Arena run #976

You are an Arena strategy executor. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices, fundamentals, earnings dates, or sentiment. If a field is null/empty, treat it as unknown. You are a constrained selector (no narrative).

{"task": "stage1_universe_scan", "region": "US", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "selection_rules": {"horizon": "2-10 trading days", "target": "short-term mean reversion in liquid equities", "constraints": ["Select exactly 5 candidates", "Avoid earnings within 5 trading days (if known)", "Avoid highly binary/event-driven moves (if known)", "Avoid sector concentration: max 1 per sector unless clearly justified (sector may be unknown)"]}, "universe": [{"symbol": "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": "FUTR_CFD.UK", "name": "FUTURE PLC", "sector": "", "last_price": 368.42, "change_1d_pct": -30.74812030075188, "distance_from_ma200_pct": -45.17933560634293, "distance_from_ma50_pct": -32.26659626501075, "volatility_20d_pct": 170.38116786538166, "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": "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": "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": "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": "ABDN_CFD.UK", "name": "Aberdeen Group Plc", "sector": "", "last_price": 206.2, "change_1d_pct": 0.4873294346978474, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -3.567353199768042, "volatility_20d_pct": 5122.525857900045, "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": "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"}, {"symbol": "XOM_CFD.US", "name": "Exxon Mobil Corp", "sector": "", "last_price": 148.54, "change_1d_pct": -0.34885281094861886, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 11.543788813652633, "volatility_20d_pct": 3176.0099738127233, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}], "output_schema": {"selected_stocks": [{"symbol": "string", "mean_reversion_score": "integer 0-100", "selection_reason": "short, concrete, indicator-based"}], "rejected_common_reasons": ["string"]}}

{
  "selected_stocks": [
    {
      "symbol": "PAGE_CFD.UK",
      "selection_reason": "1d move -36.80% with price -31.73% vs MA50 and -40.61% vs MA200 (extreme downside stretch).",
      "mean_reversion_score": 92
    },
    {
      "symbol": "FUTR_CFD.UK",
      "selection_reason": "1d move -30.75% with price -32.27% vs MA50 and -45.18% vs MA200 (deeply oversold vs key MAs).",
      "mean_reversion_score": 90
    },
    {
      "symbol": "BOY_CFD.UK",
      "selection_reason": "1d move +24.16% with price +18.64% vs MA50 and +28.65% vs MA200 (sharp upside extension).",
      "mean_reversion_score": 80
    },
    {
      "symbol": "CRST_CFD.UK",
      "selection_reason": "1d move +24.85% with price +17.83% vs MA50 (near-term overextension vs MA50).",
      "mean_reversion_score": 78
    },
    {
      "symbol": "ICG_CFD.UK",
      "selection_reason": "1d move -15.19% with price -12.26% vs MA50 and -16.18% vs MA200 (oversold pullback vs MAs).",
      "mean_reversion_score": 70
    }
  ],
  "rejected_common_reasons": [
    "Region mismatch vs requested US (most symbols are .UK CFDs).",
    "Earnings timing unknown (cannot apply the 'avoid earnings within 5 trading days' rule).",
    "Potential data-quality issues indicated by implausible volatility_20d_pct or missing MA200 values.",
    "Liquidity/market-cap unknown (avg_daily_volume_usd and market_cap_usd are null).",
    "Moves may be event-driven (news/sentiment fields empty; cannot verify)."
  ]
}

