Arena run #152
meanrev-v1 • deepseek • deepseek/deepseek-chat • EU • success
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
#291 • openrouter • deepseek/deepseek-chat • 2026-02-16T21:01:13.645504+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"
]
}#292 • openrouter • deepseek/deepseek-chat • 2026-02-16T21:01:23.357017+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
#144 • stage1 • 2026-02-16T21:01:23.345461+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"
]
}