Arena run #152

meanrev-v1deepseekdeepseek/deepseek-chatEUsuccess
Arena
Run status
as_of: 2026-02-16T21:00:47.737392+00:00
started_at: 2026-02-16T21:01:13.566399+00:00
finished_at: 2026-02-16T21:01:28.832093+00:00
duration_ms: 15262
Inputs
{
  "dry_run": false,
  "selected": [
    {
      "symbol": "ADJ_CFD.DE",
      "selection_reason": "Significant distance from MA200 (-13.64%) and MA50 (-5.81%)",
      "mean_reversion_score": 85
    },
    {
      "symbol": "ATG_CFD.UK",
      "selection_reason": "Significant distance from MA200 (-30.34%) and MA50 (-1.17%)",
      "mean_reversion_score": 80
    },
    {
      "symbol": "BDT_CFD.DE",
      "selection_reason": "Close to MA200 (-4.30%) and MA50 (-0.50%)",
      "mean_reversion_score": 75
    },
    {
      "symbol": "BYIT_CFD.UK",
      "selection_reason": "Significant distance from MA200 (-28.03%) and MA50 (-14.35%)",
      "mean_reversion_score": 70
    },
    {
      "symbol": "AML_CFD.UK",
      "selection_reason": "Significant distance from MA200 (-13.88%) and MA50 (-2.29%)",
      "mean_reversion_score": 65
    }
  ],
  "universe_symbols": [
    "ADJ_CFD.DE",
    "ASHM_CFD.UK",
    "AGFB_CFD.BE",
    "ATG_CFD.UK",
    "BDT_CFD.DE",
    "BYIT_CFD.UK",
    "BLDR_CFD.US",
    "BT_CFD.UK",
    "BRBY_CFD.UK",
    "BWA_CFD.US",
    "AAD_CFD.DE",
    "ARCAD_CFD.NL",
    "CACC_CFD.US",
    "ABDN_CFD.UK",
    "AML_CFD.UK",
    "AJG_CFD.US",
    "AAP_CFD.US",
    "ATE_CFD.FR",
    "ACM_CFD.US",
    "CABO_CFD.US",
    "AMAT_CFD.US",
    "APH_CFD.US",
    "BME_CFD.UK",
    "ADYEN_CFD.NL",
    "AAPL_CFD.US",
    "BC8_CFD.DE",
    "ACIW_CFD.US",
    "ADP_CFD.FR",
    "ARG_CFD.FR",
    "BNZL_CFD.UK",
    "BVB_CFD.DE",
    "AKAM_CFD.US",
    "BRNL_CFD.NL",
    "AKE_CFD.FR",
    "CAP_CFD.FR",
    "BAX_CFD.US",
    "BEZ_CFD.UK",
    "BDX_CFD.US",
    "AKZA_CFD.NL",
    "ALFEN_CFD.NL",
    "AT1_CFD.DE",
    "BIM_CFD.FR",
    "AED_CFD.BE",
    "BSX_CFD.US",
    "AJB_CFD.UK",
    "ANET_CFD.US",
    "ASGN_CFD.US",
    "AVGO_CFD.US",
    "ATO_CFD.FR",
    "BOL_CFD.FR"
  ]
}
Outputs
{
  "actions": {
    "buy": [
      {
        "reason": "Significant distance from MA200 (-13.64%) and MA50 (-5.81%)",
        "symbol": "ADJ_CFD.DE",
        "position_size": 3000
      },
      {
        "reason": "Significant distance from MA200 (-30.34%) and MA50 (-1.17%)",
        "symbol": "ATG_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [],
    "sell": []
  },
  "portfolio_rationale": "Selected ADJ_CFD.DE and ATG_CFD.UK due to their significant mean-reversion potential based on their distances from MA200 and MA50. Both positions adhere to the fixed position size of 3000.0 and the maximum of 2 buys per run."
}
Prompts & responses
#291openrouterdeepseek/deepseek-chat2026-02-16T21:01:13.645504+00:00
System prompt
You are an Arena strategy executor. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices, fundamentals, earnings dates, or sentiment. If a field is null/empty, treat it as unknown. You are a constrained selector (no narrative).
