Arena run #131
meanrev-v1 • mistralai • mistralai/mistral-large-2512 • EU • success
Run status
as_of: 2026-02-15T10:57:15.913854+00:00
started_at: 2026-02-15T10:57:36.699061+00:00
finished_at: 2026-02-15T10:57:50.182445+00:00
duration_ms: 13479
Inputs
{
"dry_run": false,
"selected": [
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Oversold: -12.7% 1D, -28% from MA200, -14.3% from MA50, high volatility (87.8%)",
"mean_reversion_score": 85
},
{
"symbol": "ACM_CFD.US",
"selection_reason": "Oversold: -14% 1D, -21.5% from MA200, -9% from MA50, moderate volatility (69.8%)",
"mean_reversion_score": 80
},
{
"symbol": "ASGN_CFD.US",
"selection_reason": "Oversold: -14.6% 1D, -15.8% from MA200, -14.4% from MA50, high volatility (89%)",
"mean_reversion_score": 78
},
{
"symbol": "BRNL_CFD.NL",
"selection_reason": "Oversold: -9.2% 1D, -22.8% from MA200, -13.5% from MA50, moderate volatility (55.7%)",
"mean_reversion_score": 75
},
{
"symbol": "BAX_CFD.US",
"selection_reason": "Oversold: -10.8% 1D, -17% from MA200, near MA50, high volatility (112.6%)",
"mean_reversion_score": 70
}
],
"universe_symbols": [
"ASHM_CFD.UK",
"ATG_CFD.UK",
"BYIT_CFD.UK",
"BLDR_CFD.US",
"BLND_CFD.UK",
"ALFEN_CFD.NL",
"ADJ_CFD.DE",
"BWA_CFD.US",
"CACC_CFD.US",
"AML_CFD.UK",
"1U1_CFD.DE",
"AJG_CFD.US",
"AAP_CFD.US",
"BDT_CFD.DE",
"ACM_CFD.US",
"CABO_CFD.US",
"AMAT_CFD.US",
"APH_CFD.US",
"BOY_CFD.UK",
"AAPL_CFD.US",
"BAMNB_CFD.NL",
"AGFB_CFD.BE",
"ACIW_CFD.US",
"BNZL_CFD.UK",
"AKAM_CFD.US",
"BPOST_CFD.BE",
"BAX_CFD.US",
"BDX_CFD.US",
"BLC_CFD.FR",
"BSX_CFD.US",
"ANET_CFD.US",
"ASGN_CFD.US",
"AVGO_CFD.US",
"AGNC_CFD.US",
"ADSK_CFD.US",
"AYI_CFD.US",
"ALTA_CFD.FR",
"AIR_CFD.DE",
"BERY_CFD.US",
"BRNL_CFD.NL",
"BG_CFD.US",
"ASML_CFD.US",
"BVB_CFD.DE",
"BREB_CFD.BE",
"ALV_CFD.US",
"AAF_CFD.UK",
"APD_CFD.US"
]
}Outputs
{
"actions": {
"buy": [
{
"reason": "Highest mean-reversion score (85) with strong oversold signals (-12.7% 1D, -28% from MA200) and high volatility (87.8%), aligning with strategy rules for fixed position sizing.",
"symbol": "BYIT_CFD.UK",
"position_size": 3000
},
{
"reason": "Second-highest mean-reversion score (80) with significant oversold conditions (-14% 1D, -21.5% from MA200) and moderate volatility (69.8%), within max buys per run limit.",
"symbol": "ACM_CFD.US",
"position_size": 3000
}
],
"hold": [],
"sell": []
},
"portfolio_rationale": "Initiating positions in top 2 mean-reversion candidates (BYIT_CFD.UK, ACM_CFD.US) due to clear oversold conditions and high scores. No existing holdings to sell/hold. Portfolio remains within max positions (2/10) and gross leverage (0.6) constraints."
