Arena run #132

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": "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": "DSY_CFD.FR", "name": "Dassault Systemes SA", "sector": "", "last_price": 17.881, "change_1d_pct": -1.6554834451655398, "distance_from_ma200_pct": -34.637393069757884, "distance_from_ma50_pct": -22.617996627925898, "volatility_20d_pct": 136.7518220483471, "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": "FTK_CFD.DE", "name": "", "sector": "", "last_price": 33.396, "change_1d_pct": -9.010162657003518, "distance_from_ma200_pct": 11.581584427760138, "distance_from_ma50_pct": -9.535209916995369, "volatility_20d_pct": 84.74830613354514, "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": "RIVN_CFD.US", "name": "Rivian Automotive Inc", "sector": "", "last_price": 18.26, "change_1d_pct": 18.88020833333335, "distance_from_ma200_pct": 22.82483671561275, "distance_from_ma50_pct": 3.91531982699751, "volatility_20d_pct": 153.53412458433212, "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": "WIZZ_CFD.UK", "name": "", "sector": "", "last_price": 1410.0, "change_1d_pct": -1.6050244242847178, "distance_from_ma200_pct": 12.438563987291552, "distance_from_ma50_pct": 10.005010299121553, "volatility_20d_pct": 107.14174850053962, "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": "DIM_CFD.FR", "name": "Sartorius Stedim Biotech SA", "sector": "", "last_price": 174.3, "change_1d_pct": 0.17241379310346527, "distance_from_ma200_pct": -9.882090564879785, "distance_from_ma50_pct": -13.770141573299632, "volatility_20d_pct": 74.92390271465962, "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": 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": "IWG_CFD.UK", "name": "IWG PLC", "sector": "", "last_price": 224.0, "change_1d_pct": -7.361455748552526, "distance_from_ma200_pct": 4.848984696728986, "distance_from_ma50_pct": -3.5089986474029167, "volatility_20d_pct": 99.60824559726845, "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": "MAU_CFD.FR", "name": "", "sector": "", "last_price": 7.735, "change_1d_pct": 6.91085003455425, "distance_from_ma200_pct": 49.39339714018356, "distance_from_ma50_pct": 29.856394105342332, "volatility_20d_pct": 69.24306208886863, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "WKP_CFD.UK", "name": "WORKSPACE GROUP PLC", "sector": "", "last_price": 423.0, "change_1d_pct": 3.6764705882353033, "distance_from_ma200_pct": 1.8640028868691871, "distance_from_ma50_pct": 5.808194506978848, "volatility_20d_pct": 70.2233148398582, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "BLDR_CFD.US", "name": "Builders FirstSource Inc", "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, 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{"symbol": "EDP_CFD.PT", "name": "EDP-Energias De Portugal S.A.", "sector": "", "last_price": 4.236, "change_1d_pct": -3.155006858710563, "distance_from_ma200_pct": 8.888443327112604, "distance_from_ma50_pct": 3.889224068160746, "volatility_20d_pct": 32.78994661901933, "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": "HFG_CFD.DE", "name": "", "sector": "", "last_price": 5.177, "change_1d_pct": -8.468882602545968, "distance_from_ma200_pct": -31.412067475051263, "distance_from_ma50_pct": -9.778498109130195, "volatility_20d_pct": 126.58358777217298, "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": "MLCO_CFD.US", "name": "", "sector": "", "last_price": 5.6, "change_1d_pct": -11.251980982567355, "distance_from_ma200_pct": -28.984478035913565, "distance_from_ma50_pct": -21.29525522824376, "volatility_20d_pct": 102.89345949241407, "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": 0.191, "change_1d_pct": 9.142857142857142, "distance_from_ma200_pct": -10.395946706699188, "distance_from_ma50_pct": -2.421579646469818, "volatility_20d_pct": 294.3802301494004, "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": "IPR_CFD.PT", "name": "Impresa SGPS SA", "sector": "", "last_price": 0.191, "change_1d_pct": -4.975124378109452, "distance_from_ma200_pct": 27.083402641471753, "distance_from_ma50_pct": -6.12405386808218, "volatility_20d_pct": 429.02488113454956, "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": "LOTB_CFD.BE", "name": "", "sector": "", "last_price": 10400.0, "change_1d_pct": -1.5151515151515138, "distance_from_ma200_pct": 22.048705128282343, "distance_from_ma50_pct": 19.869250310046404, "volatility_20d_pct": 153.1429616770747, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "TRST_CFD.UK", "name": "TRUSTPILOT AS", "sector": "", "last_price": 134.3, "change_1d_pct": -0.37091988130564246, "distance_from_ma200_pct": -37.755561966933506, "distance_from_ma50_pct": -25.763535579331855, "volatility_20d_pct": 8071.894412527361, "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": "AAL_CFD.UK", "name": "ANGLO AMERICAN PLC", "sector": "", "last_price": 3604.0, "change_1d_pct": 1.549732318963093, "distance_from_ma200_pct": 36.22533469561186, "distance_from_ma50_pct": 12.006820357593885, "volatility_20d_pct": 94.34233416580979, "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": "J_CFD.US", "name": "", "sector": "", "last_price": 134.62, "change_1d_pct": -11.165368879503756, "distance_from_ma200_pct": -4.1219649513149275, "distance_from_ma50_pct": -2.308259458580797, "volatility_20d_pct": 71.60679701028992, "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": "TRI_CFD.FR", "name": "", "sector": "", "last_price": 170.9, "change_1d_pct": 0.8259587020648995, "distance_from_ma200_pct": 12.255904576832188, "distance_from_ma50_pct": -0.4238831189640302, "volatility_20d_pct": 48.340105610829056, "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": "EXPO_CFD.US", "name": "Exponent Inc", "sector": "", "last_price": 67.79, "change_1d_pct": -11.743262596016136, "distance_from_ma200_pct": -6.418653320384616, "distance_from_ma50_pct": -7.0707901518890175, "volatility_20d_pct": 92.11453378932266, "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": "GRI_CFD.UK", "name": "", "sector": "", "last_price": 192.4, "change_1d_pct": 0.08322929671245038, "distance_from_ma200_pct": -4.9312468607917275, "distance_from_ma50_pct": 0.9128310349964197, "volatility_20d_pct": 71.43116862190418, "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": 1725.0, "change_1d_pct": -13.18570709612481, "distance_from_ma200_pct": -14.958295918064756, "distance_from_ma50_pct": -12.167853189864985, "volatility_20d_pct": 71.84705535187696, "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": "DSY_CFD.FR",
      "selection_reason": "Significant negative deviation from 50-day and 200-day MA, high volatility, recent 1-day drop.",
      "mean_reversion_score": 85
    },
    {
      "symbol": "BYIT_CFD.UK",
      "selection_reason": "Large negative deviation from 50-day and 200-day MA, high 1-day drop, high volatility.",
      "mean_reversion_score": 80
    },
    {
      "symbol": "TRN_CFD.UK",
      "selection_reason": "Extreme 1-day drop, significant negative deviation from 50-day and 200-day MA, high volatility.",
      "mean_reversion_score": 78
    },
    {
      "symbol": "ATE_CFD.FR",
      "selection_reason": "Negative deviation from 50-day and 200-day MA, recent 1-day drop, moderate volatility.",
      "mean_reversion_score": 75
    },
    {
      "symbol": "ICLR_CFD.US",
      "selection_reason": "Extreme negative deviation from 50-day and 200-day MA, high volatility, large 1-day drop.",
      "mean_reversion_score": 70
    }
  ],
  "rejected_common_reasons": [
    "Earnings date unknown (cannot confirm avoidance of earnings within 5 trading days).",
    "Sector concentration (unknown sectors, assumed diverse).",
    "Highly binary/event-driven moves (unknown news sentiment or events)."
  ]
}

