Arena run #143
meanrev-v1 • z-ai • z-ai/glm-4.7 • US • success
Run status
as_of: 2026-02-16T17:30:52.485845+00:00
started_at: 2026-02-16T17:31:34.428750+00:00
finished_at: 2026-02-16T17:32:58.225079+00:00
duration_ms: 83795
Inputs
{
"dry_run": false,
"selected": [
{
"symbol": "TRST_CFD.UK",
"selection_reason": "Extreme 1d drop -37.8% vs MA50 -24.6% with high volatility 213% suggests oversold bounce.",
"mean_reversion_score": 92
},
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "Large 1d drop -21.3% while MA50 is only -3.2% indicates sharp deviation from mean.",
"mean_reversion_score": 88
},
{
"symbol": "THG_CFD.UK",
"selection_reason": "1d drop -20.1% significantly below MA50 -18.3% and MA200 +4.0% with high vol 150%.",
"mean_reversion_score": 85
},
{
"symbol": "RMV_CFD.UK",
"selection_reason": "1d drop -14.8% extends downtrend to MA50 -17.5% and MA200 -37.3%.",
"mean_reversion_score": 82
},
{
"symbol": "SGE_CFD.UK",
"selection_reason": "1d drop -18.9% aligns with MA50 -21.9% and MA200 -28.9% for mean reversion.",
"mean_reversion_score": 80
}
],
"universe_symbols": [
"DSY_CFD.FR",
"STJ_CFD.UK",
"ADJ_CFD.DE",
"WPP_CFD.UK",
"LIO_CFD.UK",
"ASHM_CFD.UK",
"AGFB_CFD.BE",
"ATG_CFD.UK",
"BDT_CFD.DE",
"RIVN_CFD.US",
"BYIT_CFD.UK",
"ITV_CFD.UK",
"SGE_CFD.UK",
"WKP_CFD.UK",
"IWG_CFD.UK",
"BLDR_CFD.US",
"OPTU_CFD.US",
"OCDO_CFD.UK",
"VCT_CFD.UK",
"STZ_CFD.US",
"FBIN_CFD.US",
"PNN_CFD.UK",
"OTIS_CFD.US",
"LSS_CFD.FR",
"MSLH_CFD.UK",
"PAGE_CFD.UK",
"TRN_CFD.UK",
"TTEK_CFD.US",
"TESB_CFD.BE",
"NCLH_CFD.US",
"RMV_CFD.UK",
"MLCO_CFD.US",
"NBA_CFD.PT",
"IPO_CFD.UK",
"BT_CFD.UK",
"TRST_CFD.UK",
"BRBY_CFD.UK",
"J_CFD.US",
"WEW_CFD.DE",
"EXPO_CFD.US",
"CCL_CFD.UK",
"ROL_CFD.US",
"SLG_CFD.US",
"THG_CFD.UK",
"BWA_CFD.US",
"TUI1_CFD.DE",
"STM_CFD.DE",
"VNO_CFD.US",
"AAD_CFD.DE",
"DOM_CFD.UK"
]
}Outputs
{
"actions": {
"buy": [
{
"reason": "Highest mean reversion score (92) with extreme 1d drop of -37.8% indicating strong oversold bounce potential.",
"symbol": "TRST_CFD.UK",
"position_size": 3000
},
{
"reason": "Second highest mean reversion score (88) with large 1d drop of -21.3% deviating sharply from MA50.",
"symbol": "OCDO_CFD.UK",
"position_size": 3000
}
],
"hold": [],
"sell": []
},
"portfolio_rationale": "Initiating positions with the top two highest scoring mean reversion candidates (TRST_CFD.UK and OCDO_CFD.UK) as the current portfolio is empty. Both exhibit significant downside deviation from moving averages, fitting the strategy criteria."
