Arena run #1176

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": "DLTR_CFD.US",
      "selection_reason": "Sharp 1d selloff (-9.59%) with price below MA50 (-13.84%) and below MA200 (-9.99%); volatility elevated but not extreme (20d vol 83.53%).",
      "mean_reversion_score": 80
    },
    {
      "symbol": "FIS_CFD.US",
      "selection_reason": "Pullback (-4.40%) while deeply below MA200 (-30.41%) and below MA50 (-9.52%); comparatively lower 20d vol (69.86%) supports mean-reversion setup.",
      "mean_reversion_score": 78
    },
    {
      "symbol": "COIN_CFD.US",
      "selection_reason": "Down day (-4.72%) with large negative distance vs MA200 (-39.89%) and below MA50 (-7.24%); very high 20d volatility (120.39%) tempers score.",
      "mean_reversion_score": 70
    },
    {
      "symbol": "AKAM_CFD.US",
      "selection_reason": "Large 1d drop (-17.72%) and below MA50 (-11.24%); still above MA200 (+6.77%) and high 20d vol (102.21%) increases reversal uncertainty.",
      "mean_reversion_score": 68
    },
    {
      "symbol": "EXPO_CFD.US",
      "selection_reason": "Mild down move (-1.50%) with price below MA50 (-5.14%) and below MA200 (-7.12%); weaker short-term dislocation than other candidates (20d vol 63.15%).",
      "mean_reversion_score": 58
    }
  ],
  "rejected_common_reasons": [
    "Non-US listings provided (e.g., .UK/.FR/.DE/.NL/.BE/.PT) while run region is US",
    "Mean-reversion preference deprioritized names with large positive 1d spikes (potentially already in rebound)",
    "Extremely large single-day moves (e.g., >30–40%) treated as potentially event-driven/binary with earnings/news unknown",
    "Missing liquidity/market-cap/earnings-date fields increase selection uncertainty; only price/technical snapshot available"
  ]
}

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

{"task": "stage2_portfolio_management", "region": "US", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "portfolio_constraints": {"initial_equity": 10000.0, "max_positions": 10, "fixed_position_size": 3000.0, "max_gross_leverage": 3.0, "overtrading_rules": ["Max 2 SELL actions per run unless risk event forces more", "Max 2 BUY actions per run", "If no clear improvement vs current holdings, output HOLD for everything"]}, "current_portfolio": [{"symbol": "ADBE_CFD.US", "qty": 12.025494047380446, "avg_price": 249.47, "last_price": 225.17, "unrealized_pnl": -292.219505351345, "opened_at": "2026-03-14T18:06:47.909233+00:00"}, {"symbol": "AMH_CFD.US", "qty": 0.0, "avg_price": 29.674999999999997, "last_price": 28.435000000000002, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "ARCAD_CFD.NL", "qty": 0.0, "avg_price": 28.6, "last_price": 30.0, "unrealized_pnl": 146.8531468531467, "opened_at": "2026-02-23T10:32:09.961595+00:00"}, {"symbol": "AUTO_CFD.UK", "qty": 0.0, "avg_price": 482.8, "last_price": 482.8, "unrealized_pnl": 0.0, "opened_at": "2026-04-03T10:08:21.824313+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 0.0, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "CABO_CFD.US", "qty": 0.0, "avg_price": 94.325, "last_price": 108.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"symbol": "CBG_CFD.UK", "qty": 0.0, "avg_price": 342.92, "last_price": 342.92, "unrealized_pnl": 0.0, "opened_at": "2026-03-20T10:26:40.341409+00:00"}, {"symbol": "CLX_CFD.US", "qty": 29.714738510301107, "avg_price": 100.96000000000001, "last_price": 106.08500000000001, "unrealized_pnl": 152.28803486529318, "opened_at": "2026-04-03T18:06:55.972569+00:00"}, {"symbol": "COTY_CFD.US", "qty": 1496.2593516209477, "avg_price": 2.005, "last_price": 2.135, "unrealized_pnl": 194.51371571072303, "opened_at": "2026-03-29T18:14:52.152268+00:00"}, {"symbol": "CRST_CFD.UK", "qty": 29.013539651837522, "avg_price": 103.4, "last_price": 103.4, "unrealized_pnl": 0.0, "opened_at": "2026-04-07T18:08:48.203875+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 0.0, "avg_price": 350.45000000000005, "last_price": 382.96500000000003, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "CSGP_CFD.US", "qty": 0.0, "avg_price": 47.235, "last_price": 40.870000000000005, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T18:03:34.247734+00:00"}, {"symbol": "DSY_CFD.FR", "qty": 0.0, "avg_price": 17.881, "last_price": 17.45, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "EEFT_CFD.US", "qty": 0.0, "avg_price": 63.91, "last_price": 63.91, "unrealized_pnl": 0.0, "opened_at": "2026-04-03T18:06:55.972569+00:00"}, {"symbol": "ETSY_CFD.US", "qty": 0.0, "avg_price": 44.13, "last_price": 50.769999999999996, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "EZJ_CFD.UK", "qty": 0.0, "avg_price": 437.5, "last_price": 348.