User prompt
{"task": "stage1_universe_scan", "region": "EU", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "selection_rules": {"horizon": "2-10 trading days", "target": "short-term mean reversion in liquid equities", "constraints": ["Select exactly 5 candidates", "Avoid earnings within 5 trading days (if known)", "Avoid highly binary/event-driven moves (if known)", "Avoid sector concentration: max 1 per sector unless clearly justified (sector may be unknown)"]}, "universe": [{"symbol": "ADJ_CFD.DE", "name": "ADLER GROUP SA", "sector": "", "last_price": 0.184, "change_1d_pct": -3.6649214659685847, "distance_from_ma200_pct": -13.639350417722707, "distance_from_ma50_pct": -5.805262619023233, "volatility_20d_pct": 5982.277572342875, "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": "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": "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": "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": "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": "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": "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": "ARCAD_CFD.NL", "name": "Arcadis", "sector": "", "last_price": 34.82, "change_1d_pct": -6.3474986551909645, "distance_from_ma200_pct": -21.680966675498738, "distance_from_ma50_pct": -17.495307279036933, "volatility_20d_pct": 139.2597434951197, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "CACC_CFD.US", "name": "Credit Acceptance Corporation", "sector": "", "last_price": 489.23, "change_1d_pct": -4.174011830610724, "distance_from_ma200_pct": 1.3201147547689196, "distance_from_ma50_pct": 4.494571613479237, "volatility_20d_pct": 83.5290865380906, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "ABDN_CFD.UK", "name": "Aberdeen Group Plc", "sector": "", "last_price": 215.0, "change_1d_pct": -2.9783393501805033, "distance_from_ma200_pct": 13.958996492978137, "distance_from_ma50_pct": 3.9423646839620297, "volatility_20d_pct": 73.8743082118151, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "AML_CFD.UK", "name": "ASTON MARTIN LAGONDA GLOBAL", "sector": "", "last_price": 61.25, "change_1d_pct": 1.6597510373443924, "distance_from_ma200_pct": -13.876862896184006, "distance_from_ma50_pct": -2.293588226098209, "volatility_20d_pct": 83.18182198356398, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "AJG_CFD.US", "name": "Arthur J Gallagher & Co", "sector": "", "last_price": 210.25, "change_1d_pct": -2.01332898354849, "distance_from_ma200_pct": -26.843126959621234, "distance_from_ma50_pct": -15.355158081539255, "volatility_20d_pct": 75.10464107229106, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "AAP_CFD.US", "name": "Advance Auto Parts Inc", "sector": "", "last_price": 59.46, "change_1d_pct": 4.849232939516845, "distance_from_ma200_pct": 16.102879726320563, "distance_from_ma50_pct": 27.680956512029397, "volatility_20d_pct": 99.27489253540587, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "ATE_CFD.FR", "name": "Alten SA", "sector": "", "last_price": 61.45, "change_1d_pct": -8.008982035928137, "distance_from_ma200_pct": -13.702359085396665, "distance_from_ma50_pct": -15.373000558028638, "volatility_20d_pct": 102.77933853374346, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "ACM_CFD.US", "name": "Aecom Technology Corporation", "sector": "", "last_price": 89.29, "change_1d_pct": -13.978805394990356, "distance_from_ma200_pct": -21.48628252188275, "distance_from_ma50_pct": -8.980075311367852, "volatility_20d_pct": 69.83314057388074, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "CABO_CFD.US", "name": "Cable One Inc", "sector": "", "last_price": 114.73, "change_1d_pct": 8.082901554404142, "distance_from_ma200_pct": -16.831793698194286, "distance_from_ma50_pct": 8.095121445665088, "volatility_20d_pct": 128.62753331161397, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "AMAT_CFD.US", "name": "Applied Materials Inc", "sector": "", "last_price": 357.86, "change_1d_pct": 8.248888351129802, "distance_from_ma200_pct": 64.83109027756346, "distance_from_ma50_pct": 21.546210724026317, "volatility_20d_pct": 112.90809910558035, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "APH_CFD.US", "name": "Amphenol Corporation", "sector": "", "last_price": 147.97, "change_1d_pct": 1.9428177747158104, "distance_from_ma200_pct": 24.94769920849005, "distance_from_ma50_pct": 4.518516948853257, "volatility_20d_pct": 139.5402661354771, "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": "BME_CFD.UK", "name": "B&M EUROPEAN VALUE RETAIL SA", "sector": "", "last_price": 181.25, "change_1d_pct": 4.7687861271676235, "distance_from_ma200_pct": -19.414860744433295, "distance_from_ma50_pct": 