Arena run #153
meanrev-v1 • mistralai • mistralai/mistral-large-2512 • EU • success
Run status
as_of: 2026-02-18T09:36:37.284518+00:00
started_at: 2026-02-18T09:37:12.036271+00:00
finished_at: 2026-02-18T09:37:30.267109+00:00
duration_ms: 18226
Inputs
{
"dry_run": false,
"selected": [
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "Sharp 1-day drop (-13.7%), deeply below MA50 (-25.1%) and MA200 (-38.1%), high volatility (146.5%)",
"mean_reversion_score": 85
},
{
"symbol": "WPP_CFD.UK",
"selection_reason": "Large 1-day decline (-10.2%), below MA50 (-12.4%) and MA200 (-32.9%), high volatility (136.5%)",
"mean_reversion_score": 80
},
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "Extreme 1-day drop (-21.3%), near MA50 (-3.2%), high volatility (241.0%)",
"mean_reversion_score": 75
},
{
"symbol": "TRN_CFD.UK",
"selection_reason": "Significant 1-day decline (-20.0%), below MA50 (-16.9%) and MA200 (-25.4%), high volatility (127.4%)",
"mean_reversion_score": 70
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Sharp 1-day drop (-12.7%), below MA50 (-14.3%) and MA200 (-28.0%), moderate volatility (87.8%)",
"mean_reversion_score": 65
}
],
"universe_symbols": [
"ADJ_CFD.DE",
"BAYN_CFD.DE",
"FUTR_CFD.UK",
"BNR_CFD.DE",
"LXS_CFD.DE",
"WPP_CFD.UK",
"LIO_CFD.UK",
"CABO_CFD.US",
"ATG_CFD.UK",
"MAT_CFD.US",
"BYIT_CFD.UK",
"WKP_CFD.UK",
"DHER_CFD.DE",
"PUM_CFD.DE",
"OCDO_CFD.UK",
"BAS_CFD.DE",
"FTK_CFD.DE",
"TREE_CFD.US",
"HFG_CFD.DE",
"PNN_CFD.UK",
"HMSO_CFD.UK",
"AHT_CFD.UK",
"MSLH_CFD.UK",
"PAGE_CFD.UK",
"IHG_CFD.UK",
"TRN_CFD.UK",
"AAD_CFD.DE",
"HHFA_CFD.DE",
"RMV_CFD.UK",
"GLW_CFD.US",
"LDOS_CFD.US",
"TTEK_CFD.US",
"SGL_CFD.DE",
"AGFB_CFD.BE",
"RAA_CFD.DE",
"ASY_CFD.FR",
"NA9_CFD.DE",
"IPO_CFD.UK",
"GXI_CFD.DE",
"FPE3_CFD.DE",
"TRST_CFD.UK",
"TER_CFD.US",
"BFAM_CFD.US",
"GRI_CFD.UK",
"CCL_CFD.UK",
"BCPC_CFD.US",
"BOSS_CFD.DE",
"THG_CFD.UK",
"FLEX_CFD.US",
"DOM_CFD.UK"
]
}Outputs
{
"actions": {
"buy": [
{
"reason": "Highest mean-reversion score (85) with sharp 1-day drop (-13.7%) and deeply oversold conditions (below MA50 and MA200).",
"symbol": "FUTR_CFD.UK",
"position_size": 3000
},
{
"reason": "Second-highest mean-reversion score (80) with large 1-day decline (-10.2%) and oversold conditions (below MA50 and MA200).",
"symbol": "WPP_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Positive unrealized PnL (90.25) and no strong mean-reversion signal to exit. Marginal improvement over current position.",
"symbol": "ACM_CFD.US"
},
{
"reason": "No significant price movement or mean-reversion signal to justify selling. Holding aligns with overtrading avoidance rules.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Position closed (qty = 0). No action required.",
"symbol": "DSY_CFD.FR"
},
{
"reason": "No significant price movement or mean-reversion signal to justify selling. Holding aligns with overtrading avoidance rules.",
"symbol": "TRN_CFD.UK"
},
{
"reason": "No significant price movement or mean-reversion signal to justify selling. Holding aligns with overtrading avoidance rules.",
"symbol": "TRST_CFD.UK"
}
],
"sell": [
{
"reason": "Negative unrealized PnL (-66.25) with no recent recovery, and candidate list shows better mean-reversion opportunities (FUTR_CFD.UK, WPP_CFD.UK) with higher scores.",
"symbol": "OCDO_CFD.UK"
}
]
},
"portfolio_rationale": "Portfolio rebalanced to capitalize on high-probability mean-reversion candidates (FUTR_CFD.UK, WPP_CFD.UK) while exiting underperforming position (OCDO_CFD.UK). Holdings with no clear mean-reversion signals or positive PnL retained to avoid overtrading. Gross leverage remains within constraints (max 3.0)."
