MarketWeatherForecast

Arena run #171

meanrev-v1 • anthropic • anthropic/claude-opus-4.6 • US • success
Arena
Run status
as_of: 2026-02-19T00:47:27.070066+00:00
started_at: 2026-02-19T00:54:26.707966+00:00
finished_at: 2026-02-19T00:55:01.021562+00:00
duration_ms: 34310
Inputs
{
  "dry_run": false,
  "selected": [
    {
      "symbol": "LPX_CFD.US",
      "selection_reason": "Sharp -8.2% 1d drop while near both MA50 (-0.6%) and MA200 (-1.8%); moderate volatility (69%); price likely overshot to downside on a single-day move, good bounce candidate within 2-10 days.",
      "mean_reversion_score": 78
    },
    {
      "symbol": "PAGE_CFD.UK",
      "selection_reason": "-11% 1d drop, -8.4% below MA50, -19.3% below MA200; elevated vol (113%) but large single-day dislocation suggests short-term snapback potential in a staffing/services name.",
      "mean_reversion_score": 72
    },
    {
      "symbol": "ETSY_CFD.US",
      "selection_reason": "-4.7% 1d decline, deeply oversold at -22.5% below MA200 and -19.2% below MA50; vol ~101%; extended downtrend creates conditions for a short-term technical bounce.",
      "mean_reversion_score": 70
    },
    {
      "symbol": "FLO_CFD.US",
      "selection_reason": "-13.6% 1d crash, -26.2% below MA200, -8% below MA50; vol ~90%; sharp single-day selloff in a name already well below moving averages sets up mean-reversion bounce.",
      "mean_reversion_score": 68
    },
    {
      "symbol": "CCC_CFD.UK",
      "selection_reason": "-10.8% 1d drop but still +2.2% above MA50 and +17% above MA200; moderate vol (93%); sharp single-session decline from a position of relative strength suggests overreaction and likely partial recovery.",
      "mean_reversion_score": 65
    }
  ],
  "universe_symbols": [
    "FUTR_CFD.UK",
    "ADJ_CFD.DE",
    "LIO_CFD.UK",
    "ATG_CFD.UK",
    "BDT_CFD.DE",
    "BT_CFD.UK",
    "BYIT_CFD.UK",
    "WKP_CFD.UK",
    "UMG_CFD.NL",
    "OCDO_CFD.UK",
    "CLH_CFD.US",
    "HBR_CFD.UK",
    "FLO_CFD.US",
    "WEIR_CFD.UK",
    "PNN_CFD.UK",
    "ETSY_CFD.US",
    "BNZL_CFD.UK",
    "HMSO_CFD.UK",
    "MSLH_CFD.UK",
    "PAGE_CFD.UK",
    "AMCX_CFD.US",
    "IHG_CFD.UK",
    "RMV_CFD.UK",
    "IPO_CFD.UK",
    "TRST_CFD.UK",
    "GRI_CFD.UK",
    "CCL_CFD.UK",
    "THG_CFD.UK",
    "MDM_CFD.FR",
    "DOM_CFD.UK",
    "NWE_CFD.US",
    "MPT_CFD.US",
    "CCC_CFD.UK",
    "OPTU_CFD.US",
    "FME_CFD.DE",
    "BKH_CFD.US",
    "DPLM_CFD.UK",
    "LEG_CFD.US",
    "LPX_CFD.US",
    "MAN_CFD.US",
    "TMV_CFD.DE",
    "VXXB_CFD.ETF",
    "SSE_CFD.UK",
    "OGS_CFD.US",
    "RS1_CFD.UK",
    "AT1_CFD.DE",
    "XRX_CFD.US",
    "TBCG_CFD.UK",
    "BOKF_CFD.US",
    "NOMD_CFD.US"
  ]
}
Outputs
{
  "actions": {
    "buy": [
      {
        "reason": "Highest mean-reversion score (78). Sharp -8.2% single-day drop while trading near both MA50 and MA200 suggests a clear overreaction. Moderate volatility (69%) is the lowest among candidates, offering better risk-adjusted bounce potential within 2-10 days.",
        "symbol": "LPX_CFD.US",
        "position_size": 3000
      },
      {
        "reason": "Mean-reversion score 70. Deeply oversold at -22.5% below MA200 and -19.2% below MA50 with a fresh -4.7% daily decline. Extended dislocation in a well-known e-commerce name creates conditions for a short-term technical bounce. Preferred over FLO (less extreme single-day move but better-known name with more liquidity).",
        "symbol": "ETSY_CFD.US",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Flat PnL, recently opened position. No clear reason to exit yet; allow time for mean-reversion thesis to play out.",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "Small positive unrealized PnL (+£33.5). Position is working; hold and let it run toward target.",
        "symbol": "ICG_CFD.UK"
      },
      {
