Arena run #1173
meanrev-v1 • deepseek • deepseek/deepseek-chat • US • success
Run status
as_of: 2026-04-10T18:00:56.644490+00:00
started_at: 2026-04-10T18:08:31.263846+00:00
finished_at: 2026-04-10T18:10:42.543335+00:00
duration_ms: 131278
Inputs
{
"as_of": "2026-04-10T18:00:56.644490+00:00",
"dry_run": false,
"selected": [
{
"symbol": "THG_CFD.UK",
"selection_reason": "Significant negative 1-day change (-21.46%) and distance from MA50 (-18.65%) suggests potential mean reversion.",
"mean_reversion_score": 85
},
{
"symbol": "CRST_CFD.UK",
"selection_reason": "Large negative 1-day change (-12.82%) and distance from MA200 (-28.15%) indicates potential mean reversion.",
"mean_reversion_score": 80
},
{
"symbol": "ESNT_CFD.UK",
"selection_reason": "Negative 1-day change (-10.62%) and distance from MA200 (-10.66%) suggests mean reversion potential.",
"mean_reversion_score": 75
},
{
"symbol": "DLTR_CFD.US",
"selection_reason": "Significant negative 1-day change (-9.59%) and distance from MA50 (-13.84%) indicates potential mean reversion.",
"mean_reversion_score": 70
},
{
"symbol": "AKAM_CFD.US",
"selection_reason": "Large negative 1-day change (-17.72%) and distance from MA50 (-11.24%) suggests mean reversion potential.",
"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",
"ICG_CFD.UK",
"SHC_CFD.UK",
"VCT_CFD.UK",
"DLN_CFD.UK",
"TPK_CFD.UK",
"DOM_CFD.UK",
"ITV_CFD.UK",
"SGE_CFD.UK",
"FUTR_CFD.UK",
"IEP_CFD.BE",
"ESNT_CFD.UK",
"IPO_CFD.UK",
"IWG_CFD.UK",
"VIRI_CFD.FR",
"WKP_CFD.UK",
"SMIN_CFD.UK",
"DOCS_CFD.UK",
"CRDA_CFD.UK",
"ATG_CFD.UK",
"SW_CFD.FR",
"AUTO_CFD.UK",
"FIS_CFD.US",
"COIN_CFD.US",
"FUR_CFD.NL",
"DLTR_CFD.US",
"SEM_CFD.PT",
"CO_CFD.FR",
"DGE_CFD.UK",
"GLO_CFD.FR",
"SCHP_CFD.FR",
"HYQ_CFD.DE",
"VIRP_CFD.FR",
"CNA_CFD.UK",
"AKAM_CFD.US",
"TUB_CFD.BE",
"CTT_CFD.PT",
"EXPO_CFD.US",
"ITRK_CFD.UK",
"SAVE_CFD.FR",
"AAD_CFD.DE",
"BPOST_CFD.BE",
"ZAL_CFD.DE",
"BRBY_CFD.UK",
"UN0_CFD.DE"
]
}Outputs
{
"actions": {
"buy": [],
"hold": [
{
"reason": "No clear improvement vs current holdings",
"symbol": "ABF_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "ADJ_CFD.DE"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "ADS_CFD.DE"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "AIR_CFD.DE"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "AMH_CFD.US"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "AML_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "ATG_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "BBY_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "BIG_CFD.FR"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "BLND_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "BOY_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "BTRW_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "BT_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "BYW6_CFD.DE"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "CBG_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "CCC_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "CCL_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "CO_CFD.FR"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "CRDA_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "CRST_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "CRWD_CFD.US"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "EMG_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "ERA_CFD.FR"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "ESNT_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "EZJ_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "FLO_CFD.US"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "FRVIA_CFD.FR"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "GRI_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "HAIN_CFD.US"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "HAS_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "HIK_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "HMSO_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "IEP_CFD.BE"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "IHG_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "JDW_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "KGF_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "LMP_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "LXS_CFD.DE"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "MCG_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "MDM_CFD.FR"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "MSLH_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "OSB_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "PHP_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "PSN_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "RHIM_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "RMV_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "ROR_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "RS1_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "SAFE_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "SPX_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "SYNT_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "THG_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "TRN_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "UKW_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "UTG_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "VTY_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "WIX_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "WIZZ_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "WKP_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "WPP_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "WTB_CFD.UK"
}
],
"sell": []
},
"portfolio_rationale": "No clear improvement vs current holdings, prefer HOLD for everything to avoid overtrading."
