Arena run #1175

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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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": "ICG_CFD.UK",
      "selection_reason": "1d drop -15.2% on moderate volatility (73%); price -16.2% below MA200 and -12.3% below MA50 suggesting oversold; lower vol among large movers improves reversion odds over 2-10 day horizon.",
      "mean_reversion_score": 78
    },
    {
      "symbol": "ITRK_CFD.UK",
      "selection_reason": "1d drop -14.0%; price -17.8% below MA200 and -13.1% below MA50; vol 103% is manageable; sharp single-day selloff in established company favors short-term bounce.",
      "mean_reversion_score": 75
    },
    {
      "symbol": "DLTR_CFD.US",
      "selection_reason": "1d drop -9.6% with relatively low vol (83.5%); price -10% below MA200 and -13.8% below MA50; US-listed liquid equity with clear oversold technicals on both timeframes.",
      "mean_reversion_score": 72
    },
    {
      "symbol": "SW_CFD.FR",
      "selection_reason": "1d drop -11.6%; price -16.2% below MA200 and -9.9% below MA50; vol 103% moderate; large-cap food services name with mean-reversion setup after sharp single-session decline.",
      "mean_reversion_score": 70
    },
    {
      "symbol": "AKAM_CFD.US",
      "selection_reason": "1d drop -17.7% yet price still +6.8% above MA200, indicating sharp pullback within longer uptrend; -11.2% below MA50 creates snap-back potential; vol 102% acceptable for US tech infrastructure name.",
      "mean_reversion_score": 68
    }
  ],
  "rejected_common_reasons": [
    "FUTR/AUTO/IWG: Extreme 1d drops (>25%) with very high volatility and massive distance below MAs suggest potential structural/event-driven breakdown rather than clean mean-reversion setup",
    "THG/CRST: Very high volatility (150%+/236%+) reduces confidence in controlled reversion; THG penny-stock-like dynamics",
    "BOY/JUP/VIRI/BRBY: Large positive 1d moves (+16-32%) already extended above MA50; wrong direction for long mean-reversion entry",
    "CO_CFD.FR: Sub-penny stock at 0.156, -55% below MA200 — structural decline, not mean-reversion candidate",
    "AAD_CFD.DE/HYQ_CFD.DE: Extreme distance below MA200 (>37%) suggests persistent downtrend rather than temporary dislocation",
    "COIN_CFD.US: -40% below MA200 suggests structural trend break; crypto-correlated binary risk",
    "Sector concentration avoided by selecting across geographies and implied sectors (asset mgmt, testing, retail, food services, tech infrastructure)"
  ]
}

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

{"task": "stage2_portfolio_management", "region": "US", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "portfolio_constraints": {"initial_equity": 10000.0, "max_positions": 10, "fixed_position_size": 3000.0, "max_gross_leverage": 3.0, "overtrading_rules": ["Max 2 SELL actions per run unless risk event forces more", "Max 2 BUY actions per run", "If no clear improvement vs current holdings, output HOLD for everything"]}, "current_portfolio": [{"symbol": "AAL_CFD.UK", "qty": 0.0, "avg_price": 2913.0, "last_price": 2900.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-19T10:09:24.325041+00:00"}, {"symbol": "ABDN_CFD.UK", "qty": 15.756302521008402, "avg_price": 190.4, "last_price": 197.35, "unrealized_pnl": 109.50630252100822, "opened_at": "2026-04-04T10:04:54.381536+00:00"}, {"symbol": "ABF_CFD.UK", "qty": 0.0, "avg_price": 1868.5, "last_price": 1846.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-06T18:02:13.212382+00:00"}, {"symbol": "ADBE_CFD.US", "qty": 0.0, "avg_price": 249.47, "last_price": 245.96, "unrealized_pnl": 0.0, "opened_at": "2026-03-15T18:15:23.812047+00:00"}, {"symbol": "ADS_CFD.DE", "qty": 0.0, "avg_price": 137.15, "last_price": 142.35, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T10:26:53.527562+00:00"}, {"symbol": "AMCX_CFD.US", "qty": 0.0, "avg_price": 7.07, "last_price": 6.93, "unrealized_pnl": 0.0, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "AMH_CFD.US", "qty": 0.0, "avg_price": 29.63, "last_price": 29.16, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "AML_CFD.UK", "qty": 0.0, "avg_price": 59.0, "last_price": 58.