Arena run #168

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": "US", "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": "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": "ADJ_CFD.DE", "name": "ADLER GROUP SA", "sector": "", "last_price": 0.2, "change_1d_pct": 7.526881720430123, "distance_from_ma200_pct": -5.966430015515534, "distance_from_ma50_pct": 2.7326895418122055, "volatility_20d_pct": 311.6321860192083, "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": "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": 18.571, "change_1d_pct": 1.1492374727668953, "distance_from_ma200_pct": -3.8907902111545822, "distance_from_ma50_pct": -0.12283638022053678, "volatility_20d_pct": 97.18981583912894, "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": 209.7, "change_1d_pct": 3.35140463282404, "distance_from_ma200_pct": 10.419039464933654, "distance_from_ma50_pct": 11.273956800022077, "volatility_20d_pct": 86.28451509255954, "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": 298.6, "change_1d_pct": 2.823691460055122, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -11.716357013612111, "volatility_20d_pct": 3936.402256480627, "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": "UMG_CFD.NL", "name": "", "sector": "", "last_price": 19.57, "change_1d_pct": -0.45778229908443047, "distance_from_ma200_pct": -23.106512607270734, "distance_from_ma50_pct": -14.353136417028889, "volatility_20d_pct": 78.39967448985196, "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": "CLH_CFD.US", "name": "Clean Harbors Inc", "sector": "", "last_price": 282.68, "change_1d_pct": 5.924232772510951, "distance_from_ma200_pct": 19.788162931055496, "distance_from_ma50_pct": 11.934743011008164, "volatility_20d_pct": 54.53779134386277, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, 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110.1219007608683, "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": "TMV_CFD.DE", "name": "", "sector": "", "last_price": 4.836, "change_1d_pct": -6.169965075669371, "distance_from_ma200_pct": -39.297706090940466, "distance_from_ma50_pct": -14.730049017879177, "volatility_20d_pct": 85.73079178879432, "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": "VXXB_CFD.ETF", "name": "", "sector": "", "last_price": 28.55, "change_1d_pct": 1.0619469026548645, "distance_from_ma200_pct": -25.219985515464792, "distance_from_ma50_pct": 3.2983095982401345, "volatility_20d_pct": 130.93027926050186, "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": "SSE_CFD.UK", "name": "", "sector": "", "last_price": 2646.0, "change_1d_pct": 6.350482315112549, "distance_from_ma200_pct": 35.63520874725097, "distance_from_ma50_pct": 14.187745367714744, "volatility_20d_pct": 86.55479719136787, "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": "OGS_CFD.US", "name": "", "sector": "", "last_price": 84.92, "change_1d_pct": 0.5446365143263243, "distance_from_ma200_pct": 9.79960150450796, "distance_from_ma50_pct": 7.429756980024549, "volatility_20d_pct": 39.74011900469647, "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": "RS1_CFD.UK", "name": "", "sector": "", "last_price": 733.5, "change_1d_pct": 25.384615384615383, "distance_from_ma200_pct": 27.719246802948703, "distance_from_ma50_pct": 25.132468113824658, "volatility_20d_pct": 102.39099316712235, "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": 2.928, "change_1d_pct": 3.4263511126810364, "distance_from_ma200_pct": -2.5317445918932924, "distance_from_ma50_pct": 8.34572944650429, "volatility_20d_pct": 99.01246920856556, "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": "XRX_CFD.US", "name": "", "sector": "", "last_price": 1.99, "change_1d_pct": 3.645833333333326, "distance_from_ma200_pct": -47.453196377175146, "distance_from_ma50_pct": -17.42053282430076, "volatility_20d_pct": 185.0831002678523, "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": "TBCG_CFD.UK", "name": "", "sector": "", "last_price": 4277.25, "change_1d_pct": 5.3509852216748754, "distance_from_ma200_pct": -2.902585578893835, "distance_from_ma50_pct": 4.642406639572627, "volatility_20d_pct": 82.97991484214538, "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": "BOKF_CFD.US", "name": "BOK Financial Corporation", "sector": "", "last_price": 134.74, "change_1d_pct": 0.9893569180033035, "distance_from_ma200_pct": 22.619380760296593, "distance_from_ma50_pct": 6.9908524965061725, "volatility_20d_pct": 49.39242101967042, "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": "NOMD_CFD.US", "name": "", "sector": "", "last_price": 12.69, "change_1d_pct": -1.0140405616224757, "distance_from_ma200_pct": -12.161390466499844, "distance_from_ma50_pct": 2.5189445961448342, "volatility_20d_pct": 45.8556068662229, "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": "FLO_CFD.US",
      "selection_reason": "1d -13.55%, 7.98% below MA50, 26.25% below MA200",
      "mean_reversion_score": 95
    },
    {
      "symbol": "LPX_CFD.US",
      "selection_reason": "1d -8.17%, 0.55% below MA50, 1.82% below MA200",
      "mean_reversion_score": 92
    },
    {
      "symbol": "ETSY_CFD.US",
      "selection_reason": "1d -4.74%, 19.21% below MA50, 22.53% below MA200",
      "mean_reversion_score": 90
    },
    {
      "symbol": "AMCX_CFD.US",
      "selection_reason": "1d +20.14%, 1.64% above MA50, 17.97% above MA200",
      "mean_reversion_score": 94
    },
    {
      "symbol": "MPT_CFD.US",
      "selection_reason": "1d -4.75%, 3.53% above MA50, vol 61%",
      "mean_reversion_score": 85
    }
  ],
  "rejected_common_reasons": [
    "Non-US symbols",
    "Insufficient 1d price deviation (>5% preferred)",
    "No extreme distance from MA50 (>5% preferred)",
    "Momentum continuation without oversold/overbought signal"
  ]
}

