Arena run #157

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

{"task": "stage1_universe_scan", "region": "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, 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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"]}}

{
  "selected_stocks": [
    {
      "symbol": "FUTR_CFD.UK",
      "selection_reason": "Strong negative distance from MA200/MA50",
      "mean_reversion_score": 78
    },
    {
      "symbol": "WPP_CFD.UK",
      "selection_reason": "Negative distance from both MAs",
      "mean_reversion_score": 75
    },
    {
      "symbol": "DHER_CFD.DE",
      "selection_reason": "Moderate negative distance from MAs",
      "mean_reversion_score": 68
    },
    {
      "symbol": "FPE3_CFD.DE",
      "selection_reason": "Stable negative distance from MAs",
      "mean_reversion_score": 62
    },
    {
      "symbol": "BOSS_CFD.DE",
      "selection_reason": "Close to MAs with low volatility",
      "mean_reversion_score": 59
    }
  ],
  "rejected_common_reasons": [
    "Extreme volatility >150%",
    "Positive distance >+10% from MAs",
    "Insufficient price data"
  ]
}

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

{"task": "stage2_portfolio_management", "region": "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": "BYIT_CFD.UK", "qty": 10.252904989747094, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "DSY_CFD.FR", "qty": 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": "SGE_CFD.UK", "qty": 3.771687201408097, "avg_price": 795.4, "last_price": 798.8, "unrealized_pnl": 12.823736484787444, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "WPP_CFD.UK", "qty": 11.029411764705882, "avg_price": 272.0, "last_price": 262.5, "unrealized_pnl": -104.77941176470588, "opened_at": "2026-02-16T17:30:52.485845+00:00"}], "candidates": [{"symbol": "FUTR_CFD.UK", "mean_reversion_score": 78, "selection_reason": "Strong negative distance from MA200/MA50"}, {"symbol": "WPP_CFD.UK", "mean_reversion_score": 75, "selection_reason": "Negative distance from both MAs"}, {"symbol": "DHER_CFD.DE", "mean_reversion_score": 68, "selection_reason": "Moderate negative distance from MAs"}, {"symbol": "FPE3_CFD.DE", "mean_reversion_score": 62, "selection_reason": "Stable negative distance from MAs"}, {"symbol": "BOSS_CFD.DE", "mean_reversion_score": 59, "selection_reason": "Close to MAs with low volatility"}], "output_schema": {"actions": {"sell": [{"symbol": "string", "reason": "string"}], "hold": [{"symbol": "string", "reason": "string"}], "buy": [{"symbol": "string", "position_size": "number (currency amount)", "reason": "string"}]}, "portfolio_rationale": "string"}}

{
  "actions": {
    "buy": [
      {
        "reason": "Highest mean reversion score among candidates",
        "symbol": "FUTR_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "No significant price movement",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "Minor positive movement, no urgency to sell",
        "symbol": "SGE_CFD.UK"
      }
    ],
    "sell": [
      {
        "reason": "Price dropped 3.5% below entry with negative mean reversion score",
        "symbol": "WPP_CFD.UK"
      }
    ]
  },
  "portfolio_rationale": "Maintaining discipline per mean-reversion strategy: Exiting underperforming WPP_CFD.UK while deploying capital into top-ranked FUTR_CFD.UK. Holding stable positions and respecting 2-trade limits."
}

{
  "selected_stocks": [
    {
      "symbol": "FUTR_CFD.UK",
      "selection_reason": "Strong negative distance from MA200/MA50",
      "mean_reversion_score": 78
    },
    {
      "symbol": "WPP_CFD.UK",
      "selection_reason": "Negative distance from both MAs",
      "mean_reversion_score": 75
    },
    {
      "symbol": "DHER_CFD.DE",
      "selection_reason": "Moderate negative distance from MAs",
      "mean_reversion_score": 68
    },
    {
      "symbol": "FPE3_CFD.DE",
      "selection_reason": "Stable negative distance from MAs",
      "mean_reversion_score": 62
    },
    {
      "symbol": "BOSS_CFD.DE",
      "selection_reason": "Close to MAs with low volatility",
      "mean_reversion_score": 59
    }
  ],
  "rejected_common_reasons": [
    "Extreme volatility >150%",
    "Positive distance >+10% from MAs",
    "Insufficient price data"
  ]
}