MarketWeatherForecast

Arena run #959

meanrev-v1 • minimax • minimax/minimax-m2.1 • EU • success
Arena
Run status
as_of: 2026-03-31T10:31:52.715854+00:00
started_at: 2026-03-31T12:46:00.652198+00:00
finished_at: 2026-03-31T12:47:46.464128+00:00
duration_ms: 105810
Inputs
{
  "as_of": "2026-03-31T10:31:52.715854+00:00",
  "dry_run": false,
  "selected": [
    {
      "symbol": "PAGE_CFD.UK",
      "selection_reason": "Largest negative deviation from MA50 (-31.73%) with -36.8% daily change; strong mean reversion candidate",
      "mean_reversion_score": 95
    },
    {
      "symbol": "FUTR_CFD.UK",
      "selection_reason": "Significant negative MA50 distance (-23.78%) with -21.24% daily change; high volatility (154%) supports reversion opportunity",
      "mean_reversion_score": 88
    },
    {
      "symbol": "MCG_CFD.UK",
      "selection_reason": "Strong negative MA50 distance (-17.19%) with -21.65% daily change; extreme move suggests overreaction",
      "mean_reversion_score": 82
    },
    {
      "symbol": "CBG_CFD.UK",
      "selection_reason": "Notable negative MA50 distance (-22.13%) with -26.63% daily change; substantial deviation from short-term mean",
      "mean_reversion_score": 78
    },
    {
      "symbol": "UTG_CFD.UK",
      "selection_reason": "Moderate negative MA50 distance (-13.55%) with -8.27% daily change; lower volatility (99%) for more stable reversion",
      "mean_reversion_score": 71
    }
  ],
  "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": "New entry: Score 82 with -17.19% MA50 deviation and -21.65% daily drop indicating potential overreaction; high mean reversion opportunity not yet represented in portfolio",
        "symbol": "MCG_CFD.UK",
        "position_size": 3000
      },
      {
        "reason": "Add to existing: Score 78 with -22.13% MA50 deviation and -26.63% daily drop; significant oversold condition supports increased position for mean reversion trade",
        "symbol": "CBG_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Position flat (avg=last=482.8); no significant deviation to warrant action",
        "symbol": "AUTO_CFD.UK"
      },
      {
        "reason": "Position flat (avg=last=292.6); no significant deviation detected",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "Already held with -22.13% MA50 deviation; candidate score 78, moderate reversion potential; hold to maintain position",
        "symbol": "CBG_CFD.UK"
      },
      {
        "reason": "Position flat (avg=last=118.83); no significant deviation; insufficient mean reversion signal to add or reduce",
        "symbol": "CRST_CFD.UK"
      },
      {
        "reason": "Already held with -23.78% MA50 deviation; candidate score 88, strong reversion potential; hold to maintain position",
        "symbol": "FUTR_CFD.UK"
      },
      {
        "reason": "Position flat (avg=last=172.2); no significant deviation; not a top candidate for mean reversion",
        "symbol": "IWG_CFD.UK"
      },
      {
        "reason": "Already held with -31.73% MA50 deviation; highest candidate score 95; hold position to benefit from expected mean reversion",
        "symbol": "PAGE_CFD.UK"
      },
      {
        "reason": "Already held with -13.55% MA50 deviation; candidate score 71; hold to maintain exposure as reversion plays out",
        "symbol": "UTG_CFD.UK"
      },
      {
        "reason": "No position; -1.02% deviation not significant enough for entry",
        "symbol": "ABF_CFD.UK"
      },
      {
        "reason": "No position; -16.28% deviation insufficient for mean reversion entry at this time",
        "symbol": "AEO_CFD.US"
      },
      {
        "reason": "No position; -2.80% deviation too marginal; not in top candidates",
        "symbol": "AGFB_CFD.BE"
      },
      {
        "reason": "No position; -2.38% deviation insufficient for entry",
        "symbol": "AML_CFD.UK"
      },
      {
        "reason": "No position; +10.31% above MA50; mean reversion is for oversold, not overbought",
        "symbol": "ATG_CFD.UK"
      },
      {
        "reason": "No position; -2.07% deviation too marginal for action",
        "symbol": "ATO_CFD.FR"
      },
      {
        "reason": "No position; large -34.66% deviation but penny stock with high risk; not selected as top candidate",
        "symbol": "BIG_CFD.FR"
      },
      {
        "reason": "No position; +8.63% above MA50; not oversold",
        "symbol": "BTRW_CFD.UK"
      },
      {
        "reason": "No position; +2.21% above MA50; not oversold for mean reversion",
        "symbol": "CCL_CFD.UK"
      },
      {
        "reason": "No position; +4.61% above MA50; not oversold",
        "symbol": "CRWD_CFD.US"
      },
      {
