Arena run #141

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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"snapshot_ok_prices_technicals_only"}, {"symbol": "NCLH_CFD.US", "name": "", "sector": "", "last_price": 21.87, "change_1d_pct": -8.98876404494382, "distance_from_ma200_pct": 0.394785163422684, "distance_from_ma50_pct": -0.732590756828877, "volatility_20d_pct": 114.13453997322678, "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": "HUBS_CFD.US", "name": "", "sector": "", "last_price": 247.33, "change_1d_pct": 5.968294772922023, "distance_from_ma200_pct": -46.901573834947044, "distance_from_ma50_pct": -26.875289743322895, "volatility_20d_pct": 178.97721452173585, "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": "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": "Deeply below trend: -34.6% vs MA200 and -22.6% vs MA50; mild down day (-1.7%) with elevated 20d vol suggests oversold/mean-reversion setup.",
      "mean_reversion_score": 84
    },
    {
      "symbol": "BYIT_CFD.UK",
      "selection_reason": "Sharp selloff (-12.7% 1d) while already extended below MA200 (-28.0%) and MA50 (-14.3%); volatility elevated but not extreme.",
      "mean_reversion_score": 82
    },
    {
      "symbol": "HFG_CFD.DE",
      "selection_reason": "Large drawdown relative to long-term trend (-31.4% vs MA200) plus strong down day (-8.5%); MA50 also below (-9.8%) supporting short-term rebound potential.",
      "mean_reversion_score": 79
    },
    {
      "symbol": "LSS_CFD.FR",
      "selection_reason": "Heavy down day (-13.0%) with price below MA200 (-14.8%) and MA50 (-13.4%); volatility elevated, consistent with oversold snap-back candidates.",
      "mean_reversion_score": 77
    },
    {
      "symbol": "ICG_CFD.UK",
      "selection_reason": "Selloff (-13.2% 1d) combined with below MA200 (-15.0%) and below MA50 (-12.2%); 20d vol moderate-high, fitting 2–10 day mean reversion.",
      "mean_reversion_score": 74
    }
  ],
  "rejected_common_reasons": [
    "Non-EU symbols present in input universe (excluded for region=EU run)",
    "Not meaningfully oversold (price near/above MA50 and/or MA200) -> weaker mean-reversion edge",
    "Overextended to the upside (far above MA50/MA200) -> not a long mean-reversion dip-buy setup",
    "Extremely high/erratic volatility outliers (data suggests unstable signal quality)",
    "Very low price/penny-like instruments with very high volatility (higher gap/event risk for this horizon)",
    "Potentially event-driven single-day moves appear large, but earnings/news timing is unknown (cannot verify avoidance rule)"
  ]
}

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": [], "candidates": [{"symbol": "DSY_CFD.FR", "mean_reversion_score": 84, "selection_reason": "Deeply below trend: -34.6% vs MA200 and -22.6% vs MA50; mild down day (-1.7%) with elevated 20d vol suggests oversold/mean-reversion setup."}, {"symbol": "BYIT_CFD.UK", "mean_reversion_score": 82, "selection_reason": "Sharp selloff (-12.7% 1d) while already extended below MA200 (-28.0%) and MA50 (-14.3%); volatility elevated but not extreme."}, {"symbol": "HFG_CFD.DE", "mean_reversion_score": 79, "selection_reason": "Large drawdown relative to long-term trend (-31.4% vs MA200) plus strong down day (-8.5%); MA50 also below (-9.8%) supporting short-term rebound potential."}, {"symbol": "LSS_CFD.FR", "mean_reversion_score": 77, "selection_reason": "Heavy down day (-13.0%) with price below MA200 (-14.8%) and MA50 (-13.4%); volatility elevated, consistent with oversold snap-back candidates."}, {"symbol": "ICG_CFD.UK", "mean_reversion_score": 74, "selection_reason": "Selloff (-13.2% 1d) combined with below MA200 (-15.0%) and below MA50 (-12.2%); 20d vol moderate-high, fitting 2–10 day mean 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"}}

{
  "actions": {
    "buy": [
      {
        "reason": "Highest mean-reversion score in the EU candidate set (84). Described as deeply below trend (-34.6% vs MA200, -22.6% vs MA50) with a mild down day (-1.7%) and elevated 20d volatility, consistent with an oversold snap-back setup.",
        "symbol": "DSY_CFD.FR",
        "position_size": 3000
      },
      {
        "reason": "Second-highest score (82) with a sharp 1-day selloff (-12.7%) while already extended below MA200 (-28.0%) and MA50 (-14.3%). Fits the 2–10 day mean-reversion profile; volatility elevated but not extreme per candidate notes.",
        "symbol": "BYIT_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [],
    "sell": []
  },
  "portfolio_rationale": "Portfolio is currently empty, so initiate up to the allowed 2 new positions (fixed size 3,000 each) in the top-ranked mean-reversion candidates to gain exposure while respecting the max_buys_per_run constraint and avoiding overtrading. Remaining candidates (HFG_CFD.DE, LSS_CFD.FR, ICG_CFD.UK) are left for future consideration due to the per-run buy limit rather than a negative view."
}

{
  "selected_stocks": [
    {
      "symbol": "DSY_CFD.FR",
      "selection_reason": "Deeply below trend: -34.6% vs MA200 and -22.6% vs MA50; mild down day (-1.7%) with elevated 20d vol suggests oversold/mean-reversion setup.",
      "mean_reversion_score": 84
    },
    {
      "symbol": "BYIT_CFD.UK",
      "selection_reason": "Sharp selloff (-12.7% 1d) while already extended below MA200 (-28.0%) and MA50 (-14.3%); volatility elevated but not extreme.",
      "mean_reversion_score": 82
    },
    {
      "symbol": "HFG_CFD.DE",
      "selection_reason": "Large drawdown relative to long-term trend (-31.4% vs MA200) plus strong down day (-8.5%); MA50 also below (-9.8%) supporting short-term rebound potential.",
      "mean_reversion_score": 79
    },
    {
      "symbol": "LSS_CFD.FR",
      "selection_reason": "Heavy down day (-13.0%) with price below MA200 (-14.8%) and MA50 (-13.4%); volatility elevated, consistent with oversold snap-back candidates.",
      "mean_reversion_score": 77
    },
    {
      "symbol": "ICG_CFD.UK",
      "selection_reason": "Selloff (-13.2% 1d) combined with below MA200 (-15.0%) and below MA50 (-12.2%); 20d vol moderate-high, fitting 2–10 day mean reversion.",
      "mean_reversion_score": 74
    }
  ],
  "rejected_common_reasons": [
    "Non-EU symbols present in input universe (excluded for region=EU run)",
    "Not meaningfully oversold (price near/above MA50 and/or MA200) -> weaker mean-reversion edge",
    "Overextended to the upside (far above MA50/MA200) -> not a long mean-reversion dip-buy setup",
    "Extremely high/erratic volatility outliers (data suggests unstable signal quality)",
    "Very low price/penny-like instruments with very high volatility (higher gap/event risk for this horizon)",
    "Potentially event-driven single-day moves appear large, but earnings/news timing is unknown (cannot verify avoidance rule)"
  ]
}