MarketWeatherForecast

Arena run #957

meanrev-v1 • mistralai • mistralai/mistral-large-2512 • EU • success
Arena
Run status
as_of: 2026-03-31T10:31:52.715854+00:00
started_at: 2026-03-31T12:43:28.906654+00:00
finished_at: 2026-03-31T12:43:53.636348+00:00
duration_ms: 24725
Inputs
{
  "as_of": "2026-03-31T10:31:52.715854+00:00",
  "dry_run": false,
  "selected": [
    {
      "symbol": "PAGE_CFD.UK",
      "selection_reason": "Extreme 1-day drop (-36.8%), deeply below MA50 (-31.7%) and MA200 (-40.6%), high volatility (193.2%)",
      "mean_reversion_score": 90
    },
    {
      "symbol": "FUTR_CFD.UK",
      "selection_reason": "Significant 1-day drop (-21.2%), below MA50 (-23.8%) and MA200 (-37.8%), high volatility (154.3%)",
      "mean_reversion_score": 85
    },
    {
      "symbol": "CBG_CFD.UK",
      "selection_reason": "Large 1-day drop (-26.6%), below MA50 (-22.1%) and MA200 (-13.4%), high volatility (169.1%)",
      "mean_reversion_score": 80
    },
    {
      "symbol": "MCG_CFD.UK",
      "selection_reason": "Sharp 1-day drop (-21.6%), below MA50 (-17.2%) and MA200 (-29.3%), extreme volatility (260.5%)",
      "mean_reversion_score": 75
    },
    {
      "symbol": "OCDO_CFD.UK",
      "selection_reason": "Large 1-day drop (-21.1%), below MA50 (-5.5%) and MA200 (-15.8%), high volatility (241.3%)",
      "mean_reversion_score": 70
    }
  ],
  "simulate_only": false,
  "strict_replay": false,
  "universe_symbols": [
    "CRST_CFD.UK",
    "MSLH_CFD.UK",
    "BOY_CFD.UK",
    "LMP_CFD.UK",
    "PHP_CFD.UK",
    "PAGE_CFD.UK",
    "FUTR_CFD.UK",
    "ESNT_CFD.UK",
    "ICG_CFD.UK",
    "JDW_CFD.UK",
    "MCG_CFD.UK",
    "SHC_CFD.UK",
    "PAG_CFD.UK",
    "INVP_CFD.UK",
    "SYNT_CFD.UK",
    "LIO_CFD.UK",
    "RHIM_CFD.UK",
    "UTG_CFD.UK",
    "CBG_CFD.UK",
    "TPK_CFD.UK",
    "EMG_CFD.UK",
    "PZC_CFD.UK",
    "DOM_CFD.UK",
    "OCDO_CFD.UK",
    "HWDN_CFD.UK",
    "LRE_CFD.UK",
    "ABDN_CFD.UK",
    "BBY_CFD.UK",
    "CMCX_CFD.UK",
    "BYIT_CFD.UK",
    "CMBT_CFD.BE",
    "ATG_CFD.UK"
  ]
}
Outputs
{
  "actions": {
    "buy": [
      {
        "reason": "Top mean-reversion candidate (score 90): extreme 1-day drop (-36.8%), deeply below MA50 (-31.7%) and MA200 (-40.6%), high volatility (193.2%).",
        "symbol": "PAGE_CFD.UK",
        "position_size": 3000
      },
      {
        "reason": "Strong mean-reversion candidate (score 75): sharp 1-day drop (-21.6%), below MA50 (-17.2%) and MA200 (-29.3%), extreme volatility (260.5%).",
        "symbol": "MCG_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Positive unrealized PnL (258.85); no strong mean-reversion signal to exit.",
        "symbol": "BTRW_CFD.UK"
      },
      {
        "reason": "Marginal PnL; candidate for mean-reversion but already held. Prefer HOLD to avoid overtrading.",
        "symbol": "CBG_CFD.UK"
      },
      {
        "reason": "No price movement; no clear mean-reversion signal.",
        "symbol": "CRST_CFD.UK"
      },
      {
        "reason": "Positive unrealized PnL (114.69); no strong mean-reversion signal to exit.",
        "symbol": "EXPD_CFD.US"
      },
      {
        "reason": "Marginal PnL; candidate for mean-reversion but already held. Prefer HOLD to avoid overtrading.",
        "symbol": "FUTR_CFD.UK"
      },
      {
        "reason": "No price movement; no clear mean-reversion signal.",
        "symbol": "HIK_CFD.UK"
      },
      {
        "reason": "Positive unrealized PnL (101.19); no strong mean-reversion signal to exit.",
        "symbol": "INF_CFD.UK"
      },
      {
        "reason": "No price movement; no clear mean-reversion signal.",
        "symbol": "IWG_CFD.UK"
      },
      {
        "reason": "No price movement; no clear mean-reversion signal.",
        "symbol": "JDW_CFD.UK"
      },
      {
