Arena run #939

meanrev-v1minimaxminimax/minimax-m2.1EUsuccess
Arena
Run status
as_of: 2026-03-30T10:23:56.039732+00:00
started_at: 2026-03-30T12:37:13.019299+00:00
finished_at: 2026-03-30T12:38:11.585895+00:00
duration_ms: 58565
Inputs
{
  "as_of": "2026-03-30T10:23:56.039732+00:00",
  "dry_run": false,
  "selected": [],
  "simulate_only": false,
  "strict_replay": false,
  "universe_symbols": [
    "CRST_CFD.UK",
    "MCG_CFD.UK",
    "BOY_CFD.UK",
    "LMP_CFD.UK",
    "SPX_CFD.UK",
    "PAGE_CFD.UK",
    "FUTR_CFD.UK",
    "ESNT_CFD.UK",
    "SHC_CFD.UK",
    "PAG_CFD.UK",
    "SAFE_CFD.UK",
    "RHIM_CFD.UK",
    "UTG_CFD.UK",
    "CBG_CFD.UK",
    "RSW_CFD.UK",
    "DLN_CFD.UK",
    "EMG_CFD.UK",
    "PZC_CFD.UK",
    "DOM_CFD.UK",
    "OCDO_CFD.UK",
    "HWDN_CFD.UK",
    "LRE_CFD.UK",
    "STJ_CFD.UK",
    "ABDN_CFD.UK",
    "LIO_CFD.UK",
    "BBY_CFD.UK",
    "CPG_CFD.UK",
    "TRST_CFD.UK",
    "KGF_CFD.UK",
    "PSN_CFD.UK",
    "PNL_CFD.NL",
    "BIG_CFD.FR",
    "GROW_CFD.UK",
    "GRG_CFD.UK",
    "SRP_CFD.UK",
    "BYIT_CFD.UK",
    "OSB_CFD.UK",
    "WKP_CFD.UK",
    "HIK_CFD.UK",
    "KOF_CFD.FR",
    "ATG_CFD.UK",
    "ROR_CFD.UK",
    "COTY_CFD.US",
    "UKW_CFD.UK",
    "HMSO_CFD.UK",
    "ALLFG_CFD.NL",
    "NVAX_CFD.US",
    "SKB_CFD.DE",
    "SGRO_CFD.UK"
  ]
}
Outputs
{
  "actions": {
    "buy": [],
    "hold": [
      {
        "reason": "No significant deviation from avg_price (482.8). Hold for now.",
        "symbol": "AUTO_CFD.UK"
      },
      {
        "reason": "No deviation from avg_price (292.6). Hold.",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "No deviation from avg_price (342.92). Hold.",
        "symbol": "CBG_CFD.UK"
      },
      {
        "reason": "No deviation from avg_price (118.83). Hold.",
        "symbol": "CRST_CFD.UK"
      },
      {
        "reason": "No deviation from avg_price (172.2). Hold.",
        "symbol": "IWG_CFD.UK"
      },
      {
        "reason": "No deviation from avg_price (132.9). Hold.",
        "symbol": "PAGE_CFD.UK"
      },
      {
        "reason": "No deviation from avg_price (461.2). Hold.",
        "symbol": "UTG_CFD.UK"
      }
    ],
    "sell": [
      {
        "reason": "Mean reversion: +10.4% deviation from avg_price (250.8 → 272.44). Target reached, realize €258.85 profit.",
        "symbol": "BTRW_CFD.UK"
      }
    ]
  },
  "portfolio_rationale": "Portfolio has 8 positions (within max 10) with gross leverage at 2.4x (within 3.0x limit). One clear mean-reversion opportunity: BTRW_CFD.UK has appreciated 10.4% from entry (250.8→272.44), generating €258.85 unrealized PnL. Selling captures profit as price reverts toward mean. All other holdings are at or near avg_price with no significant deviations. No buys as candidates list is empty and no clear mean-reversion setups available. Avoided overtrading per rules."
}
Prompts & responses
#1834openrouterminimax/minimax-m2.12026-03-30T12:37:13.068242+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": "EU", "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": "CRST_CFD.UK", "name": "CREST NICHOLSON HOLDINGS", "sector": "", "last_price": 167.8, "change_1d_pct": 24.85119047619049, "distance_from_ma200_pct": 1.2720261375977815, "distance_from_ma50_pct": 17.82963155418549, "volatility_20d_pct": 158.46878099582966, "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": "MCG_CFD.UK", "name": "MOBICO GROUP PLC", "sector": "", "last_price": 23.88, "change_1d_pct": -4.250200481154776, "distance_from_ma200_pct": -13.633157923289751, "distance_from_ma50_pct": 0.9358119246278163, "volatility_20d_pct": 236.12122528317374, "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": "LMP_CFD.UK", "name": "LONDONMETRIC PROPERTY PLC", "sector": "", "last_price": 214.0, "change_1d_pct": 11.57455683003128, "distance_from_ma200_pct": 12.507879494597773, "distance_from_ma50_pct": 10.77384329331672, "volatility_20d_pct": 54.89150861607771, "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": "SPX_CFD.UK", "name": "SPIRAX-SARCO ENGINEERING PLC", "sector": "", "last_price": 7608.71, "change_1d_pct": 10.91413994169097, "distance_from_ma200_pct": 15.905097055024719, "distance_from_ma50_pct": 8.459177525660632, "volatility_20d_pct": 84.71063298478786, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "PAGE_CFD.UK", "name": "PAGEGROUP PLC", "sector": "", "last_price": 152.7, "change_1d_pct": -36.79635761589404, "distance_from_ma200_pct": -40.61156091058385, "distance_from_ma50_pct": -31.72721647345812, "volatility_20d_pct": 193.22753953431183, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "FUTR_CFD.UK", "name": "FUTURE PLC", "sector": "", "last_price": 419.8, "change_1d_pct": -21.238273921200744, "distance_from_ma200_pct": -37.8057811437588, "distance_from_ma50_pct": -23.777028015845957, "volatility_20d_pct": 154.26286041137905, "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": 108.4, "change_1d_pct": 4.230769230769238, "distance_from_ma200_pct": 7.40452119530135, "distance_from_ma50_pct": 9.771484932749797, "volatility_20d_pct": 98.9832071461764, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "SHC_CFD.UK", "name": "SHAFTESBURY CAPITAL PLC", "sector": "", "last_price": 140.4, "change_1d_pct": -2.9045643153526868, "distance_from_ma200_pct": 0.26963533347688085, "distance_from_ma50_pct": -0.771073778544229, "volatility_20d_pct": 63.75522821252001, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "PAG_CFD.UK", "name": "PARAGON BANKING GROUP PLC", "sector": "", "last_price": 852.5, "change_1d_pct": -3.399433427762044, "distance_from_ma200_pct": -1.3404962254783492, "distance_from_ma50_pct": 0.699141440891915, "volatility_20d_pct": 71.52779356208148, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "SAFE_CFD.UK", "name": "SAFESTORE HOLDINGS PLC", "sector": "", "last_price": 708.0, "change_1d_pct": 0.14144271570013522, "distance_from_ma200_pct": 7.079918522466522, "distance_from_ma50_pct": -2.535991476029087, "volatility_20d_pct": 107.99712610776675, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "RHIM_CFD.UK", "name": "RHI MAGNESITA NV", "sector": "", "last_price": 2550.0, "change_1d_pct": -6.764168190127973, "distance_from_ma200_pct": -2.35709026809392, "distance_from_ma50_pct": 0.9429816244979738, "volatility_20d_pct": 151.25590362229855, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "UTG_CFD.UK", "name": "UNITE GROUP PLC/THE", "sector": "", "last_price": 505.0, "change_1d_pct": -8.265213442325159, "distance_from_ma200_pct": -32.12786599325862, "distance_from_ma50_pct": -13.548388422126267, "volatility_20d_pct": 98.87339279796446, "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": "CBG_CFD.UK", "name": "CLOSE BROTHERS GROUP PLC", "sector": "", "last_price": 372.74, "change_1d_pct": -26.625984251968504, "distance_from_ma200_pct": -13.365429078084645, "distance_from_ma50_pct": -22.129222788055436, "volatility_20d_pct": 169.0552301316783, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "RSW_CFD.UK", "name": "RENISHAW PLC", "sector": "", "last_price": 4100.0, "change_1d_pct": 18.155619596541793, "distance_from_ma200_pct": 36.779911314574385, "distance_from_ma50_pct": 14.333028240759926, "volatility_20d_pct": 92.61568245477878, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "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": "EMG_CFD.UK", "name": "MAN GROUP PLC/JERSEY", "sector": "", "last_price": 269.6, "change_1d_pct": 2.353834472285521, "distance_from_ma200_pct": 42.186331073171914, "distance_from_ma50_pct": 15.516783354614262, "volatility_20d_pct": 86.92367167139048, "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": "PZC_CFD.UK", "name": "PZ CUSSONS PLC", "sector": "", "last_price": 77.7, "change_1d_pct": -13.858093126385807, "distance_from_ma200_pct": 2.9808107121248817, "distance_from_ma50_pct": 2.5905093876257723, "volatility_20d_pct": 92.73478468401771, "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": "OCDO_CFD.UK", "name": "OCADO GROUP PLC", "sector": "", "last_price": 217.0, "change_1d_pct": -21.148255813953487, "distance_from_ma200_pct": -15.81606625159202, "distance_from_ma50_pct": -5.48311196636071, "volatility_20d_pct": 241.3119670937803, "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": "HWDN_CFD.UK", "name": "HOWDEN JOINERY GROUP PLC", "sector": "", "last_price": 843.0, "change_1d_pct": -2.686229466563539, "distance_from_ma200_pct": 2.9144756901175572, "distance_from_ma50_pct": 0.6796292983215046, "volatility_20d_pct": 44.16384759940265, "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": "LRE_CFD.UK", "name": "LANCASHIRE HOLDINGS LTD", "sector": "", "last_price": 611.0, "change_1d_pct": -7.424242424242422, "distance_from_ma200_pct": 0.4068944205071867, "distance_from_ma50_pct": -6.396619125545266, "volatility_20d_pct": 86.32350801127552, "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": "STJ_CFD.UK", "name": "ST JAMES'S PLACE PLC", "sector": "", "last_price": 1280.0, "change_1d_pct": -14.836992681304062, "distance_from_ma200_pct": 4.633703562254432, "distance_from_ma50_pct": -6.669417974449299, "volatility_20d_pct": 125.87476157380789, "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": "ABDN_CFD.UK", "name": "Aberdeen Group Plc", "sector": "", "last_price": 202.6, "change_1d_pct": -7.741347905282336, "distance_from_ma200_pct": 6.460345885775287, "distance_from_ma50_pct": -2.3285905331046353, "volatility_20d_pct": 82.55854119558269, "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": "LIO_CFD.UK", "name": "LIONTRUST ASSET MANAGEMENT", "sector": "", "last_price": 257.5, "change_1d_pct": -4.629629629629628, "distance_from_ma200_pct": -20.98457818422561, "distance_from_ma50_pct": -0.39493890244891583, "volatility_20d_pct": 5544.13069622931, "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": "BBY_CFD.UK", "name": "BALFOUR BEATTY PLC", "sector": "", "last_price": 722.5, "change_1d_pct": -1.0951403148528382, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -1.628407265201648, "volatility_20d_pct": 2239.4661443465884, "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": "CPG_CFD.UK", "name": "COMPASS GROUP PLC", "sector": "", "last_price": 2287.0, "change_1d_pct": -0.823937554206422, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 2.8011537977172374, "volatility_20d_pct": 2808.1897930853006, "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": "TRST_CFD.UK", "name": "TRUSTPILOT AS", "sector": "", "last_price": 