}Prompts & responses
#2266 • openrouter • deepseek/deepseek-chat • 2026-04-10T18:08:31.310166+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": "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, "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": "ITV_CFD.UK", "name": "ITV PLC", "sector": "", "last_price": 79.85, "change_1d_pct": -2.9179331306990908, "distance_from_ma200_pct": 0.2068138123516139, "distance_from_ma50_pct": -1.5145908877870817, "volatility_20d_pct": 147.26310294999405, "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": "SGE_CFD.UK", "name": "SAGE GROUP PLC/THE", "sector": "", "last_price": 856.8, "change_1d_pct": 3.1046931407942235, "distance_from_ma200_pct": -22.243697671553598, "distance_from_ma50_pct": -3.8484198618999543, "volatility_20d_pct": 113.91757826865711, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "FUTR_CFD.UK", "name": "FUTURE PLC", "sector": "", "last_price": 297.6, "change_1d_pct": -44.11267605633803, "distance_from_ma200_pct": -55.33773697844032, "distance_from_ma50_pct": -43.86756971474314, "volatility_20d_pct": 219.4328826104575, "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": "ESNT_CFD.UK", "name": "ESSENTRA PLC", "sector": "", "last_price": 90.1, "change_1d_pct": -10.61507936507937, "distance_from_ma200_pct": -10.657490467074904, "distance_from_ma50_pct": -8.545188421272742, "volatility_20d_pct": 126.22890829663649, "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": "SMIN_CFD.UK", "name": "SMITHS GROUP PLC", "sector": "", "last_price": 2410.0, "change_1d_pct": -2.900886381950041, "distance_from_ma200_pct": 8.724723729236384, "distance_from_ma50_pct": -1.2150629239554345, "volatility_20d_pct": 88.62035790812207, "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. 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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": "SW_CFD.FR", "name": "Sodexo", "sector": "", "last_price": 40.439, "change_1d_pct": -11.614538937337437, "distance_from_ma200_pct": -16.173190802122594, "distance_from_ma50_pct": -9.890537915986663, "volatility_20d_pct": 103.00245662172654, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "AUTO_CFD.UK", "name": "AUTOTRADER GROUP PLC", 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"last_price": 166.58, "change_1d_pct": -4.724319377716768, "distance_from_ma200_pct": -39.89440929244411, "distance_from_ma50_pct": -7.24014656257308, "volatility_20d_pct": 120.38712181382387, "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": "FUR_CFD.NL", "name": "Fugro", "sector": "", "last_price": 11.17, "change_1d_pct": -0.9751773049645363, "distance_from_ma200_pct": -1.2838403325771242, "distance_from_ma50_pct": 1.0826796593051968, "volatility_20d_pct": 77.54272041051318, "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": "DLTR_CFD.US", "name": "Dollar Tree Inc", "sector": "", "last_price": 100.35, "change_1d_pct": -9.594594594594597, "distance_from_ma200_pct": -9.990797265370643, "distance_from_ma50_pct": -13.838550530019567, "volatility_20d_pct": 83.53069428976167, "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": "SEM_CFD.PT", "name": "Semapa-Sociedade de Investimento e Gestao SGPS SA", "sector": "", "last_price": 23.1, "change_1d_pct": 6.6974595842956175, "distance_from_ma200_pct": 22.528381100395055, "distance_from_ma50_pct": 3.1992666150819415, "volatility_20d_pct": 149.20448245817002, "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": 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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"]}}Output JSON
{
"selected_stocks": [
{
"symbol": "THG_CFD.UK",
"selection_reason": "Significant negative 1-day change (-21.46%) and distance from MA50 (-18.65%) suggests potential mean reversion.",
"mean_reversion_score": 85
},
{
"symbol": "CRST_CFD.UK",
"selection_reason": "Large negative 1-day change (-12.82%) and distance from MA200 (-28.15%) indicates potential mean reversion.",
"mean_reversion_score": 80
},
{
"symbol": "ESNT_CFD.UK",
"selection_reason": "Negative 1-day change (-10.62%) and distance from MA200 (-10.66%) suggests mean reversion potential.",
"mean_reversion_score": 75
},
{
"symbol": "DLTR_CFD.US",
"selection_reason": "Significant negative 1-day change (-9.59%) and distance from MA50 (-13.84%) indicates potential mean reversion.",
"mean_reversion_score": 70
},
{
"symbol": "AKAM_CFD.US",
"selection_reason": "Large negative 1-day change (-17.72%) and distance from MA50 (-11.24%) suggests mean reversion potential.",
"mean_reversion_score": 65
}
],
"rejected_common_reasons": [
"Earnings date unknown, potential risk",
"Sector concentration risk",
"High volatility indicating potential binary/event-driven moves"
]
}#2267 • openrouter • deepseek/deepseek-chat • 2026-04-10T18:09:02.399139+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": 137.619, "unrealized_pnl": 10.258840685380841, "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": 379.3, "unrealized_pnl": 124.38220757825388, "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": 259.9, "unrealized_pnl": 23.26483132997286, "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": 29.013539651837522, "avg_price": 103.4, "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": 285.6, "unrealized_pnl": 14.77832512315307, "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": 277.09359605911334, "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": 19.05, "unrealized_pnl": 286.3714778608396, "opened_at": "2026-03-08T18:08:31.007911+00:00"}, {"symbol": "MDM_CFD.FR", "qty": 3571.4285714285716, "avg_price": 0.84, "last_price": 0.749, "unrealized_pnl": -324.9999999999999, "opened_at": "2026-04-09T10:04:16.483403+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": 67.72009029345372, "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": 7466.0, "unrealized_pnl": 424.7706422018349, "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 negative 1-day change (-21.46%) and distance from MA50 (-18.65%) suggests potential mean reversion."