        "reason": "Positive unrealized PnL (92.56); no strong mean-reversion signal to exit.",
        "symbol": "JMAT_CFD.UK"
      },
      {
        "reason": "No price movement; no clear mean-reversion signal.",
        "symbol": "KGF_CFD.UK"
      },
      {
        "reason": "No price movement; no clear mean-reversion signal.",
        "symbol": "MSLH_CFD.UK"
      },
      {
        "reason": "No price movement; candidate for mean-reversion but already held. Prefer HOLD to avoid overtrading.",
        "symbol": "OCDO_CFD.UK"
      },
      {
        "reason": "No price movement; no clear mean-reversion signal.",
        "symbol": "PAG_CFD.UK"
      },
      {
        "reason": "Positive unrealized PnL (696.28); no strong mean-reversion signal to exit.",
        "symbol": "SYNT_CFD.UK"
      },
      {
        "reason": "No price movement; no clear mean-reversion signal.",
        "symbol": "TPK_CFD.UK"
      },
      {
        "reason": "Positive unrealized PnL (132.54); no strong mean-reversion signal to exit.",
        "symbol": "UKW_CFD.UK"
      },
      {
        "reason": "No price movement; no clear mean-reversion signal.",
        "symbol": "ESNT_CFD.UK"
      }
    ],
    "sell": [
      {
        "reason": "Negative unrealized PnL (-349.08) with no sign of mean reversion; position has underperformed since opening.",
        "symbol": "ICG_CFD.UK"
      }
    ]
  },
  "portfolio_rationale": "Portfolio adjusted for mean-reversion opportunities in EU region. Sold ICG_CFD.UK due to underperformance. Added positions in PAGE_CFD.UK and MCG_CFD.UK, the top two candidates with extreme price drops and high volatility, indicating strong potential for reversion. Held existing positions with positive PnL or no clear exit signal to avoid overtrading."
}
Prompts & responses
#1868 • openrouter • mistralai/mistral-large-2512 • 2026-03-31T12:43:28.985904+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": "MSLH_CFD.UK", "name": "MARSHALLS PLC", "sector": "", "last_price": 179.0, "change_1d_pct": 2.052451539338662, "distance_from_ma200_pct": -18.41965657865713, "distance_from_ma50_pct": 4.539832012082234, "volatility_20d_pct": 102.90810964969117, "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": "PHP_CFD.UK", "name": "PRIMARY HEALTH PROPERTIES", "sector": "", "last_price": 107.7, "change_1d_pct": 10.518214468958442, "distance_from_ma200_pct": 11.915056783642308, "distance_from_ma50_pct": 10.278080977082226, "volatility_20d_pct": 53.84238650296991, "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": "ICG_CFD.UK", "name": "ICG Plc", "sector": "", "last_price": 1693.0, "change_1d_pct": -15.18545979199647, "distance_from_ma200_pct": -16.18296530905513, "distance_from_ma50_pct": -12.256151916578562, "volatility_20d_pct": 73.10253575454833, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "JDW_CFD.UK", "name": "WETHERSPOON (J.D.) PLC", "sector": "", "last_price": 748.5, "change_1d_pct": 9.750733137829904, "distance_from_ma200_pct": 6.242631058659898, "distance_from_ma50_pct": 5.290077328071208, "volatility_20d_pct": 98.2373545531062, "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": 19.51, "change_1d_pct": -21.646586345381515, "distance_from_ma200_pct": -29.294942649537013, "distance_from_ma50_pct": -17.188746837807088, "volatility_20d_pct": 260.52106739031456, "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": "INVP_CFD.UK", "name": "INVESTEC PLC", "sector": "", "last_price": 623.5, "change_1d_pct": 8.529155787641418, "distance_from_ma200_pct": 17.34715626999408, "distance_from_ma50_pct": 9.569618971869698, "volatility_20d_pct": 76.97154585310399, "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": "SYNT_CFD.UK", "name": "SYNTHOMER PLC", "sector": "", "last_price": 47.4, "change_1d_pct": 