193.5, "change_1d_pct": 44.080416976917334, "distance_from_ma200_pct": -9.566423578720663, "distance_from_ma50_pct": 7.968463165177786, "volatility_20d_pct": 306.1390586005606, "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": "KGF_CFD.UK", "name": "KINGFISHER PLC", "sector": "", "last_price": 298.6, "change_1d_pct": -16.592178770949715, "distance_from_ma200_pct": 1.7661505198389493, "distance_from_ma50_pct": -8.10124743477527, "volatility_20d_pct": 106.76236046208503, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "PSN_CFD.UK", "name": "PERSIMMON PLC", "sector": "", "last_price": 1125.0, "change_1d_pct": -18.181818181818176, "distance_from_ma200_pct": -10.441765693528215, "distance_from_ma50_pct": -17.60321899687448, "volatility_20d_pct": 125.39714948121237, "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": "PNL_CFD.NL", "name": "PostNL", "sector": "", "last_price": 1.072, "change_1d_pct": -4.541406945681203, "distance_from_ma200_pct": 4.171221728251107, "distance_from_ma50_pct": -6.07366908491922, "volatility_20d_pct": 61.366406422263864, "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": "BIG_CFD.FR", "name": "Bigben Interactive", "sector": "", "last_price": 0.277, "change_1d_pct": -5.782312925170052, "distance_from_ma200_pct": -73.73013163385305, "distance_from_ma50_pct": -55.795991318779514, "volatility_20d_pct": 291.9059308593785, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "GROW_CFD.UK", "name": "MOLTEN VENTURES PLC", "sector": "", "last_price": 465.0, "change_1d_pct": 1.572739187418093, "distance_from_ma200_pct": 22.569628774815076, "distance_from_ma50_pct": -4.275686024250158, "volatility_20d_pct": 115.72658030340939, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "GRG_CFD.UK", "name": "GREGGS PLC", "sector": "", "last_price": 1529.0, "change_1d_pct": -2.9206349206349236, "distance_from_ma200_pct": -8.939548634961259, "distance_from_ma50_pct": -6.2632574039152455, "volatility_20d_pct": 114.30891013276798, "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": "SRP_CFD.UK", "name": "SERCO GROUP PLC", "sector": "", "last_price": 300.0, "change_1d_pct": -0.3984063745019917, "distance_from_ma200_pct": 34.11120814305375, "distance_from_ma50_pct": 6.89280433272168, "volatility_20d_pct": 77.89780733903845, "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": "BYIT_CFD.UK", "name": "BYTES TECHNOLOGY GROUP PLC", "sector": "", "last_price": 316.4, "change_1d_pct": 1.9329896907216426, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -3.036395062333752, "volatility_20d_pct": 3610.9502328075146, "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": "OSB_CFD.UK", "name": "OSB GROUP PLC", "sector": "", "last_price": 528.5, "change_1d_pct": -16.244057052297943, "distance_from_ma200_pct": -1.8378243844316744, "distance_from_ma50_pct": -10.974869814433564, "volatility_20d_pct": 90.32554714918702, "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": "HIK_CFD.UK", "name": "HIKMA PHARMACEUTICALS PLC", "sector": "", "last_price": 1267.0, "change_1d_pct": -19.55555555555556, "distance_from_ma200_pct": -28.881851790845626, "distance_from_ma50_pct": -15.711709832205766, "volatility_20d_pct": 155.5956600941246, "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": "KOF_CFD.FR", "name": "Kaufman & Broad", "sector": "", "last_price": 28.7, "change_1d_pct": -2.876480541455162, "distance_from_ma200_pct": -4.956737929795485, "distance_from_ma50_pct": -6.483831152158304, "volatility_20d_pct": 56.36298173666459, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "ATG_CFD.UK", "name": "AUCTION TECHNOLOGY GROUP", "sector": "", "last_price": 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": "ROR_CFD.UK", "name": "ROTORK PLC", "sector": "", "last_price": 315.64, "change_1d_pct": -7.815420560747666, "distance_from_ma200_pct": -3.440121571713639, "distance_from_ma50_pct": -7.465605958975752, "volatility_20d_pct": 114.53961834922319, "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": "COTY_CFD.US", "name": "Coty Inc", "sector": "", "last_price": 2.05, "change_1d_pct": -3.7558685446009377, "distance_from_ma200_pct": -45.233292814875185, "distance_from_ma50_pct": -22.100623195014435, "volatility_20d_pct": 76.36828551252826, "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": "UKW_CFD.UK", "name": "GREENCOAT UK WIND PLC", "sector": "", "last_price": 100.7, "change_1d_pct": 1.6658253407370038, "distance_from_ma200_pct": -9.705655680854775, "distance_from_ma50_pct": -2.946868470357833, "volatility_20d_pct": 63.21786303082545, "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": "HMSO_CFD.UK", "name": "HAMMERSON PLC", "sector": "", "last_price": 355.4, "change_1d_pct": 14.129736673089276, "distance_from_ma200_pct": 22.516025502913806, "distance_from_ma50_pct": 10.006914897239172, "volatility_20d_pct": 87.54938293511039, "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": "ALLFG_CFD.NL", "name": "ALLFUNDS GROUP PLC", "sector": "", "last_price": 8.405, "change_1d_pct": -0.8844339622641639, "distance_from_ma200_pct": 30.92501914028758, "distance_from_ma50_pct": 5.137936469416782, "volatility_20d_pct": 204.89479947101123, "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": "NVAX_CFD.US", "name": "NOVAVAX INC", "sector": "", "last_price": 8.61, "change_1d_pct": -10.68464730290457, "distance_from_ma200_pct": 7.390753918016313, "distance_from_ma50_pct": -8.001025772534954, "volatility_20d_pct": 178.31142153329148, "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": "SKB_CFD.DE", "name": "Koenig & Bauer AG", "sector": "", "last_price": 7.98, "change_1d_pct": -7.20930232558139, "distance_from_ma200_pct": -32.93599169011385, "distance_from_ma50_pct": -12.28436573242555, "volatility_20d_pct": 98.22908386605988, "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": "SGRO_CFD.UK", "name": "SEGRO PLC", "sector": "", "last_price": 735.4, "change_1d_pct": -2.051145444858815, "distance_from_ma200_pct": 8.121221031738735, "distance_from_ma50_pct": 0.6415109419246168, "volatility_20d_pct": 82.62107653630062, "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
{
  "raw": {
    "id": "gen-1774874233-lvRqhDivzsuDDWNcF45N",
    "model": "minimax/minimax-m2.1",
    "usage": {
      "cost": 0.0074841,
      "is_byok": false,
      "cost_details": {
        "upstream_inference_cost": 0.0074841,
        "upstream_inference_prompt_cost": 0.0026841,
        "upstream_inference_completions_cost": 0.0048
      },
      "total_tokens": 12947,
      "prompt_tokens": 8947,
      "completion_tokens": 4000,
      "prompt_tokens_details": {
        "audio_tokens": 0,
        "video_tokens": 0,
        "cached_tokens": 0,
        "cache_write_tokens": 0
      },
      "completion_tokens_details": {
        "audio_tokens": 0,
        "image_tokens": 0,
        "reasoning_tokens": 3187
      }
    },
    "object": "chat.completion",
    "choices": [
      {
        "index": 0,
        "message": {
          "role": "assistant",
          "content": "{\n  \"selected_stocks\": [\n    {\n      \"symbol\": \"PAGE_CFD.UK\",\n      \"mean_reversion_score\": 95,\n      \"selection_reason\": \"Strong LONG mean reversion: -40.6% from MA200, -31.7% from MA50, -36.8% 1-day drop; significant oversold condition with high volatility but manageable\"\n    },\n    {\n      \"symbol\": \"RSW_CFD.UK\",\n      \"mean_reversion_score\": 94,\n      \"selection_reason\": \"Strong SHORT mean reversion: +36.8% from MA200, +14.3% from MA50, +18.2% 1-day gain; extreme overextension with moderate volatility\"\n    },\n    {\n      \"symbol\": \"FUTR_CFD.UK\",\n      \"mean_reversion_score\": 93,\n      \"selection_reason\": \"Strong LONG mean reversion: -37.8% from MA200, -23.8% from MA50, -21.2% 1-day drop; significant oversold condition with high volatility\"\n    },\n    {\n      \"symbol\": \"BOY_CFD.UK\",\n      \"mean_reversion_score\": 92,\n      \"selection_reason\": \"Strong SHORT mean reversion: +28.7%",
          "refusal": null,
          "reasoning": "Let me analyze this task carefully.\n\n**Task**: Stage 1 universe scan for EU region\n**Strategy**: meanrev-v1 (Two-Stage LLM Mean-Reversion)\n**Selection Rules**:\n- Select exactly 5 candidates\n- Short-term mean reversion (2-10 trading days)\n- Avoid earnings within 5 trading days (all have null days_to_earnings, so unknown)\n- Avoid sector concentration: max 1 per sector (sectors are mostly unknown)\n- Avoid binary/event-driven moves (unknown)\n\n**Universe**: 50+ European stocks with technical data\n\n**Mean Reversion Criteria** (for this strategy):\n- Looking for stocks that have moved significantly away from moving averages and may revert\n- Key indicators:\n  - distance_from_ma200_pct: how far from 200-day MA\n  - distance_from_ma50_pct: how far from 50-day MA\n  - change_1d_pct: recent price change\n  - volatility_20d_pct: should be reasonable (not too extreme)\n\n**Mean Reversion Logic**:\n- For LONG mean reversion: price has dropped significantly below moving averages (negative distance)\n- For SHORT mean reversion: price has risen significantly above moving averages (positive distance)\n\nGiven this is a \"short-term mean reversion\" strategy, I should look for:\n1. Stocks that have moved away from their moving averages\n2. The move should be significant (large distance from MA)\n3. Volatility should be reasonable (not extremely high which could indicate binary events)\n4. The move should be recent (large 1-day change)\n\nLet me filter for mean reversion candidates:\n\n**Candidates for LONG (price below MA, may revert up)**:\nLooking for negative distance_from_ma50_pct or distance_from_ma200_pct with significant magnitude:\n\n1. PAGE_CFD.UK: -31.73% from MA50, -40.61% from MA200, change_1d: -36.8%\n   - Very oversold, potential mean reversion candidate\n   - Volatility: 193% - high but not extreme\n   \n2. FUTR_CFD.UK: -23.78% from MA50, -37.81% from MA200, change_1d: -21.24%\n   - Strongly oversold, good mean reversion potential\n   - Volatility: 154% - moderate\n\n3. CBG_CFD.UK: -22.13% from MA50, -13.37% from MA200, change_1d: -26.63%\n   - Significantly oversold, potential recovery candidate\n   - Volatility: 169% - relatively high\n\n4. UTG_CFD.UK: -13.55% from MA50, -32.13% from MA200, change_1d: -8.27%\n   - Moderately oversold, potential mean reversion opportunity\n   - Volatility: 99% - moderate range\n\n5. HIK_CFD.UK: -15.71% from MA50, -28.88% from