}Prompts & responses
#274 • openrouter • z-ai/glm-4.7 • 2026-02-16T17:31:34.491028+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": "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": "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": "STJ_CFD.UK", "name": "", "sector": "", "last_price": 1259.5, "change_1d_pct": -16.31229235880398, "distance_from_ma200_pct": 3.984805916838674, "distance_from_ma50_pct": -8.856288619388774, "volatility_20d_pct": 114.10557212783831, "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": 2.6881720430107503, "distance_from_ma200_pct": -10.353890922744768, "distance_from_ma50_pct": -2.2217671751817214, "volatility_20d_pct": 297.6392875048661, "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": "WPP_CFD.UK", "name": "WPP PLC", "sector": "", "last_price": 272.0, "change_1d_pct": -10.231023102310232, "distance_from_ma200_pct": -32.943328113842504, "distance_from_ma50_pct": -12.38287652170328, "volatility_20d_pct": 136.48646172830206, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "LIO_CFD.UK", "name": "LIONTRUST ASSET MANAGEMENT", "sector": "", "last_price": 259.0, "change_1d_pct": 0.19342359767891004, "distance_from_ma200_pct": -20.670350849922237, "distance_from_ma50_pct": -0.35817197640911624, "volatility_20d_pct": 128.03912578370827, "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": "ASHM_CFD.UK", "name": "ASHMORE GROUP PLC", "sector": "", "last_price": 248.6, "change_1d_pct": 1.6353229762878119, "distance_from_ma200_pct": 43.336936936936944, "distance_from_ma50_pct": 28.576053821956805, "volatility_20d_pct": 132.08268219135377, "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": 0.507, "change_1d_pct": 5.625000000000013, "distance_from_ma200_pct": -39.187122543345666, "distance_from_ma50_pct": 2.106577516413588, "volatility_20d_pct": 106.32952329819774, "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": "BDT_CFD.DE", "name": "Bertrandt AG", "sector": "", "last_price": 18.5, "change_1d_pct": 1.5367727771679496, "distance_from_ma200_pct": -4.301443211829781, "distance_from_ma50_pct": -0.5046832714490357, "volatility_20d_pct": 91.66308663622284, "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": "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": "ITV_CFD.UK", "name": "", "sector": "", "last_price": 80.6, "change_1d_pct": -2.657004830917875, "distance_from_ma200_pct": 1.4023976760482837, "distance_from_ma50_pct": -0.796337095523536, "volatility_20d_pct": 119.19143766975564, "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": "SGE_CFD.UK", "name": "SAGE GROUP PLC/THE", "sector": "", "last_price": 816.0, "change_1d_pct": -18.926974664679584, "distance_from_ma200_pct": -28.943492486558032, "distance_from_ma50_pct": -21.93884022927787, "volatility_20d_pct": 97.21523749339018, "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": "IWG_CFD.UK", "name": "IWG PLC", "sector": "", "last_price": 218.2, "change_1d_pct": -9.535655058043114, "distance_from_ma200_pct": 1.984252733991232, "distance_from_ma50_pct": -5.940978179341505, "volatility_20d_pct": 100.77698811367367, "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, "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": "OPTU_CFD.US", "name": "", "sector": "", "last_price": 1.72, "change_1d_pct": 1.775147928994092, "distance_from_ma200_pct": -21.297673248072478, "distance_from_ma50_pct": -1.2742509470784036, "volatility_20d_pct": 104.11768008264282, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "OCDO_CFD.UK", "name": "OCADO GROUP PLC", "sector": "", "last_price": 221.9, "change_1d_pct": -21.312056737588648, "distance_from_ma200_pct": -14.06664037160078, "distance_from_ma50_pct": -3.1767959417158487, "volatility_20d_pct": 240.9598068877464, "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": "VCT_CFD.UK", "name": "VICTREX PLC", "sector": "", "last_price": 715.0, "change_1d_pct": 