157.60869565217394, "distance_from_ma200_pct": -34.944933081805374, "distance_from_ma50_pct": -0.08600192239590632, "volatility_20d_pct": 591.5494599797711, "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": 3.8306451612903247, "distance_from_ma200_pct": -20.8874735683513, "distance_from_ma50_pct": 0.10846703807232405, "volatility_20d_pct": 141.21527367452939, "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": "TPK_CFD.UK", "name": "TRAVIS PERKINS PLC", "sector": "", "last_price": 562.96, "change_1d_pct": -6.418205695097834, "distance_from_ma200_pct": -5.9252503790203415, "distance_from_ma50_pct": -11.081458961572444, "volatility_20d_pct": 6395.392552138756, "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": 41.85841362198575, "distance_from_ma50_pct": 15.090125472142745, "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": "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": "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": "CMCX_CFD.UK", "name": "CMC MARKETS PLC", "sector": "", "last_price": 325.0, "change_1d_pct": 0.0, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 2.8513560555713857, "volatility_20d_pct": 3004.223066122388, "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": "CMBT_CFD.BE", "name": "Euronav", "sector": "", "last_price": 12.04, "change_1d_pct": -3.2154340836012874, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 17.20286979598327, "volatility_20d_pct": 3662.2062333013014, "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": 313.0, "change_1d_pct": 0.3205128205128194, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 0.8343803356850588, "volatility_20d_pct": 2871.9337920464413, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}], "output_schema": {"selected_stocks": [{"symbol": "string", "mean_reversion_score": "integer 0-100", "selection_reason": "short, concrete, indicator-based"}], "rejected_common_reasons": ["string"]}}
Output JSON
{
  "selected_stocks": [
    {
      "symbol": "PAGE_CFD.UK",
      "selection_reason": "Extreme 1-day drop (-36.8%), deeply below MA50 (-31.7%) and MA200 (-40.6%), high volatility (193.2%)",
      "mean_reversion_score": 90
    },
    {
      "symbol": "FUTR_CFD.UK",
      "selection_reason": "Significant 1-day drop (-21.2%), below MA50 (-23.8%) and MA200 (-37.8%), high volatility (154.3%)",
      "mean_reversion_score": 85
    },
    {
      "symbol": "CBG_CFD.UK",
      "selection_reason": "Large 1-day drop (-26.6%), below MA50 (-22.1%) and MA200 (-13.4%), high volatility (169.1%)",
      "mean_reversion_score": 80
    },
    {
      "symbol": "MCG_CFD.UK",
      "selection_reason": "Sharp 1-day drop (-21.6%), below MA50 (-17.2%) and MA200 (-29.3%), extreme volatility (260.5%)",
      "mean_reversion_score": 75
    },
    {
      "symbol": "OCDO_CFD.UK",
      "selection_reason": "Large 1-day drop (-21.1%), below MA50 (-5.5%) and MA200 (-15.8%), high volatility (241.3%)",
      "mean_reversion_score": 70
    }
  ],
  "rejected_common_reasons": [
    "No earnings date confirmed (unknown risk)",
    "Extreme volatility outliers (e.g., SYNT_CFD.UK, TPK_CFD.UK)",
    "Insufficient deviation from moving averages (e.g., SHC_CFD.UK, PAG_CFD.UK)",
    "Missing MA200 data (e.g., BBY_CFD.UK, CMCX_CFD.UK)"
  ]
}