MA200, change_1d: -19.56%\n   - Substantially oversold, attractive mean reversion candidate\n   - Volatility: 156% - relatively high\n\n6. OCDO_CFD.UK: -5.48% from MA50, -15.82% from MA200, change_1d: -21.15%\n   - Mildly oversold, potential mean reversion scenario\n   - Volatility: 241% - high volatility, caution needed\n\n7. KGF_CFD.UK: -8.1% from MA50, 1.77% from MA200, change_1d: -16.59%\n   - Slightly oversold, moderate mean reversion potential\n   - Volatility: 107% - moderate\n\n8. PSN_CFD.UK: -17.6% from MA50, -10.44% from MA200, change_1d: -18.18%\n   - Moderately oversold, potential recovery candidate\n   - Volatility: 125% - moderate\n\n9. ST\n\nJ_CFD.UK: -6.67% from MA50, 4.63% from MA200, change_1d: -14.84%\n   - Mildly oversold, potential mean reversion scenario\n   - Volatility: 126% - moderate\n\n10. OSB_CFD.UK: -10.97% from MA50, -1.84% from MA200, change_1d: -16.24%\n    - Slightly oversold, moderate mean reversion potential\n    - Volatility: 90% - relatively low\n\n11. COTY_CFD.US: -22.1% from MA50, -45.23% from MA200, change_1d: -3.76%\n    - Significantly oversold, potential recovery candidate\n    - Volatility: 76% - low volatility\n\n12. ROR_CFD.UK: -7.47% from MA50, -3.44% from MA200, change_1d: -7.82%\n    - Mildly oversold, moderate mean reversion potential\n    - Volatility: 115% - moderate\n\n13. SKB_CFD.DE: -12.28% from MA50, -32.94% from MA200, change_1d: -7.21%\n    - Substantially oversold, attractive mean reversion candidate\n    - Volatility: 98% - moderate\n\n14. LIO_CFD.UK: -0.39% from MA50, -20.98% from MA200, change_1d: -4.63%\n    - Slightly oversold, potential mean reversion scenario\n    - Volatility: 5544% - extremely high, high risk\n\n15. BIG_CFD.FR: -55.8% from MA50, -73.73% from MA200, change_1d: -5.78%\n    - Extremely oversold, potential recovery candidate\n    - Volatility: 292% - very high volatility, extreme caution\n\n16. PZC_CFD.UK: 2.59% from MA50, 2.98% from MA200, change_1d: -13.86%\n    - Near moving averages, limited mean reversion potential\n    - Volatility: 93% - moderate\n\n17. KOF_CFD.FR: -6.48% from MA50, -4.96% from MA200, change_1d: -2.88%\n    - Mildly oversold, minimal mean reversion opportunity\n    - Volatility: 56% - low volatility\n\n18. ATG_CFD.UK: 5.84% from MA50, -24.99% from MA200, change_1d: 12.01%\n    - Mixed signals, limited mean reversion potential\n    - Volatility: 172% - relatively high\n\n19. NVAX_CFD.US: -8% from MA50, 7.39% from MA200, change_1d: -10.68%\n    - Slightly oversold, moderate mean reversion potential\n    - Volatility: 178% - high volatility, caution needed\n\n**Candidates for SHORT (price above MA, may revert down)**:\nLooking for positive distance_from_ma50_pct or distance_from_ma200_pct with significant magnitude:\n\n1. TRST_CFD.UK: 7.97% from MA50, -9.57% from MA200, change_1d: +44.08%\n   - Extreme 1-day surge, potential short opportunity\n   - Volatility: 306% - extremely high, binary event risk\n\n2. CRST_CFD.UK: 17.83% from MA50, 1.27% from MA200, change_1d: +24.85%\n   - Significant overextension, potential short candidate\n   - Volatility: 158% - high volatility\n\n3. BOY_CFD.UK: 18.64% from MA50, 28.65% from MA200, change_1d: +24.16%\n   - Strongly overextended, potential short opportunity\n   - Volatility: 103% - moderate volatility\n\n4. LMP_CFD.UK: 10.77% from MA50, 12.51% from MA200, change_1d: +11.57%\n   - Moderately overextended, potential short candidate\n   - Volatility: 55% - low volatility\n\n5. SPX_CFD.UK: 8.46% from MA50, 15.91% from MA200, change_1d: +10.91%\n   - Slightly overextended, potential short opportunity\n   - Volatility: 85% - moderate volatility\n\n6. RSW_CFD.UK: 14.33% from MA50, 36.78% from MA200, change_1d: +18.16%\n   - Significantly overextended, potential short candidate\n   - Volatility: 93% - moderate volatility\n\n7. DLN_CFD.UK: 12.15% from MA50, 5.07% from MA200, change_1d: +10.4%\n   - Moderately overextended, potential short opportunity\n   - Volatility: 115% - moderate volatility\n\n8. EMG_CFD.UK: 15.52% from MA50, 42.19% from MA200, change_1d: +2.35%\n   - Highly overextended, potential short candidate\n   - Volatility: 87% - moderate volatility\n\n9. GROW_CFD.UK: -4.28% from MA50, 22.57% from MA200, change_1d: +1.57%\n   - Slightly overextended, potential short opportunity\n   - Volatility: 116% - moderate volatility\n\n10. SRP_CFD.UK: 6.89% from MA50, 34.11% from MA200, change_1d: -0.4%\n    - Moderately overextended, potential short candidate\n    - Volatility: 78% - low volatility\n\n11. HMSO_CFD.UK: 10.01% from MA50, 22.52% from MA200, change_1d: +14.13%\n    - Significantly overextended, potential short opportunity\n    - Volatility: 88% - moderate volatility\n\n12. ALLFG_CFD.NL: 5.14% from MA50, 30.93% from MA200, change_1d: -0.88%\n    - Moderately overextended, potential short candidate\n    - Volatility: 205% - high volatility\n\n13. SGRO_CFD.UK: 0.64% from MA50, 8.12% from MA200, change_1d: -2.05%\n    - Slightly overextended, potential short opportunity\n    - Volatility: 83% - moderate volatility\n\n**Extreme Volatility Concerns**:\n- LIO_CFD.UK: 5544% volatility - extreme outlier\n- BBY_CFD.UK: 2239% volatility - extreme outlier\n- CPG_CFD.UK: 2808% volatility - extreme outlier\n- BYIT_CFD.UK: 3611% volatility - extreme outlier\n\nThese extreme volatility stocks likely represent data anomalies or highly binary situations that should be avoided.\n\n**Mean Reversion Candidates Selection**:\n\nFor a balanced mean reversion strategy, I'll select from both LONG and SHORT candidates:\n\n**Top 5 Mean Reversion Candidates**:\n\n1. **BOY_CFD.UK** (SHORT candidate):\n   - Strong overextension: +28.65% from MA200, +18.64% from MA50\n   - Large 1-day gain: +24.16%\n   - Moderate volatility: 103%\n   - Clear mean reversion potential as price has risen significantly above moving averages\n\n2. **PAGE_CFD.UK** (LONG candidate):\n   - Significant oversold: -40.61% from MA200, -31.73% from MA50\n   - Large 1-day drop: -36.8%\n   - High but manageable volatility: 193%\n   - Strong mean reversion potential as price has fallen significantly below moving averages\n\n3. **CRST_CFD.UK** (SHORT candidate):\n   - Moderate overextension: +17.83% from MA50, +1.27% from MA200\n   - Large 1-day gain: +24.85%\n   - High volatility: 158%\n   - Potential mean reversion as price has risen significantly above short-term moving average\n\n4. **FUTR_CFD.UK** (LONG candidate):\n   - Significant oversold: -37.81% from MA200, -23.78% from MA50\n   - Large 1-day drop: -21.24%\n   - High volatility: 154%\n   - Strong mean reversion potential as price has fallen significantly below moving averages\n\n5. **RSW_CFD.UK** (SHORT candidate):\n   - Strong overextension: +36.78% from MA200, +14.33% from MA50\n   - Large 1-day gain: +18.16%\n   - Moderate volatility: 93%\n   - Clear mean reversion potential as price has risen significantly above moving averages\n\n**Alternative Considerations**:\n- **CBG_CFD.UK**: Strong LONG candidate with -26.63% 1-day drop, -22.13% from MA50\n- **HIK_CFD.UK**: Strong LONG candidate with -19.56% 1-day drop, -28.88% from MA200\n- **LMP_CFD.UK**: Moderate SHORT candidate with +11.57% 1-day gain, +12.51% from MA200\n- **SPX_CFD.UK**: Moderate SHORT candidate with +10.91% 1-day gain, +15.91% from MA200\n- **TRST_CFD.UK**: Extreme SHORT candidate with +44.08% 1-day gain, but extremely high volatility (306%) suggests potential binary event\n\n**Final Selection - 5 Candidates**:\n\n1. **BOY_CFD.UK** - Strong SHORT mean reversion candidate\n2. **PAGE_CFD.UK** - Strong LONG mean reversion candidate\n3. **CRST_CFD.UK** - Strong SHORT mean reversion candidate\n4. **FUTR_CFD.UK** - Strong LONG mean reversion candidate\n5. **RSW_CFD.UK** - Strong SHORT mean reversion candidate\n\nThis selection provides a balanced mix of LONG and SHORT mean reversion opportunities with clear technical signals.\n\n**Mean Reversion Scoring**:\n\n1. **BOY_CFD.UK**:\n   - Distance from MA200: +28.65% (strong overextension)\n   - Distance from MA50: +18.64% (strong overextension)\n   - 1-day change: +24.16% (recent significant move)\n   - Volatility: 103% (moderate)\n   - Score: 92/100\n\n2. **PAGE_CFD.UK**:\n   - Distance from MA200: -40.61% (strong oversold)\n   - Distance from MA50: -31.73% (strong oversold)\n   - 1-day change: -36.8% (recent significant drop)\n   - Volatility: 193% (high but manageable)\n   - Score: 95/100\n\n3. **CRST_CFD.UK**:\n   - Distance from MA200: +1.27% (slight overextension)\n   - Distance from MA50: +17.83% (strong overextension)\n   - 1-day change: +24.85% (recent significant move)\n   - Volatility: 158% (high)\n   - Score: 85/100\n\n4. **FUTR_CFD.UK**:\n   - Distance from MA200: -37.81% (strong oversold)\n   - Distance from MA50: -23.78% (strong oversold)\n   - 1-day change: -21.24% (recent significant drop)\n   - Volatility: 154% (high)\n   - Score: 93/100\n\n5. **RSW_CFD.UK**:\n   - Distance from MA200: +36.78% (extreme overextension)\n   - Distance from MA50: +14.33% (moderate overextension)\n   - 1-day change: +18.16% (recent significant move)\n   - Volatility: 93% (moderate)\n   - Score: 94/100\n\n**Sector Concentration**: All sectors are unknown, so this constraint is not applicable.\n\n**Earnings Avoidance**: All stocks have null days_to_earnings, so earnings timing is unknown.\n\n**Rejected Stocks**:\n- TRST_CFD.UK: Extreme volatility (306%) suggests potential binary event\n- CBG_CFD.UK: Strong candidate but slightly lower mean reversion score\n- HIK_CFD.UK: Strong candidate but slightly lower mean reversion score\n- LMP_CFD.UK: Moderate candidate with lower mean reversion potential\n- SPX_CFD.UK: Moderate candidate with lower mean reversion potential\n- Extreme volatility stocks (LIO, BBY, CPG, BYIT): Data anomalies or binary events\n",
          "reasoning_details": [
            {