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "ARCAD_CFD.NL", "qty": 0.0, "avg_price": 28.6, "last_price": 27.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T10:32:09.961595+00:00"}, {"symbol": "BEKB_CFD.BE", "qty": 0.0, "avg_price": 38.9, "last_price": 40.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-09T10:19:46.508085+00:00"}, {"symbol": "BLND_CFD.UK", "qty": 0.0, "avg_price": 364.2, "last_price": 373.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T18:03:34.247734+00:00"}, {"symbol": "BOY_CFD.UK", "qty": 0.0, "avg_price": 634.0, "last_price": 634.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-31T17:54:15.044829+00:00"}, {"symbol": "BTRW_CFD.UK", "qty": 0.0, "avg_price": 310.3, "last_price": 295.4, "unrealized_pnl": 0.0, "opened_at": "2026-03-10T18:24:41.570614+00:00"}, {"symbol": "BXP_CFD.US", "qty": 0.0, "avg_price": 60.835, "last_price": 57.754999999999995, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 0.0, "avg_price": 292.6, "last_price": 289.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "CABO_CFD.US", "qty": 0.0, "avg_price": 94.6, "last_price": 108.935, "unrealized_pnl": 0.0, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"symbol": "CAR_CFD.US", "qty": 0.0, "avg_price": 92.285, "last_price": 95.88499999999999, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "CBG_CFD.UK", "qty": 0.0, "avg_price": 342.92, "last_price": 342.92, "unrealized_pnl": 0.0, "opened_at": "2026-03-10T18:24:41.570614+00:00"}, {"symbol": "CCC_CFD.UK", "qty": 0.0, "avg_price": 2978.0, "last_price": 3218.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "CCL_CFD.UK", "qty": 0.0, "avg_price": 1945.9999999999998, "last_price": 1858.65, "unrealized_pnl": 0.0, "opened_at": "2026-03-05T10:27:11.178069+00:00"}, {"symbol": "CPAY_CFD.US", "qty": 0.0, "avg_price": 321.845, "last_price": 317.015, "unrealized_pnl": -45.02167192282037, "opened_at": "2026-03-09T18:18:45.954380+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 0.0, "avg_price": 423.05499999999995, "last_price": 388.21500000000003, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "CTT_CFD.PT", "qty": 0.0, "avg_price": 6.74, "last_price": 6.76, "unrealized_pnl": 0.0, "opened_at": "2026-03-13T10:07:39.444598+00:00"}, {"symbol": "DLN_CFD.UK", "qty": 0.0, "avg_price": 1812.0, "last_price": 1812.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-28T10:51:05.818250+00:00"}, {"symbol": "DOCS_CFD.UK", "qty": 0.0, "avg_price": 62.5, "last_price": 64.4, "unrealized_pnl": 0.0, "opened_at": "2026-03-17T18:12:35.221859+00:00"}, {"symbol": "DPLM_CFD.UK", "qty": 0.0, "avg_price": 5110.0, "last_price": 5940.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-14T10:03:26.036362+00:00"}, {"symbol": "EEFT_CFD.US", "qty": 0.0, "avg_price": 63.91, "last_price": 66.13499999999999, "unrealized_pnl": 0.0, "opened_at": "2026-04-04T18:08:49.555685+00:00"}, {"symbol": "ELIOR_CFD.FR", "qty": 0.0, "avg_price": 2.4, "last_price": 2.378, "unrealized_pnl": 0.0, "opened_at": "2026-03-16T10:12:30.296045+00:00"}, {"symbol": "ERA_CFD.FR", "qty": 0.0, "avg_price": 55.55, "last_price": 53.6, "unrealized_pnl": 0.0, "opened_at": "2026-03-07T10:14:47.113218+00:00"}, {"symbol": "ESNT_CFD.UK", "qty": 34.32494279176201, "avg_price": 87.4, "last_price": 87.4, "unrealized_pnl": 0.0, "opened_at": "2026-04-09T10:04:16.483403+00:00"}, {"symbol": "ETSY_CFD.US", "qty": 0.0, "avg_price": 44.13, "last_price": 50.905, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "EZJ_CFD.UK", "qty": 0.0, "avg_price": 405.2, "last_price": 395.4, "unrealized_pnl": 0.0, "opened_at": "2026-03-08T10:05:58.226220+00:00"}, {"symbol": "FICO_CFD.US", "qty": 0.0, "avg_price": 1127.4099999999999, "last_price": 1199.4650000000001, "unrealized_pnl": 0.0, "opened_at": "2026-03-14T18:06:47.909233+00:00"}, {"symbol": "FME_CFD.DE", "qty": 0.0, "avg_price": 38.38, "last_price": 38.14, "unrealized_pnl": 0.0, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "FRE_CFD.DE", "qty": 0.0, "avg_price": 49.156, "last_price": 47.