Arena run #1156

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": "ICG_CFD.UK",
      "selection_reason": "Oversold: -15.19% 1d; below MA200 (-16.18%) and MA50 (-12.26%); relatively lower 20d vol (73%) vs peers",
      "mean_reversion_score": 82
    },
    {
      "symbol": "HAS_CFD.UK",
      "selection_reason": "Sharp selloff: -17.21% 1d; deeply below MA200 (-26.55%) and below MA50 (-12.89%); classic snapback setup",
      "mean_reversion_score": 78
    },
    {
      "symbol": "NET_CFD.US",
      "selection_reason": "Large down day: -15.01% 1d; below MA200 (-11.24%) and MA50 (-7.41%); elevated but not extreme 20d vol (106%)",
      "mean_reversion_score": 75
    },
    {
      "symbol": "PSN_CFD.UK",
      "selection_reason": "Oversold pullback: -11.47% 1d; below MA50 (-13.54%) and below MA200 (-7.85%); mean-reversion favorable despite higher vol (137%)",
      "mean_reversion_score": 72
    },
    {
      "symbol": "VCT_CFD.UK",
      "selection_reason": "Down move: -9.29% 1d; below MA200 (-11.26%) and slightly below MA50 (-2.92%); potential rebound candidate",
      "mean_reversion_score": 66
    }
  ],
  "rejected_common_reasons": [
    "Strong 1-day surge and extended above MA50/MA200 (more momentum/overbought than mean-reversion long)",
    "Extreme 1-day crash with very high 20d volatility (higher probability of event-driven/binary move)",
    "Technical inputs show implausible volatility outliers / missing MA fields (data quality risk)",
    "Too close to moving averages / insufficient dislocation for short-term mean reversion"
  ]
}

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

{"task": "stage2_portfolio_management", "region": "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": "ADBE_CFD.US", "qty": 12.025494047380446, "avg_price": 249.47, "last_price": 228.41, "unrealized_pnl": -253.25690463783224, "opened_at": "2026-03-14T18:06:47.909233+00:00"}, {"symbol": "AMH_CFD.US", "qty": 0.0, "avg_price": 29.674999999999997, "last_price": 28.435000000000002, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "ARCAD_CFD.NL", "qty": 0.0, "avg_price": 28.6, "last_price": 30.0, "unrealized_pnl": 146.8531468531467, "opened_at": "2026-02-23T10:32:09.961595+00:00"}, {"symbol": "AUTO_CFD.UK", "qty": 0.0, "avg_price": 482.8, "last_price": 482.8, "unrealized_pnl": 0.0, "opened_at": "2026-04-03T10:08:21.824313+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 0.0, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "CABO_CFD.US", "qty": 0.0, "avg_price": 94.325, "last_price": 108.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"symbol": "CBG_CFD.UK", "qty": 0.0, "avg_price": 342.92, "last_price": 342.92, "unrealized_pnl": 0.0, "opened_at": "2026-03-20T10:26:40.341409+00:00"}, {"symbol": "CLX_CFD.US", "qty": 29.714738510301107, "avg_price": 100.96000000000001, "last_price": 107.565, "unrealized_pnl": 196.2658478605385, "opened_at": "2026-04-03T18:06:55.972569+00:00"}, {"symbol": "COTY_CFD.US", "qty": 1496.2593516209477, "avg_price": 2.005, "last_price": 2.105, "unrealized_pnl": 149.6259351620949, "opened_at": "2026-03-29T18:14:52.152268+00:00"}, {"symbol": "CRST_CFD.UK", "qty": 29.013539651837522, "avg_price": 103.4, "last_price": 103.4, "unrealized_pnl": 0.0, "opened_at": "2026-04-07T18:08:48.203875+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 0.0, "avg_price": 350.45000000000005, "last_price": 382.96500000000003, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "CSGP_CFD.US", "qty": 0.0, "avg_price": 47.235, "last_price": 40.870000000000005, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T18:03:34.247734+00:00"}, {"symbol": "DSY_CFD.FR", "qty": 0.0, "avg_price": 17.881, "last_price": 17.45, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "EEFT_CFD.US", "qty": 0.0, "avg_price": 63.91, "last_price": 63.91, "unrealized_pnl": 0.0, "opened_at": "2026-04-03T18:06:55.972569+00:00"}, {"symbol": "ETSY_CFD.US", "qty": 0.0, "avg_price": 44.13, "last_price": 50.769999999999996, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "EZJ_CFD.UK", "qty": 0.0, "avg_price": 437.5, "last_price": 348.