              "text": "Let me analyze this task carefully.\n\n**Task**: Stage 1 universe scan for EU region\n**Strategy**: meanrev-v1 (Two-Stage LLM Mean-Reversion)\n**Selection Rules**:\n- Select exactly 5 candidates\n- Short-term mean reversion (2-10 trading days)\n- Avoid earnings within 5 trading days (all have null days_to_earnings, so unknown)\n- Avoid sector concentration: max 1 per sector (sectors are mostly unknown)\n- Avoid binary/event-driven moves (unknown)\n\n**Universe**: 50+ European stocks with technical data\n\n**Mean Reversion Criteria** (for this strategy):\n- Looking for stocks that have moved significantly away from moving averages and may revert\n- Key indicators:\n  - distance_from_ma200_pct: how far from 200-day MA\n  - distance_from_ma50_pct: how far from 50-day MA\n  - change_1d_pct: recent price change\n  - volatility_20d_pct: should be reasonable (not too extreme)\n\n**Mean Reversion Logic**:\n- For LONG mean reversion: price has dropped significantly below moving averages (negative distance)\n- For SHORT mean reversion: price has risen significantly above moving averages (positive distance)\n\nGiven this is a \"short-term mean reversion\" strategy, I should look for:\n1. Stocks that have moved away from their moving averages\n2. The move should be significant (large distance from MA)\n3. Volatility should be reasonable (not extremely high which could indicate binary events)\n4. The move should be recent (large 1-day change)\n\nLet me filter for mean reversion candidates:\n\n**Candidates for LONG (price below MA, may revert up)**:\nLooking for negative distance_from_ma50_pct or distance_from_ma200_pct with significant magnitude:\n\n1. PAGE_CFD.UK: -31.73% from MA50, -40.61% from MA200, change_1d: -36.8%\n   - Very oversold, potential mean reversion candidate\n   - Volatility: 193% - high but not extreme\n   \n2. FUTR_CFD.UK: -23.78% from MA50, -37.81% from MA200, change_1d: -21.24%\n   - Strongly oversold, good mean reversion potential\n   - Volatility: 154% - moderate\n\n3. CBG_CFD.UK: -22.13% from MA50, -13.37% from MA200, change_1d: -26.63%\n   - Significantly oversold, potential recovery candidate\n   - Volatility: 169% - relatively high\n\n4. UTG_CFD.UK: -13.55% from MA50, -32.13% from MA200, change_1d: -8.27%\n   - Moderately oversold, potential mean reversion opportunity\n   - Volatility: 99% - moderate range\n\n5. HIK_CFD.UK: -15.71% from MA50, -28.88% from MA200, change_1d: -19.56%\n   - Substantially oversold, attractive mean reversion candidate\n   - Volatility: 156% - relatively high\n\n6. OCDO_CFD.UK: -5.48% from MA50, -15.82% from MA200, change_1d: -21.15%\n   - Mildly oversold, potential mean reversion scenario\n   - Volatility: 241% - high volatility, caution needed\n\n7. KGF_CFD.UK: -8.1% from MA50, 1.77% from MA200, change_1d: -16.59%\n   - Slightly oversold, moderate mean reversion potential\n   - Volatility: 107% - moderate\n\n8. PSN_CFD.UK: -17.6% from MA50, -10.44% from MA200, change_1d: -18.18%\n   - Moderately oversold, potential recovery candidate\n   - Volatility: 125% - moderate\n\n9. ST\n\nJ_CFD.UK: -6.67% from MA50, 4.63% from MA200, change_1d: -14.84%\n   - Mildly oversold, potential mean reversion scenario\n   - Volatility: 126% - moderate\n\n10. OSB_CFD.UK: -10.97% from MA50, -1.84% from MA200, change_1d: -16.24%\n    - Slightly oversold, moderate mean reversion potential\n    - Volatility: 90% - relatively low\n\n11. COTY_CFD.US: -22.1% from MA50, -45.23% from MA200, change_1d: -3.76%\n    - Significantly oversold, potential recovery candidate\n    - Volatility: 76% - low volatility\n\n12. ROR_CFD.UK: -7.47% from MA50, -3.44% from MA200, change_1d: -7.82%\n    - Mildly oversold, moderate mean reversion potential\n    - Volatility: 115% - moderate\n\n13. SKB_CFD.DE: -12.28% from MA50, -32.94% from MA200, change_1d: -7.21%\n    - Substantially oversold, attractive mean reversion candidate\n    - Volatility: 98% - moderate\n\n14. LIO_CFD.UK: -0.39% from MA50, -20.98% from MA200, change_1d: -4.63%\n    - Slightly oversold, potential mean reversion scenario\n    - Volatility: 5544% - extremely high, high risk\n\n15. BIG_CFD.FR: -55.8% from MA50, -73.73% from MA200, change_1d: -5.78%\n    - Extremely oversold, potential recovery candidate\n    - Volatility: 292% - very high volatility, extreme caution\n\n16. PZC_CFD.UK: 2.59% from MA50, 2.98% from MA200, change_1d: -13.86%\n    - Near moving averages, limited mean reversion potential\n    - Volatility: 93% - moderate\n\n17. KOF_CFD.FR: -6.48% from MA50, -4.96% from MA200, change_1d: -2.88%\n    - Mildly oversold, minimal mean reversion opportunity\n    - Volatility: 56% - low volatility\n\n18. ATG_CFD.UK: 5.84% from MA50, -24.99% from MA200, change_1d: 12.01%\n    - Mixed signals, limited mean reversion potential\n    - Volatility: 172% - relatively high\n\n19. NVAX_CFD.US: -8% from MA50, 7.39% from MA200, change_1d: -10.68%\n    - Slightly oversold, moderate mean reversion potential\n    - Volatility: 178% - high volatility, caution needed\n\n**Candidates for SHORT (price above MA, may revert down)**:\nLooking for positive distance_from_ma50_pct or distance_from_ma200_pct with significant magnitude:\n\n1. TRST_CFD.UK: 7.97% from MA50, -9.57% from MA200, change_1d: +44.08%\n   - Extreme 1-day surge, potential short opportunity\n   - Volatility: 306% - extremely high, binary event risk\n\n2. CRST_CFD.UK: 17.83% from MA50, 1.27% from MA200, change_1d: +24.85%\n   - Significant overextension, potential short candidate\n   - Volatility: 158% - high volatility\n\n3. BOY_CFD.UK: 18.64% from MA50, 28.65% from MA200, change_1d: +24.16%\n   - Strongly overextended, potential short opportunity\n   - Volatility: 103% - moderate volatility\n\n4. LMP_CFD.UK: 10.77% from MA50, 12.51% from MA200, change_1d: +11.57%\n   - Moderately overextended, potential short candidate\n   - Volatility: 55% - low volatility\n\n5. SPX_CFD.UK: 8.46% from MA50, 15.91% from MA200, change_1d: +10.91%\n   - Slightly overextended, potential short opportunity\n   - Volatility: 85% - moderate volatility\n\n6. RSW_CFD.UK: 14.33% from MA50, 36.78% from MA200, change_1d: +18.16%\n   - Significantly overextended, potential short candidate\n   - Volatility: 93% - moderate volatility\n\n7. DLN_CFD.UK: 12.15% from MA50, 5.07% from MA200, change_1d: +10.4%\n   - Moderately overextended, potential short opportunity\n   - Volatility: 115% - moderate volatility\n\n8. EMG_CFD.UK: 15.52% from MA50, 42.19% from MA200, change_1d: +2.35%\n   - Highly overextended, potential short candidate\n   - Volatility: 87% - moderate volatility\n\n9. GROW_CFD.UK: -4.28% from MA50, 22.57% from MA200, change_1d: +1.57%\n   - Slightly overextended, potential short opportunity\n   - Volatility: 116% - moderate volatility\n\n10. SRP_CFD.UK: 6.89% from MA50, 34.11% from MA200, change_1d: -0.4%\n    - Moderately overextended, potential short candidate\n    - Volatility: 78% - low volatility\n\n11. HMSO_CFD.UK: 10.01% from MA50, 22.52% from MA200, change_1d: +14.13%\n    - Significantly overextended, potential short opportunity\n    - Volatility: 88% - moderate volatility\n\n12. ALLFG_CFD.NL: 5.14% from MA50, 30.93% from MA200, change_1d: -0.88%\n    - Moderately overextended, potential short candidate\n    - Volatility: 205% - high volatility\n\n13. SGRO_CFD.UK: 0.64% from MA50, 8.12% from MA200, change_1d: -2.05%\n    - Slightly overextended, potential short opportunity\n    - Volatility: 83% - moderate volatility\n\n**Extreme Volatility Concerns**:\n- LIO_CFD.UK: 5544% volatility - extreme outlier\n- BBY_CFD.UK: 2239% volatility - extreme outlier\n- CPG_CFD.UK: 2808% volatility - extreme outlier\n- BYIT_CFD.UK: 3611% volatility - extreme outlier\n\nThese extreme volatility stocks likely represent data anomalies or highly binary situations that should be avoided.\n\n**Mean Reversion Candidates Selection**:\n\nFor a balanced mean reversion strategy, I'll select from both LONG and SHORT candidates:\n\n**Top 5 Mean Reversion Candidates**:\n\n1. **BOY_CFD.UK** (SHORT candidate):\n   - Strong overextension: +28.65% from MA200, +18.64% from MA50\n   - Large 1-day gain: +24.16%\n   - Moderate volatility: 103%\n   - Clear mean reversion potential as price has risen significantly above moving averages\n\n2. **PAGE_CFD.UK** (LONG candidate):\n   - Significant oversold: -40.61% from MA200, -31.73% from MA50\n   - Large 1-day drop: -36.8%\n   - High but manageable volatility: 193%\n   - Strong mean reversion potential as price has fallen significantly below moving averages\n\n3. **CRST_CFD.UK** (SHORT candidate):\n   - Moderate overextension: +17.83% from MA50, +1.27% from MA200\n   - Large 1-day gain: +24.85%\n   - High volatility: 158%\n   - Potential mean reversion as price has risen significantly above short-term moving average\n\n4. **FUTR_CFD.UK** (LONG candidate):\n   - Significant oversold: -37.81% from MA200, -23.78% from MA50\n   - Large 1-day drop: -21.24%\n   - High volatility: 154%\n   - Strong mean reversion potential as price has fallen significantly below moving averages\n\n5. **RSW_CFD.UK** (SHORT candidate):\n   - Strong overextension: +36.78% from MA200, +14.33% from MA50\n   - Large 1-day gain: +18.16%\n   - Moderate volatility: 93%\n   - Clear mean reversion potential as price has risen significantly above moving averages\n\n**Alternative Considerations**:\n- **CBG_CFD.UK**: Strong LONG candidate with -26.63% 1-day drop, -22.13% from MA50\n- **HIK_CFD.UK**: Strong LONG candidate with -19.56% 1-day drop, -28.88% from MA200\n- **LMP_CFD.UK**: Moderate SHORT candidate with +11.57% 1-day gain, +12.51% from MA200\n- **SPX_CFD.UK**: Moderate SHORT candidate with +10.91% 1-day gain, +15.91% from MA200\n- **TRST_CFD.UK**: Extreme SHORT candidate with +44.08% 1-day gain, but extremely high volatility (306%) suggests potential binary event\n\n**Final Selection - 5 Candidates**:\n\n1. **BOY_CFD.UK** - Strong SHORT mean reversion candidate\n2. **PAGE_CFD.UK** - Strong LONG mean reversion candidate\n3. **CRST_CFD.UK** - Strong SHORT mean reversion candidate\n4. **FUTR_CFD.UK** - Strong LONG mean reversion candidate\n5. **RSW_CFD.UK** - Strong SHORT mean reversion candidate\n\nThis selection provides a balanced mix of LONG and SHORT mean reversion opportunities with clear technical signals.\n\n**Mean Reversion Scoring**:\n\n1. **BOY_CFD.UK**:\n   - Distance from MA200: +28.65% (strong overextension)\n   - Distance from MA50: +18.64% (strong overextension)\n   - 1-day change: +24.16% (recent significant move)\n   - Volatility: 103% (moderate)\n   - Score: 92/100\n\n2. **PAGE_CFD.UK**:\n   - Distance from MA200: -40.61% (strong oversold)\n   - Distance from MA50: -31.73% (strong oversold)\n   - 1-day change: -36.8% (recent significant drop)\n   - Volatility: 193% (high but manageable)\n   - Score: 95/100\n\n3. **CRST_CFD.UK**:\n   - Distance from MA200: +1.27% (slight overextension)\n   - Distance from MA50: +17.83% (strong overextension)\n   - 1-day change: +24.85% (recent significant move)\n   - Volatility: 158% (high)\n   - Score: 85/100\n\n4. **FUTR_CFD.UK**:\n   - Distance from MA200: -37.81% (strong oversold)\n   - Distance from MA50: -23.78% (strong oversold)\n   - 1-day change: -21.24% (recent significant drop)\n   - Volatility: 154% (high)\n   - Score: 93/100\n\n5. **RSW_CFD.UK**:\n   - Distance from MA200: +36.78% (extreme overextension)\n   - Distance from MA50: +14.33% (moderate overextension)\n   - 1-day change: +18.16% (recent significant move)\n   - Volatility: 93% (moderate)\n   - Score: 94/100\n\n**Sector Concentration**: All sectors are unknown, so this constraint is not applicable.\n\n**Earnings Avoidance**: All stocks have null days_to_earnings, so earnings timing is unknown.\n\n**Rejected Stocks**:\n- TRST_CFD.UK: Extreme volatility (306%) suggests potential binary event\n- CBG_CFD.UK: Strong candidate but slightly lower mean reversion score\n- HIK_CFD.UK: Strong candidate but slightly lower mean reversion score\n- LMP_CFD.UK: Moderate candidate with lower mean reversion potential\n- SPX_CFD.UK: Moderate candidate with lower mean reversion potential\n- Extreme volatility stocks (LIO, BBY, CPG, BYIT): Data anomalies or binary events\n",
