Arena run #1170

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": "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": "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": "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, 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"change_1d_pct": 5.806451612903207, "distance_from_ma200_pct": 8.356463694307914, "distance_from_ma50_pct": 1.5516346717095786, "volatility_20d_pct": 73.02437828063992, "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": "SCHP_CFD.FR", "name": "", "sector": "", "last_price": 87.662, "change_1d_pct": 7.521157856003935, "distance_from_ma200_pct": 10.64451420328365, "distance_from_ma50_pct": 24.79393668482206, "volatility_20d_pct": 65.31259879016224, "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": "HYQ_CFD.DE", "name": "HYPOPORT SE", "sector": "", "last_price": 81.859, "change_1d_pct": 1.6250775915580329, "distance_from_ma200_pct": -37.60724124600456, "distance_from_ma50_pct": -2.2519346854398714, "volatility_20d_pct": 143.89732959618286, "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": "VIRP_CFD.FR", "name": "Virbac SA", "sector": "", "last_price": 364.0, "change_1d_pct": 2.5352112676056304, "distance_from_ma200_pct": 5.566227298965254, "distance_from_ma50_pct": 3.14780462649642, "volatility_20d_pct": 60.92859798666134, "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": "CNA_CFD.UK", "name": "CENTRICA PLC", "sector": "", "last_price": 212.7, "change_1d_pct": -0.2812939521800395, "distance_from_ma200_pct": 22.70122683920599, "distance_from_ma50_pct": 8.704429232752187, "volatility_20d_pct": 108.48603569702911, "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": "AKAM_CFD.US", "name": "Akamai Technologies Inc", "sector": "", "last_price": 92.94, "change_1d_pct": -17.723087818696882, "distance_from_ma200_pct": 6.770089899864273, "distance_from_ma50_pct": -11.23683929035314, "volatility_20d_pct": 102.214718527314, "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": "TUB_CFD.BE", "name": "Financiere de Tubize", "sector": "", "last_price": 228.4, "change_1d_pct": 5.740740740740735, "distance_from_ma200_pct": 15.852728964544172, "distance_from_ma50_pct": 2.419182341569792, "volatility_20d_pct": 86.69775837960786, "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": "CTT_CFD.PT", "name": "CTT Correios de Portugal SA", "sector": "", "last_price": 6.785, "change_1d_pct": 10.504885993485358, "distance_from_ma200_pct": -5.855091768737919, "distance_from_ma50_pct": 0.09589142140591367, "volatility_20d_pct": 96.2421948917394, "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": "EXPO_CFD.US", "name": "Exponent Inc", "sector": "", "last_price": 65.78, "change_1d_pct": -1.4974543276430108, "distance_from_ma200_pct": -7.1216173094355355, "distance_from_ma50_pct": -5.141782607692491, "volatility_20d_pct": 63.14673123240353, "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": 3841.0, "change_1d_pct": -13.956093189964157, "distance_from_ma200_pct": -17.8152367127661, "distance_from_ma50_pct": -13.099346971343673, "volatility_20d_pct": 103.35889764533842, "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": "SAVE_CFD.FR", "name": "Savencia SA", "sector": "", "last_price": 60.6, "change_1d_pct": 3.061224489795933, "distance_from_ma200_pct": -0.9672039658876197, "distance_from_ma50_pct": 1.4783010589913825, "volatility_20d_pct": 62.70418136867809, "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": "AAD_CFD.DE", "name": "AMADEUS FIRE AG", "sector": "", "last_price": 22.766, "change_1d_pct": -4.943632567849687, "distance_from_ma200_pct": -53.12533619229114, "distance_from_ma50_pct": -20.1649582870148, "volatility_20d_pct": 86.23579892666574, "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": "BPOST_CFD.BE", "name": "Bpost", "sector": "", "last_price": 1.928, "change_1d_pct": 3.87931034482758, "distance_from_ma200_pct": -8.319483774022752, "distance_from_ma50_pct": -5.317539827528616, "volatility_20d_pct": 106.3987258459563, "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": "ZAL_CFD.DE", "name": "ZALANDO SE", "sector": "", "last_price": 22.1, "change_1d_pct": 0.8211678832116709, "distance_from_ma200_pct": -8.92738298095923, "distance_from_ma50_pct": 3.3815593494352925, "volatility_20d_pct": 87.27891575772686, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "BRBY_CFD.UK", "name": "BURBERRY GROUP PLC", "sector": "", "last_price": 1172.0, "change_1d_pct": 16.212196331184934, "distance_from_ma200_pct": -1.9454171467429893, "distance_from_ma50_pct": 4.031394047309433, "volatility_20d_pct": 143.3726871662082, "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": "UN0_CFD.DE", "name": "UNIPER SE", "sector": "", "last_price": 40.55, "change_1d_pct": 0.24721878862792313, "distance_from_ma200_pct": 15.099671916261936, "distance_from_ma50_pct": 9.986025943140353, "volatility_20d_pct": 133.8090487364078, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}], "output_schema": {"selected_stocks": [{"symbol": "string", "mean_reversion_score": "integer 0-100", "selection_reason": "short, concrete, indicator-based"}], "rejected_common_reasons": ["string"]}}