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": "US", "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": 70.16999999999999, "unrealized_pnl": 150.63982638629005, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "FBIN_CFD.US", "qty": 58.85237861696911, "avg_price": 50.974999999999994, "last_price": 53.760000000000005, "unrealized_pnl": 163.90387444825961, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 7.488766849725412, "avg_price": 400.6, "last_price": 400.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+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": 196.5, "unrealized_pnl": 4.587155963302926, "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": "2026-02-18T09:36:37.284518+00:00"}], "candidates": [{"symbol": "FLO_CFD.US", "mean_reversion_score": 95, "selection_reason": "1d -13.55%, 7.98% below MA50, 26.25% below MA200"}, {"symbol": "LPX_CFD.US", "mean_reversion_score": 92, "selection_reason": "1d -8.17%, 0.55% below MA50, 1.82% below MA200"}, {"symbol": "ETSY_CFD.US", "mean_reversion_score": 90, "selection_reason": "1d -4.74%, 19.21% below MA50, 22.53% below MA200"}, {"symbol": "AMCX_CFD.US", "mean_reversion_score": 94, "selection_reason": "1d +20.14%, 1.64% above MA50, 17.97% above MA200"}, {"symbol": "MPT_CFD.US", "mean_reversion_score": 85, "selection_reason": "1d -4.75%, 3.53% above MA50, vol 61%"}], "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 meanrev score 95: 1d -13.55%, 7.98% below MA50, 26.25% below MA200; strong oversold signal",
        "symbol": "FLO_CFD.US",
        "position_size": 3000
      },
      {
        "reason": "High score 92: 1d -8.17%, below MAs; clear mean reversion buy opportunity",
        "symbol": "LPX_CFD.US",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Positive PnL, no overbought signal or major price reversion; avoid overtrading",
        "symbol": "EXPO_CFD.US"
      },
      {
        "reason": "Positive PnL, stable performance; hold per overtrading rules",
        "symbol": "FBIN_CFD.US"
      },
      {
        "reason": "Flat position, no sell signal; prefer hold",
        "symbol": "FUTR_CFD.UK"
      },
      {
        "reason": "Slight positive PnL, no reversion sell signal",
        "symbol": "ICG_CFD.UK"
      },
      {
        "reason": "Minor positive PnL, stable; hold to avoid churn",
        "symbol": "TRN_CFD.UK"
      },
      {
        "reason": "Flat position, no action needed",
        "symbol": "TRST_CFD.UK"
      }
    ],
    "sell": []
  },
  "portfolio_rationale": "Mean reversion strategy: Hold all current positions (6/10 max, total leverage ~1.8 <3.0) as no overbought signals or risk events; profitable/stable PnL, marginal changes favor no sells (0/2 max). Add top 2 oversold US candidates (FLO, LPX) for alpha; skips AMCX (overbought +20% 1d above MAs), ETSY/MPT lower priority. New leverage ~2.4 <3.0, positions 8/10. Complies with max 2 buys, fixed size 3000."
}

{
  "selected_stocks": [
    {
      "symbol": "FLO_CFD.US",
      "selection_reason": "1d -13.55%, 7.98% below MA50, 26.25% below MA200",
      "mean_reversion_score": 95
    },
    {
      "symbol": "LPX_CFD.US",
      "selection_reason": "1d -8.17%, 0.55% below MA50, 1.82% below MA200",
      "mean_reversion_score": 92
    },
    {
      "symbol": "ETSY_CFD.US",
      "selection_reason": "1d -4.74%, 19.21% below MA50, 22.53% below MA200",
      "mean_reversion_score": 90
    },
    {
      "symbol": "AMCX_CFD.US",
      "selection_reason": "1d +20.14%, 1.64% above MA50, 17.97% above MA200",
      "mean_reversion_score": 94
    },
    {
      "symbol": "MPT_CFD.US",
      "selection_reason": "1d -4.75%, 3.53% above MA50, vol 61%",
      "mean_reversion_score": 85
    }
  ],
  "rejected_common_reasons": [
    "Non-US symbols",
    "Insufficient 1d price deviation (>5% preferred)",
    "No extreme distance from MA50 (>5% preferred)",
    "Momentum continuation without oversold/overbought signal"
  ]
}