7.18243544512791, "volatility_20d_pct": 101.26034667064219, "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": "ADYEN_CFD.NL", "name": "ADYEN NV", "sector": "", "last_price": 928.5, "change_1d_pct": -4.504389609748472, "distance_from_ma200_pct": -35.85508070334128, "distance_from_ma50_pct": -29.433770800887547, "volatility_20d_pct": 122.57406905716905, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "AAPL_CFD.US", "name": "Apple Inc", "sector": "", "last_price": 258.11, "change_1d_pct": -5.533799363173886, "distance_from_ma200_pct": 7.518752047661348, "distance_from_ma50_pct": -3.50696173475874, "volatility_20d_pct": 49.485666601733534, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "BC8_CFD.DE", "name": "BECHTLE AG", "sector": "", "last_price": 32.68, "change_1d_pct": -4.847867229582182, "distance_from_ma200_pct": -16.686243784769562, "distance_from_ma50_pct": -22.793568713723843, "volatility_20d_pct": 72.6684335136349, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "ACIW_CFD.US", "name": "ACI Worldwide Inc", "sector": "", "last_price": 39.87, "change_1d_pct": -5.7446808510638325, "distance_from_ma200_pct": -15.542007630240494, "distance_from_ma50_pct": -11.607819836916766, "volatility_20d_pct": 69.70824356507325, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "ADP_CFD.FR", "name": "ADP (Aeroports de Paris)", "sector": "", "last_price": 120.2, "change_1d_pct": 3.531438415159349, "distance_from_ma200_pct": 4.942563372277764, "distance_from_ma50_pct": 4.371154244241704, "volatility_20d_pct": 41.796300676129015, "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": "ARG_CFD.FR", "name": "ARGAN", "sector": "", "last_price": 66.8, "change_1d_pct": 1.2121212121211977, "distance_from_ma200_pct": 2.831483367238463, "distance_from_ma50_pct": 2.2994089299420484, "volatility_20d_pct": 38.4984371091059, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "BNZL_CFD.UK", "name": "BUNZL PLC", "sector": "", "last_price": 2156.0, "change_1d_pct": 4.761904761904767, "distance_from_ma200_pct": -8.976947968779015, "distance_from_ma50_pct": 0.5503030407045806, "volatility_20d_pct": 67.63118933358233, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "BVB_CFD.DE", "name": "Borussia Dortmund GmbH & Co. KG", "sector": "", "last_price": 3.254, "change_1d_pct": -0.7018614586512095, "distance_from_ma200_pct": -8.343966447244277, "distance_from_ma50_pct": -1.2389144171760513, "volatility_20d_pct": 28.37429678444871, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "AKAM_CFD.US", "name": "Akamai Technologies Inc", "sector": "", "last_price": 112.59, "change_1d_pct": 18.841038632045603, "distance_from_ma200_pct": 37.96483789836138, "distance_from_ma50_pct": 23.266614552883457, "volatility_20d_pct": 102.48727461054195, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "BRNL_CFD.NL", "name": "Brunel International", "sector": "", "last_price": 6.85, "change_1d_pct": -4.596100278551529, "distance_from_ma200_pct": -23.557979877335676, "distance_from_ma50_pct": -14.119936210545337, "volatility_20d_pct": 55.57848957551289, "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": "AKE_CFD.FR", "name": "Arkema", "sector": "", "last_price": 63.25, "change_1d_pct": -3.7891118175871985, "distance_from_ma200_pct": 10.289572465305863, "distance_from_ma50_pct": 18.2589588873898, "volatility_20d_pct": 75.75750305971843, "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": "CAP_CFD.FR", "name": "Capgemini", "sector": "", "last_price": 102.15, "change_1d_pct": -0.8252427184465949, "distance_from_ma200_pct": -23.891719262592336, "distance_from_ma50_pct": -24.91907577330045, "volatility_20d_pct": 70.51737702864504, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "BAX_CFD.US", "name": "Baxter International Inc", "sector": "", "last_price": 19.92, "change_1d_pct": -10.752688172043001, "distance_from_ma200_pct": -17.001729130643117, "distance_from_ma50_pct": 0.8822129262932021, "volatility_20d_pct": 112.58250395781317, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "BEZ_CFD.UK", "name": "BEAZLEY PLC", "sector": "", "last_price": 1228.0, "change_1d_pct": 6.78260869565217, "distance_from_ma200_pct": 35.72212376166686, "distance_from_ma50_pct": 27.873615882652825, "volatility_20d_pct": 259.3700268228312, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "BDX_CFD.US", "name": "Becton Dickinson and Company", "sector": "", "last_price": 177.23, "change_1d_pct": 3.2568165928688053, "distance_from_ma200_pct": -5.028383507851664, "distance_from_ma50_pct": -10.72139210753531, "volatility_20d_pct": 126.12733237588685, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "AKZA_CFD.NL", "name": "AKZO NOBEL N.V.", "sector": "", "last_price": 60.76, "change_1d_pct": 