}Prompts & responses
#293 • openrouter • mistralai/mistral-large-2512 • 2026-02-18T09:37:12.135487+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": 0.2, "change_1d_pct": 6.951871657754016, "distance_from_ma200_pct": -5.955375825829345, "distance_from_ma50_pct": 2.7854866892794705, "volatility_20d_pct": 298.77615282737304, "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": "BAYN_CFD.DE", "name": "BAYER AG-REG", "sector": "", "last_price": 49.637, "change_1d_pct": 9.044376098418262, "distance_from_ma200_pct": 61.93918561590361, "distance_from_ma50_pct": 21.232030246337665, "volatility_20d_pct": 53.99060764203541, "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": "FUTR_CFD.UK", "name": "FUTURE PLC", "sector": "", "last_price": 422.0, "change_1d_pct": -13.70143149284253, "distance_from_ma200_pct": -38.122509366851766, "distance_from_ma50_pct": -25.139370269544393, "volatility_20d_pct": 146.49494054552733, "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": "BNR_CFD.DE", "name": "BRENNTAG SE", "sector": "", "last_price": 57.68, "change_1d_pct": 0.7686932215233977, "distance_from_ma200_pct": 8.307035047033672, "distance_from_ma50_pct": 12.27447293480568, "volatility_20d_pct": 58.63952245969202, "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": "LXS_CFD.DE", "name": "", "sector": "", "last_price": 20.34, "change_1d_pct": -2.3054755043227737, "distance_from_ma200_pct": -7.594450487957172, "distance_from_ma50_pct": 12.291317021464554, "volatility_20d_pct": 92.8118122160682, "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": "CABO_CFD.US", "name": "Cable One Inc", "sector": "", "last_price": 107.51, "change_1d_pct": -4.545858119506341, "distance_from_ma200_pct": -21.598626681553036, "distance_from_ma50_pct": 1.6297052540033663, "volatility_20d_pct": 128.50597545038758, "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": "MAT_CFD.US", "name": "", "sector": "", "last_price": 17.29, "change_1d_pct": 6.728395061728398, "distance_from_ma200_pct": -9.237177585939904, "distance_from_ma50_pct": -15.311520376175558, "volatility_20d_pct": 181.34348511232562, "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": "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": "DHER_CFD.DE", "name": "DELIVERY HERO SE", "sector": "", "last_price": 20.778, "change_1d_pct": 4.025232802643419, "distance_from_ma200_pct": -11.028363616432824, "distance_from_ma50_pct": -9.573037463344836, "volatility_20d_pct": 120.72903733861568, "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": "PUM_CFD.DE", "name": "", "sector": "", "last_price": 23.61, "change_1d_pct": 2.965547317924111, "distance_from_ma200_pct": 12.00067551445121, "distance_from_ma50_pct": 5.826129596444307, "volatility_20d_pct": 109.40924417684667, "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": "BAS_CFD.DE", "name": "BASF SE", "sector": "", "last_price": 50.838, "change_1d_pct": 0.390995260663507, "distance_from_ma200_pct": 15.215281900437994, "distance_from_ma50_pct": 10.57041703042807, "volatility_20d_pct": 51.4553906746837, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "FTK_CFD.DE", "name": "", "sector": "", "last_price": 33.278, "change_1d_pct": -4.263521288837746, "distance_from_ma200_pct": 10.871637377315047, "distance_from_ma50_pct": -9.920737395047851, "volatility_20d_pct": 87.11061082207468, "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": "TREE_CFD.US", "name": "", "sector": "", "last_price": 39.35, "change_1d_pct": -8.679508006498027, "distance_from_ma200_pct": -25.01948350142815, "distance_from_ma50_pct": -27.563177426955697, "volatility_20d_pct": 152.47471741995676, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "HFG_CFD.DE", "name": "", "sector": "", "last_price": 5.033, "change_1d_pct": -1.5068493150684925, "distance_from_ma200_pct": -32.91913710526018, "distance_from_ma50_pct": -11.644710971293726, "volatility_20d_pct": 124.36499030028038, "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": "HMSO_CFD.UK", "name": "", "sector": "", "last_price": 355.4, "change_1d_pct": 14.129736673089276, "distance_from_ma200_pct": 22.516025502913806, "distance_from_ma50_pct": 10.006914897239172, "volatility_20d_pct": 