}, {"symbol": "CRST_CFD.UK", "mean_reversion_score": 80, "selection_reason": "Large negative 1-day change (-12.82%) and distance from MA200 (-28.15%) indicates potential mean reversion."}, {"symbol": "ESNT_CFD.UK", "mean_reversion_score": 75, "selection_reason": "Negative 1-day change (-10.62%) and distance from MA200 (-10.66%) suggests mean reversion potential."}, {"symbol": "DLTR_CFD.US", "mean_reversion_score": 70, "selection_reason": "Significant negative 1-day change (-9.59%) and distance from MA50 (-13.84%) indicates potential mean reversion."}, {"symbol": "AKAM_CFD.US", "mean_reversion_score": 65, "selection_reason": "Large negative 1-day change (-17.72%) and distance from MA50 (-11.24%) suggests mean reversion potential."}], "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": [],
"hold": [
{
"reason": "No clear improvement vs current holdings",
"symbol": "ABF_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "ADJ_CFD.DE"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "ADS_CFD.DE"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "AIR_CFD.DE"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "AMH_CFD.US"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "AML_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "ATG_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "BBY_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "BIG_CFD.FR"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "BLND_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "BOY_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "BTRW_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "BT_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "BYW6_CFD.DE"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "CBG_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "CCC_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "CCL_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "CO_CFD.FR"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "CRDA_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "CRST_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "CRWD_CFD.US"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "EMG_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "ERA_CFD.FR"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "ESNT_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "EZJ_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "FLO_CFD.US"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "FRVIA_CFD.FR"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "GRI_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "HAIN_CFD.US"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "HAS_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "HIK_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "HMSO_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "IEP_CFD.BE"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "IHG_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "JDW_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "KGF_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "LMP_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "LXS_CFD.DE"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "MCG_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "MDM_CFD.FR"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "MSLH_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "OSB_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "PHP_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "PSN_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "RHIM_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "RMV_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "ROR_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "RS1_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "SAFE_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "SPX_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "SYNT_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "THG_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "TRN_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "UKW_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "UTG_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "VTY_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "WIX_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "WIZZ_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "WKP_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "WPP_CFD.UK"
},
{
"reason": "No clear improvement vs current holdings",
"symbol": "WTB_CFD.UK"
}
],
"sell": []
},
"portfolio_rationale": "No clear improvement vs current holdings, prefer HOLD for everything to avoid overtrading."
}Selection logs
#1098 • stage1 • 2026-04-10T18:09:02.396319+00:00
{
"selected_stocks": [
{
"symbol": "THG_CFD.UK",
"selection_reason": "Significant negative 1-day change (-21.46%) and distance from MA50 (-18.65%) suggests potential mean reversion.",
"mean_reversion_score": 85
},
{
"symbol": "CRST_CFD.UK",
"selection_reason": "Large negative 1-day change (-12.82%) and distance from MA200 (-28.15%) indicates potential mean reversion.",
"mean_reversion_score": 80
},
{
"symbol": "ESNT_CFD.UK",
"selection_reason": "Negative 1-day change (-10.62%) and distance from MA200 (-10.66%) suggests mean reversion potential.",
"mean_reversion_score": 75
},
{
"symbol": "DLTR_CFD.US",
"selection_reason": "Significant negative 1-day change (-9.59%) and distance from MA50 (-13.84%) indicates potential mean reversion.",
"mean_reversion_score": 70
},
{
"symbol": "AKAM_CFD.US",
"selection_reason": "Large negative 1-day change (-17.72%) and distance from MA50 (-11.24%) suggests mean reversion potential.",
"mean_reversion_score": 65
}
],
"rejected_common_reasons": [
"Earnings date unknown, potential risk",
"Sector concentration risk",
"High volatility indicating potential binary/event-driven moves"
]
}