{
  "selected_stocks": [
    {
      "symbol": "FUTR_CFD.UK",
      "selection_reason": "44% selloff, 56% below MA200, 44% below MA50, vol 219% - extreme oversold",
      "mean_reversion_score": 100
    },
    {
      "symbol": "VIRI_CFD.FR",
      "selection_reason": "32% rally, 87% above MA200, 29% above MA50, vol 298% - extreme overbought",
      "mean_reversion_score": 91
    },
    {
      "symbol": "AUTO_CFD.US",
      "selection_reason": "39% selloff, 37% below MA200, 32% below MA50, vol 130% - deeply oversold",
      "mean_reversion_score": 94
    },
    {
      "symbol": "JUP_CFD.UK",
      "selection_reason": "22% rally, 58% above MA200, 19% above MA50 - strongly overextended",
      "mean_reversion_score": 66
    },
    {
      "symbol": "IWG_CFD.UK",
      "selection_reason": "27% selloff, 18% below MA200, 22% below MA50, vol 154% - sharply oversold",
      "mean_reversion_score": 65
    }
  ],
  "rejected_common_reasons": [
    "Sector data unavailable for all symbols - concentration risk cannot be assessed",
    "Earnings dates unknown - unable to apply 5-day earnings avoidance rule",
    "Insufficient mean reversion signal: low distance from MAs or small 1-day move",
    "Low volatility relative to peers reducing mean reversion potential"
  ]
}

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": "AML_CFD.UK", "qty": 0.0, "avg_price": 36.52, "last_price": 40.56, "unrealized_pnl": 0.0, "opened_at": "2026-03-09T10:19:46.508085+00:00"}, {"symbol": "AUTO_CFD.UK", "qty": 6.2137531068765535, "avg_price": 482.8, "last_price": 482.8, "unrealized_pnl": 0.0, "opened_at": "2026-03-19T18:04:14.272849+00:00"}, {"symbol": "BTRW_CFD.UK", "qty": 0.0, "avg_price": 250.8, "last_price": 263.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-23T18:04:09.108429+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 0.0, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-03-01T10:30:13.622938+00:00"}, {"symbol": "CBG_CFD.UK", "qty": 8.748396127376648, "avg_price": 342.92, "last_price": 342.92, "unrealized_pnl": 0.0, "opened_at": "2026-03-18T17:58:33.497657+00:00"}, {"symbol": "CRST_CFD.UK", "qty": 0.0, "avg_price": 118.83, "last_price": 118.83, "unrealized_pnl": 0.0, "opened_at": "2026-03-23T10:03:51.599067+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 10.55594651653765, "avg_price": 284.2, "last_price": 285.6, "unrealized_pnl": 14.77832512315307, "opened_at": "2026-03-12T10:21:39.078796+00:00"}, {"symbol": "ICG_CFD.UK", "qty": 0.0, "avg_price": 1700.0, "last_price": 1693.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "IWG_CFD.UK", "qty": 0.0, "avg_price": 177.0, "last_price": 172.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-19T18:04:14.272849+00:00"}, {"symbol": "LRE_CFD.UK", "qty": 0.0, "avg_price": 576.0, "last_price": 593.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-20T10:26:40.341409+00:00"}, {"symbol": "LSS_CFD.FR", "qty": 0.0, "avg_price": 17.72, "last_price": 16.0, "unrealized_pnl": -291.19638826185087, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "MCG_CFD.UK", "qty": 0.0, "avg_price": 17.39, "last_price": 19.05, "unrealized_pnl": 0.0, "opened_at": "2026-04-02T10:01:24.938009+00:00"}, {"symbol": "MSLH_CFD.UK", "qty": 21.30681818181818, "avg_price": 140.8, "last_price": 137.2, "unrealized_pnl": -76.70454545454594, "opened_at": "2026-03-26T17:55:26.602359+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 14.684287812041115, "avg_price": 204.3, "last_price": 186.0, "unrealized_pnl": -268.72246696035256, "opened_at": "2026-03-12T18:01:52.554929+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 0.0, "avg_price": 132.9, "last_price": 132.9, "unrealized_pnl": 0.0, "opened_at": "2026-02-28T10:51:05.818250+00:00"}, {"symbol": "PSN_CFD.UK", "qty": 2.6455026455026456, "avg_price": 1134.0, "last_price": 1161.5, "unrealized_pnl": 72.75132275132276, "opened_at": "2026-03-12T18:01:52.554929+00:00"}, {"symbol": "SYNT_CFD.UK", "qty": 0.0, "avg_price": 34.9, "last_price": 45.