}Prompts & responses
#251 • openrouter • mistralai/mistral-large-2512 • 2026-02-15T10:57:36.779855+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": "ASHM_CFD.UK", "name": "", "sector": "", "last_price": 257.4, "change_1d_pct": 7.5187969924811915, "distance_from_ma200_pct": 48.86150443808539, "distance_from_ma50_pct": 34.32793760169832, "volatility_20d_pct": 130.32201670906747, "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": 305.0, "change_1d_pct": 4.2735042735042805, "distance_from_ma200_pct": -30.344980756373573, "distance_from_ma50_pct": -1.1704016694101371, "volatility_20d_pct": 159.9931345477538, "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": "", "sector": "", "last_price": 300.4, "change_1d_pct": -12.674418604651173, "distance_from_ma200_pct": -28.03446775272175, "distance_from_ma50_pct": -14.34777426817815, "volatility_20d_pct": 87.82535981934274, "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": "BLDR_CFD.US", "name": "", "sector": "", "last_price": 117.9, "change_1d_pct": -8.08450923832541, "distance_from_ma200_pct": -1.8894804552860633, "distance_from_ma50_pct": 3.194748358862154, "volatility_20d_pct": 85.68629405896507, "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": "BLND_CFD.UK", "name": "", "sector": "", "last_price": 407.4, "change_1d_pct": -1.3081395348837344, "distance_from_ma200_pct": 9.236035504124684, "distance_from_ma50_pct": 2.3975710109812143, "volatility_20d_pct": 85.04431134905171, "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": "ALFEN_CFD.NL", "name": "Alfen", "sector": "", "last_price": 9.778, "change_1d_pct": -12.33638156715079, "distance_from_ma200_pct": -8.005185880705923, "distance_from_ma50_pct": -8.024050328095845, "volatility_20d_pct": 76.78328624412198, "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": "ADJ_CFD.DE", "name": "ADLER GROUP SA", "sector": "", "last_price": 0.194, "change_1d_pct": 4.3010752688172005, "distance_from_ma200_pct": -9.01843080241992, "distance_from_ma50_pct": -0.8990600735594656, "volatility_20d_pct": 294.60877874132996, "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": "BWA_CFD.US", "name": "", "sector": "", "last_price": 63.55, "change_1d_pct": 18.144636549544522, "distance_from_ma200_pct": 54.4331174590831, "distance_from_ma50_pct": 32.506255212677225, "volatility_20d_pct": 113.21748549891599, "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": "CACC_CFD.US", "name": "", "sector": "", "last_price": 489.23, "change_1d_pct": -4.174011830610724, "distance_from_ma200_pct": 1.3201147547689196, "distance_from_ma50_pct": 4.494571613479237, "volatility_20d_pct": 83.5290865380906, "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": "AML_CFD.UK", "name": "ASTON MARTIN LAGONDA GLOBAL", "sector": "", "last_price": 63.3, "change_1d_pct": -0.6279434850863463, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 0.8266832321880635, "volatility_20d_pct": 3108.8487325384363, "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": "1U1_CFD.DE", "name": "1&1 AG", "sector": "", "last_price": 24.662, "change_1d_pct": -0.7565392354124789, "distance_from_ma200_pct": 17.77211940150254, "distance_from_ma50_pct": -2.1498311368426393, "volatility_20d_pct": 52.86155291045303, "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": "AJG_CFD.US", "name": "Arthur J Gallagher & Co", "sector": "", "last_price": 210.25, "change_1d_pct": -2.01332898354849, "distance_from_ma200_pct": -26.843126959621234, "distance_from_ma50_pct": -15.355158081539255, "volatility_20d_pct": 75.10464107229106, "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": "AAP_CFD.US", "name": "Advance