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T10:20:03.276878+00:00"}, {"symbol": "FBIN_CFD.US", "qty": 0.0, "avg_price": 50.974999999999994, "last_price": 54.185, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "FICO_CFD.US", "qty": 2.6609662855571625, "avg_price": 1127.4099999999999, "last_price": 1066.8400000000001, "unrealized_pnl": -161.17472791619656, "opened_at": "2026-03-14T18:06:47.909233+00:00"}, {"symbol": "FLO_CFD.US", "qty": 0.0, "avg_price": 9.875, "last_price": 9.885000000000002, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 0.0, "avg_price": 284.2, "last_price": 297.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "HAS_CFD.UK", "qty": 92.36453201970444, "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": 1236.0, "last_price": 1236.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-28T10:05:22.022266+00:00"}, {"symbol": "ICG_CFD.UK", "qty": 2.0053475935828877, "avg_price": 1496.0, "last_price": 1496.0, "unrealized_pnl": 0.0, "opened_at": "2026-04-07T10:08:43.931517+00:00"}, {"symbol": "ITRK_CFD.UK", "qty": 0.0, "avg_price": 3620.0, "last_price": 3620.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-28T10:05:22.022266+00:00"}, {"symbol": "IWG_CFD.UK", "qty": 0.0, "avg_price": 185.0, "last_price": 172.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-17T10:04:29.123574+00:00"}, {"symbol": "MLCO_CFD.US", "qty": 0.0, "avg_price": 5.51, "last_price": 6.06, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 16.129032258064516, "avg_price": 186.0, "last_price": 186.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-12T18:01:52.554929+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 22.57336343115124, "avg_price": 132.9, "last_price": 132.9, "unrealized_pnl": 0.0, "opened_at": "2026-03-05T10:27:11.178069+00:00"}, {"symbol": "PAYC_CFD.US", "qty": 0.0, "avg_price": 121.22, "last_price": 134.24, "unrealized_pnl": 322.2240554363969, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "PSN_CFD.UK", "qty": 0.0, "avg_price": 1215.0, "last_price": 1087.73, "unrealized_pnl": 0.0, "opened_at": "2026-03-12T18:01:52.554929+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 424.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "TMV_CFD.DE", "qty": 0.0, "avg_price": 4.781, "last_price": 4.467, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "TRN_CFD.UK", "qty": 0.0, "avg_price": 184.5, "last_price": 204.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-05T10:27:11.178069+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 0.0, "avg_price": 92.35, "last_price": 92.35, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "ULTA_CFD.US", "qty": 5.605381165919282, "avg_price": 535.2, "last_price": 532.06, "unrealized_pnl": -17.600896860987106, "opened_at": "2026-03-15T18:15:23.812047+00:00"}, {"symbol": "UTG_CFD.UK", "qty": 0.0, "avg_price": 461.2, "last_price": 457.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-30T10:23:56.039732+00:00"}, {"symbol": "WPP_CFD.UK", "qty": 0.0, "avg_price": 232.09999999999997, "last_price": 232.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-28T10:51:05.818250+00:00"}, {"symbol": "ZS_CFD.US", "qty": 0.0, "avg_price": 159.76, "last_price": 138.82, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}], "candidates": [{"symbol": "ICG_CFD.UK", "mean_reversion_score": 82, "selection_reason": "Oversold: -15.19% 1d; below MA200 (-16.18%) and MA50 (-12.26%); relatively lower 20d vol (73%) vs peers"}, {"symbol": "HAS_CFD.UK", "mean_reversion_score": 78, "selection_reason": "Sharp selloff: -17.21% 1d; deeply below MA200 (-26.55%) and below MA50 (-12.89%); classic snapback setup"}, {"symbol": "NET_CFD.US", "mean_reversion_score": 75, "selection_reason": "Large down day: -15.01% 1d; below MA200 (-11.24%) and MA50 (-7.41%); elevated but not extreme 20d vol (106%)"}, {"symbol": "PSN_CFD.UK", "mean_reversion_score": 72, "selection_reason": "Oversold pullback: -11.47% 1d; below MA50 (-13.54%) and below MA200 (-7.85%); mean-reversion favorable despite higher vol (137%)"}, {"symbol": "VCT_CFD.UK", "mean_reversion_score": 66, "selection_reason": "Down move: -9.29% 1d; below MA200 (-11.26%) and slightly below MA50 (-2.92%); potential rebound candidate"}], "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": [],