        "reason": "No position; -1.46% deviation too marginal",
        "symbol": "DKNG_CFD.US"
      },
      {
        "reason": "No position; -4.18% deviation insufficient",
        "symbol": "DSY_CFD.FR"
      },
      {
        "reason": "No position; +5.16% above MA50; not oversold",
        "symbol": "DT_CFD.US"
      },
      {
        "reason": "No position; +3.12% above MA50; not oversold",
        "symbol": "ERA_CFD.FR"
      },
      {
        "reason": "No position; -2.91% deviation; trailing PnL from closed position not actionable",
        "symbol": "GO_CFD.US"
      },
      {
        "reason": "No position; -4.76% deviation too marginal",
        "symbol": "HAIN_CFD.US"
      },
      {
        "reason": "No position; -11.71% deviation but price very high (1409→1244); limited position sizing utility",
        "symbol": "HIK_CFD.UK"
      },
      {
        "reason": "No position; -6.08% deviation insufficient for entry",
        "symbol": "HYQ_CFD.DE"
      },
      {
        "reason": "No position; -1.18% deviation too marginal",
        "symbol": "INF_CFD.UK"
      },
      {
        "reason": "No position; flat price; no deviation signal",
        "symbol": "LIO_CFD.UK"
      },
      {
        "reason": "No position; +6.35% above MA50; not oversold",
        "symbol": "LMND_CFD.US"
      },
      {
        "reason": "No position; flat price; no signal",
        "symbol": "LMP_CFD.UK"
      },
      {
        "reason": "No position; -1.96% deviation too marginal",
        "symbol": "LPE_CFD.FR"
      },
      {
        "reason": "No position; +0.76% deviation essentially flat",
        "symbol": "LXS_CFD.DE"
      },
      {
        "reason": "No position; +8.80% above MA50; not oversold",
        "symbol": "MAN_CFD.US"
      },
      {
        "reason": "No position; +4.64% above MA50; not oversold",
        "symbol": "MDB_CFD.US"
      },
      {
        "reason": "No position; flat price; no signal",
        "symbol": "OCDO_CFD.UK"
      },
      {
        "reason": "No position; -2.19% deviation too marginal",
        "symbol": "PBB_CFD.DE"
      },
      {
        "reason": "No position; +4.58% above MA50; not oversold",
        "symbol": "PROX_CFD.BE"
      },
      {
        "reason": "No position; -1.71% deviation too marginal",
        "symbol": "RCO_CFD.FR"
      },
      {
        "reason": "No position; -3.33% deviation insufficient",
        "symbol": "RIVN_CFD.US"
      },
      {
        "reason": "No position; -1.68% deviation too marginal",
        "symbol": "RMV_CFD.UK"
      },
      {
        "reason": "No position; flat price; no signal",
        "symbol": "RSW_CFD.UK"
      },
      {
        "reason": "No position; -6.88% deviation but very high price; limited position sizing utility",
        "symbol": "SGRO_CFD.UK"
      },
      {
        "reason": "No position; +28.31% above MA50; strongly overbought, not mean reversion candidate",
        "symbol": "SYNT_CFD.UK"
      },
      {
        "reason": "No position; +3.02% above MA50; not oversold",
        "symbol": "TCAP_CFD.UK"
      },
      {
        "reason": "No position; +10.69% above MA50; not oversold",
        "symbol": "TRN_CFD.UK"
      },
      {
        "reason": "No position; +48.10% above MA50; strongly overbought, avoid",
        "symbol": "TRST_CFD.UK"
      },
      {
        "reason": "No position; +2.64% above MA50; not oversold",
        "symbol": "UKW_CFD.UK"
      },
      {
        "reason": "No position; -8.03% deviation but very high price (385→354); limited position sizing utility",
        "symbol": "VTY_CFD.UK"
      },
      {
        "reason": "No position; -3.36% deviation insufficient",
        "symbol": "WIZZ_CFD.UK"
      },
      {
        "reason": "No position; -2.43% deviation too marginal",
        "symbol": "WPP_CFD.UK"
      },
      {
        "reason": "No position; -1.58% deviation too marginal",
        "symbol": "WTB_CFD.UK"
      }
    ],
    "sell": []
  },
  "portfolio_rationale": "Portfolio holds 8 positions with 2 open slots. Top 3 candidates (PAGE-95, FUTR-88, MCG-82) include 2 new names. PAGE and FUTR already held; adding MCG as new high-conviction mean reversion trade on extreme -21.65% daily drop with -17.19% MA50 deviation. Also adding to CBG position given -26.63% daily move and -22.13% MA50 deviation; doubling down on strong oversold signal. No sells triggered as no positions at extreme loss or overbought conditions. Awaiting mean reversion on existing oversold positions (PAGE -31.73%, FUTR -23.78%, CBG -22.13%, UTG -13.55%). All positions flat or near-flat with no realized losses to crystalize. Leverage remains well within 3.0x limit with 8 positions at 3K each = 24K on 10K equity (2.4x gross)."
