Arena run #158

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, 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"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": "TRST_CFD.UK",
      "selection_reason": "-37.8% 1d drop, -24.6% below MA50, 213% vol",
      "mean_reversion_score": 98
    },
    {
      "symbol": "FUTR_CFD.UK",
      "selection_reason": "-13.7% 1d drop, -25.1% below MA50, 146% vol",
      "mean_reversion_score": 95
    },
    {
      "symbol": "THG_CFD.UK",
      "selection_reason": "-20.1% 1d drop, -18.3% below MA50, 150% vol",
      "mean_reversion_score": 93
    },
    {
      "symbol": "TRN_CFD.UK",
      "selection_reason": "-20.0% 1d drop, -16.9% below MA50, 127% vol",
      "mean_reversion_score": 91
    },
    {
      "symbol": "RMV_CFD.UK",
      "selection_reason": "-14.8% 1d drop, -17.5% below MA50, 138% vol",
      "mean_reversion_score": 89
    }
  ],
  "rejected_common_reasons": [
    "Positive 1d change",
    "Distance from MA50 > -10%",
    "Low volatility <80%",
    "Above MA50 and MA200"
  ]
}

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": "EXPO_CFD.US", "qty": 44.90009728354411, "avg_price": 66.815, "last_price": 68.795, "unrealized_pnl": 88.90219262141753, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "FBIN_CFD.US", "qty": 58.85237861696911, "avg_price": 50.974999999999994, "last_price": 52.82, "unrealized_pnl": 108.58263854830837, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "ICG_CFD.UK", "qty": 1.7647058823529411, "avg_price": 1700.0, "last_price": 1719.0, "unrealized_pnl": 33.529411764705884, "opened_at": "2026-02-16T09:30:55.514112+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"}], "candidates": [{"symbol": "TRST_CFD.UK", "mean_reversion_score": 98, "selection_reason": "-37.8% 1d drop, -24.6% below MA50, 213% vol"}, {"symbol": "FUTR_CFD.UK", "mean_reversion_score": 95, "selection_reason": "-13.7% 1d drop, -25.1% below MA50, 146% vol"}, {"symbol": "THG_CFD.UK", "mean_reversion_score": 93, "selection_reason": "-20.1% 1d drop, -18.3% below MA50, 150% vol"}, {"symbol": "TRN_CFD.UK", "mean_reversion_score": 91, "selection_reason": "-20.0% 1d drop, -16.9% below MA50, 127% vol"}, {"symbol": "RMV_CFD.UK", "mean_reversion_score": 89, "selection_reason": "-14.8% 1d drop, -17.5% below MA50, 138% vol"}], "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": "Top score 98: -37.8% 1d drop, -24.6% below MA50, 213% vol - strong mean reversion buy signal",
        "symbol": "TRST_CFD.UK",
        "position_size": 3000
      },
      {
        "reason": "High score 95: -13.7% 1d drop, -25.1% below MA50, 146% vol - clear oversold opportunity",
        "symbol": "FUTR_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Profitable position (+88.90 PnL), no overbought signal, hold for mean reversion continuation",
        "symbol": "EXPO_CFD.US"
      },
      {
        "reason": "Strong profit (+108.58 PnL), stable winner, avoid overtrading by holding",
        "symbol": "FBIN_CFD.US"
      },
      {
        "reason": "Modest profit (+33.53 PnL), within strategy tolerance, hold",
        "symbol": "ICG_CFD.UK"
      },
      {
        "reason": "Flat PnL (0), high mean reversion score (91) indicates potential, already positioned, hold",
        "symbol": "TRN_CFD.UK"
      }
    ],
    "sell": []
  },
  "portfolio_rationale": "Hold all current positions as they are profitable or flat with no sell signals; add top 2 mean reversion candidates (TRST, FUTR) for oversold setups. Exposure remains under 3x leverage (~18k on 10k equity), max 2 buys respected, avoids overtrading."
}

{
  "selected_stocks": [
    {
      "symbol": "TRST_CFD.UK",
      "selection_reason": "-37.8% 1d drop, -24.6% below MA50, 213% vol",
      "mean_reversion_score": 98
    },
    {
      "symbol": "FUTR_CFD.UK",
      "selection_reason": "-13.7% 1d drop, -25.1% below MA50, 146% vol",
      "mean_reversion_score": 95
    },
    {
      "symbol": "THG_CFD.UK",
      "selection_reason": "-20.1% 1d drop, -18.3% below MA50, 150% vol",
      "mean_reversion_score": 93
    },
    {
      "symbol": "TRN_CFD.UK",
      "selection_reason": "-20.0% 1d drop, -16.9% below MA50, 127% vol",
      "mean_reversion_score": 91
    },
    {
      "symbol": "RMV_CFD.UK",
      "selection_reason": "-14.8% 1d drop, -17.5% below MA50, 138% vol",
      "mean_reversion_score": 89
    }
  ],
  "rejected_common_reasons": [
    "Positive 1d change",
    "Distance from MA50 > -10%",
    "Low volatility <80%",
    "Above MA50 and MA200"
  ]
}