87.54938293511039, "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": "AHT_CFD.UK", "name": "ASHTEAD GROUP PLC", "sector": "", "last_price": 5198.0, "change_1d_pct": 2.3228346456692917, "distance_from_ma200_pct": 7.779696268812253, "distance_from_ma50_pct": 3.672375508284831, "volatility_20d_pct": 97.25825889483464, "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": "IHG_CFD.UK", "name": "", "sector": "", "last_price": 144.25, "change_1d_pct": 1.1216263582194186, "distance_from_ma200_pct": -98.11701487032192, "distance_from_ma50_pct": -96.80246670021214, "volatility_20d_pct": 600.119439684226, "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": "AAD_CFD.DE", "name": "AMADEUS FIRE AG", "sector": "", "last_price": 33.233, "change_1d_pct": -3.9508670520231326, "distance_from_ma200_pct": -42.351909561555004, "distance_from_ma50_pct": -17.200054812950803, "volatility_20d_pct": 57.34841695059528, "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": "HHFA_CFD.DE", "name": "", "sector": "", "last_price": 23.2, "change_1d_pct": 1.754385964912264, "distance_from_ma200_pct": 12.775906011004402, "distance_from_ma50_pct": 4.208496046814769, "volatility_20d_pct": 75.99748253783302, "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": "GLW_CFD.US", "name": "", "sector": "", "last_price": 132.55, "change_1d_pct": 0.6836308393467494, "distance_from_ma200_pct": 77.49312222520537, "distance_from_ma50_pct": 34.840124677523065, "volatility_20d_pct": 127.7304649757927, "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": "LDOS_CFD.US", "name": "", "sector": "", "last_price": 164.73, "change_1d_pct": -10.263114888053604, "distance_from_ma200_pct": -6.771581886419575, "distance_from_ma50_pct": -12.270517610869447, "volatility_20d_pct": 67.10358169719632, "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": 36.08, "change_1d_pct": -14.421252371916504, "distance_from_ma200_pct": 1.9327097206173427, "distance_from_ma50_pct": -0.2504796713352908, "volatility_20d_pct": 80.52865134631814, "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": "SGL_CFD.DE", "name": "", "sector": "", "last_price": 4.44, "change_1d_pct": -2.631578947368418, "distance_from_ma200_pct": 29.465691591728206, "distance_from_ma50_pct": 21.9988019937462, "volatility_20d_pct": 68.95035726072665, "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": 0.508, "change_1d_pct": 5.613305613305619, "distance_from_ma200_pct": -38.91697879529371, "distance_from_ma50_pct": 2.663594842569017, "volatility_20d_pct": 108.04930999009098, "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": "RAA_CFD.DE", "name": "", "sector": "", "last_price": 741.655, "change_1d_pct": -0.9806408544726364, "distance_from_ma200_pct": 9.452363554100662, "distance_from_ma50_pct": 9.801418666515072, "volatility_20d_pct": 72.52356429710602, "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": "ASY_CFD.FR", "name": "Assystem SA", "sector": "", "last_price": 44.9, "change_1d_pct": 2.0454545454545503, "distance_from_ma200_pct": 3.1294387002291257, "distance_from_ma50_pct": 0.45565252098940245, "volatility_20d_pct": 66.92772549537254, "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": "NA9_CFD.DE", "name": "", "sector": "", "last_price": 58.45, "change_1d_pct": -2.432103093127669, "distance_from_ma200_pct": -2.1090434914697975, "distance_from_ma50_pct": -17.075943113955105, "volatility_20d_pct": 86.29050844040258, "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": "GXI_CFD.DE", "name": "", "sector": "", "last_price": 21.24, "change_1d_pct": 10.274648252946372, "distance_from_ma200_pct": -43.677262227025984, "distance_from_ma50_pct": -17.569367472965546, "volatility_20d_pct": 208.2327389098102, "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": "FPE3_CFD.DE", "name": "", "sector": "", "last_price": 37.307, "change_1d_pct": 0.34158149542764527, "distance_from_ma200_pct": -9.03604837008799, "distance_from_ma50_pct": -2.05519480008044, "volatility_20d_pct": 35.612338498434745, "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": "TER_CFD.US", "name": "", "sector": "", "last_price": 310.04, "change_1d_pct": -3.0640320160079892, "distance_from_ma200_pct": 112.42272835494687, "distance_from_ma50_pct": 