}
Prompts & responses
#1872 • openrouter • minimax/minimax-m2.1 • 2026-03-31T12:46:00.686515+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": "Largest negative deviation from MA50 (-31.73%) with -36.8% daily change; strong mean reversion candidate",
      "mean_reversion_score": 95
    },
    {
      "symbol": "FUTR_CFD.UK",
      "selection_reason": "Significant negative MA50 distance (-23.78%) with -21.24% daily change; high volatility (154%) supports reversion opportunity",
      "mean_reversion_score": 88
    },
    {
      "symbol": "MCG_CFD.UK",
      "selection_reason": "Strong negative MA50 distance (-17.19%) with -21.65% daily change; extreme move suggests overreaction",
      "mean_reversion_score": 82
    },
    {
      "symbol": "CBG_CFD.UK",
      "selection_reason": "Notable negative MA50 distance (-22.13%) with -26.63% daily change; substantial deviation from short-term mean",
      "mean_reversion_score": 78
    },
    {
      "symbol": "UTG_CFD.UK",
      "selection_reason": "Moderate negative MA50 distance (-13.55%) with -8.27% daily change; lower volatility (99%) for more stable reversion",
      "mean_reversion_score": 71
    }
  ],
  "rejected_common_reasons": [
    "Minimal daily change (<5%)",
    "Positive distance from MA50 (above moving average)",
    "Excessive volatility (>3000%) suggesting binary/event-driven moves",
    "Distance from MA50 too small for mean reversion (<5%)"
  ]
}
#1873 • openrouter • minimax/minimax-m2.1 • 2026-03-31T12:47:01.729848+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": 0.0, "avg_price": 250.8, "last_price": 272.44, "unrealized_pnl": 0.0, "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": 8.142880408229738, "avg_price": 368.42, "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": 45.14672686230248, "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": [{"symbol": "PAGE_CFD.UK", "mean_reversion_score": 95, "selection_reason": "Largest negative deviation from MA50 (-31.73%) with -36.8% daily change; strong mean reversion candidate"}, {"symbol": "FUTR_CFD.UK", "mean_reversion_score": 88, "selection_reason": "Significant negative MA50 distance (-23.78%) with -21.24% daily change; high volatility (154%) supports reversion opportunity"}, {"symbol": "MCG_CFD.UK", "mean_reversion_score": 82, "selection_reason": "Strong negative MA50 distance (-17.19%) with -21.65% daily change; extreme move suggests overreaction"}, {"symbol": "CBG_CFD.UK", "mean_reversion_score": 78, "selection_reason": "Notable negative MA50 distance (-22.13%) with -26.63% daily change; substantial deviation from short-term mean"}, {"symbol": "UTG_CFD.UK", "mean_reversion_score": 71, "selection_reason": "Moderate negative MA50 distance (-13.55%) with -8.27% daily change; lower volatility (99%) for more stable reversion"}], "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": "New entry: Score 82 with -17.19% MA50 deviation and -21.65% daily drop indicating potential overreaction; high mean reversion opportunity not yet represented in portfolio",
        "symbol": "MCG_CFD.UK",
        "position_size": 3000
      },
      {
        "reason": "Add to existing: Score 78 with -22.13% MA50 deviation and -26.63% daily drop; significant oversold condition supports increased position for mean reversion trade",
        "symbol": "CBG_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Position flat (avg=last=482.8); no significant deviation to warrant action",
        "symbol": "AUTO_CFD.UK"
      },
      {
        "reason": "Position flat (avg=last=292.6); no significant deviation detected",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "Already held with -22.13% MA50 deviation; candidate score 78, moderate reversion potential; hold to maintain position",
        "symbol": "CBG_CFD.UK"
      },
      {
        "reason": "Position flat (avg=last=118.83); no significant deviation; insufficient mean reversion signal to add or reduce",
        "symbol": "CRST_CFD.UK"
      },
      {
        "reason": "Already held with -23.78% MA50 deviation; candidate score 88, strong reversion potential; hold to maintain position",