              "type": "reasoning.text",
              "index": 0,
              "format": "unknown"
            }
          ]
        },
        "logprobs": null,
        "finish_reason": "length",
        "native_finish_reason": "length"
      }
    ],
    "created": 1774874233,
    "provider": "Friendli",
    "system_fingerprint": null
  }
}
#1835openrouterminimax/minimax-m2.12026-03-30T12:37:40.484336+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": "EU", "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": 0.0, "avg_price": 1868.5, "last_price": 1849.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-06T18:02:13.212382+00:00"}, {"symbol": "AEO_CFD.US", "qty": 0.0, "avg_price": 22.265, "last_price": 18.64, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T21:11:27.888829+00:00"}, {"symbol": "AGFB_CFD.BE", "qty": 0.0, "avg_price": 0.465, "last_price": 0.452, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T21:11:27.888829+00:00"}, {"symbol": "AML_CFD.UK", "qty": 0.0, "avg_price": 36.92, "last_price": 36.04, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T10:26:53.527562+00:00"}, {"symbol": "ATG_CFD.UK", "qty": 0.0, "avg_price": 296.0, "last_price": 326.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T18:49:26.891792+00:00"}, {"symbol": "ATO_CFD.FR", "qty": 0.0, "avg_price": 40.34, "last_price": 39.505, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "AUTO_CFD.UK", "qty": 6.2137531068765535, "avg_price": 482.8, "last_price": 482.8, "unrealized_pnl": 0.0, "opened_at": "2026-03-19T18:04:14.272849+00:00"}, {"symbol": "BIG_CFD.FR", "qty": 0.0, "avg_price": 0.453, "last_price": 0.296, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "BTRW_CFD.UK", "qty": 11.961722488038276, "avg_price": 250.8, "last_price": 272.44, "unrealized_pnl": 258.8516746411481, "opened_at": "2026-03-23T18:04:09.108429+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 20.505809979494188, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "CBG_CFD.UK", "qty": 34.99358450950659, "avg_price": 342.92, "last_price": 342.92, "unrealized_pnl": 0.0, "opened_at": "2026-03-13T18:17:31.188931+00:00"}, {"symbol": "CCL_CFD.UK", "qty": 0.0, "avg_price": 1945.9999999999998, "last_price": 1989.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-06T18:02:13.212382+00:00"}, {"symbol": "CRST_CFD.UK", "qty": 25.246149962130776, "avg_price": 118.83, "last_price": 118.83, "unrealized_pnl": 0.0, "opened_at": "2026-03-23T10:03:51.599067+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 0.0, "avg_price": 349.265, "last_price": 365.38, "unrealized_pnl": 0.0, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "DKNG_CFD.US", "qty": 0.0, "avg_price": 25.28, "last_price": 24.91, "unrealized_pnl": 0.0, "opened_at": "2026-03-05T18:20:59.102726+00:00"}, {"symbol": "DSY_CFD.FR", "qty": 0.0, "avg_price": 17.881, "last_price": 17.133, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "DT_CFD.US", "qty": 0.0, "avg_price": 34.105000000000004, "last_price": 35.864999999999995, "unrealized_pnl": 0.0, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "ERA_CFD.FR", "qty": 0.0, "avg_price": 47.4, "last_price": 48.88, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 0.0, "avg_price": 414.2, "last_price": 368.42, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "GO_CFD.US", "qty": 0.0, "avg_price": 6.53, "last_price": 6.34, "unrealized_pnl": -87.28943338437996, "opened_at": "2026-03-05T18:20:59.102726+00:00"}, {"symbol": "HAIN_CFD.US", "qty": 0.0, "avg_price": 0.63, "last_price": 0.6, "unrealized_pnl": 0.0, "opened_at": "2026-03-20T18:25:08.105367+00:00"}, {"symbol": "HIK_CFD.UK", "qty": 0.0, "avg_price": 1409.0, "last_price": 1244.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "HYQ_CFD.DE", "qty": 0.0, "avg_price": 82.3, "last_price": 77.3, "unrealized_pnl": 0.0, "opened_at": "2026-03-19T10:09:24.325041+00:00"}, {"symbol": "INF_CFD.UK", "qty": 0.0, "avg_price": 795.2, "last_price": 785.85, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T18:21:09.503139+00:00"}, {"symbol": "IWG_CFD.UK", "qty": 34.84320557491289, "avg_price": 172.2, "last_price": 172.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-28T18:06:26.607078+00:00"}, {"symbol": "LIO_CFD.UK", "qty": 0.0, "avg_price": 250.0, "last_price": 250.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "LMND_CFD.US", "qty": 0.0, "avg_price": 48.96, "last_price": 52.07, "unrealized_pnl": 0.0, "opened_at": "2026-02-24T11:23:36.694156+00:00"}, {"symbol": "LMP_CFD.UK", "qty": 0.0, "avg_price": 181.3, "last_price": 181.3, "unrealized_pnl": 0.0, "opened_at": "2026-03-23T10:03:51.599067+00:00"}, {"symbol": "LPE_CFD.FR", "qty": 0.0, "avg_price": 88.414, "last_price": 86.679, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T18:21:09.503139+00:00"}, {"symbol": "LXS_CFD.DE", "qty": 0.0, "avg_price": 13.14, "last_price": 13.24, "unrealized_pnl": 0.0, "opened_at": "2026-03-06T10:33:43.857578+00:00"}, {"symbol": "MAN_CFD.US", "qty": 0.0, "avg_price": 25.68, "last_price": 27.94, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "MDB_CFD.US", "qty": 0.0, "avg_price": 252.01, "last_price": 263.69, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T10:26:53.527562+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 0.0, "avg_price": 204.3, "last_price": 204.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 22.57336343115124, "avg_price": 132.9, "last_price": 132.9, "unrealized_pnl": 0.0, "opened_at": "2026-03-06T10:33:43.857578+00:00"}, {"symbol": "PBB_CFD.DE", "qty": 0.0, "avg_price": 2.826, "last_price": 2.7640000000000002, "unrealized_pnl": 0.0, "opened_at": "2026-03-19T10:09:24.325041+00:00"}, {"symbol": "PROX_CFD.BE", "qty": 0.0, "avg_price": 6.98, "last_price": 7.3, "unrealized_pnl": 0.0, "opened_at": "2026-03-01T10:30:13.622938+00:00"}, {"symbol": "RCO_CFD.FR", "qty": 0.0, "avg_price": 44.34, "last_price": 43.58, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T10:32:09.961595+00:00"}, {"symbol": "RIVN_CFD.US", "qty": 0.0, "avg_price": 15.62, "last_price": 15.1, "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": 417.16, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "RSW_CFD.UK", "qty": 0.0, "avg_price": 3790.0000000000005, "last_price": 3790.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-12T18:01:52.554929+00:00"}, {"symbol": "SGRO_CFD.UK", "qty": 0.0, "avg_price": 789.8, "last_price": 735.4, "unrealized_pnl": 0.0, "opened_at": "2026-03-08T18:08:31.007911+00:00"}, {"symbol": "SYNT_CFD.UK", "qty": 0.0, "avg_price": 27.2, "last_price": 34.9, "unrealized_pnl": 0.0, "opened_at": "2026-03-21T10:00:02.317290+00:00"}, {"symbol": "TCAP_CFD.UK", "qty": 0.0, "avg_price": 247.99999999999997, "last_price": 255.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T18:49:26.891792+00:00"}, {"symbol": "TRN_CFD.UK", "qty": 0.0, "avg_price": 184.5, "last_price": 204.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-08T18:08:31.007911+00:00"}, {"symbol": "TRST_CFD.UK", "qty": 0.0, "avg_price": 151.8, "last_price": 224.82, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 0.0, "avg_price": 92.35, "last_price": 94.79, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "UTG_CFD.UK", "qty": 6.504770164787511, "avg_price": 461.2, "last_price": 461.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-10T18:24:41.570614+00:00"}, {"symbol": "VTY_CFD.UK", "qty": 0.0, "avg_price": 385.0, "last_price": 354.1, "unrealized_pnl": 0.0, "opened_at": "2026-03-10T18:24:41.570614+00:00"}, {"symbol": "WIZZ_CFD.UK", "qty": 0.0, "avg_price": 908.5, "last_price": 878.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T10:20:03.276878+00:00"}, {"symbol": "WPP_CFD.UK", "qty": 0.0, "avg_price": 263.4, "last_price": 257.0, "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": [], "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 significant deviation from avg_price (482.8). Hold for now.",
        "symbol": "AUTO_CFD.UK"
      },
      {
        "reason": "No deviation from avg_price (292.6). Hold.",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "No deviation from avg_price (342.92). Hold.",
        "symbol": "CBG_CFD.UK"
      },
      {
        "reason": "No deviation from avg_price (118.83). Hold.",
        "symbol": "CRST_CFD.UK"
      },
      {
        "reason": "No deviation from avg_price (172.2). Hold.",
        "symbol": "IWG_CFD.UK"
      },
      {
        "reason": "No deviation from avg_price (132.9). Hold.",
        "symbol": "PAGE_CFD.UK"
      },
      {
        "reason": "No deviation from avg_price (461.2). Hold.",
        "symbol": "UTG_CFD.UK"
      }
    ],
    "sell": [
      {
        "reason": "Mean reversion: +10.4% deviation from avg_price (250.8 → 272.44). Target reached, realize €258.85 profit.",
        "symbol": "BTRW_CFD.UK"
      }
    ]
  },
  "portfolio_rationale": "Portfolio has 8 positions (within max 10) with gross leverage at 2.4x (within 3.0x limit). One clear mean-reversion opportunity: BTRW_CFD.UK has appreciated 10.4% from entry (250.8→272.44), generating €258.85 unrealized PnL. Selling captures profit as price reverts toward mean. All other holdings are at or near avg_price with no significant deviations. No buys as candidates list is empty and no clear mean-reversion setups available. Avoided overtrading per rules."