3.6231884057970953, "distance_from_ma200_pct": -0.7960320632774298, "distance_from_ma50_pct": 9.464801325213035, "volatility_20d_pct": 117.87186245902022, "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": "STZ_CFD.US", "name": "", "sector": "", "last_price": 152.25, "change_1d_pct": -8.624414836154127, "distance_from_ma200_pct": -2.127041350280401, "distance_from_ma50_pct": 1.26290977391601, "volatility_20d_pct": 67.6167122408588, "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": "FBIN_CFD.US", "name": "Fortune Brands Innovations Inc.", "sector": "", "last_price": 51.94, "change_1d_pct": -18.704022538738464, "distance_from_ma200_pct": -3.2804392416247996, "distance_from_ma50_pct": -5.654551068969916, "volatility_20d_pct": 131.23832110718317, "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": "PNN_CFD.UK", "name": "PENNON GROUP PLC", "sector": "", "last_price": 555.5, "change_1d_pct": 7.728110152235046, "distance_from_ma200_pct": 15.15330418465657, "distance_from_ma50_pct": 10.049118953291236, "volatility_20d_pct": 59.72600720990832, "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": "OTIS_CFD.US", "name": "", "sector": "", "last_price": 91.27, "change_1d_pct": 0.7395143487858746, "distance_from_ma200_pct": -0.08713776524472694, "distance_from_ma50_pct": 2.963108364525735, "volatility_20d_pct": 51.95612379513085, "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": "LSS_CFD.FR", "name": "Lectra SA", "sector": "", "last_price": 20.15, "change_1d_pct": -12.958963282937363, "distance_from_ma200_pct": -14.836424651368219, "distance_from_ma50_pct": -13.37372167127241, "volatility_20d_pct": 99.79045439070741, "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": "", "sector": "", "last_price": 182.32, "change_1d_pct": 0.8407079646017612, "distance_from_ma200_pct": -17.111863069088763, "distance_from_ma50_pct": 6.139091576985178, "volatility_20d_pct": 102.4204512350097, "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": "", "sector": "", "last_price": 209.6, "change_1d_pct": -10.960067969413767, "distance_from_ma200_pct": -19.313052268665963, "distance_from_ma50_pct": -8.41066281665177, "volatility_20d_pct": 112.6882126676479, "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": "TRN_CFD.UK", "name": "TRAINLINE PLC", "sector": "", "last_price": 199.8, "change_1d_pct": -20.016012810248196, "distance_from_ma200_pct": -25.35041032988915, "distance_from_ma50_pct": -16.85476299862173, "volatility_20d_pct": 127.36929363239284, "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": "TTEK_CFD.US", "name": "", "sector": "", "last_price": 37.35, "change_1d_pct": -12.303357595679742, "distance_from_ma200_pct": 5.585277426376534, "distance_from_ma50_pct": 3.307499543621484, "volatility_20d_pct": 78.55173395917791, "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": "TESB_CFD.BE", "name": "", "sector": "", "last_price": 27.9, "change_1d_pct": -0.8880994671403242, "distance_from_ma200_pct": 10.85937071611973, "distance_from_ma50_pct": 6.0245505737106075, "volatility_20d_pct": 68.02212120498183, "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": "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": "RMV_CFD.UK", "name": "", "sector": "", "last_price": 431.4, "change_1d_pct": -14.810426540284361, "distance_from_ma200_pct": -37.284210035093366, "distance_from_ma50_pct": -17.526388114623416, "volatility_20d_pct": 137.79982108268825, "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": "NBA_CFD.PT", "name": "", "sector": "", "last_price": 9.35, "change_1d_pct": 0.0, "distance_from_ma200_pct": 10.964938046554229, "distance_from_ma50_pct": 3.0303030303030276, "volatility_20d_pct": 97.57816744330586, "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": "IPO_CFD.UK", "name": "", "sector": "", "last_price": 58.6, "change_1d_pct": 0.5145797598627766, "distance_from_ma200_pct": 