0.9973404255319229, "distance_from_ma200_pct": 3.8495876482572022, "distance_from_ma50_pct": 0.9035149164822398, "volatility_20d_pct": 64.57413014353224, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "ALFEN_CFD.NL", "name": "Alfen", "sector": "", "last_price": 9.62, "change_1d_pct": -2.7103559870550242, "distance_from_ma200_pct": -9.190540335164332, "distance_from_ma50_pct": -9.360378236691902, "volatility_20d_pct": 77.17010514428195, "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": "AT1_CFD.DE", "name": "AROUNDTOWN SA", "sector": "", "last_price": 2.8209999999999997, "change_1d_pct": -6.216755319148948, "distance_from_ma200_pct": -5.9947115777126525, "distance_from_ma50_pct": 4.5752118565528965, "volatility_20d_pct": 72.81860036371134, "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": "BIM_CFD.FR", "name": "BioMerieux SA", "sector": "", "last_price": 92.493, "change_1d_pct": -0.9360909100645909, "distance_from_ma200_pct": -18.61285751072973, "distance_from_ma50_pct": -11.314346071666503, "volatility_20d_pct": 35.37200616504909, "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": "AED_CFD.BE", "name": "Aedifica SICAFI SA", "sector": "", "last_price": 77.65, "change_1d_pct": 2.440633245382595, "distance_from_ma200_pct": 17.459904233495482, "distance_from_ma50_pct": 9.640297927918384, "volatility_20d_pct": 50.16860730141389, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "BSX_CFD.US", "name": "Boston Scientific Corp", "sector": "", "last_price": 75.17, "change_1d_pct": 0.6426563127594154, "distance_from_ma200_pct": -24.467595523320895, "distance_from_ma50_pct": -17.591392756988355, "volatility_20d_pct": 120.18865293599967, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "AJB_CFD.UK", "name": "AJ BELL PLC", "sector": "", "last_price": 430.2, "change_1d_pct": -4.400000000000004, "distance_from_ma200_pct": -12.005915362454022, "distance_from_ma50_pct": -11.733458846084243, "volatility_20d_pct": 98.683704234243, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "ANET_CFD.US", "name": "Arista Networks", "sector": "", "last_price": 142.25, "change_1d_pct": -0.4966424174594364, "distance_from_ma200_pct": 13.736489544238495, "distance_from_ma50_pct": 7.016844338451578, "volatility_20d_pct": 117.64179440630078, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "ASGN_CFD.US", "name": "ASGN Inc", "sector": "", "last_price": 41.43, "change_1d_pct": -1.003584229390686, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -15.09619562098844, "volatility_20d_pct": 6524.5602616175975, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "AVGO_CFD.US", "name": "Broadcom Inc", "sector": "", "last_price": 325.17, "change_1d_pct": -1.8117583114412583, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -5.958640267057202, "volatility_20d_pct": 4520.063001280638, "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": "ATO_CFD.FR", "name": "Atos SE", "sector": "", "last_price": 44.5, "change_1d_pct": -1.1111111111111072, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -14.203801639189395, "volatility_20d_pct": 5517.9077485403095, "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": "BOL_CFD.FR", "name": "Bollore", "sector": "", "last_price": 4.764, "change_1d_pct": -1.4480761274306864, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 1.0855450216854523, "volatility_20d_pct": 1565.3904996300132, "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": "ADJ_CFD.DE",
      "selection_reason": "Significant distance from MA200 (-13.64%) and MA50 (-5.81%)",
      "mean_reversion_score": 85
    },
    {
      "symbol": "ATG_CFD.UK",
      "selection_reason": "Significant distance from MA200 (-30.34%) and MA50 (-1.17%)",
      "mean_reversion_score": 80
    },
    {
      "symbol": "BDT_CFD.DE",
      "selection_reason": "Close to MA200 (-4.30%) and MA50 (-0.50%)",
      "mean_reversion_score": 75
    },
    {
      "symbol": "BYIT_CFD.UK",
      "selection_reason": "Significant distance from MA200 (-28.03%) and MA50 (-14.35%)",
      "mean_reversion_score": 70
    },
    {
      "symbol": "AML_CFD.UK",
      "selection_reason": "Significant distance from MA200 (-13.88%) and MA50 (-2.29%)",
      "mean_reversion_score": 65
    }
  ],
  "rejected_common_reasons": [
    "Volatility too high",
    "Distance from MA200 and MA50 not significant",
    "Unknown sector concentration"
  ]
}
#292openrouterdeepseek/deepseek-chat2026-02-16T21:01:23.357017+00:00
System prompt
You are an Arena portfolio manager. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices/fundamentals/news/earnings. If a field is null/empty, treat it as unknown. Avoid overtrading: if changes are marginal, prefer HOLD. Do not churn.