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

{"task": "stage2_portfolio_management", "region": "US", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "portfolio_constraints": {"initial_equity": 10000.0, "max_positions": 10, "fixed_position_size": 3000.0, "max_gross_leverage": 3.0, "overtrading_rules": ["Max 2 SELL actions per run unless risk event forces more", "Max 2 BUY actions per run", "If no clear improvement vs current holdings, output HOLD for everything"]}, "current_portfolio": [{"symbol": "ADBE_CFD.US", "qty": 12.025494047380446, "avg_price": 249.47, "last_price": 241.73, "unrealized_pnl": -93.07732392672476, "opened_at": "2026-03-14T18:06:47.909233+00:00"}, {"symbol": "AMH_CFD.US", "qty": 0.0, "avg_price": 29.674999999999997, "last_price": 28.435000000000002, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "ARCAD_CFD.NL", "qty": 0.0, "avg_price": 28.6, "last_price": 30.0, "unrealized_pnl": 146.8531468531467, "opened_at": "2026-02-23T10:32:09.961595+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 0.0, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "CABO_CFD.US", "qty": 0.0, "avg_price": 94.325, "last_price": 108.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"symbol": "CBG_CFD.UK", "qty": 8.748396127376648, "avg_price": 342.92, "last_price": 342.92, "unrealized_pnl": 0.0, "opened_at": "2026-03-20T10:26:40.341409+00:00"}, {"symbol": "COTY_CFD.US", "qty": 1496.2593516209477, "avg_price": 2.005, "last_price": 1.995, "unrealized_pnl": -14.962593516209157, "opened_at": "2026-03-29T18:14:52.152268+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 0.0, "avg_price": 350.45000000000005, "last_price": 382.96500000000003, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "CSGP_CFD.US", "qty": 0.0, "avg_price": 47.235, "last_price": 40.870000000000005, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T18:03:34.247734+00:00"}, {"symbol": "DSY_CFD.FR", "qty": 0.0, "avg_price": 17.881, "last_price": 17.45, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "ETSY_CFD.US", "qty": 0.0, "avg_price": 44.13, "last_price": 50.769999999999996, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "EZJ_CFD.UK", "qty": 0.0, "avg_price": 437.5, "last_price": 348.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T10:20:03.276878+00:00"}, {"symbol": "FBIN_CFD.US", "qty": 0.0, "avg_price": 50.974999999999994, "last_price": 54.185, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "FICO_CFD.US", "qty": 2.6609662855571625, "avg_price": 1127.4099999999999, "last_price": 1064.38, "unrealized_pnl": -167.72070497866727, "opened_at": "2026-03-14T18:06:47.909233+00:00"}, {"symbol": "FLO_CFD.US", "qty": 0.0, "avg_price": 9.875, "last_price": 9.885000000000002, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 10.55594651653765, "avg_price": 284.2, "last_price": 284.2, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "HIK_CFD.UK", "qty": 0.0, "avg_price": 1236.0, "last_price": 1236.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-28T10:05:22.022266+00:00"}, {"symbol": "ITRK_CFD.UK", "qty": 0.0, "avg_price": 3620.0, "last_price": 3620.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-28T10:05:22.022266+00:00"}, {"symbol": "IWG_CFD.UK", "qty": 16.216216216216218, "avg_price": 185.0, "last_price": 172.2, "unrealized_pnl": -207.56756756756778, "opened_at": "2026-03-17T10:04:29.123574+00:00"}, {"symbol": "MLCO_CFD.US", "qty": 0.0, "avg_price": 5.51, "last_price": 6.06, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 0.0, "avg_price": 204.3, "last_price": 204.3, "unrealized_pnl": 0.0, "opened_at": "2026-03-12T18:01:52.554929+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 0.0, "avg_price": 132.9, "last_price": 132.9, "unrealized_pnl": 0.0, "opened_at": "2026-03-05T10:27:11.178069+00:00"}, {"symbol": "PAYC_CFD.US", "qty": 0.0, "avg_price": 121.22, "last_price": 134.24, "unrealized_pnl": 322.2240554363969, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "PSN_CFD.UK", "qty": 2.4691358024691357, "avg_price": 1215.0, "last_price": 1080.5, "unrealized_pnl": -332.09876543209873, "opened_at": "2026-03-12T18:01:52.554929+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 424.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "TMV_CFD.DE", "qty": 0.0, "avg_price": 4.781, "last_price": 4.467, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "TRN_CFD.UK", "qty": 0.0, "avg_price": 184.5, "last_price": 204.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-05T10:27:11.178069+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 0.0, "avg_price": 92.35, "last_price": 92.35, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "ULTA_CFD.US", "qty": 5.605381165919282, "avg_price": 535.2, "last_price": 522.0, "unrealized_pnl": -73.99103139013478, "opened_at": "2026-03-15T18:15:23.812047+00:00"}, {"symbol": "UTG_CFD.UK", "qty": 6.504770164787511, "avg_price": 461.2, "last_price": 461.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-30T10:23:56.039732+00:00"}, {"symbol": "WPP_CFD.UK", "qty": 0.0, "avg_price": 232.09999999999997, "last_price": 232.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-28T10:51:05.818250+00:00"}, {"symbol": "ZS_CFD.US", "qty": 18.778167250876315, "avg_price": 159.76, "last_price": 140.21, "unrealized_pnl": -367.11316975463166, "opened_at": "2026-02-21T17:32:49.140800+00:00"}], "candidates": [{"symbol": "PAGE_CFD.UK", "mean_reversion_score": 92, "selection_reason": "1d move -36.80% with price -31.73% vs MA50 and -40.61% vs MA200 (extreme downside stretch)."}, {"symbol": "FUTR_CFD.UK", "mean_reversion_score": 90, "selection_reason": "1d move -30.75% with price -32.27% vs MA50 and -45.18% vs MA200 (deeply oversold vs key MAs)."}, {"symbol": "BOY_CFD.UK", "mean_reversion_score": 80, "selection_reason": "1d move +24.16% with price +18.64% vs MA50 and +28.65% vs MA200 (sharp upside extension)."}, {"symbol": "CRST_CFD.UK", "mean_reversion_score": 78, "selection_reason": "1d move +24.85% with price +17.83% vs MA50 (near-term overextension vs MA50)."}, {"symbol": "ICG_CFD.UK", "mean_reversion_score": 70, "selection_reason": "1d move -15.19% with price -12.26% vs MA50 and -16.18% vs MA200 (oversold pullback vs MAs)."}], "output_schema": {"actions": {"sell": [{"symbol": "string", "reason": "string"}], "hold": [{"symbol": "string", "reason": "string"}], "buy": [{"symbol": "string", "position_size": "number (currency amount)", "reason": "string"}]}, "portfolio_rationale": "string"}}