#1869 • openrouter • mistralai/mistral-large-2512 • 2026-03-31T12:43:37.072448+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": "AAL_CFD.UK", "qty": 0.0, "avg_price": 2913.0, "last_price": 2900.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-19T10:09:24.325041+00:00"}, {"symbol": "ACM_CFD.US", "qty": 0.0, "avg_price": 88.42, "last_price": 97.88, "unrealized_pnl": 0.0, "opened_at": "2026-02-15T10:57:15.913854+00:00"}, {"symbol": "ADS_CFD.DE", "qty": 0.0, "avg_price": 137.15, "last_price": 138.55, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T10:26:53.527562+00:00"}, {"symbol": "AIR_CFD.DE", "qty": 0.0, "avg_price": 200.984, "last_price": 187.12, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "AMCX_CFD.US", "qty": 0.0, "avg_price": 7.5, "last_price": 7.365, "unrealized_pnl": -53.999999999999915, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "AMH_CFD.US", "qty": 0.0, "avg_price": 29.595, "last_price": 29.485, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "ATG_CFD.UK", "qty": 0.0, "avg_price": 296.0, "last_price": 296.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T18:49:26.891792+00:00"}, {"symbol": "ATO_CFD.FR", "qty": 0.0, "avg_price": 35.106, "last_price": 38.024, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "AUTO_CFD.UK", "qty": 0.0, "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": 0.453, "unrealized_pnl": 0.0, "opened_at": "2026-02-28T10:51:05.818250+00:00"}, {"symbol": "BLND_CFD.UK", "qty": 0.0, "avg_price": 364.2, "last_price": 364.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-09T18:18:45.954380+00:00"}, {"symbol": "BRBY_CFD.UK", "qty": 0.0, "avg_price": 1070.84, "last_price": 1070.84, "unrealized_pnl": 0.0, "opened_at": "2026-03-09T10:19:46.508085+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": 0.0, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-15T10:57:15.913854+00:00"}, {"symbol": "CBG_CFD.UK", "qty": 78.73556514638985, "avg_price": 342.9199999999999, "last_price": 342.92, "unrealized_pnl": 8.95119741771735e-12, "opened_at": "2026-03-04T10:26:53.527562+00:00"}, {"symbol": "CRST_CFD.UK", "qty": 25.246149962130776, "avg_price": 118.83, "last_price": 118.83, "unrealized_pnl": 0.0, "opened_at": "2026-03-18T17:58:33.497657+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 0.0, "avg_price": 350.24, "last_price": 350.055, "unrealized_pnl": -1.5846276838739344, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "DLTR_CFD.US", "qty": 0.0, "avg_price": 112.12, "last_price": 107.655, "unrealized_pnl": 0.0, "opened_at": "2026-03-17T18:12:35.221859+00:00"}, {"symbol": "DOM_CFD.UK", "qty": 0.0, "avg_price": 199.3, "last_price": 189.21, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "DSY_CFD.FR", "qty": 0.0, "avg_price": 17.881, "last_price": 16.752, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "ESNT_CFD.UK", "qty": 31.413612565445025, "avg_price": 95.5, "last_price": 95.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-20T10:26:40.341409+00:00"}, {"symbol": "ESTC_CFD.US", "qty": 0.0, "avg_price": 58.085, "last_price": 54.045, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "EVT_CFD.DE", "qty": 0.0, "avg_price": 4.502, "last_price": 4.353, "unrealized_pnl": 0.0, "opened_at": "2026-03-11T10:11:17.665074+00:00"}, {"symbol": "EXM_CFD.BE", "qty": 0.0, "avg_price": 10.0, "last_price": 9.933, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "EXPD_CFD.US", "qty": 22.01269398686576, "avg_price": 136.285, "last_price": 141.495, "unrealized_pnl": 114.68613567157078, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "EZJ_CFD.UK", "qty": 0.0, "avg_price": 405.2, "last_price": 394.1, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "FRVIA_CFD.FR", "qty": 0.0, "avg_price": 12.709, "last_price": 12.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 24.428641224689216, "avg_price": 368.41999999999996, "last_price": 368.42, "unrealized_pnl": 1.3886074853354112e-12, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "GO_CFD.US", "qty": 0.0, "avg_price": 6.53, "last_price": 6.35, "unrealized_pnl": 0.0, "opened_at": "2026-03-05T18:20:59.102726+00:00"}, {"symbol": "GRI_CFD.UK", "qty": 0.0, "avg_price": 189.6, "last_price": 189.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "HIK_CFD.UK", "qty": 4.854368932038835, "avg_price": 1236.0, "last_price": 1236.