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 0.0, "avg_price": 284.2, "last_price": 297.6, "unrealized_pnl": 141.44968332160488, "opened_at": "2026-03-31T17:54:15.044829+00:00"}, {"symbol": "HAS_CFD.UK", "qty": 92.36453201970444, "avg_price": 32.48, "last_price": 32.48, "unrealized_pnl": 0.0, "opened_at": "2026-04-10T10:21:39.995579+00:00"}, {"symbol": "HIK_CFD.UK", "qty": 0.0, "avg_price": 1408.0, "last_price": 1342.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "HO_CFD.FR", "qty": 0.0, "avg_price": 254.566, "last_price": 251.7, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T10:32:09.961595+00:00"}, {"symbol": "ICG_CFD.UK", "qty": 6.016042780748663, "avg_price": 1496.0, "last_price": 1496.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "INF_CFD.UK", "qty": 0.0, "avg_price": 741.2, "last_price": 766.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-21T10:00:02.317290+00:00"}, {"symbol": "ITRK_CFD.UK", "qty": 0.0, "avg_price": 3942.0, "last_price": 3760.0, "unrealized_pnl": -138.5083713850837, "opened_at": "2026-03-13T10:07:39.444598+00:00"}, {"symbol": "IWG_CFD.UK", "qty": 17.421602787456447, "avg_price": 172.2, "last_price": 172.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-16T18:18:58.833148+00:00"}, {"symbol": "JBLU_CFD.US", "qty": 0.0, "avg_price": 4.57, "last_price": 4.5600000000000005, "unrealized_pnl": 0.0, "opened_at": "2026-03-05T18:20:59.102726+00:00"}, {"symbol": "JMAT_CFD.UK", "qty": 0.0, "avg_price": 1815.0, "last_price": 1815.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-21T17:59:11.913241+00:00"}, {"symbol": "JMT_CFD.PT", "qty": 0.0, "avg_price": 20.76, "last_price": 20.159, "unrealized_pnl": 0.0, "opened_at": "2026-03-19T10:09:24.325041+00:00"}, {"symbol": "KGF_CFD.UK", "qty": 0.0, "avg_price": 285.0, "last_price": 301.6, "unrealized_pnl": 0.0, "opened_at": "2026-03-22T18:18:31.438015+00:00"}, {"symbol": "LAND_CFD.UK", "qty": 0.0, "avg_price": 586.0, "last_price": 573.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-12T10:21:39.078796+00:00"}, {"symbol": "LOPE_CFD.US", "qty": 0.0, "avg_price": 157.02, "last_price": 152.77, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T17:33:48.338981+00:00"}, {"symbol": "LPX_CFD.US", "qty": 0.0, "avg_price": 86.45, "last_price": 82.99, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "LRE_CFD.UK", "qty": 0.0, "avg_price": 576.0, "last_price": 593.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-21T10:00:02.317290+00:00"}, {"symbol": "LSEG_CFD.UK", "qty": 0.0, "avg_price": 8510.0, "last_price": 8694.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-12T10:21:39.078796+00:00"}, {"symbol": "LSS_CFD.FR", "qty": 0.0, "avg_price": 20.15, "last_price": 19.78, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "LTA_CFD.FR", "qty": 0.0, "avg_price": 24.288, "last_price": 24.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-14T10:03:26.036362+00:00"}, {"symbol": "LXS_CFD.DE", "qty": 0.0, "avg_price": 13.14, "last_price": 13.64, "unrealized_pnl": 0.0, "opened_at": "2026-03-06T10:33:43.857578+00:00"}, {"symbol": "MKS_CFD.UK", "qty": 0.0, "avg_price": 346.1, "last_price": 330.4, "unrealized_pnl": 0.0, "opened_at": "2026-03-24T10:08:31.727705+00:00"}, {"symbol": "MNDI_CFD.UK", "qty": 0.0, "avg_price": 820.0, "last_price": 808.6, "unrealized_pnl": 0.0, "opened_at": "2026-03-16T10:12:30.296045+00:00"}, {"symbol": "MNG_CFD.UK", "qty": 0.0, "avg_price": 263.0, "last_price": 278.8, "unrealized_pnl": 0.0, "opened_at": "2026-03-23T18:04:09.108429+00:00"}, {"symbol": "MTG_CFD.US", "qty": 0.0, "avg_price": 26.27, "last_price": 25.98, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "NRG_CFD.US", "qty": 0.0, "avg_price": 145.86, "last_price": 152.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-22T18:18:31.438015+00:00"}, {"symbol": "NXT_CFD.UK", "qty": 0.0, "avg_price": 12327.27, "last_price": 12695.