34.06416261355068, "volatility_20d_pct": 116.57004161394451, "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": "BFAM_CFD.US", "name": "Bright Horizons Family Solutions Inc", "sector": "", "last_price": 69.02, "change_1d_pct": -14.674248980096438, "distance_from_ma200_pct": -36.75340241403705, "distance_from_ma50_pct": -27.77040574990267, "volatility_20d_pct": 131.01677442530624, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "GRI_CFD.UK", "name": "", "sector": "", "last_price": 192.4, "change_1d_pct": 0.08322929671245038, "distance_from_ma200_pct": -4.9312468607917275, "distance_from_ma50_pct": 0.9128310349964197, "volatility_20d_pct": 71.43116862190418, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "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": "BCPC_CFD.US", "name": "Balchem Corporation", "sector": "", "last_price": 182.18, "change_1d_pct": 3.481965350752625, "distance_from_ma200_pct": 14.703744430638332, "distance_from_ma50_pct": 11.917513512052436, "volatility_20d_pct": 41.819877123461296, "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": "BOSS_CFD.DE", "name": "Hugo Boss AG", "sector": "", "last_price": 37.01, "change_1d_pct": 0.732152091668703, "distance_from_ma200_pct": -5.490175549253773, "distance_from_ma50_pct": 3.61200230684382, "volatility_20d_pct": 35.60794350998581, "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": "FLEX_CFD.US", "name": "", "sector": "", "last_price": 65.22, "change_1d_pct": 0.5550416281220993, "distance_from_ma200_pct": 17.70555383603338, "distance_from_ma50_pct": 1.6305770597255131, "volatility_20d_pct": 111.33213337615535, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "DOM_CFD.UK", "name": "DOMINO'S PIZZA GROUP PLC", "sector": "", "last_price": 202.0, "change_1d_pct": 8.58463688652369, "distance_from_ma200_pct": -7.069225606016771, "distance_from_ma50_pct": 12.253653245130858, "volatility_20d_pct": 71.7523831897994, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}], "output_schema": {"selected_stocks": [{"symbol": "string", "mean_reversion_score": "integer 0-100", "selection_reason": "short, concrete, indicator-based"}], "rejected_common_reasons": ["string"]}}Output JSON
{
"selected_stocks": [
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "Sharp 1-day drop (-13.7%), deeply below MA50 (-25.1%) and MA200 (-38.1%), high volatility (146.5%)",
"mean_reversion_score": 85
},
{
"symbol": "WPP_CFD.UK",
"selection_reason": "Large 1-day decline (-10.2%), below MA50 (-12.4%) and MA200 (-32.9%), high volatility (136.5%)",
"mean_reversion_score": 80
},
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "Extreme 1-day drop (-21.3%), near MA50 (-3.2%), high volatility (241.0%)",
"mean_reversion_score": 75
},
{
"symbol": "TRN_CFD.UK",
"selection_reason": "Significant 1-day decline (-20.0%), below MA50 (-16.9%) and MA200 (-25.4%), high volatility (127.4%)",
"mean_reversion_score": 70
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Sharp 1-day drop (-12.7%), below MA50 (-14.3%) and MA200 (-28.0%), moderate volatility (87.8%)",
"mean_reversion_score": 65
}
],
"rejected_common_reasons": [
"Earnings dates unknown (cannot confirm avoidance of earnings within 5 trading days)",
"Sector concentration (unknown sectors, assumed diverse)",
"Extreme volatility or potential binary/event-driven moves (e.g., IHG_CFD.UK, TRST_CFD.UK)"
]
}#294 • openrouter • mistralai/mistral-large-2512 • 2026-02-18T09:37:21.845311+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": [{"symbol": "ACM_CFD.US", "qty": 33.92897534494458, "avg_price": 88.42, "last_price": 91.08, "unrealized_pnl": 90.25107441755247, "opened_at": "2026-02-15T10:57:15.913854+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 10.252904989747094, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-15T10:57:15.913854+00:00"}, {"symbol": "DSY_CFD.FR", "qty": 0.0, "avg_price": 17.881, "last_price": 16.752, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 13.519603424966201, "avg_price": 221.9, "last_price": 217.0, "unrealized_pnl": -66.24605678233446, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "TRN_CFD.UK", "qty": 15.290519877675841, "avg_price": 196.2, "last_price": 196.2, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "TRST_CFD.UK", "qty": 22.338049143708115, "avg_price": 134.3, "last_price": 134.