        "symbol": "FUTR_CFD.UK"
      },
      {
        "reason": "Position flat (avg=last=172.2); no significant deviation; not a top candidate for mean reversion",
        "symbol": "IWG_CFD.UK"
      },
      {
        "reason": "Already held with -31.73% MA50 deviation; highest candidate score 95; hold position to benefit from expected mean reversion",
        "symbol": "PAGE_CFD.UK"
      },
      {
        "reason": "Already held with -13.55% MA50 deviation; candidate score 71; hold to maintain exposure as reversion plays out",
        "symbol": "UTG_CFD.UK"
      },
      {
        "reason": "No position; -1.02% deviation not significant enough for entry",
        "symbol": "ABF_CFD.UK"
      },
      {
        "reason": "No position; -16.28% deviation insufficient for mean reversion entry at this time",
        "symbol": "AEO_CFD.US"
      },
      {
        "reason": "No position; -2.80% deviation too marginal; not in top candidates",
        "symbol": "AGFB_CFD.BE"
      },
      {
        "reason": "No position; -2.38% deviation insufficient for entry",
        "symbol": "AML_CFD.UK"
      },
      {
        "reason": "No position; +10.31% above MA50; mean reversion is for oversold, not overbought",
        "symbol": "ATG_CFD.UK"
      },
      {
        "reason": "No position; -2.07% deviation too marginal for action",
        "symbol": "ATO_CFD.FR"
      },
      {
        "reason": "No position; large -34.66% deviation but penny stock with high risk; not selected as top candidate",
        "symbol": "BIG_CFD.FR"
      },
      {
        "reason": "No position; +8.63% above MA50; not oversold",
        "symbol": "BTRW_CFD.UK"
      },
      {
        "reason": "No position; +2.21% above MA50; not oversold for mean reversion",
        "symbol": "CCL_CFD.UK"
      },
      {
        "reason": "No position; +4.61% above MA50; not oversold",
        "symbol": "CRWD_CFD.US"
      },
      {
        "reason": "No position; -1.46% deviation too marginal",
        "symbol": "DKNG_CFD.US"
      },
      {
        "reason": "No position; -4.18% deviation insufficient",
        "symbol": "DSY_CFD.FR"
      },
      {
        "reason": "No position; +5.16% above MA50; not oversold",
        "symbol": "DT_CFD.US"
      },
      {
        "reason": "No position; +3.12% above MA50; not oversold",
        "symbol": "ERA_CFD.FR"
      },
      {
        "reason": "No position; -2.91% deviation; trailing PnL from closed position not actionable",
        "symbol": "GO_CFD.US"
      },
      {
        "reason": "No position; -4.76% deviation too marginal",
        "symbol": "HAIN_CFD.US"
      },
      {
        "reason": "No position; -11.71% deviation but price very high (1409→1244); limited position sizing utility",
        "symbol": "HIK_CFD.UK"
      },
      {
        "reason": "No position; -6.08% deviation insufficient for entry",
        "symbol": "HYQ_CFD.DE"
      },
      {
        "reason": "No position; -1.18% deviation too marginal",
        "symbol": "INF_CFD.UK"
      },
      {
        "reason": "No position; flat price; no deviation signal",
        "symbol": "LIO_CFD.UK"
      },
      {
        "reason": "No position; +6.35% above MA50; not oversold",
        "symbol": "LMND_CFD.US"
      },
      {
        "reason": "No position; flat price; no signal",
        "symbol": "LMP_CFD.UK"
      },
      {
        "reason": "No position; -1.96% deviation too marginal",
        "symbol": "LPE_CFD.FR"
      },
      {
        "reason": "No position; +0.76% deviation essentially flat",
        "symbol": "LXS_CFD.DE"
      },
      {
        "reason": "No position; +8.80% above MA50; not oversold",
        "symbol": "MAN_CFD.US"
      },
      {
        "reason": "No position; +4.64% above MA50; not oversold",
        "symbol": "MDB_CFD.US"
      },
      {
        "reason": "No position; flat price; no signal",
        "symbol": "OCDO_CFD.UK"
      },
      {
        "reason": "No position; -2.19% deviation too marginal",
        "symbol": "PBB_CFD.DE"