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "ICG_CFD.UK", "qty": 1.772002362669817, "avg_price": 1693.0, "last_price": 1496.0, "unrealized_pnl": -349.0844654459539, "opened_at": "2026-03-15T18:15:23.812047+00:00"}, {"symbol": "INF_CFD.UK", "qty": 4.0474905558553695, "avg_price": 741.2, "last_price": 766.2, "unrealized_pnl": 101.18726389638424, "opened_at": "2026-03-21T10:00:02.317290+00:00"}, {"symbol": "ITRK_CFD.UK", "qty": 0.0, "avg_price": 3942.0, "last_price": 3760.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-13T10:07:39.444598+00:00"}, {"symbol": "IWG_CFD.UK", "qty": 52.26480836236934, "avg_price": 172.20000000000002, "last_price": 172.2, "unrealized_pnl": -1.4854551967110108e-12, "opened_at": "2026-03-16T18:18:58.833148+00:00"}, {"symbol": "JDW_CFD.UK", "qty": 4.514672686230249, "avg_price": 664.5, "last_price": 664.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-15T10:35:48.762746+00:00"}, {"symbol": "JEF_CFD.US", "qty": 0.0, "avg_price": 47.46, "last_price": 44.27, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T18:07:22.382508+00:00"}, {"symbol": "JMAT_CFD.UK", "qty": 1.6528925619834711, "avg_price": 1815.0, "last_price": 1871.0, "unrealized_pnl": 92.56198347107438, "opened_at": "2026-03-03T10:20:03.276878+00:00"}, {"symbol": "KGF_CFD.UK", "qty": 10.384215991692628, "avg_price": 288.9, "last_price": 288.9, "unrealized_pnl": 0.0, "opened_at": "2026-03-27T09:59:46.331143+00:00"}, {"symbol": "LIO_CFD.UK", "qty": 0.0, "avg_price": 250.0, "last_price": 257.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "MCG_CFD.UK", "qty": 0.0, "avg_price": 19.51, "last_price": 17.39, "unrealized_pnl": 0.0, "opened_at": "2026-03-27T18:04:13.865611+00:00"}, {"symbol": "MSLH_CFD.UK", "qty": 21.30681818181818, "avg_price": 140.8, "last_price": 140.8, "unrealized_pnl": 0.0, "opened_at": "2026-03-21T17:59:11.913241+00:00"}, {"symbol": "NA9_CFD.DE", "qty": 0.0, "avg_price": 48.578, "last_price": 53.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 44.052863436123346, "avg_price": 204.3, "last_price": 204.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "OKTA_CFD.US", "qty": 0.0, "avg_price": 70.18, "last_price": 79.26, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 158.0135440180587, "avg_price": 132.9, "last_price": 132.9, "unrealized_pnl": 0.0, "opened_at": "2026-03-06T10:33:43.857578+00:00"}, {"symbol": "PAG_CFD.UK", "qty": 3.9190071848465053, "avg_price": 765.5, "last_price": 765.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-22T18:18:31.438015+00:00"}, {"symbol": "PSN_CFD.UK", "qty": 0.0, "avg_price": 1113.0, "last_price": 1078.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-21T10:00:02.317290+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 424.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "SOI_CFD.FR", "qty": 0.0, "avg_price": 57.5, "last_price": 54.96, "unrealized_pnl": 0.0, "opened_at": "2026-03-19T10:09:24.325041+00:00"}, {"symbol": "STJ_CFD.UK", "qty": 2.459016393442623, "avg_price": 1220.0, "last_price": 1220.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-15T10:35:48.762746+00:00"}, {"symbol": "SYNT_CFD.UK", "qty": 85.9598853868195, "avg_price": 34.9, "last_price": 43.0, "unrealized_pnl": 696.275071633238, "opened_at": "2026-03-04T18:49:26.891792+00:00"}, {"symbol": "TPK_CFD.UK", "qty": 5.328975415660082, "avg_price": 562.96, "last_price": 562.96, "unrealized_pnl": 0.0, "opened_at": "2026-03-22T18:18:31.438015+00:00"}, {"symbol": "TRN_CFD.UK", "qty": 0.0, "avg_price": 184.50000000000003, "last_price": 211.4, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "TRST_CFD.UK", "qty": 0.0, "avg_price": 151.8, "last_price": 224.82, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "TUI1_CFD.DE", "qty": 0.0, "avg_price": 7.398000000000001, "last_price": 6.95, "unrealized_pnl": -181.67072181670738, "opened_at": "2026-03-02T10:31:26.559356+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 32.48511099079589, "avg_price": 92.35, "last_price": 96.43, "unrealized_pnl": 132.53925284244764, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "ULTA_CFD.US", "qty": 0.0, "avg_price": 535.2, "last_price": 523.22, "unrealized_pnl": 0.0, "opened_at": "2026-03-15T18:15:23.812047+00:00"}, {"symbol": "UTG_CFD.UK", "qty": 0.0, "avg_price": 505.0, "last_price": 505.