Auto Parts Inc", "sector": "", "last_price": 59.46, "change_1d_pct": 4.849232939516845, "distance_from_ma200_pct": 16.102879726320563, "distance_from_ma50_pct": 27.680956512029397, "volatility_20d_pct": 99.27489253540587, "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": "BDT_CFD.DE", "name": "Bertrandt AG", "sector": "", "last_price": 18.2, "change_1d_pct": 1.7897091722595126, "distance_from_ma200_pct": -5.891915831177341, "distance_from_ma50_pct": -2.196810111345182, "volatility_20d_pct": 85.44085686881746, "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": "ACM_CFD.US", "name": "Aecom Technology Corporation", "sector": "", "last_price": 89.29, "change_1d_pct": -13.978805394990356, "distance_from_ma200_pct": -21.48628252188275, "distance_from_ma50_pct": -8.980075311367852, "volatility_20d_pct": 69.83314057388074, "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": "CABO_CFD.US", "name": "", "sector": "", "last_price": 114.73, "change_1d_pct": 8.082901554404142, "distance_from_ma200_pct": -16.831793698194286, "distance_from_ma50_pct": 8.095121445665088, "volatility_20d_pct": 128.62753331161397, "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": "AMAT_CFD.US", "name": "Applied Materials Inc", "sector": "", "last_price": 354.91, "change_1d_pct": 8.075763573799467, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 20.54073000316543, "volatility_20d_pct": 5876.263436983796, "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": "APH_CFD.US", "name": "Amphenol Corporation", "sector": "", "last_price": 146.72, "change_1d_pct": 2.0802894315731013, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 3.7138574466891727, "volatility_20d_pct": 7776.240804945461, "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": "", "sector": "", "last_price": 759.0, "change_1d_pct": 21.927710843373504, "distance_from_ma200_pct": 26.070718696943686, "distance_from_ma50_pct": 16.477642431132388, "volatility_20d_pct": 101.78150509898363, "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": "AAPL_CFD.US", "name": "Apple Inc", "sector": "", "last_price": 258.11, "change_1d_pct": -5.533799363173886, "distance_from_ma200_pct": 7.518752047661348, "distance_from_ma50_pct": -3.50696173475874, "volatility_20d_pct": 49.485666601733534, "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": "BAMNB_CFD.NL", "name": "", "sector": "", "last_price": 9.58, "change_1d_pct": 2.3504273504273643, "distance_from_ma200_pct": 41.48804662311749, "distance_from_ma50_pct": 15.729555250594363, "volatility_20d_pct": 166.97047605265664, "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": "AGFB_CFD.BE", "name": "Agfa-Gevaert", "sector": "", "last_price": 0.51, "change_1d_pct": 6.25, "distance_from_ma200_pct": -38.979887292262404, "distance_from_ma50_pct": 2.1552760195497234, "volatility_20d_pct": 106.94899636725648, "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": "ACIW_CFD.US", "name": "ACI Worldwide Inc", "sector": "", "last_price": 39.87, "change_1d_pct": -5.7446808510638325, "distance_from_ma200_pct": -15.542007630240494, "distance_from_ma50_pct": -11.607819836916766, "volatility_20d_pct": 69.70824356507325, "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": "BNZL_CFD.UK", "name": "", "sector": "", "last_price": 2156.0, "change_1d_pct": 4.761904761904767, "distance_from_ma200_pct": -8.976947968779015, "distance_from_ma50_pct": 0.5503030407045806, "volatility_20d_pct": 67.63118933358233, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "AKAM_CFD.US", "name": "Akamai Technologies Inc", "sector": "", "last_price": 112.59, "change_1d_pct": 