      },
      {
        "reason": "No position; +4.58% above MA50; not oversold",
        "symbol": "PROX_CFD.BE"
      },
      {
        "reason": "No position; -1.71% deviation too marginal",
        "symbol": "RCO_CFD.FR"
      },
      {
        "reason": "No position; -3.33% deviation insufficient",
        "symbol": "RIVN_CFD.US"
      },
      {
        "reason": "No position; -1.68% deviation too marginal",
        "symbol": "RMV_CFD.UK"
      },
      {
        "reason": "No position; flat price; no signal",
        "symbol": "RSW_CFD.UK"
      },
      {
        "reason": "No position; -6.88% deviation but very high price; limited position sizing utility",
        "symbol": "SGRO_CFD.UK"
      },
      {
        "reason": "No position; +28.31% above MA50; strongly overbought, not mean reversion candidate",
        "symbol": "SYNT_CFD.UK"
      },
      {
        "reason": "No position; +3.02% above MA50; not oversold",
        "symbol": "TCAP_CFD.UK"
      },
      {
        "reason": "No position; +10.69% above MA50; not oversold",
        "symbol": "TRN_CFD.UK"
      },
      {
        "reason": "No position; +48.10% above MA50; strongly overbought, avoid",
        "symbol": "TRST_CFD.UK"
      },
      {
        "reason": "No position; +2.64% above MA50; not oversold",
        "symbol": "UKW_CFD.UK"
      },
      {
        "reason": "No position; -8.03% deviation but very high price (385→354); limited position sizing utility",
        "symbol": "VTY_CFD.UK"
      },
      {
        "reason": "No position; -3.36% deviation insufficient",
        "symbol": "WIZZ_CFD.UK"
      },
      {
        "reason": "No position; -2.43% deviation too marginal",
        "symbol": "WPP_CFD.UK"
      },
      {
        "reason": "No position; -1.58% deviation too marginal",
        "symbol": "WTB_CFD.UK"
      }
    ],
    "sell": []
  },
  "portfolio_rationale": "Portfolio holds 8 positions with 2 open slots. Top 3 candidates (PAGE-95, FUTR-88, MCG-82) include 2 new names. PAGE and FUTR already held; adding MCG as new high-conviction mean reversion trade on extreme -21.65% daily drop with -17.19% MA50 deviation. Also adding to CBG position given -26.63% daily move and -22.13% MA50 deviation; doubling down on strong oversold signal. No sells triggered as no positions at extreme loss or overbought conditions. Awaiting mean reversion on existing oversold positions (PAGE -31.73%, FUTR -23.78%, CBG -22.13%, UTG -13.55%). All positions flat or near-flat with no realized losses to crystalize. Leverage remains well within 3.0x limit with 8 positions at 3K each = 24K on 10K equity (2.4x gross)."
}
Selection logs
#918 • stage1 • 2026-03-31T12:47:01.726924+00:00
{
  "selected_stocks": [
    {
      "symbol": "PAGE_CFD.UK",
      "selection_reason": "Largest negative deviation from MA50 (-31.73%) with -36.8% daily change; strong mean reversion candidate",
      "mean_reversion_score": 95
    },
    {
      "symbol": "FUTR_CFD.UK",
      "selection_reason": "Significant negative MA50 distance (-23.78%) with -21.24% daily change; high volatility (154%) supports reversion opportunity",
      "mean_reversion_score": 88
    },
    {
      "symbol": "MCG_CFD.UK",
      "selection_reason": "Strong negative MA50 distance (-17.19%) with -21.65% daily change; extreme move suggests overreaction",
      "mean_reversion_score": 82
    },
    {
      "symbol": "CBG_CFD.UK",
      "selection_reason": "Notable negative MA50 distance (-22.13%) with -26.63% daily change; substantial deviation from short-term mean",
      "mean_reversion_score": 78
    },
    {
      "symbol": "UTG_CFD.UK",
      "selection_reason": "Moderate negative MA50 distance (-13.55%) with -8.27% daily change; lower volatility (99%) for more stable reversion",
      "mean_reversion_score": 71
    }
  ],
  "rejected_common_reasons": [
    "Minimal daily change (<5%)",
    "Positive distance from MA50 (above moving average)",
    "Excessive volatility (>3000%) suggesting binary/event-driven moves",
    "Distance from MA50 too small for mean reversion (<5%)"
  ]
}