    "hold": [
      {
        "reason": "Maintain position: portfolio already at max 10 active positions and near max gross exposure; without a clearly superior replacement signal vs current holdings, avoid churn and allow mean-reversion to play out.",
        "symbol": "ADBE_CFD.US"
      },
      {
        "reason": "Hold to avoid overtrading; no new risk signal provided and switching would require a sell/buy with no clear improvement evidenced.",
        "symbol": "CLX_CFD.US"
      },
      {
        "reason": "Hold: position sizing already aligned to the fixed ~$3k target; no higher-conviction upgrade identified that justifies rotation.",
        "symbol": "COTY_CFD.US"
      },
      {
        "reason": "Hold: keep diversification and avoid unnecessary turnover given lack of comparative edge data for alternatives.",
        "symbol": "CRST_CFD.UK"
      },
      {
        "reason": "Hold: currently below average cost, but no stop/risk-event trigger provided; avoid forced rotation absent a clearly better candidate vs existing book.",
        "symbol": "FICO_CFD.US"
      },
      {
        "reason": "Hold: also appears in the candidate list as a high mean-reversion score name; keep exposure rather than rotate.",
        "symbol": "HAS_CFD.UK"
      },
      {
        "reason": "Hold: also appears in the candidate list as the top mean-reversion score; keep exposure rather than rotate.",
        "symbol": "ICG_CFD.UK"
      },
      {
        "reason": "Hold: staying within max positions/leverage constraints; no clear upgrade signal vs current holdings.",
        "symbol": "OCDO_CFD.UK"
      },
      {
        "reason": "Hold: avoid churn; no explicit evidence provided that replacing this with a new candidate improves expected mean-reversion outcome.",
        "symbol": "PAGE_CFD.UK"
      },
      {
        "reason": "Hold: small drawdown but no risk-event; portfolio capacity constraints (max positions) mean any new buy would require a sell, which is not justified by available information.",
        "symbol": "ULTA_CFD.US"
      }
    ],
    "sell": []
  },
  "portfolio_rationale": "No trades this run to respect the strategy’s overtrading constraints. The portfolio is already at the maximum 10 active positions and near the gross exposure limit; while new candidates (e.g., NET/PSN/VCT) have mean-reversion scores, there is insufficient comparative evidence versus existing holdings to justify rotation (which would require sells/buys). Existing high-scoring candidates (ICG, HAS) are already held, so the highest-conviction mean-reversion exposure is maintained without churn."
}

{
  "selected_stocks": [
    {
      "symbol": "ICG_CFD.UK",
      "selection_reason": "Oversold: -15.19% 1d; below MA200 (-16.18%) and MA50 (-12.26%); relatively lower 20d vol (73%) vs peers",
      "mean_reversion_score": 82
    },
    {
      "symbol": "HAS_CFD.UK",
      "selection_reason": "Sharp selloff: -17.21% 1d; deeply below MA200 (-26.55%) and below MA50 (-12.89%); classic snapback setup",
      "mean_reversion_score": 78
    },
    {
      "symbol": "NET_CFD.US",
      "selection_reason": "Large down day: -15.01% 1d; below MA200 (-11.24%) and MA50 (-7.41%); elevated but not extreme 20d vol (106%)",
      "mean_reversion_score": 75
    },
    {
      "symbol": "PSN_CFD.UK",
      "selection_reason": "Oversold pullback: -11.47% 1d; below MA50 (-13.54%) and below MA200 (-7.85%); mean-reversion favorable despite higher vol (137%)",
      "mean_reversion_score": 72
    },
    {
      "symbol": "VCT_CFD.UK",
      "selection_reason": "Down move: -9.29% 1d; below MA200 (-11.26%) and slightly below MA50 (-2.92%); potential rebound candidate",
      "mean_reversion_score": 66
    }
  ],
  "rejected_common_reasons": [
    "Strong 1-day surge and extended above MA50/MA200 (more momentum/overbought than mean-reversion long)",
    "Extreme 1-day crash with very high 20d volatility (higher probability of event-driven/binary move)",
    "Technical inputs show implausible volatility outliers / missing MA fields (data quality risk)",
    "Too close to moving averages / insufficient dislocation for short-term mean reversion"
  ]
}