12.529572618060026, "distance_from_ma50_pct": -0.45525582659509123, "volatility_20d_pct": 90.16825025482643, "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": "BT_CFD.UK", "name": "", "sector": "", "last_price": 211.1, "change_1d_pct": 10.033880635913484, "distance_from_ma200_pct": 11.36159997763273, "distance_from_ma50_pct": 12.718442039974187, "volatility_20d_pct": 86.16223699430938, "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": 136.36, "change_1d_pct": -37.848678213309014, "distance_from_ma200_pct": -36.800807370149315, "distance_from_ma50_pct": -24.62483776319949, "volatility_20d_pct": 213.49310525124298, "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": "BRBY_CFD.UK", "name": "BURBERRY GROUP PLC", "sector": "", "last_price": 1197.5, "change_1d_pct": 8.715388107126643, "distance_from_ma200_pct": 2.0140990726002617, "distance_from_ma50_pct": -3.0270932988684773, "volatility_20d_pct": 115.22363659190145, "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": "WEW_CFD.DE", "name": "", "sector": "", "last_price": 16.9, "change_1d_pct": 0.5952380952380931, "distance_from_ma200_pct": 51.86929535342859, "distance_from_ma50_pct": 27.431567740057684, "volatility_20d_pct": 85.63410294988286, "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": "CCL_CFD.UK", "name": "CARNIVAL PLC", "sector": "", "last_price": 2419.0, "change_1d_pct": 3.1556503198294283, "distance_from_ma200_pct": 29.618391987129257, "distance_from_ma50_pct": 17.778633621783047, "volatility_20d_pct": 140.95176391789954, "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": "ROL_CFD.US", "name": "", "sector": "", "last_price": 58.99, "change_1d_pct": -9.09231006318385, "distance_from_ma200_pct": 1.258478616677694, "distance_from_ma50_pct": -3.9263332073849133, "volatility_20d_pct": 83.28245881827783, "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": "SLG_CFD.US", "name": "", "sector": "", "last_price": 41.01, "change_1d_pct": -4.9374130737134925, "distance_from_ma200_pct": -24.119351508176468, "distance_from_ma50_pct": -9.030815506242062, "volatility_20d_pct": 79.18887615180597, "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": "THG_CFD.UK", "name": "", "sector": "", "last_price": 35.48, "change_1d_pct": -20.090090090090097, "distance_from_ma200_pct": 4.031971945380275, "distance_from_ma50_pct": -18.256005234564732, "volatility_20d_pct": 150.3458448856807, "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": "BorgWarner Inc", "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": "TUI1_CFD.DE", "name": "", "sector": "", "last_price": 8.534, "change_1d_pct": -0.04684937924571697, "distance_from_ma200_pct": 7.146713405768912, "distance_from_ma50_pct": -3.794557301648127, "volatility_20d_pct": 80.23995626589594, "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": "STM_CFD.DE", "name": "", "sector": "", "last_price": 20.529, "change_1d_pct": -2.2428571428571464, "distance_from_ma200_pct": -11.037017423813344, "distance_from_ma50_pct": 3.2009434825404526, "volatility_20d_pct": 70.92498526556909, "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": "VNO_CFD.US", "name": "", "sector": "", "last_price": 30.29, "change_1d_pct": -5.99006828057107, "distance_from_ma200_pct": -18.47303136863837, "distance_from_ma50_pct": -8.35597456114342, "volatility_20d_pct": 69.4164862413663, "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": "AAD_CFD.DE", "name": "AMADEUS FIRE AG", "sector": "", "last_price": 33.65, "change_1d_pct": -6.397774687065382, "distance_from_ma200_pct": -42.05025009665467, "distance_from_ma50_pct": -17.03738914074897, "volatility_20d_pct": 59.72214573060599, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "DOM_CFD.UK", "name": "DOMINO'S PIZZA GROUP PLC", "sector": "", "last_price": 202.0, "change_1d_pct": 8.58463688652369, "distance_from_ma200_pct": -7.069225606016771, "distance_from_ma50_pct": 12.253653245130858, "volatility_20d_pct": 71.7523831897994, "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": "TRST_CFD.UK",