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": "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": "ACM_CFD.US", "qty": 33.92897534494458, "avg_price": 88.42, "last_price": 88.42, "unrealized_pnl": 0.0, "opened_at": "2026-02-15T10:57:15.913854+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 10.252904989747094, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-15T10:57:15.913854+00:00"}], "candidates": [{"symbol": "DSY_CFD.FR", "mean_reversion_score": 85, "selection_reason": "Significant negative deviation from 50-day and 200-day MA, high volatility, recent 1-day drop."}, {"symbol": "BYIT_CFD.UK", "mean_reversion_score": 80, "selection_reason": "Large negative deviation from 50-day and 200-day MA, high 1-day drop, high volatility."}, {"symbol": "TRN_CFD.UK", "mean_reversion_score": 78, "selection_reason": "Extreme 1-day drop, significant negative deviation from 50-day and 200-day MA, high volatility."}, {"symbol": "ATE_CFD.FR", "mean_reversion_score": 75, "selection_reason": "Negative deviation from 50-day and 200-day MA, recent 1-day drop, moderate volatility."}, {"symbol": "ICLR_CFD.US", "mean_reversion_score": 70, "selection_reason": "Extreme negative deviation from 50-day and 200-day MA, high volatility, large 1-day drop."}], "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": "Highest mean-reversion score (85) with significant negative deviation from moving averages and recent drop. Fits strategy criteria.",
        "symbol": "DSY_CFD.FR",
        "position_size": 3000
      },
      {
        "reason": "Strong mean-reversion score (78) with extreme 1-day drop and high volatility. Max buys per run limit reached.",
        "symbol": "TRN_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "No significant mean-reversion signal to justify selling. Current position aligns with strategy rules.",
        "symbol": "ACM_CFD.US"
      },
      {
        "reason": "Already held in portfolio with no compelling reason to sell. Avoiding overtrading.",
        "symbol": "BYIT_CFD.UK"
      }
    ],
    "sell": []
  },
  "portfolio_rationale": "Portfolio adjusted to capitalize on high-probability mean-reversion candidates while adhering to max positions (10), max buys per run (2), and fixed position size (3000 EUR) constraints. Existing positions held due to lack of compelling sell signals or overtrading risks. Gross leverage remains within 3.0x limit."
}

{
  "selected_stocks": [
    {
      "symbol": "DSY_CFD.FR",
      "selection_reason": "Significant negative deviation from 50-day and 200-day MA, high volatility, recent 1-day drop.",
      "mean_reversion_score": 85
    },
    {
      "symbol": "BYIT_CFD.UK",
      "selection_reason": "Large negative deviation from 50-day and 200-day MA, high 1-day drop, high volatility.",
      "mean_reversion_score": 80
    },
    {
      "symbol": "TRN_CFD.UK",
      "selection_reason": "Extreme 1-day drop, significant negative deviation from 50-day and 200-day MA, high volatility.",
      "mean_reversion_score": 78
    },
    {
      "symbol": "ATE_CFD.FR",
      "selection_reason": "Negative deviation from 50-day and 200-day MA, recent 1-day drop, moderate volatility.",
      "mean_reversion_score": 75
    },
    {
      "symbol": "ICLR_CFD.US",
      "selection_reason": "Extreme negative deviation from 50-day and 200-day MA, high volatility, large 1-day drop.",
      "mean_reversion_score": 70
    }
  ],
  "rejected_common_reasons": [
    "Earnings date unknown (cannot confirm avoidance of earnings within 5 trading days).",
    "Sector concentration (unknown sectors, assumed diverse).",
    "Highly binary/event-driven moves (unknown news sentiment or events)."
  ]
}