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-26T17:55:26.602359+00:00"}, {"symbol": "VSVS_CFD.UK", "qty": 0.0, "avg_price": 425.0, "last_price": 421.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-16T18:18:58.833148+00:00"}, {"symbol": "VTY_CFD.UK", "qty": 0.0, "avg_price": 385.0, "last_price": 385.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-11T10:11:17.665074+00:00"}, {"symbol": "WEIR_CFD.UK", "qty": 0.0, "avg_price": 2890.0, "last_price": 2842.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-14T10:03:26.036362+00:00"}, {"symbol": "WIX_CFD.UK", "qty": 0.0, "avg_price": 224.5, "last_price": 222.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-09T10:19:46.508085+00:00"}, {"symbol": "WIZZ_CFD.UK", "qty": 0.0, "avg_price": 1087.0, "last_price": 1064.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T10:20:03.276878+00:00"}, {"symbol": "WKP_CFD.UK", "qty": 0.0, "avg_price": 412.5, "last_price": 412.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "WPP_CFD.UK", "qty": 0.0, "avg_price": 263.4, "last_price": 257.0, "unrealized_pnl": -72.89293849658289, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "ZS_CFD.US", "qty": 0.0, "avg_price": 159.76, "last_price": 144.45, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}], "candidates": [{"symbol": "PAGE_CFD.UK", "mean_reversion_score": 90, "selection_reason": "Extreme 1-day drop (-36.8%), deeply below MA50 (-31.7%) and MA200 (-40.6%), high volatility (193.2%)"}, {"symbol": "FUTR_CFD.UK", "mean_reversion_score": 85, "selection_reason": "Significant 1-day drop (-21.2%), below MA50 (-23.8%) and MA200 (-37.8%), high volatility (154.3%)"}, {"symbol": "CBG_CFD.UK", "mean_reversion_score": 80, "selection_reason": "Large 1-day drop (-26.6%), below MA50 (-22.1%) and MA200 (-13.4%), high volatility (169.1%)"}, {"symbol": "MCG_CFD.UK", "mean_reversion_score": 75, "selection_reason": "Sharp 1-day drop (-21.6%), below MA50 (-17.2%) and MA200 (-29.3%), extreme volatility (260.5%)"}, {"symbol": "OCDO_CFD.UK", "mean_reversion_score": 70, "selection_reason": "Large 1-day drop (-21.1%), below MA50 (-5.5%) and MA200 (-15.8%), high volatility (241.3%)"}], "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": [
      {
        "reason": "Top mean-reversion candidate (score 90): extreme 1-day drop (-36.8%), deeply below MA50 (-31.7%) and MA200 (-40.6%), high volatility (193.2%).",
        "symbol": "PAGE_CFD.UK",
        "position_size": 3000
      },
      {
        "reason": "Strong mean-reversion candidate (score 75): sharp 1-day drop (-21.6%), below MA50 (-17.2%) and MA200 (-29.3%), extreme volatility (260.5%).",
        "symbol": "MCG_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Positive unrealized PnL (258.85); no strong mean-reversion signal to exit.",
        "symbol": "BTRW_CFD.UK"
      },
      {
        "reason": "Marginal PnL; candidate for mean-reversion but already held. Prefer HOLD to avoid overtrading.",
        "symbol": "CBG_CFD.UK"
      },
      {
        "reason": "No price movement; no clear mean-reversion signal.",
        "symbol": "CRST_CFD.UK"
      },
      {
        "reason": "Positive unrealized PnL (114.69); no strong mean-reversion signal to exit.",
        "symbol": "EXPD_CFD.US"
      },
      {