}
Selection logs
#900stage12026-03-30T12:37:40.480830+00:00
{
  "raw": {
    "id": "gen-1774874233-lvRqhDivzsuDDWNcF45N",
    "model": "minimax/minimax-m2.1",
    "usage": {
      "cost": 0.0074841,
      "is_byok": false,
      "cost_details": {
        "upstream_inference_cost": 0.0074841,
        "upstream_inference_prompt_cost": 0.0026841,
        "upstream_inference_completions_cost": 0.0048
      },
      "total_tokens": 12947,
      "prompt_tokens": 8947,
      "completion_tokens": 4000,
      "prompt_tokens_details": {
        "audio_tokens": 0,
        "video_tokens": 0,
        "cached_tokens": 0,
        "cache_write_tokens": 0
      },
      "completion_tokens_details": {
        "audio_tokens": 0,
        "image_tokens": 0,
        "reasoning_tokens": 3187
      }
    },
    "object": "chat.completion",
    "choices": [
      {
        "index": 0,
        "message": {
          "role": "assistant",
          "content": "{\n  \"selected_stocks\": [\n    {\n      \"symbol\": \"PAGE_CFD.UK\",\n      \"mean_reversion_score\": 95,\n      \"selection_reason\": \"Strong LONG mean reversion: -40.6% from MA200, -31.7% from MA50, -36.8% 1-day drop; significant oversold condition with high volatility but manageable\"\n    },\n    {\n      \"symbol\": \"RSW_CFD.UK\",\n      \"mean_reversion_score\": 94,\n      \"selection_reason\": \"Strong SHORT mean reversion: +36.8% from MA200, +14.3% from MA50, +18.2% 1-day gain; extreme overextension with moderate volatility\"\n    },\n    {\n      \"symbol\": \"FUTR_CFD.UK\",\n      \"mean_reversion_score\": 93,\n      \"selection_reason\": \"Strong LONG mean reversion: -37.8% from MA200, -23.8% from MA50, -21.2% 1-day drop; significant oversold condition with high volatility\"\n    },\n    {\n      \"symbol\": \"BOY_CFD.UK\",\n      \"mean_reversion_score\": 92,\n      \"selection_reason\": \"Strong SHORT mean reversion: +28.7%",
          "refusal": null,
          "reasoning": "Let me analyze this task carefully.\n\n**Task**: Stage 1 universe scan for EU region\n**Strategy**: meanrev-v1 (Two-Stage LLM Mean-Reversion)\n**Selection Rules**:\n- Select exactly 5 candidates\n- Short-term mean reversion (2-10 trading days)\n- Avoid earnings within 5 trading days (all have null days_to_earnings, so unknown)\n- Avoid sector concentration: max 1 per sector (sectors are mostly unknown)\n- Avoid binary/event-driven moves (unknown)\n\n**Universe**: 50+ European stocks with technical data\n\n**Mean Reversion Criteria** (for this strategy):\n- Looking for stocks that have moved significantly away from moving averages and may revert\n- Key indicators:\n  - distance_from_ma200_pct: how far from 200-day MA\n  - distance_from_ma50_pct: how far from 50-day MA\n  - change_1d_pct: recent price change\n  - volatility_20d_pct: should be reasonable (not too extreme)\n\n**Mean Reversion Logic**:\n- For LONG mean reversion: price has dropped significantly below moving averages (negative distance)\n- For SHORT mean reversion: price has risen significantly above moving averages (positive distance)\n\nGiven this is a \"short-term mean reversion\" strategy, I should look for:\n1. Stocks that have moved away from their moving averages\n2. The move should be significant (large distance from MA)\n3. Volatility should be reasonable (not extremely high which could indicate binary events)\n4. The move should be recent (large 1-day change)\n\nLet me filter for mean reversion candidates:\n\n**Candidates for LONG (price below MA, may revert up)**:\nLooking for negative distance_from_ma50_pct or distance_from_ma200_pct with significant magnitude:\n\n1. PAGE_CFD.UK: -31.73% from MA50, -40.61% from MA200, change_1d: -36.8%\n   - Very oversold, potential mean reversion candidate\n   - Volatility: 193% - high but not extreme\n   \n2. FUTR_CFD.UK: -23.78% from MA50, -37.81% from MA200, change_1d: -21.24%\n   - Strongly oversold, good mean reversion potential\n   - Volatility: 154% - moderate\n\n3. CBG_CFD.UK: -22.13% from MA50, -13.37% from MA200, change_1d: -26.63%\n   - Significantly oversold, potential recovery candidate\n   - Volatility: 169% - relatively high\n\n4. UTG_CFD.UK: -13.55% from MA50, -32.13% from MA200, change_1d: -8.27%\n   - Moderately oversold, potential mean reversion opportunity\n   - Volatility: 99% - moderate range\n\n5. HIK_CFD.UK: -15.71% from MA50, -28.88% from MA200, change_1d: -19.56%\n   - Substantially oversold, attractive mean reversion candidate\n   - Volatility: 156% - relatively high\n\n6. OCDO_CFD.UK: -5.48% from MA50, -15.82% from MA200, change_1d: -21.15%\n   - Mildly oversold, potential mean reversion scenario\n   - Volatility: 241% - high volatility, caution needed\n\n7. KGF_CFD.UK: -8.1% from MA50, 1.77% from MA200, change_1d: -16.59%\n   - Slightly oversold, moderate mean reversion potential\n   - Volatility: 107% - moderate\n\n8. PSN_CFD.UK: -17.6% from MA50, -10.44% from MA200, change_1d: -18.18%\n   - Moderately oversold, potential recovery candidate\n   - Volatility: 125% - moderate\n\n9. ST\n\nJ_CFD.UK: -6.67% from MA50, 4.63% from MA200, change_1d: -14.84%\n   - Mildly oversold, potential mean reversion scenario\n   - Volatility: 126% - moderate\n\n10. OSB_CFD.UK: -10.97% from MA50, -1.84% from MA200, change_1d: -16.24%\n    - Slightly oversold, moderate mean reversion potential\n    - Volatility: 90% - relatively low\n\n11. COTY_CFD.US: -22.1% from MA50, -45.23% from MA200, change_1d: -3.76%\n    - Significantly oversold, potential recovery candidate\n    - Volatility: 76% - low volatility\n\n12. ROR_CFD.UK: -7.47% from MA50, -3.44% from MA200, change_1d: -7.82%\n    - Mildly oversold, moderate mean reversion potential\n    - Volatility: 115% - moderate\n\n13. SKB_CFD.DE: -12.28% from MA50, -32.94% from MA200, change_1d: -7.21%\n    - Substantially oversold, attractive mean reversion candidate\n    - Volatility: 98% - moderate\n\n14. LIO_CFD.UK: -0.39% from MA50, -20.98% from MA200, change_1d: -4.63%\n    - Slightly oversold, potential mean reversion scenario\n    - Volatility: 5544% - extremely high, high risk\n\n15. BIG_CFD.FR: -55.8% from MA50, -73.73% from MA200, change_1d: -5.78%\n    - Extremely oversold, potential recovery candidate\n    - Volatility: 292% - very high volatility, extreme caution\n\n16. PZC_CFD.UK: 2.59% from MA50, 2.98% from MA200, change_1d: -13.86%\n    - Near moving averages, limited mean reversion potential\n    - Volatility: 93% - moderate\n\n17. KOF_CFD.FR: -6.48% from MA50, -4.96% from MA200, change_1d: -2.88%\n    - Mildly oversold, minimal mean reversion opportunity\n    - Volatility: 56% - low volatility\n\n18. ATG_CFD.UK: 5.84% from MA50, -24.99% from MA200, change_1d: 12.01%\n    - Mixed signals, limited mean reversion potential\n    - Volatility: 172% - relatively high\n\n19. NVAX_CFD.US: -8% from MA50, 7.39% from MA200, change_1d: -10.68%\n    - Slightly oversold, moderate mean reversion potential\n    - Volatility: 178% - high volatility, caution needed\n\n**Candidates for SHORT (price above MA, may revert down)**:\nLooking for positive distance_from_ma50_pct or distance_from_ma200_pct with significant magnitude:\n\n1. TRST_CFD.UK: 7.97% from MA50, -9.57% from MA200, change_1d: +44.08%\n   - Extreme 1-day surge, potential short opportunity\n   - Volatility: 306% - extremely high, binary event risk\n\n2. CRST_CFD.UK: 17.83% from MA50, 1.27% from MA200, change_1d: +24.85%\n   - Significant overextension, potential short candidate\n   - Volatility: 158% - high volatility\n\n3. BOY_CFD.UK: 18.64% from MA50, 28.65% from MA200, change_1d: +24.16%\n   - Strongly overextended, potential short opportunity\n   - Volatility: 103% - moderate volatility\n\n4. LMP_CFD.UK: 10.77% from MA50, 12.51% from MA200, change_1d: +11.57%\n   - Moderately overextended, potential short candidate\n   - Volatility: 55% - low volatility\n\n5. SPX_CFD.UK: 8.46% from MA50, 15.91% from MA200, change_1d: +10.91%\n   - Slightly overextended, potential short opportunity\n   - Volatility: 85% - moderate volatility\n\n6. RSW_CFD.UK: 14.33% from MA50, 36.78% from MA200, change_1d: +18.16%\n   - Significantly overextended, potential short candidate\n   - Volatility: 93% - moderate volatility\n\n7. DLN_CFD.UK: 12.15% from MA50, 5.07% from MA200, change_1d: +10.4%\n   - Moderately overextended, potential short opportunity\n   - Volatility: 115% - moderate volatility\n\n8. EMG_CFD.UK: 15.52% from MA50, 42.19% from MA200, change_1d: +2.35%\n   - Highly overextended, potential short candidate\n   - Volatility: 87% - moderate volatility\n\n9. GROW_CFD.UK: -4.28% from MA50, 22.57% from MA200, change_1d: +1.57%\n   - Slightly overextended, potential short opportunity\n   - Volatility: 116% - moderate volatility\n\n10. SRP_CFD.UK: 6.89% from MA50, 34.11% from MA200, change_1d: -0.4%\n    - Moderately overextended, potential short candidate\n    - Volatility: 78% - low volatility\n\n11. HMSO_CFD.UK: 10.01% from MA50, 22.52% from MA200, change_1d: +14.13%\n    - Significantly overextended, potential short opportunity\n    - Volatility: 88% - moderate volatility\n\n12. ALLFG_CFD.NL: 5.14% from MA50, 30.93% from MA200, change_1d: -0.88%\n    - Moderately overextended, potential short candidate\n    - Volatility: 205% - high volatility\n\n13. SGRO_CFD.UK: 0.64% from MA50, 8.12% from MA200, change_1d: -2.05%\n    - Slightly overextended, potential short opportunity\n    - Volatility: 83% - moderate volatility\n\n**Extreme Volatility Concerns**:\n- LIO_CFD.UK: 5544% volatility - extreme outlier\n- BBY_CFD.UK: 2239% volatility - extreme outlier\n- CPG_CFD.UK: 2808% volatility - extreme outlier\n- BYIT_CFD.UK: 3611% volatility - extreme outlier\n\nThese extreme volatility stocks likely represent data anomalies or highly binary situations that should be avoided.