below MA200 and -31.7% below MA50; deeply oversold suggesting strong snap-back potential within 2-10 days.",
      "mean_reversion_score": 82
    },
    {
      "symbol": "ICG_CFD.UK",
      "selection_reason": "Sharp 1d drop of -15.2%, price -16.2% below MA200 and -12.3% below MA50; moderate volatility (73%) among peers makes reversion more tradeable.",
      "mean_reversion_score": 75
    },
    {
      "symbol": "PSN_CFD.UK",
      "selection_reason": "1d drop of -11.5%, price -13.5% below MA50 and -7.9% below MA200; significant short-term dislocation below both moving averages favors mean reversion.",
      "mean_reversion_score": 70
    },
    {
      "symbol": "NET_CFD.US",
      "selection_reason": "1d drop of -15.0%, price -11.2% below MA200 and -7.4% below MA50; large-cap tech name with moderate vol (106%) offering liquid reversion trade.",
      "mean_reversion_score": 68
    },
    {
      "symbol": "VCT_CFD.UK",
      "selection_reason": "1d drop of -9.3%, price -11.3% below MA200; pullback into oversold territory near support with moderate distance from MA50 (-2.9%) suggesting near-term bounce.",
      "mean_reversion_score": 65
    }
  ],
  "rejected_common_reasons": [
    "Extreme upside moves (+18-24% 1d) far above MA200/MA50 are momentum/breakout, not mean-reversion candidates (RS1, MGNS, JUP, RSW, PNN, MAB)",
    "Abnormally high volatility (>2000%) and missing MA200 data indicate unreliable/thin data (MU, MOS, ATG, ARCAD, AMG)",
    "OCDO dropped -27.7% but has extreme volatility (249%) making reversion unreliable and risk/reward poor",
    "HAS dropped -17.2% but very high vol (118%) and -26.5% below MA200 suggests structural decline rather than mean-reversion opportunity",
    "Stocks near MAs with small 1d moves (SHC, PAG, TPK, IPO, IEP, SAFE, GROW) lack sufficient dislocation for high-conviction mean-reversion setup"
  ]
}