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-23T10:03:51.599067+00:00"}, {"symbol": "TRST_CFD.UK", "qty": 0.0, "avg_price": 151.8, "last_price": 173.4, "unrealized_pnl": 0.0, "opened_at": "2026-03-14T10:03:26.036362+00:00"}, {"symbol": "UTG_CFD.UK", "qty": 0.0, "avg_price": 505.0, "last_price": 461.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-26T17:55:26.602359+00:00"}, {"symbol": "VTY_CFD.UK", "qty": 8.85608856088561, "avg_price": 338.75, "last_price": 344.8, "unrealized_pnl": 53.57933579335804, "opened_at": "2026-03-12T10:21:39.078796+00:00"}, {"symbol": "WIZZ_CFD.UK", "qty": 0.0, "avg_price": 872.0, "last_price": 976.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-09T10:19:46.508085+00:00"}, {"symbol": "WPP_CFD.UK", "qty": 0.0, "avg_price": 253.97436099095557, "last_price": 262.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-28T10:51:05.818250+00:00"}], "candidates": [{"symbol": "FUTR_CFD.UK", "mean_reversion_score": 100, "selection_reason": "44% selloff, 56% below MA200, 44% below MA50, vol 219% - extreme oversold"}, {"symbol": "VIRI_CFD.FR", "mean_reversion_score": 91, "selection_reason": "32% rally, 87% above MA200, 29% above MA50, vol 298% - extreme overbought"}, {"symbol": "AUTO_CFD.US", "mean_reversion_score": 94, "selection_reason": "39% selloff, 37% below MA200, 32% below MA50, vol 130% - deeply oversold"}, {"symbol": "JUP_CFD.UK", "mean_reversion_score": 66, "selection_reason": "22% rally, 58% above MA200, 19% above MA50 - strongly overextended"}, {"symbol": "IWG_CFD.UK", "mean_reversion_score": 65, "selection_reason": "27% selloff, 18% below MA200, 22% below MA50, vol 154% - sharply oversold"}], "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": "Score 94 oversold (39% selloff, 37% below MA200, 32% below MA50, vol 130%) - extreme reversal setup",
        "symbol": "AUTO_CFD.US",
        "position_size": 3000
      },
      {
        "reason": "Score 65 oversold (27% selloff, 18% below MA200, 22% below MA50, vol 154%) - sharp mean reversion candidate",
        "symbol": "IWG_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Flat position (avg=last), no mean reversion signal; maintaining",
        "symbol": "AUTO_CFD.UK"
      },
      {
        "reason": "Flat position (avg=last), no mean reversion signal; maintaining",
        "symbol": "CBG_CFD.UK"
      },
      {
        "reason": "Score 100 oversold, already positioned for mean reversion; holding",
        "symbol": "FUTR_CFD.UK"
      },
      {
        "reason": "Awaiting mean reversion, no sell signal; holding",
        "symbol": "MSLH_CFD.UK"
      },
      {
        "reason": "Awaiting mean reversion, no sell signal; holding",
        "symbol": "OCDO_CFD.UK"
      },
      {
        "reason": "Profitable but no overbought signal; holding for reversion target",
        "symbol": "PSN_CFD.UK"
      },
      {
        "reason": "Profitable but no overbought signal; holding for reversion target",
        "symbol": "VTY_CFD.UK"
      }
    ],
    "sell": []
  },
  "portfolio_rationale": "Executing mean-reversion strategy: buying two highest-conviction oversold candidates (AUTO_CFD.US score 94, IWG_CFD.UK score 65) while respecting max 2 buys/run. No sells triggered as none of our 7 holdings show overbought signals. Maintaining existing positions (FUTR score 100 oversold but already held). Position count will be 9/10, gross leverage ~2.7x vs 3.0x limit. Avoiding overtrading by focusing only on clearest setups."
}

{
  "selected_stocks": [
    {
      "symbol": "FUTR_CFD.UK",
      "selection_reason": "44% selloff, 56% below MA200, 44% below MA50, vol 219% - extreme oversold",
      "mean_reversion_score": 100
    },
    {
      "symbol": "VIRI_CFD.FR",
      "selection_reason": "32% rally, 87% above MA200, 29% above MA50, vol 298% - extreme overbought",
      "mean_reversion_score": 91
    },
    {
      "symbol": "AUTO_CFD.US",
      "selection_reason": "39% selloff, 37% below MA200, 32% below MA50, vol 130% - deeply oversold",
      "mean_reversion_score": 94
    },
    {
      "symbol": "JUP_CFD.UK",
      "selection_reason": "22% rally, 58% above MA200, 19% above MA50 - strongly overextended",
      "mean_reversion_score": 66
    },
    {
      "symbol": "IWG_CFD.UK",
      "selection_reason": "27% selloff, 18% below MA200, 22% below MA50, vol 154% - sharply oversold",
      "mean_reversion_score": 65
    }
  ],
  "rejected_common_reasons": [
    "Sector data unavailable for all symbols - concentration risk cannot be assessed",
    "Earnings dates unknown - unable to apply 5-day earnings avoidance rule",
    "Insufficient mean reversion signal: low distance from MAs or small 1-day move",
    "Low volatility relative to peers reducing mean reversion potential"
  ]
}