\n\n**Mean Reversion Candidates Selection**:\n\nFor a balanced mean reversion strategy, I'll select from both LONG and SHORT candidates:\n\n**Top 5 Mean Reversion Candidates**:\n\n1. **BOY_CFD.UK** (SHORT candidate):\n   - Strong overextension: +28.65% from MA200, +18.64% from MA50\n   - Large 1-day gain: +24.16%\n   - Moderate volatility: 103%\n   - Clear mean reversion potential as price has risen significantly above moving averages\n\n2. **PAGE_CFD.UK** (LONG candidate):\n   - Significant oversold: -40.61% from MA200, -31.73% from MA50\n   - Large 1-day drop: -36.8%\n   - High but manageable volatility: 193%\n   - Strong mean reversion potential as price has fallen significantly below moving averages\n\n3. **CRST_CFD.UK** (SHORT candidate):\n   - Moderate overextension: +17.83% from MA50, +1.27% from MA200\n   - Large 1-day gain: +24.85%\n   - High volatility: 158%\n   - Potential mean reversion as price has risen significantly above short-term moving average\n\n4. **FUTR_CFD.UK** (LONG candidate):\n   - Significant oversold: -37.81% from MA200, -23.78% from MA50\n   - Large 1-day drop: -21.24%\n   - High volatility: 154%\n   - Strong mean reversion potential as price has fallen significantly below moving averages\n\n5. **RSW_CFD.UK** (SHORT candidate):\n   - Strong overextension: +36.78% from MA200, +14.33% from MA50\n   - Large 1-day gain: +18.16%\n   - Moderate volatility: 93%\n   - Clear mean reversion potential as price has risen significantly above moving averages\n\n**Alternative Considerations**:\n- **CBG_CFD.UK**: Strong LONG candidate with -26.63% 1-day drop, -22.13% from MA50\n- **HIK_CFD.UK**: Strong LONG candidate with -19.56% 1-day drop, -28.88% from MA200\n- **LMP_CFD.UK**: Moderate SHORT candidate with +11.57% 1-day gain, +12.51% from MA200\n- **SPX_CFD.UK**: Moderate SHORT candidate with +10.91% 1-day gain, +15.91% from MA200\n- **TRST_CFD.UK**: Extreme SHORT candidate with +44.08% 1-day gain, but extremely high volatility (306%) suggests potential binary event\n\n**Final Selection - 5 Candidates**:\n\n1. **BOY_CFD.UK** - Strong SHORT mean reversion candidate\n2. **PAGE_CFD.UK** - Strong LONG mean reversion candidate\n3. **CRST_CFD.UK** - Strong SHORT mean reversion candidate\n4. **FUTR_CFD.UK** - Strong LONG mean reversion candidate\n5. **RSW_CFD.UK** - Strong SHORT mean reversion candidate\n\nThis selection provides a balanced mix of LONG and SHORT mean reversion opportunities with clear technical signals.\n\n**Mean Reversion Scoring**:\n\n1. **BOY_CFD.UK**:\n   - Distance from MA200: +28.65% (strong overextension)\n   - Distance from MA50: +18.64% (strong overextension)\n   - 1-day change: +24.16% (recent significant move)\n   - Volatility: 103% (moderate)\n   - Score: 92/100\n\n2. **PAGE_CFD.UK**:\n   - Distance from MA200: -40.61% (strong oversold)\n   - Distance from MA50: -31.73% (strong oversold)\n   - 1-day change: -36.8% (recent significant drop)\n   - Volatility: 193% (high but manageable)\n   - Score: 95/100\n\n3. **CRST_CFD.UK**:\n   - Distance from MA200: +1.27% (slight overextension)\n   - Distance from MA50: +17.83% (strong overextension)\n   - 1-day change: +24.85% (recent significant move)\n   - Volatility: 158% (high)\n   - Score: 85/100\n\n4. **FUTR_CFD.UK**:\n   - Distance from MA200: -37.81% (strong oversold)\n   - Distance from MA50: -23.78% (strong oversold)\n   - 1-day change: -21.24% (recent significant drop)\n   - Volatility: 154% (high)\n   - Score: 93/100\n\n5. **RSW_CFD.UK**:\n   - Distance from MA200: +36.78% (extreme overextension)\n   - Distance from MA50: +14.33% (moderate overextension)\n   - 1-day change: +18.16% (recent significant move)\n   - Volatility: 93% (moderate)\n   - Score: 94/100\n\n**Sector Concentration**: All sectors are unknown, so this constraint is not applicable.\n\n**Earnings Avoidance**: All stocks have null days_to_earnings, so earnings timing is unknown.\n\n**Rejected Stocks**:\n- TRST_CFD.UK: Extreme volatility (306%) suggests potential binary event\n- CBG_CFD.UK: Strong candidate but slightly lower mean reversion score\n- HIK_CFD.UK: Strong candidate but slightly lower mean reversion score\n- LMP_CFD.UK: Moderate candidate with lower mean reversion potential\n- SPX_CFD.UK: Moderate candidate with lower mean reversion potential\n- Extreme volatility stocks (LIO, BBY, CPG, BYIT): Data anomalies or binary events\n",
          "reasoning_details": [
            {
              "text": "Let me analyze this task carefully.\n\n**Task**: Stage 1 universe scan for EU region\n**Strategy**: meanrev-v1 (Two-Stage LLM Mean-Reversion)\n**Selection Rules**:\n- Select exactly 5 candidates\n- Short-term mean reversion (2-10 trading days)\n- Avoid earnings within 5 trading days (all have null days_to_earnings, so unknown)\n- Avoid sector concentration: max 1 per sector (sectors are mostly unknown)\n- Avoid binary/event-driven moves (unknown)\n\n**Universe**: 50+ European stocks with technical data\n\n**Mean Reversion Criteria** (for this strategy):\n- Looking for stocks that have moved significantly away from moving averages and may revert\n- Key indicators:\n  - distance_from_ma200_pct: how far from 200-day MA\n  - distance_from_ma50_pct: how far from 50-day MA\n  - change_1d_pct: recent price change\n  - volatility_20d_pct: should be reasonable (not too extreme)\n\n**Mean Reversion Logic**:\n- For LONG mean reversion: price has dropped significantly below moving averages (negative distance)\n- For SHORT mean reversion: price has risen significantly above moving averages (positive distance)\n\nGiven this is a \"short-term mean reversion\" strategy, I should look for:\n1. Stocks that have moved away from their moving averages\n2. The move should be significant (large distance from MA)\n3. Volatility should be reasonable (not extremely high which could indicate binary events)\n4. The move should be recent (large 1-day change)\n\nLet me filter for mean reversion candidates:\n\n**Candidates for LONG (price below MA, may revert up)**:\nLooking for negative distance_from_ma50_pct or distance_from_ma200_pct with significant magnitude:\n\n1. PAGE_CFD.UK: -31.73% from MA50, -40.61% from MA200, change_1d: -36.8%\n   - Very oversold, potential mean reversion candidate\n   - Volatility: 193% - high but not extreme\n   \n2. FUTR_CFD.UK: -23.78% from MA50, -37.81% from MA200, change_1d: -21.24%\n   - Strongly oversold, good mean reversion potential\n   - Volatility: 154% - moderate\n\n3. CBG_CFD.UK: -22.13% from MA50, -13.37% from MA200, change_1d: -26.63%\n   - Significantly oversold, potential recovery candidate\n   - Volatility: 169% - relatively high\n\n4. UTG_CFD.UK: -13.55% from MA50, -32.13% from MA200, change_1d: -8.27%\n   - Moderately oversold, potential mean reversion opportunity\n   - Volatility: 99% - moderate range\n\n5. HIK_CFD.UK: -15.71% from MA50, -28.88% from MA200, change_1d: -19.56%\n   - Substantially oversold, attractive mean reversion candidate\n   - Volatility: 156% - relatively high\n\n6. OCDO_CFD.UK: -5.48% from MA50, -15.82% from MA200, change_1d: -21.15%\n   - Mildly oversold, potential mean reversion scenario\n   - Volatility: 241% - high volatility, caution needed\n\n7. KGF_CFD.UK: -8.1% from MA50, 1.77% from MA200, change_1d: -16.59%\n   - Slightly oversold, moderate mean reversion potential\n   - Volatility: 107% - moderate\n\n8. PSN_CFD.UK: -17.6% from MA50, -10.44% from MA200, change_1d: -18.18%\n   - Moderately oversold, potential recovery candidate\n   - Volatility: 125% - moderate\n\n9. ST\n\nJ_CFD.UK: -6.67% from MA50, 4.63% from MA200, change_1d: -14.84%\n   - Mildly oversold, potential mean reversion scenario\n   - Volatility: 126% - moderate\n\n10. OSB_CFD.UK: -10.97% from MA50, -1.84% from MA200, change_1d: -16.24%\n    - Slightly oversold, moderate mean reversion potential\n    - Volatility: 90% - relatively low\n\n11. COTY_CFD.US: -22.1% from MA50, -45.23% from MA200, change_1d: -3.76%\n    - Significantly oversold, potential recovery candidate\n    - Volatility: 76% - low volatility\n\n12. ROR_CFD.UK: -7.47% from