Arena run #146

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

{"task": "stage1_universe_scan", "region": "US", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "selection_rules": {"horizon": "2-10 trading days", "target": "short-term mean reversion in liquid equities", "constraints": ["Select exactly 5 candidates", "Avoid earnings within 5 trading days (if known)", "Avoid highly binary/event-driven moves (if known)", "Avoid sector concentration: max 1 per sector unless clearly justified (sector may be unknown)"]}, "universe": [{"symbol": "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"]}}

{
  "selected_stocks": [
    {
      "symbol": "SGE_CFD.UK",
      "selection_reason": "-28.9% from MA200 & -21.9% from MA50",
      "mean_reversion_score": 85
    },
    {
      "symbol": "WPP_CFD.UK",
      "selection_reason": "-32.9% from MA200 & high volatility",
      "mean_reversion_score": 78
    },
    {
      "symbol": "ATG_CFD.UK",
      "selection_reason": "-30.3% from MA200 & negative 1d change",
      "mean_reversion_score": 76
    },
    {
      "symbol": "DSY_CFD.FR",
      "selection_reason": "-34.6% from MA200 & extreme undervaluation",
      "mean_reversion_score": 74
    },
    {
      "symbol": "BYIT_CFD.UK",
      "selection_reason": "-28.0% from MA200 & significant negative 1d move",
      "mean_reversion_score": 72
    }
  ],
  "rejected_common_reasons": [
    "Earnings uncertainty",
    "Low volatility",
    "Overextended from moving averages",
    "Sector concentration risk"
  ]
}

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

{"task": "stage2_portfolio_management", "region": "US", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "portfolio_constraints": {"initial_equity": 10000.0, "max_positions": 10, "fixed_position_size": 3000.0, "max_gross_leverage": 3.0, "overtrading_rules": ["Max 2 SELL actions per run unless risk event forces more", "Max 2 BUY actions per run", "If no clear improvement vs current holdings, output HOLD for everything"]}, "current_portfolio": [{"symbol": "BYIT_CFD.UK", "qty": 10.252904989747094, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "DSY_CFD.FR", "qty": 167.77585146244618, "avg_price": 17.881, "last_price": 16.752, "unrealized_pnl": -189.41893630110198, "opened_at": "2026-02-16T09:30:55.514112+00:00"}], "candidates": [{"symbol": "SGE_CFD.UK", "mean_reversion_score": 85, "selection_reason": "-28.9% from MA200 & -21.9% from MA50"}, {"symbol": "WPP_CFD.UK", "mean_reversion_score": 78, "selection_reason": "-32.9% from MA200 & high volatility"}, {"symbol": "ATG_CFD.UK", "mean_reversion_score": 76, "selection_reason": "-30.3% from MA200 & negative 1d change"}, {"symbol": "DSY_CFD.FR", "mean_reversion_score": 74, "selection_reason": "-34.6% from MA200 & extreme undervaluation"}, {"symbol": "BYIT_CFD.UK", "mean_reversion_score": 72, "selection_reason": "-28.0% from MA200 & significant negative 1d move"}], "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) and strong undervaluation metrics",
        "symbol": "SGE_CFD.UK",
        "position_size": 3000
      },
      {
        "reason": "Second-highest score (78) with high volatility indicating potential reversal",
        "symbol": "WPP_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "No significant price movement",
        "symbol": "BYIT_CFD.UK"
      }
    ],
    "sell": [
      {
        "reason": "Underperforming position with unrealized loss of 1.89%",
        "symbol": "DSY_CFD.FR"
      }
    ]
  },
  "portfolio_rationale": "Maintaining existing profitable position while reallocating from underperforming asset. Adding two high-conviction mean-reversion candidates within position limits and leverage constraints."
}

{
  "selected_stocks": [
    {
      "symbol": "SGE_CFD.UK",
      "selection_reason": "-28.9% from MA200 & -21.9% from MA50",
      "mean_reversion_score": 85
    },
    {
      "symbol": "WPP_CFD.UK",
      "selection_reason": "-32.9% from MA200 & high volatility",
      "mean_reversion_score": 78
    },
    {
      "symbol": "ATG_CFD.UK",
      "selection_reason": "-30.3% from MA200 & negative 1d change",
      "mean_reversion_score": 76
    },
    {
      "symbol": "DSY_CFD.FR",
      "selection_reason": "-34.6% from MA200 & extreme undervaluation",
      "mean_reversion_score": 74
    },
    {
      "symbol": "BYIT_CFD.UK",
      "selection_reason": "-28.0% from MA200 & significant negative 1d move",
      "mean_reversion_score": 72
    }
  ],
  "rejected_common_reasons": [
    "Earnings uncertainty",
    "Low volatility",
    "Overextended from moving averages",
    "Sector concentration risk"
  ]
}