"selection_reason": "Extreme 1d drop -37.8% vs MA50 -24.6% with high volatility 213% suggests oversold bounce.",
"mean_reversion_score": 92
},
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "Large 1d drop -21.3% while MA50 is only -3.2% indicates sharp deviation from mean.",
"mean_reversion_score": 88
},
{
"symbol": "THG_CFD.UK",
"selection_reason": "1d drop -20.1% significantly below MA50 -18.3% and MA200 +4.0% with high vol 150%.",
"mean_reversion_score": 85
},
{
"symbol": "RMV_CFD.UK",
"selection_reason": "1d drop -14.8% extends downtrend to MA50 -17.5% and MA200 -37.3%.",
"mean_reversion_score": 82
},
{
"symbol": "SGE_CFD.UK",
"selection_reason": "1d drop -18.9% aligns with MA50 -21.9% and MA200 -28.9% for mean reversion.",
"mean_reversion_score": 80
}
],
"rejected_common_reasons": [
"Insufficient price deviation from moving averages",
"Positive daily momentum not suitable for mean reversion",
"Low volatility indicates lack of reversion potential",
"Price too close to 50-day moving average"
]
}#275 • openrouter • z-ai/glm-4.7 • 2026-02-16T17:31:55.514550+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": "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": [], "candidates": [{"symbol": "TRST_CFD.UK", "mean_reversion_score": 92, "selection_reason": "Extreme 1d drop -37.8% vs MA50 -24.6% with high volatility 213% suggests oversold bounce."}, {"symbol": "OCDO_CFD.UK", "mean_reversion_score": 88, "selection_reason": "Large 1d drop -21.3% while MA50 is only -3.2% indicates sharp deviation from mean."}, {"symbol": "THG_CFD.UK", "mean_reversion_score": 85, "selection_reason": "1d drop -20.1% significantly below MA50 -18.3% and MA200 +4.0% with high vol 150%."}, {"symbol": "RMV_CFD.UK", "mean_reversion_score": 82, "selection_reason": "1d drop -14.8% extends downtrend to MA50 -17.5% and MA200 -37.3%."}, {"symbol": "SGE_CFD.UK", "mean_reversion_score": 80, "selection_reason": "1d drop -18.9% aligns with MA50 -21.9% and MA200 -28.9% for 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"}}Output JSON
{
"actions": {
"buy": [
{
"reason": "Highest mean reversion score (92) with extreme 1d drop of -37.8% indicating strong oversold bounce potential.",
"symbol": "TRST_CFD.UK",
"position_size": 3000
},
{
"reason": "Second highest mean reversion score (88) with large 1d drop of -21.3% deviating sharply from MA50.",
"symbol": "OCDO_CFD.UK",
"position_size": 3000
}
],
"hold": [],
"sell": []
},
"portfolio_rationale": "Initiating positions with the top two highest scoring mean reversion candidates (TRST_CFD.UK and OCDO_CFD.UK) as the current portfolio is empty. Both exhibit significant downside deviation from moving averages, fitting the strategy criteria."
}Selection logs
#136 • stage1 • 2026-02-16T17:31:55.511076+00:00
{
"selected_stocks": [
{
"symbol": "TRST_CFD.UK",
"selection_reason": "Extreme 1d drop -37.8% vs MA50 -24.6% with high volatility 213% suggests oversold bounce.",
"mean_reversion_score": 92
},
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "Large 1d drop -21.3% while MA50 is only -3.2% indicates sharp deviation from mean.",
"mean_reversion_score": 88
},
{
"symbol": "THG_CFD.UK",
"selection_reason": "1d drop -20.1% significantly below MA50 -18.3% and MA200 +4.0% with high vol 150%.",
"mean_reversion_score": 85
},
{
"symbol": "RMV_CFD.UK",
"selection_reason": "1d drop -14.8% extends downtrend to MA50 -17.5% and MA200 -37.3%.",
"mean_reversion_score": 82
},
{
"symbol": "SGE_CFD.UK",
"selection_reason": "1d drop -18.9% aligns with MA50 -21.9% and MA200 -28.9% for mean reversion.",
"mean_reversion_score": 80
}
],
"rejected_common_reasons": [
"Insufficient price deviation from moving averages",
"Positive daily momentum not suitable for mean reversion",
"Low volatility indicates lack of reversion potential",
"Price too close to 50-day moving average"
]
}