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T10:20:03.276878+00:00"}, {"symbol": "FBIN_CFD.US", "qty": 0.0, "avg_price": 50.974999999999994, "last_price": 54.185, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "FICO_CFD.US", "qty": 2.6609662855571625, "avg_price": 1127.4099999999999, "last_price": 932.7750000000001, "unrealized_pnl": -517.9171729894177, "opened_at": "2026-03-14T18:06:47.909233+00:00"}, {"symbol": "FLO_CFD.US", "qty": 0.0, "avg_price": 9.875, "last_price": 9.885000000000002, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 0.0, "avg_price": 284.2, "last_price": 297.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "HAS_CFD.UK", "qty": 92.36453201970444, "avg_price": 32.48, "last_price": 32.48, "unrealized_pnl": 0.0, "opened_at": "2026-04-07T18:08:48.203875+00:00"}, {"symbol": "HIK_CFD.UK", "qty": 0.0, "avg_price": 1236.0, "last_price": 1236.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-28T10:05:22.022266+00:00"}, {"symbol": "ICG_CFD.UK", "qty": 2.0053475935828877, "avg_price": 1496.0, "last_price": 1496.0, "unrealized_pnl": 0.0, "opened_at": "2026-04-07T10:08:43.931517+00:00"}, {"symbol": "ITRK_CFD.UK", "qty": 0.0, "avg_price": 3620.0, "last_price": 3620.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-28T10:05:22.022266+00:00"}, {"symbol": "IWG_CFD.UK", "qty": 0.0, "avg_price": 185.0, "last_price": 172.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-17T10:04:29.123574+00:00"}, {"symbol": "MLCO_CFD.US", "qty": 0.0, "avg_price": 5.51, "last_price": 6.06, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 16.129032258064516, "avg_price": 186.0, "last_price": 186.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-12T18:01:52.554929+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 22.57336343115124, "avg_price": 132.9, "last_price": 132.9, "unrealized_pnl": 0.0, "opened_at": "2026-03-05T10:27:11.178069+00:00"}, {"symbol": "PAYC_CFD.US", "qty": 0.0, "avg_price": 121.22, "last_price": 134.24, "unrealized_pnl": 322.2240554363969, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "PSN_CFD.UK", "qty": 0.0, "avg_price": 1215.0, "last_price": 1087.73, "unrealized_pnl": 0.0, "opened_at": "2026-03-12T18:01:52.554929+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 424.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "TMV_CFD.DE", "qty": 0.0, "avg_price": 4.781, "last_price": 4.467, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "TRN_CFD.UK", "qty": 0.0, "avg_price": 184.5, "last_price": 204.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-05T10:27:11.178069+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 0.0, "avg_price": 92.35, "last_price": 92.35, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "ULTA_CFD.US", "qty": 5.605381165919282, "avg_price": 535.2, "last_price": 516.51, "unrealized_pnl": -104.7645739910317, "opened_at": "2026-03-15T18:15:23.812047+00:00"}, {"symbol": "UTG_CFD.UK", "qty": 0.0, "avg_price": 461.2, "last_price": 457.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-30T10:23:56.039732+00:00"}, {"symbol": "WPP_CFD.UK", "qty": 0.0, "avg_price": 232.09999999999997, "last_price": 232.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-28T10:51:05.818250+00:00"}, {"symbol": "ZS_CFD.US", "qty": 0.0, "avg_price": 159.76, "last_price": 138.82, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}], "candidates": [{"symbol": "DLTR_CFD.US", "mean_reversion_score": 80, "selection_reason": "Sharp 1d selloff (-9.59%) with price below MA50 (-13.84%) and below MA200 (-9.99%); volatility elevated but not extreme (20d vol 83.53%)."}, {"symbol": "FIS_CFD.US", "mean_reversion_score": 78, "selection_reason": "Pullback (-4.40%) while deeply below MA200 (-30.41%) and below MA50 (-9.52%); comparatively lower 20d vol (69.86%) supports mean-reversion setup."}, {"symbol": "COIN_CFD.US", "mean_reversion_score": 70, "selection_reason": "Down day (-4.72%) with large negative distance vs MA200 (-39.89%) and below MA50 (-7.24%); very high 20d volatility (120.39%) tempers score."}, {"symbol": "AKAM_CFD.US", "mean_reversion_score": 68, "selection_reason": "Large 1d drop (-17.72%) and below MA50 (-11.24%); still above MA200 (+6.77%) and high 20d vol (102.21%) increases reversal uncertainty."}, {"symbol": "EXPO_CFD.US", "mean_reversion_score": 58, "selection_reason": "Mild down move (-1.50%) with price below MA50 (-5.14%) and below MA200 (-7.12%); weaker short-term dislocation than other candidates (20d vol 63.15%)."}], "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": "High mean-reversion score (80): sharp 1d selloff with price notably below MA50 and below MA200; allocate one fixed-size slot.",
        "symbol": "DLTR_CFD.US",
        "position_size": 3000
      },
      {