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}], "candidates": [{"symbol": "FUTR_CFD.UK", "mean_reversion_score": 85, "selection_reason": "Sharp 1-day drop (-13.7%), deeply below MA50 (-25.1%) and MA200 (-38.1%), high volatility (146.5%)"}, {"symbol": "WPP_CFD.UK", "mean_reversion_score": 80, "selection_reason": "Large 1-day decline (-10.2%), below MA50 (-12.4%) and MA200 (-32.9%), high volatility (136.5%)"}, {"symbol": "OCDO_CFD.UK", "mean_reversion_score": 75, "selection_reason": "Extreme 1-day drop (-21.3%), near MA50 (-3.2%), high volatility (241.0%)"}, {"symbol": "TRN_CFD.UK", "mean_reversion_score": 70, "selection_reason": "Significant 1-day decline (-20.0%), below MA50 (-16.9%) and MA200 (-25.4%), high volatility (127.4%)"}, {"symbol": "BYIT_CFD.UK", "mean_reversion_score": 65, "selection_reason": "Sharp 1-day drop (-12.7%), below MA50 (-14.3%) and MA200 (-28.0%), moderate volatility (87.8%)"}], "output_schema": {"actions": {"sell": [{"symbol": "string", "reason": "string"}], "hold": [{"symbol": "string", "reason": "string"}], "buy": [{"symbol": "string", "position_size": "number (currency amount)", "reason": "string"}]}, "portfolio_rationale": "string"}}Output JSON
{
"actions": {
"buy": [
{
"reason": "Highest mean-reversion score (85) with sharp 1-day drop (-13.7%) and deeply oversold conditions (below MA50 and MA200).",
"symbol": "FUTR_CFD.UK",
"position_size": 3000
},
{
"reason": "Second-highest mean-reversion score (80) with large 1-day decline (-10.2%) and oversold conditions (below MA50 and MA200).",
"symbol": "WPP_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Positive unrealized PnL (90.25) and no strong mean-reversion signal to exit. Marginal improvement over current position.",
"symbol": "ACM_CFD.US"
},
{
"reason": "No significant price movement or mean-reversion signal to justify selling. Holding aligns with overtrading avoidance rules.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Position closed (qty = 0). No action required.",
"symbol": "DSY_CFD.FR"
},
{
"reason": "No significant price movement or mean-reversion signal to justify selling. Holding aligns with overtrading avoidance rules.",
"symbol": "TRN_CFD.UK"
},
{
"reason": "No significant price movement or mean-reversion signal to justify selling. Holding aligns with overtrading avoidance rules.",
"symbol": "TRST_CFD.UK"
}
],
"sell": [
{
"reason": "Negative unrealized PnL (-66.25) with no recent recovery, and candidate list shows better mean-reversion opportunities (FUTR_CFD.UK, WPP_CFD.UK) with higher scores.",
"symbol": "OCDO_CFD.UK"
}
]
},
"portfolio_rationale": "Portfolio rebalanced to capitalize on high-probability mean-reversion candidates (FUTR_CFD.UK, WPP_CFD.UK) while exiting underperforming position (OCDO_CFD.UK). Holdings with no clear mean-reversion signals or positive PnL retained to avoid overtrading. Gross leverage remains within constraints (max 3.0)."
}Selection logs
#145 • stage1 • 2026-02-18T09:37:21.834153+00:00
{
"selected_stocks": [
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "Sharp 1-day drop (-13.7%), deeply below MA50 (-25.1%) and MA200 (-38.1%), high volatility (146.5%)",
"mean_reversion_score": 85
},
{
"symbol": "WPP_CFD.UK",
"selection_reason": "Large 1-day decline (-10.2%), below MA50 (-12.4%) and MA200 (-32.9%), high volatility (136.5%)",
"mean_reversion_score": 80
},
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "Extreme 1-day drop (-21.3%), near MA50 (-3.2%), high volatility (241.0%)",
"mean_reversion_score": 75
},
{
"symbol": "TRN_CFD.UK",
"selection_reason": "Significant 1-day decline (-20.0%), below MA50 (-16.9%) and MA200 (-25.4%), high volatility (127.4%)",
"mean_reversion_score": 70
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Sharp 1-day drop (-12.7%), below MA50 (-14.3%) and MA200 (-28.0%), moderate volatility (87.8%)",
"mean_reversion_score": 65
}
],
"rejected_common_reasons": [
"Earnings dates unknown (cannot confirm avoidance of earnings within 5 trading days)",
"Sector concentration (unknown sectors, assumed diverse)",
"Extreme volatility or potential binary/event-driven moves (e.g., IHG_CFD.UK, TRST_CFD.UK)"
]
}