18.841038632045603, "distance_from_ma200_pct": 37.96483789836138, "distance_from_ma50_pct": 23.266614552883457, "volatility_20d_pct": 102.48727461054195, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "BPOST_CFD.BE", "name": "", "sector": "", "last_price": 2.255, "change_1d_pct": -2.8017241379310276, "distance_from_ma200_pct": 7.9295944862575185, "distance_from_ma50_pct": 7.485366737211385, "volatility_20d_pct": 59.18969001693662, "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": "BAX_CFD.US", "name": "BAXTER INTERNATIONAL INC", "sector": "", "last_price": 19.92, "change_1d_pct": -10.752688172043001, "distance_from_ma200_pct": -17.001729130643117, "distance_from_ma50_pct": 0.8822129262932021, "volatility_20d_pct": 112.58250395781317, "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": "BDX_CFD.US", "name": "", "sector": "", "last_price": 177.23, "change_1d_pct": 3.2568165928688053, "distance_from_ma200_pct": -5.028383507851664, "distance_from_ma50_pct": -10.72139210753531, "volatility_20d_pct": 126.12733237588685, "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": "BLC_CFD.FR", "name": "", "sector": "", "last_price": 24.5, "change_1d_pct": 4.934041459653926, "distance_from_ma200_pct": -7.591212188304208, "distance_from_ma50_pct": 1.355683985388234, "volatility_20d_pct": 58.02424713470432, "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": "BSX_CFD.US", "name": "", "sector": "", "last_price": 75.17, "change_1d_pct": 0.6426563127594154, "distance_from_ma200_pct": -24.467595523320895, "distance_from_ma50_pct": -17.591392756988355, "volatility_20d_pct": 120.18865293599967, "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": "ANET_CFD.US", "name": "ARISTA NETWORKS INC", "sector": "", "last_price": 142.25, "change_1d_pct": -0.4966424174594364, "distance_from_ma200_pct": 13.736489544238495, "distance_from_ma50_pct": 7.016844338451578, "volatility_20d_pct": 117.64179440630078, "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": "ASGN_CFD.US", "name": "", "sector": "", "last_price": 41.76, "change_1d_pct": -14.618687384992846, "distance_from_ma200_pct": -15.832838696739238, "distance_from_ma50_pct": -14.396057626868487, "volatility_20d_pct": 89.01136725282038, "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": "AVGO_CFD.US", "name": "BROADCOM INC", "sector": "", "last_price": 326.74, "change_1d_pct": -4.565236440108656, "distance_from_ma200_pct": 4.469413425058222, "distance_from_ma50_pct": -5.554791170699724, "volatility_20d_pct": 83.24755821692685, "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": "AGNC_CFD.US", "name": "AGNC Investment Corp", "sector": "", "last_price": 11.43, "change_1d_pct": 1.6903914590747249, "distance_from_ma200_pct": 14.05648939514137, "distance_from_ma50_pct": 2.7434201064288732, "volatility_20d_pct": 45.17040206288117, "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": "ADSK_CFD.US", "name": "Autodesk Inc", "sector": "", "last_price": 232.37, "change_1d_pct": -4.563003121406273, "distance_from_ma200_pct": -21.31035845490348, "distance_from_ma50_pct": -15.837976605442128, "volatility_20d_pct": 78.11687358295923, "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": "AYI_CFD.US", "name": "", "sector": "", "last_price": 307.52, "change_1d_pct": -7.18618899586515, "distance_from_ma200_pct": -4.72202561122268, "distance_from_ma50_pct": -10.036626607533627, "volatility_20d_pct": 52.50298521250375, "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": "ALTA_CFD.FR", "name": "Altarea", "sector": "", "last_price": 120.8, "change_1d_pct": 0.33222591362125353, "distance_from_ma200_pct": 