{
  "actions": {
    "buy": [
      {
        "reason": "Mean-reversion entry: candidate score 92 with extreme downside stretch (1d move -36.80%; price -31.73% vs MA50 and -40.61% vs MA200). Funded by selling one flat position to stay within the 10-position limit.",
        "symbol": "PAGE_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Maintain existing position; no new risk/event data provided to justify trimming, and avoiding unnecessary churn under the mean-reversion mandate.",
        "symbol": "ADBE_CFD.US"
      },
      {
        "reason": "Small drawdown and no new catalyst data provided; hold to avoid overtrading.",
        "symbol": "COTY_CFD.US"
      },
      {
        "reason": "Hold despite drawdown; no additional signal/news provided to justify a forced exit, and strategy favors patience on mean-reversion positions.",
        "symbol": "FICO_CFD.US"
      },
      {
        "reason": "Hold; it is explicitly flagged as deeply oversold in the candidate list (mean_reversion_score 90), aligning with the mean-reversion thesis.",
        "symbol": "FUTR_CFD.UK"
      },
      {
        "reason": "Hold; no new information provided to override the existing mean-reversion positioning, and avoiding churn.",
        "symbol": "IWG_CFD.UK"
      },
      {
        "reason": "Hold; currently down but no risk/event trigger given, and strategy prefers not to realize losses without a clear improvement opportunity beyond the one rotation executed.",
        "symbol": "PSN_CFD.UK"
      },
      {
        "reason": "Hold; moderate drawdown with no new catalyst data provided, and avoiding unnecessary trades.",
        "symbol": "ULTA_CFD.US"
      },
      {
        "reason": "Hold; no new signal provided and keeping turnover low after making one rotation to the highest-score candidate.",
        "symbol": "UTG_CFD.UK"
      },
      {
        "reason": "Hold; drawdown noted but no risk/event data provided to force a sell, and avoiding overtrading.",
        "symbol": "ZS_CFD.US"
      }
    ],
    "sell": [
      {
        "reason": "Portfolio is at the 10-position limit; rotating capital from a flat/neutral position (no current mean-reversion catalyst provided) into a higher-conviction mean-reversion setup (PAGE, score 92).",
        "symbol": "CBG_CFD.UK"
      }
    ]
  },
  "portfolio_rationale": "The portfolio was already at the max 10 positions, so adding the highest-conviction mean-reversion candidate (PAGE, score 92; extreme oversold vs MA50/MA200) required a single rotation. To minimize churn and comply with the max 2 sells/buys per run, we executed 1 SELL (a flat/neutral holding without a provided mean-reversion catalyst) and 1 BUY (PAGE). All other positions are held to avoid overtrading in the absence of explicit risk-event or superior replacement signals."
}

{
  "selected_stocks": [
    {
      "symbol": "PAGE_CFD.UK",
      "selection_reason": "1d move -36.80% with price -31.73% vs MA50 and -40.61% vs MA200 (extreme downside stretch).",
      "mean_reversion_score": 92
    },
    {
      "symbol": "FUTR_CFD.UK",
      "selection_reason": "1d move -30.75% with price -32.27% vs MA50 and -45.18% vs MA200 (deeply oversold vs key MAs).",
      "mean_reversion_score": 90
    },
    {
      "symbol": "BOY_CFD.UK",
      "selection_reason": "1d move +24.16% with price +18.64% vs MA50 and +28.65% vs MA200 (sharp upside extension).",
      "mean_reversion_score": 80
    },
    {
      "symbol": "CRST_CFD.UK",
      "selection_reason": "1d move +24.85% with price +17.83% vs MA50 (near-term overextension vs MA50).",
      "mean_reversion_score": 78
    },
    {
      "symbol": "ICG_CFD.UK",
      "selection_reason": "1d move -15.19% with price -12.26% vs MA50 and -16.18% vs MA200 (oversold pullback vs MAs).",
      "mean_reversion_score": 70
    }
  ],
  "rejected_common_reasons": [
    "Region mismatch vs requested US (most symbols are .UK CFDs).",
    "Earnings timing unknown (cannot apply the 'avoid earnings within 5 trading days' rule).",
    "Potential data-quality issues indicated by implausible volatility_20d_pct or missing MA200 values.",
    "Liquidity/market-cap unknown (avg_daily_volume_usd and market_cap_usd are null).",
    "Moves may be event-driven (news/sentiment fields empty; cannot verify)."
  ]
}