User prompt
{"task": "stage2_portfolio_management", "region": "EU", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "portfolio_constraints": {"initial_equity": 10000.0, "max_positions": 10, "fixed_position_size": 3000.0, "max_gross_leverage": 3.0, "overtrading_rules": ["Max 2 SELL actions per run unless risk event forces more", "Max 2 BUY actions per run", "If no clear improvement vs current holdings, output HOLD for everything"]}, "current_portfolio": [], "candidates": [{"symbol": "ADJ_CFD.DE", "mean_reversion_score": 85, "selection_reason": "Significant distance from MA200 (-13.64%) and MA50 (-5.81%)"}, {"symbol": "ATG_CFD.UK", "mean_reversion_score": 80, "selection_reason": "Significant distance from MA200 (-30.34%) and MA50 (-1.17%)"}, {"symbol": "BDT_CFD.DE", "mean_reversion_score": 75, "selection_reason": "Close to MA200 (-4.30%) and MA50 (-0.50%)"}, {"symbol": "BYIT_CFD.UK", "mean_reversion_score": 70, "selection_reason": "Significant distance from MA200 (-28.03%) and MA50 (-14.35%)"}, {"symbol": "AML_CFD.UK", "mean_reversion_score": 65, "selection_reason": "Significant distance from MA200 (-13.88%) and MA50 (-2.29%)"}], "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": "Significant distance from MA200 (-13.64%) and MA50 (-5.81%)",
        "symbol": "ADJ_CFD.DE",
        "position_size": 3000
      },
      {
        "reason": "Significant distance from MA200 (-30.34%) and MA50 (-1.17%)",
        "symbol": "ATG_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [],
    "sell": []
  },
  "portfolio_rationale": "Selected ADJ_CFD.DE and ATG_CFD.UK due to their significant mean-reversion potential based on their distances from MA200 and MA50. Both positions adhere to the fixed position size of 3000.0 and the maximum of 2 buys per run."
}
Selection logs
#144stage12026-02-16T21:01:23.345461+00:00
{
  "selected_stocks": [
    {
      "symbol": "ADJ_CFD.DE",
      "selection_reason": "Significant distance from MA200 (-13.64%) and MA50 (-5.81%)",
      "mean_reversion_score": 85
    },
    {
      "symbol": "ATG_CFD.UK",
      "selection_reason": "Significant distance from MA200 (-30.34%) and MA50 (-1.17%)",
      "mean_reversion_score": 80
    },
    {
      "symbol": "BDT_CFD.DE",
      "selection_reason": "Close to MA200 (-4.30%) and MA50 (-0.50%)",
      "mean_reversion_score": 75
    },
    {
      "symbol": "BYIT_CFD.UK",
      "selection_reason": "Significant distance from MA200 (-28.03%) and MA50 (-14.35%)",
      "mean_reversion_score": 70
    },
    {
      "symbol": "AML_CFD.UK",
      "selection_reason": "Significant distance from MA200 (-13.88%) and MA50 (-2.29%)",
      "mean_reversion_score": 65
    }
  ],
  "rejected_common_reasons": [
    "Volatility too high",
    "Distance from MA200 and MA50 not significant",
    "Unknown sector concentration"
  ]
}