        "reason": "High mean-reversion score (78): pullback while deeply below MA200 and below MA50 with comparatively lower stated volatility vs other high-dislocation names; allocate one fixed-size slot.",
        "symbol": "FIS_CFD.US",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Maintain mean-reversion exposure; currently below entry and no risk-trigger provided that would justify forced de-risking or rotation this run.",
        "symbol": "ADBE_CFD.US"
      },
      {
        "reason": "Hold to avoid churn; position is working and no higher-conviction swap is required beyond the limited 2-position rotation this run.",
        "symbol": "CLX_CFD.US"
      },
      {
        "reason": "Hold to avoid overtrading; position is profitable and no clear improvement vs current holdings is indicated beyond the two targeted reallocations.",
        "symbol": "COTY_CFD.US"
      },
      {
        "reason": "Hold to minimize turnover; position is near entry and there is no explicit signal/risk event provided requiring an exit.",
        "symbol": "CRST_CFD.UK"
      },
      {
        "reason": "Hold to minimize turnover; position is near entry and not clearly dominated enough to warrant selling more than the two planned rotations.",
        "symbol": "HAS_CFD.UK"
      },
      {
        "reason": "Hold to minimize turnover; position is near entry and no risk constraint forces additional sells this run.",
        "symbol": "ICG_CFD.UK"
      },
      {
        "reason": "Hold for mean-reversion; despite drawdown, no external risk event or superior swap (beyond the 2 allowed sells) is provided to justify exit.",
        "symbol": "FICO_CFD.US"
      },
      {
        "reason": "Hold for mean-reversion; modest drawdown and no risk event provided—prefer not to churn additional positions this run.",
        "symbol": "ULTA_CFD.US"
      }
    ],
    "sell": [
      {
        "reason": "Capital reallocation: position is essentially unchanged since entry and not part of the current top mean-reversion candidate set; freeing a slot to deploy into higher-scored mean-reversion setups.",
        "symbol": "OCDO_CFD.UK"
      },
      {
        "reason": "Capital reallocation: position is flat and not in the current candidate list; rotate into stronger mean-reversion opportunities per the latest screening.",
        "symbol": "PAGE_CFD.UK"
      }
    ]
  },
  "portfolio_rationale": "Portfolio is at the max 10 positions, so new entries require rotation. To avoid overtrading while improving expected mean-reversion edge, rotate out of two flat, non-candidate holdings (OCDO, PAGE) and redeploy into the two highest-scored current mean-reversion candidates (DLTR, FIS) at the fixed $3,000 size. All other positions are held to limit churn and because no forced risk event or clearly superior one-for-one upgrade is provided beyond the two targeted swaps. This keeps total position count at 10 and stays within the run limits (max 2 sells, max 2 buys) and leverage constraints."
}

{
  "selected_stocks": [
    {
      "symbol": "DLTR_CFD.US",
      "selection_reason": "Sharp 1d selloff (-9.59%) with price below MA50 (-13.84%) and below MA200 (-9.99%); volatility elevated but not extreme (20d vol 83.53%).",
      "mean_reversion_score": 80
    },
    {
      "symbol": "FIS_CFD.US",
      "selection_reason": "Pullback (-4.40%) while deeply below MA200 (-30.41%) and below MA50 (-9.52%); comparatively lower 20d vol (69.86%) supports mean-reversion setup.",
      "mean_reversion_score": 78
    },
    {
      "symbol": "COIN_CFD.US",
      "selection_reason": "Down day (-4.72%) with large negative distance vs MA200 (-39.89%) and below MA50 (-7.24%); very high 20d volatility (120.39%) tempers score.",
      "mean_reversion_score": 70
    },
    {
      "symbol": "AKAM_CFD.US",
      "selection_reason": "Large 1d drop (-17.72%) and below MA50 (-11.24%); still above MA200 (+6.77%) and high 20d vol (102.21%) increases reversal uncertainty.",
      "mean_reversion_score": 68
    },
    {
      "symbol": "EXPO_CFD.US",
      "selection_reason": "Mild down move (-1.50%) with price below MA50 (-5.14%) and below MA200 (-7.12%); weaker short-term dislocation than other candidates (20d vol 63.15%).",
      "mean_reversion_score": 58
    }
  ],
  "rejected_common_reasons": [
    "Non-US listings provided (e.g., .UK/.FR/.DE/.NL/.BE/.PT) while run region is US",
    "Mean-reversion preference deprioritized names with large positive 1d spikes (potentially already in rebound)",
    "Extremely large single-day moves (e.g., >30–40%) treated as potentially event-driven/binary with earnings/news unknown",
    "Missing liquidity/market-cap/earnings-date fields increase selection uncertainty; only price/technical snapshot available"
  ]
}