MA50, -3.44% from MA200, change_1d: -7.82%\n    - Mildly oversold, moderate mean reversion potential\n    - Volatility: 115% - moderate\n\n13. SKB_CFD.DE: -12.28% from MA50, -32.94% from MA200, change_1d: -7.21%\n    - Substantially oversold, attractive mean reversion candidate\n    - Volatility: 98% - moderate\n\n14. LIO_CFD.UK: -0.39% from MA50, -20.98% from MA200, change_1d: -4.63%\n    - Slightly oversold, potential mean reversion scenario\n    - Volatility: 5544% - extremely high, high risk\n\n15. BIG_CFD.FR: -55.8% from MA50, -73.73% from MA200, change_1d: -5.78%\n    - Extremely oversold, potential recovery candidate\n    - Volatility: 292% - very high volatility, extreme caution\n\n16. PZC_CFD.UK: 2.59% from MA50, 2.98% from MA200, change_1d: -13.86%\n    - Near moving averages, limited mean reversion potential\n    - Volatility: 93% - moderate\n\n17. KOF_CFD.FR: -6.48% from MA50, -4.96% from MA200, change_1d: -2.88%\n    - Mildly oversold, minimal mean reversion opportunity\n    - Volatility: 56% - low volatility\n\n18. ATG_CFD.UK: 5.84% from MA50, -24.99% from MA200, change_1d: 12.01%\n    - Mixed signals, limited mean reversion potential\n    - Volatility: 172% - relatively high\n\n19. NVAX_CFD.US: -8% from MA50, 7.39% from MA200, change_1d: -10.68%\n    - Slightly oversold, moderate mean reversion potential\n    - Volatility: 178% - high volatility, caution needed\n\n**Candidates for SHORT (price above MA, may revert down)**:\nLooking for positive distance_from_ma50_pct or distance_from_ma200_pct with significant magnitude:\n\n1. TRST_CFD.UK: 7.97% from MA50, -9.57% from MA200, change_1d: +44.08%\n   - Extreme 1-day surge, potential short opportunity\n   - Volatility: 306% - extremely high, binary event risk\n\n2. CRST_CFD.UK: 17.83% from MA50, 1.27% from MA200, change_1d: +24.85%\n   - Significant overextension, potential short candidate\n   - Volatility: 158% - high volatility\n\n3. BOY_CFD.UK: 18.64% from MA50, 28.65% from MA200, change_1d: +24.16%\n   - Strongly overextended, potential short opportunity\n   - Volatility: 103% - moderate volatility\n\n4. LMP_CFD.UK: 10.77% from MA50, 12.51% from MA200, change_1d: +11.57%\n   - Moderately overextended, potential short candidate\n   - Volatility: 55% - low volatility\n\n5. SPX_CFD.UK: 8.46% from MA50, 15.91% from MA200, change_1d: +10.91%\n   - Slightly overextended, potential short opportunity\n   - Volatility: 85% - moderate volatility\n\n6. RSW_CFD.UK: 14.33% from MA50, 36.78% from MA200, change_1d: +18.16%\n   - Significantly overextended, potential short candidate\n   - Volatility: 93% - moderate volatility\n\n7. DLN_CFD.UK: 12.15% from MA50, 5.07% from MA200, change_1d: +10.4%\n   - Moderately overextended, potential short opportunity\n   - Volatility: 115% - moderate volatility\n\n8. EMG_CFD.UK: 15.52% from MA50, 42.19% from MA200, change_1d: +2.35%\n   - Highly overextended, potential short candidate\n   - Volatility: 87% - moderate volatility\n\n9. GROW_CFD.UK: -4.28% from MA50, 22.57% from MA200, change_1d: +1.57%\n   - Slightly overextended, potential short opportunity\n   - Volatility: 116% - moderate volatility\n\n10. SRP_CFD.UK: 6.89% from MA50, 34.11% from MA200, change_1d: -0.4%\n    - Moderately overextended, potential short candidate\n    - Volatility: 78% - low volatility\n\n11. HMSO_CFD.UK: 10.01% from MA50, 22.52% from MA200, change_1d: +14.13%\n    - Significantly overextended, potential short opportunity\n    - Volatility: 88% - moderate volatility\n\n12. ALLFG_CFD.NL: 5.14% from MA50, 30.93% from MA200, change_1d: -0.88%\n    - Moderately overextended, potential short candidate\n    - Volatility: 205% - high volatility\n\n13. SGRO_CFD.UK: 0.64% from MA50, 8.12% from MA200, change_1d: -2.05%\n    - Slightly overextended, potential short opportunity\n    - Volatility: 83% - moderate volatility\n\n**Extreme Volatility Concerns**:\n- LIO_CFD.UK: 5544% volatility - extreme outlier\n- BBY_CFD.UK: 2239% volatility - extreme outlier\n- CPG_CFD.UK: 2808% volatility - extreme outlier\n- BYIT_CFD.UK: 3611% volatility - extreme outlier\n\nThese extreme volatility stocks likely represent data anomalies or highly binary situations that should be avoided.\n\n**Mean Reversion Candidates Selection**:\n\nFor a balanced mean reversion strategy, I'll select from both LONG and SHORT candidates:\n\n**Top 5 Mean Reversion Candidates**:\n\n1. **BOY_CFD.UK** (SHORT candidate):\n   - Strong overextension: +28.65% from MA200, +18.64% from MA50\n   - Large 1-day gain: +24.16%\n   - Moderate volatility: 103%\n   - Clear mean reversion potential as price has risen significantly above moving averages\n\n2. **PAGE_CFD.UK** (LONG candidate):\n   - Significant oversold: -40.61% from MA200, -31.73% from MA50\n   - Large 1-day drop: -36.8%\n   - High but manageable volatility: 193%\n   - Strong mean reversion potential as price has fallen significantly below moving averages\n\n3. **CRST_CFD.UK** (SHORT candidate):\n   - Moderate overextension: +17.83% from MA50, +1.27% from MA200\n   - Large 1-day gain: +24.85%\n   - High volatility: 158%\n   - Potential mean reversion as price has risen significantly above short-term moving average\n\n4. **FUTR_CFD.UK** (LONG candidate):\n   - Significant oversold: -37.81% from MA200, -23.78% from MA50\n   - Large 1-day drop: -21.24%\n   - High volatility: 154%\n   - Strong mean reversion potential as price has fallen significantly below moving averages\n\n5. **RSW_CFD.UK** (SHORT candidate):\n   - Strong overextension: +36.78% from MA200, +14.33% from MA50\n   - Large 1-day gain: +18.16%\n   - Moderate volatility: 93%\n   - Clear mean reversion potential as price has risen significantly above moving averages\n\n**Alternative Considerations**:\n- **CBG_CFD.UK**: Strong LONG candidate with -26.63% 1-day drop, -22.13% from MA50\n- **HIK_CFD.UK**: Strong LONG candidate with -19.56% 1-day drop, -28.88% from MA200\n- **LMP_CFD.UK**: Moderate SHORT candidate with +11.57% 1-day gain, +12.51% from MA200\n- **SPX_CFD.UK**: Moderate SHORT candidate with +10.91% 1-day gain, +15.91% from MA200\n- **TRST_CFD.UK**: Extreme SHORT candidate with +44.08% 1-day gain, but extremely high volatility (306%) suggests potential binary event\n\n**Final Selection - 5 Candidates**:\n\n1. **BOY_CFD.UK** - Strong SHORT mean reversion candidate\n2. **PAGE_CFD.UK** - Strong LONG mean reversion candidate\n3. **CRST_CFD.UK** - Strong SHORT mean reversion candidate\n4. **FUTR_CFD.UK** - Strong LONG mean reversion candidate\n5. **RSW_CFD.UK** - Strong SHORT mean reversion candidate\n\nThis selection provides a balanced mix of LONG and SHORT mean reversion opportunities with clear technical signals.\n\n**Mean Reversion Scoring**:\n\n1. **BOY_CFD.UK**:\n   - Distance from MA200: +28.65% (strong overextension)\n   - Distance from MA50: +18.64% (strong overextension)\n   - 1-day change: +24.16% (recent significant move)\n   - Volatility: 103% (moderate)\n   - Score: 92/100\n\n2. **PAGE_CFD.UK**:\n   - Distance from MA200: -40.61% (strong oversold)\n   - Distance from MA50: -31.73% (strong oversold)\n   - 1-day change: -36.8% (recent significant drop)\n   - Volatility: 193% (high but manageable)\n   - Score: 95/100\n\n3. **CRST_CFD.UK**:\n   - Distance from MA200: +1.27% (slight overextension)\n   - Distance from MA50: +17.83% (strong overextension)\n   - 1-day change: +24.85% (recent significant move)\n   - Volatility: 158% (high)\n   - Score: 85/100\n\n4. **FUTR_CFD.UK**:\n   - Distance from MA200: -37.81% (strong oversold)\n   - Distance from MA50: -23.78% (strong oversold)\n   - 1-day change: -21.24% (recent significant drop)\n   - Volatility: 154% (high)\n   - Score: 93/100\n\n5. **RSW_CFD.UK**:\n   - Distance from MA200: +36.78% (extreme overextension)\n   - Distance from MA50: +14.33% (moderate overextension)\n   - 1-day change: +18.16% (recent significant move)\n   - Volatility: 93% (moderate)\n   - Score: 94/100\n\n**Sector Concentration**: All sectors are unknown, so this constraint is not applicable.\n\n**Earnings Avoidance**: All stocks have null days_to_earnings, so earnings timing is unknown.\n\n**Rejected Stocks**:\n- TRST_CFD.UK: Extreme volatility (306%) suggests potential binary event\n- CBG_CFD.UK: Strong candidate but slightly lower mean reversion score\n- HIK_CFD.UK: Strong candidate but slightly lower mean reversion score\n- LMP_CFD.UK: Moderate candidate with lower mean reversion potential\n- SPX_CFD.UK: Moderate candidate with lower mean reversion potential\n- Extreme volatility stocks (LIO, BBY, CPG, BYIT): Data anomalies or binary events\n",
              "type": "reasoning.text",
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        "logprobs": null,
        "finish_reason": "length",
        "native_finish_reason": "length"
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    ],
    "created": 1774874233,
    "provider": "Friendli",
    "system_fingerprint": null
  }
}