15.07734736235431, "distance_from_ma50_pct": 8.356803165740878, "volatility_20d_pct": 44.35026250443916, "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": "AIR_CFD.DE", "name": "AIRBUS SE", "sector": "", "last_price": 193.32, "change_1d_pct": 2.5809738082098743, "distance_from_ma200_pct": 2.659999608094954, "distance_from_ma50_pct": -3.2202931806351254, "volatility_20d_pct": 41.75146560290185, "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": "BERY_CFD.US", "name": "", "sector": "", "last_price": 67.88, "change_1d_pct": -2.2887577371527357, "distance_from_ma200_pct": 0.1607618592304405, "distance_from_ma50_pct": -2.3899226366799975, "volatility_20d_pct": 69.71811673774233, "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": "BRNL_CFD.NL", "name": "", "sector": "", "last_price": 6.93, "change_1d_pct": -9.174311926605505, "distance_from_ma200_pct": -22.784568947363148, "distance_from_ma50_pct": -13.539706858434686, "volatility_20d_pct": 55.74392929863451, "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": "BG_CFD.US", "name": "", "sector": "", "last_price": 123.03, "change_1d_pct": 4.840221559437596, "distance_from_ma200_pct": 39.25029173179464, "distance_from_ma50_pct": 19.936595333166963, "volatility_20d_pct": 56.78842476619034, "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": "ASML_CFD.US", "name": "ASML HOLDING NV-NY - ADR", "sector": "", "last_price": 1411.0, "change_1d_pct": -0.3355112131379179, "distance_from_ma200_pct": 49.27372145629369, "distance_from_ma50_pct": 13.51850069977598, "volatility_20d_pct": 73.55077388458201, "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": "BVB_CFD.DE", "name": "", "sector": "", "last_price": 3.27, "change_1d_pct": -1.1188388267311722, "distance_from_ma200_pct": -7.9069099388721416, "distance_from_ma50_pct": -0.8074937360083911, "volatility_20d_pct": 29.47023820406872, "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": "BREB_CFD.BE", "name": "", "sector": "", "last_price": 106.0, "change_1d_pct": 0.0, "distance_from_ma200_pct": -3.085421880587169, "distance_from_ma50_pct": 0.28640282890912694, "volatility_20d_pct": 29.901666553244784, "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": "ALV_CFD.US", "name": "Autoliv Inc", "sector": "", "last_price": 124.98, "change_1d_pct": -0.15179356075736283, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 1.5390914940496714, "volatility_20d_pct": 3067.088737909366, "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": "AAF_CFD.UK", "name": "AIRTEL AFRICA PLC", "sector": "", "last_price": 334.6, "change_1d_pct": 2.9538461538461513, "distance_from_ma200_pct": 34.49293630718413, "distance_from_ma50_pct": -1.4699992932695638, "volatility_20d_pct": 71.45802625991806, "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": "APD_CFD.US", "name": "Air Products and Chemicals Inc", "sector": "", "last_price": 279.74, "change_1d_pct": -4.034305317324183, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 7.90905070985457, "volatility_20d_pct": 3632.8342994194136, "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": "BYIT_CFD.UK",
"selection_reason": "Oversold: -12.7% 1D, -28% from MA200, -14.3% from MA50, high volatility (87.8%)",
"mean_reversion_score": 85
},
{
"symbol": "ACM_CFD.US",
"selection_reason": "Oversold: -14% 1D, -21.5% from MA200, -9% from MA50, moderate volatility (69.8%)",
"mean_reversion_score": 80
},
{
"symbol": "ASGN_CFD.US",
"selection_reason": "Oversold: -14.6% 1D, -15.8% from MA200, -14.4% from MA50, high volatility (89%)",
"mean_reversion_score": 78
},
{
"symbol": "BRNL_CFD.NL",