        "reason": "Marginal PnL; candidate for mean-reversion but already held. Prefer HOLD to avoid overtrading.",
        "symbol": "FUTR_CFD.UK"
      },
      {
        "reason": "No price movement; no clear mean-reversion signal.",
        "symbol": "HIK_CFD.UK"
      },
      {
        "reason": "Positive unrealized PnL (101.19); no strong mean-reversion signal to exit.",
        "symbol": "INF_CFD.UK"
      },
      {
        "reason": "No price movement; no clear mean-reversion signal.",
        "symbol": "IWG_CFD.UK"
      },
      {
        "reason": "No price movement; no clear mean-reversion signal.",
        "symbol": "JDW_CFD.UK"
      },
      {
        "reason": "Positive unrealized PnL (92.56); no strong mean-reversion signal to exit.",
        "symbol": "JMAT_CFD.UK"
      },
      {
        "reason": "No price movement; no clear mean-reversion signal.",
        "symbol": "KGF_CFD.UK"
      },
      {
        "reason": "No price movement; no clear mean-reversion signal.",
        "symbol": "MSLH_CFD.UK"
      },
      {
        "reason": "No price movement; candidate for mean-reversion but already held. Prefer HOLD to avoid overtrading.",
        "symbol": "OCDO_CFD.UK"
      },
      {
        "reason": "No price movement; no clear mean-reversion signal.",
        "symbol": "PAG_CFD.UK"
      },
      {
        "reason": "Positive unrealized PnL (696.28); no strong mean-reversion signal to exit.",
        "symbol": "SYNT_CFD.UK"
      },
      {
        "reason": "No price movement; no clear mean-reversion signal.",
        "symbol": "TPK_CFD.UK"
      },
      {
        "reason": "Positive unrealized PnL (132.54); no strong mean-reversion signal to exit.",
        "symbol": "UKW_CFD.UK"
      },
      {
        "reason": "No price movement; no clear mean-reversion signal.",
        "symbol": "ESNT_CFD.UK"
      }
    ],
    "sell": [
      {
        "reason": "Negative unrealized PnL (-349.08) with no sign of mean reversion; position has underperformed since opening.",
        "symbol": "ICG_CFD.UK"
      }
    ]
  },
  "portfolio_rationale": "Portfolio adjusted for mean-reversion opportunities in EU region. Sold ICG_CFD.UK due to underperformance. Added positions in PAGE_CFD.UK and MCG_CFD.UK, the top two candidates with extreme price drops and high volatility, indicating strong potential for reversion. Held existing positions with positive PnL or no clear exit signal to avoid overtrading."
}
Selection logs
#916 • stage1 • 2026-03-31T12:43:37.061975+00:00
{
  "selected_stocks": [
    {
      "symbol": "PAGE_CFD.UK",
      "selection_reason": "Extreme 1-day drop (-36.8%), deeply below MA50 (-31.7%) and MA200 (-40.6%), high volatility (193.2%)",
      "mean_reversion_score": 90
    },
    {
      "symbol": "FUTR_CFD.UK",
      "selection_reason": "Significant 1-day drop (-21.2%), below MA50 (-23.8%) and MA200 (-37.8%), high volatility (154.3%)",
      "mean_reversion_score": 85
    },
    {
      "symbol": "CBG_CFD.UK",
      "selection_reason": "Large 1-day drop (-26.6%), below MA50 (-22.1%) and MA200 (-13.4%), high volatility (169.1%)",
      "mean_reversion_score": 80
    },
    {
      "symbol": "MCG_CFD.UK",
      "selection_reason": "Sharp 1-day drop (-21.6%), below MA50 (-17.2%) and MA200 (-29.3%), extreme volatility (260.5%)",
      "mean_reversion_score": 75
    },
    {
      "symbol": "OCDO_CFD.UK",
      "selection_reason": "Large 1-day drop (-21.1%), below MA50 (-5.5%) and MA200 (-15.8%), high volatility (241.3%)",
      "mean_reversion_score": 70
    }
  ],
  "rejected_common_reasons": [
    "No earnings date confirmed (unknown risk)",
    "Extreme volatility outliers (e.g., SYNT_CFD.UK, TPK_CFD.UK)",
    "Insufficient deviation from moving averages (e.g., SHC_CFD.UK, PAG_CFD.UK)",
    "Missing MA200 data (e.g., BBY_CFD.UK, CMCX_CFD.UK)"
  ]
}