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-07T10:14:47.113218+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 0.0, "avg_price": 204.3, "last_price": 204.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "OKTA_CFD.US", "qty": 0.0, "avg_price": 70.18, "last_price": 78.38, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "ORCL_CFD.US", "qty": 0.0, "avg_price": 153.02, "last_price": 150.49, "unrealized_pnl": 0.0, "opened_at": "2026-03-08T18:08:31.007911+00:00"}, {"symbol": "OSB_CFD.UK", "qty": 0.0, "avg_price": 515.0, "last_price": 513.55, "unrealized_pnl": -8.446601941747838, "opened_at": "2026-03-11T10:11:17.665074+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 22.57336343115124, "avg_price": 132.9, "last_price": 132.9, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "PAG_CFD.UK", "qty": 3.9190071848465053, "avg_price": 765.5, "last_price": 765.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-26T17:55:26.602359+00:00"}, {"symbol": "PROX_CFD.BE", "qty": 0.0, "avg_price": 6.98, "last_price": 7.55, "unrealized_pnl": 0.0, "opened_at": "2026-02-28T10:51:05.818250+00:00"}, {"symbol": "PRU_CFD.UK", "qty": 0.0, "avg_price": 1030.0, "last_price": 1101.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-09T10:19:46.508085+00:00"}, {"symbol": "PZC_CFD.UK", "qty": 0.0, "avg_price": 73.1, "last_price": 78.8, "unrealized_pnl": 233.9261285909714, "opened_at": "2026-03-04T18:49:26.891792+00:00"}, {"symbol": "RHIM_CFD.UK", "qty": 1.2903225806451613, "avg_price": 2325.0, "last_price": 2325.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-20T10:26:40.341409+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 417.16, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "ROR_CFD.UK", "qty": 0.0, "avg_price": 309.4, "last_price": 337.0, "unrealized_pnl": 267.61473820297374, "opened_at": "2026-03-18T10:06:24.210601+00:00"}, {"symbol": "RSW_CFD.UK", "qty": 0.0, "avg_price": 3790.0000000000005, "last_price": 3790.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-17T18:12:35.221859+00:00"}, {"symbol": "RVTY_CFD.US", "qty": 0.0, "avg_price": 91.28, "last_price": 89.93, "unrealized_pnl": 0.0, "opened_at": "2026-03-08T10:05:58.226220+00:00"}, {"symbol": "SAFE_CFD.UK", "qty": 0.0, "avg_price": 708.0, "last_price": 708.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-13T18:17:31.188931+00:00"}, {"symbol": "SGE_CFD.UK", "qty": 0.0, "avg_price": 795.4, "last_price": 783.4, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "SHC_CFD.UK", "qty": 23.84737678855326, "avg_price": 125.8, "last_price": 125.8, "unrealized_pnl": 0.0, "opened_at": "2026-04-10T10:21:39.995579+00:00"}, {"symbol": "STAN_CFD.UK", "qty": 0.0, "avg_price": 1615.0, "last_price": 1634.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-11T10:11:17.665074+00:00"}, {"symbol": "STJ_CFD.UK", "qty": 0.0, "avg_price": 1220.0, "last_price": 1202.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "STM_CFD.DE", "qty": 0.0, "avg_price": 18.436, "last_price": 17.66, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T10:31:26.559356+00:00"}, {"symbol": "STZ_CFD.US", "qty": 0.0, "avg_price": 149.07, "last_price": 156.44, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "TCAP_CFD.UK", "qty": 0.0, "avg_price": 257.0, "last_price": 248.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-01T10:30:13.622938+00:00"}, {"symbol": "TMV_CFD.DE", "qty": 0.0, "avg_price": 4.781, "last_price": 4.769, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "TRN_CFD.UK", "qty": 0.0, "avg_price": 184.5, "last_price": 184.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T18:03:34.247734+00:00"}, {"symbol": "TUI1_CFD.DE", "qty": 0.0, "avg_price": 7.398000000000001, "last_price": 7.132, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T10:31:26.559356+00:00"}, {"symbol": "UAL_CFD.US", "qty": 0.0, "avg_price": 91.79, "last_price": 92.6, "unrealized_pnl": 0.0, "opened_at": "2026-03-26T17:55:26.602359+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 0.0, "avg_price": 92.35, "last_price": 94.79, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "UTG_CFD.UK", "qty": 0.0, "avg_price": 461.2, "last_price": 458.