"selection_reason": "Oversold: -9.2% 1D, -22.8% from MA200, -13.5% from MA50, moderate volatility (55.7%)",
"mean_reversion_score": 75
},
{
"symbol": "BAX_CFD.US",
"selection_reason": "Oversold: -10.8% 1D, -17% from MA200, near MA50, high volatility (112.6%)",
"mean_reversion_score": 70
}
],
"rejected_common_reasons": [
"Earnings date unknown (cannot confirm avoidance of earnings within 5 days)",
"Extreme volatility (e.g., AML_CFD.UK, ALV_CFD.US, APD_CFD.US, AMAT_CFD.US, APH_CFD.US)",
"Insufficient deviation from moving averages (e.g., BLND_CFD.UK, BREB_CFD.BE, BERV_CFD.US)",
"Sector concentration (none identified due to unknown sectors)"
]
}#252 • openrouter • mistralai/mistral-large-2512 • 2026-02-15T10:57:45.817911+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": [], "candidates": [{"symbol": "BYIT_CFD.UK", "mean_reversion_score": 85, "selection_reason": "Oversold: -12.7% 1D, -28% from MA200, -14.3% from MA50, high volatility (87.8%)"}, {"symbol": "ACM_CFD.US", "mean_reversion_score": 80, "selection_reason": "Oversold: -14% 1D, -21.5% from MA200, -9% from MA50, moderate volatility (69.8%)"}, {"symbol": "ASGN_CFD.US", "mean_reversion_score": 78, "selection_reason": "Oversold: -14.6% 1D, -15.8% from MA200, -14.4% from MA50, high volatility (89%)"}, {"symbol": "BRNL_CFD.NL", "mean_reversion_score": 75, "selection_reason": "Oversold: -9.2% 1D, -22.8% from MA200, -13.5% from MA50, moderate volatility (55.7%)"}, {"symbol": "BAX_CFD.US", "mean_reversion_score": 70, "selection_reason": "Oversold: -10.8% 1D, -17% from MA200, near MA50, high volatility (112.6%)"}], "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": "Highest mean-reversion score (85) with strong oversold signals (-12.7% 1D, -28% from MA200) and high volatility (87.8%), aligning with strategy rules for fixed position sizing.",
"symbol": "BYIT_CFD.UK",
"position_size": 3000
},
{
"reason": "Second-highest mean-reversion score (80) with significant oversold conditions (-14% 1D, -21.5% from MA200) and moderate volatility (69.8%), within max buys per run limit.",
"symbol": "ACM_CFD.US",
"position_size": 3000
}
],
"hold": [],
"sell": []
},
"portfolio_rationale": "Initiating positions in top 2 mean-reversion candidates (BYIT_CFD.UK, ACM_CFD.US) due to clear oversold conditions and high scores. No existing holdings to sell/hold. Portfolio remains within max positions (2/10) and gross leverage (0.6) constraints."
}Selection logs
#125 • stage1 • 2026-02-15T10:57:45.812697+00:00
{
"selected_stocks": [
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Oversold: -12.7% 1D, -28% from MA200, -14.3% from MA50, high volatility (87.8%)",
"mean_reversion_score": 85
},
{
"symbol": "ACM_CFD.US",
"selection_reason": "Oversold: -14% 1D, -21.5% from MA200, -9% from MA50, moderate volatility (69.8%)",
"mean_reversion_score": 80
},
{
"symbol": "ASGN_CFD.US",
"selection_reason": "Oversold: -14.6% 1D, -15.8% from MA200, -14.4% from MA50, high volatility (89%)",
"mean_reversion_score": 78
},
{
"symbol": "BRNL_CFD.NL",
"selection_reason": "Oversold: -9.2% 1D, -22.8% from MA200, -13.5% from MA50, moderate volatility (55.7%)",
"mean_reversion_score": 75
},
{
"symbol": "BAX_CFD.US",
"selection_reason": "Oversold: -10.8% 1D, -17% from MA200, near MA50, high volatility (112.6%)",
"mean_reversion_score": 70
}
],
"rejected_common_reasons": [
"Earnings date unknown (cannot confirm avoidance of earnings within 5 days)",
"Extreme volatility (e.g., AML_CFD.UK, ALV_CFD.US, APD_CFD.US, AMAT_CFD.US, APH_CFD.US)",
"Insufficient deviation from moving averages (e.g., BLND_CFD.UK, BREB_CFD.BE, BERV_CFD.US)",
"Sector concentration (none identified due to unknown sectors)"
]
}