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"symbol": "VCT_CFD.UK", "qty": 5.093378607809847, "avg_price": 589.0, "last_price": 589.0, "unrealized_pnl": 0.0, "opened_at": "2026-04-09T10:04:16.483403+00:00"}, {"symbol": "VSVS_CFD.UK", "qty": 0.0, "avg_price": 394.2, "last_price": 404.25, "unrealized_pnl": 0.0, "opened_at": "2026-03-17T10:04:29.123574+00:00"}, {"symbol": "WEIR_CFD.UK", "qty": 0.0, "avg_price": 2890.0, "last_price": 2808.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-15T10:35:48.762746+00:00"}, {"symbol": "WIX_CFD.UK", "qty": 0.0, "avg_price": 224.5, "last_price": 215.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-13T18:17:31.188931+00:00"}, {"symbol": "WIZZ_CFD.UK", "qty": 0.0, "avg_price": 1299.0, "last_price": 1080.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "ZAL_CFD.DE", "qty": 0.0, "avg_price": 21.078, "last_price": 20.775, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "ZION_CFD.US", "qty": 0.0, "avg_price": 58.99, "last_price": 57.21, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T18:14:12.978497+00:00"}], "candidates": [{"symbol": "ICG_CFD.UK", "mean_reversion_score": 78, "selection_reason": "1d drop -15.2% on moderate volatility (73%); price -16.2% below MA200 and -12.3% below MA50 suggesting oversold; lower vol among large movers improves reversion odds over 2-10 day horizon."}, {"symbol": "ITRK_CFD.UK", "mean_reversion_score": 75, "selection_reason": "1d drop -14.0%; price -17.8% below MA200 and -13.1% below MA50; vol 103% is manageable; sharp single-day selloff in established company favors short-term bounce."}, {"symbol": "DLTR_CFD.US", "mean_reversion_score": 72, "selection_reason": "1d drop -9.6% with relatively low vol (83.5%); price -10% below MA200 and -13.8% below MA50; US-listed liquid equity with clear oversold technicals on both timeframes."}, {"symbol": "SW_CFD.FR", "mean_reversion_score": 70, "selection_reason": "1d drop -11.6%; price -16.2% below MA200 and -9.9% below MA50; vol 103% moderate; large-cap food services name with mean-reversion setup after sharp single-session decline."}, {"symbol": "AKAM_CFD.US", "mean_reversion_score": 68, "selection_reason": "1d drop -17.7% yet price still +6.8% above MA200, indicating sharp pullback within longer uptrend; -11.2% below MA50 creates snap-back potential; vol 102% acceptable for US tech infrastructure name."}], "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": "Mean-reversion score 78 (highest candidate). 1d drop -15.2%, price -16.2% below MA200 and -12.3% below MA50. Sharp single-day selloff in established UK alternative asset manager with moderate vol (73%) strongly favors 2-10 day bounce. Re-entering at the new lower price after closing the stale flat position.",
        "symbol": "ICG_CFD.UK",
        "position_size": 3000
      },
      {
        "reason": "Mean-reversion score 72. 1d drop -9.6% with relatively low vol (83.5%); price -10% below MA200 and -13.8% below MA50. Liquid US-listed equity with clear oversold technicals on both timeframes. Lower volatility improves reversion probability.",
        "symbol": "DLTR_CFD.US",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Recently opened position at 87.4, currently flat. No signal to exit; hold for mean-reversion upside.",
        "symbol": "ESNT_CFD.UK"
      },
      {
        "reason": "Recently opened at 32.48, currently flat. Hold for reversion.",
        "symbol": "HAS_CFD.UK"
      },
      {
        "reason": "Recently opened at 125.8, currently flat. Hold for reversion.",
        "symbol": "SHC_CFD.UK"
      },
      {
        "reason": "Position at 172.2, flat. No deterioration signal; hold.",
        "symbol": "IWG_CFD.UK"
      },
      {
        "reason": "Long-held position at 132.9, flat. No sell signal; hold.",
        "symbol": "PAGE_CFD.UK"
      },
      {
        "reason": "Position at 765.5, flat. Hold for reversion.",
        "symbol": "PAG_CFD.UK"
      },
      {
        "reason": "Small position at 2325, flat. Hold.",
        "symbol": "RHIM_CFD.UK"
      },
      {
        "reason": "Recently opened at 589, flat. Hold for reversion.",
        "symbol": "VCT_CFD.UK"
      }
    ],
    "sell": [
      {
        "reason": "Position has gained +3.6% (unrealized PnL ~£109.5), price now at 197.35 vs avg 190.4. Mean-reversion target likely reached; locking in profit to free capital for higher-conviction oversold candidates.",
        "symbol": "ABDN_CFD.UK"
      },
      {
        "reason": "Candidate list flags ICG with a -15.2% single-day drop and price -16.2% below MA200. Current position was opened at 1496 and last_price is still 1496 (flat), but the sharp 1d drop signal suggests the stock is now breaking down rather than reverting. Close existing position to re-enter fresh at the new lower level via a BUY action below.",
        "symbol": "ICG_CFD.UK"
      }
    ]
  },
  "portfolio_rationale": "Portfolio currently holds 10 active positions (including ICG which we sell and re-buy at the new lower level). We sell ABDN to lock in +3.6% profit on a completed mean-reversion trade, and close the stale ICG position to re-enter at the significantly lower post-drop price (score 78). We add DLTR as a new US mean-reversion play with strong oversold signals and manageable volatility. ITRK (score 75) was considered but already has a closed zero-qty position with losses, suggesting structural weakness rather than temporary dislocation. Post-trade we maintain ~10 positions within the max_positions constraint and gross leverage well within the 3.0x limit (~£27k notional on £10k equity = ~2.7x). All held positions show no deterioration warranting forced exits."
}

{
  "selected_stocks": [
    {
      "symbol": "ICG_CFD.UK",
      "selection_reason": "1d drop -15.2% on moderate volatility (73%); price -16.2% below MA200 and -12.3% below MA50 suggesting oversold; lower vol among large movers improves reversion odds over 2-10 day horizon.",
      "mean_reversion_score": 78
    },
    {
      "symbol": "ITRK_CFD.UK",
      "selection_reason": "1d drop -14.0%; price -17.8% below MA200 and -13.1% below MA50; vol 103% is manageable; sharp single-day selloff in established company favors short-term bounce.",
      "mean_reversion_score": 75
    },
    {
      "symbol": "DLTR_CFD.US",
      "selection_reason": "1d drop -9.6% with relatively low vol (83.5%); price -10% below MA200 and -13.8% below MA50; US-listed liquid equity with clear oversold technicals on both timeframes.",
      "mean_reversion_score": 72
    },
    {
      "symbol": "SW_CFD.FR",
      "selection_reason": "1d drop -11.6%; price -16.2% below MA200 and -9.9% below MA50; vol 103% moderate; large-cap food services name with mean-reversion setup after sharp single-session decline.",
      "mean_reversion_score": 70
    },
    {
      "symbol": "AKAM_CFD.US",
      "selection_reason": "1d drop -17.7% yet price still +6.8% above MA200, indicating sharp pullback within longer uptrend; -11.2% below MA50 creates snap-back potential; vol 102% acceptable for US tech infrastructure name.",
      "mean_reversion_score": 68
    }
  ],
  "rejected_common_reasons": [
    "FUTR/AUTO/IWG: Extreme 1d drops (>25%) with very high volatility and massive distance below MAs suggest potential structural/event-driven breakdown rather than clean mean-reversion setup",
    "THG/CRST: Very high volatility (150%+/236%+) reduces confidence in controlled reversion; THG penny-stock-like dynamics",
    "BOY/JUP/VIRI/BRBY: Large positive 1d moves (+16-32%) already extended above MA50; wrong direction for long mean-reversion entry",
    "CO_CFD.FR: Sub-penny stock at 0.156, -55% below MA200 — structural decline, not mean-reversion candidate",
    "AAD_CFD.DE/HYQ_CFD.DE: Extreme distance below MA200 (>37%) suggests persistent downtrend rather than temporary dislocation",
    "COIN_CFD.US: -40% below MA200 suggests structural trend break; crypto-correlated binary risk",
    "Sector concentration avoided by selecting across geographies and implied sectors (asset mgmt, testing, retail, food services, tech infrastructure)"
  ]
}