        "reason": "Recently opened, flat PnL. Candidate list confirms strong mean-reversion score (72) with large single-day dislocation. Hold for snapback.",
        "symbol": "PAGE_CFD.UK"
      },
      {
        "reason": "Positive unrealized PnL (+£36.5), position trending in the right direction. Hold.",
        "symbol": "SGE_CFD.UK"
      },
      {
        "reason": "Best performing position with +$145.5 unrealized gain. Mean-reversion working well. Hold and let profits run.",
        "symbol": "STZ_CFD.US"
      }
    ],
    "sell": [
      {
        "reason": "Position has 0 qty, effectively a dead position. Removing from portfolio to free up a slot.",
        "symbol": "LSS_CFD.FR"
      }
    ]
  },
  "portfolio_rationale": "Portfolio is performing well with STZ and SGE showing solid gains. LSS is removed as it has zero quantity. We add two new US mean-reversion candidates: LPX (best score at 78, moderate vol, sharp single-day drop near key MAs) and ETSY (deeply oversold, score 70, bounce candidate). PAGE is already held and confirming its thesis. We avoid overtrading by holding all profitable/recently-opened positions and limiting to 1 sell and 2 buys. Post-trade portfolio will have 7 active positions well within the 10-position and 3.0x gross leverage limits."
}
Prompts & responses
#329 • openrouter • anthropic/claude-opus-4.6 • 2026-02-19T00:54:26.820118+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": "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, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "HBR_CFD.UK", "name": "", "sector": "", "last_price": 224.0, "change_1d_pct": -1.5817223198594021, "distance_from_ma200_pct": 9.25712713749498, "distance_from_ma50_pct": 6.344190568789498, "volatility_20d_pct": 121.81714824955505, "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": "FLO_CFD.US", "name": "", "sector": "", "last_price": 10.08, "change_1d_pct": -13.550600343053176, "distance_from_ma200_pct": -26.247859870933755, "distance_from_ma50_pct": -7.983860661274722, "volatility_20d_pct": 89.84040924651786, "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": "WEIR_CFD.UK", "name": "", "sector": "", "last_price": 3528.0, "change_1d_pct": 28.104575163398682, "distance_from_ma200_pct": 36.82019549853024, "distance_from_ma50_pct": 18.81825945664355, "volatility_20d_pct": 85.98797128417365, "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": "ETSY_CFD.US", "name": "Etsy, Inc.", "sector": "", "last_price": 45.05, "change_1d_pct": -4.736730809896383, "distance_from_ma200_pct": -22.534006367515534, "distance_from_ma50_pct": -19.214271368318382, "volatility_20d_pct": 100.53604696211289, "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": 2150.0, "change_1d_pct": 3.2660902977905915, "distance_from_ma200_pct": -8.89817576647831, "distance_from_ma50_pct": 0.7743217653786383, "volatility_20d_pct": 67.68662202659726, "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": "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": "PAGEGROUP PLC", "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": "AMCX_CFD.US", "name": "AMC Networks Inc", "sector": "", "last_price": 8.83, "change_1d_pct": 20.136054421768712, "distance_from_ma200_pct": 17.9692718770875, "distance_from_ma50_pct": 1.639117823104197, "volatility_20d_pct": 96.48066850500462, "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": "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": "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": "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": "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": "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": "MDM_CFD.FR", "name": "", "sector": "", "last_price": 1.45, "change_1d_pct": -2.684563758389269, "distance_from_ma200_pct": -29.938829350315523, "distance_from_ma50_pct": -17.472025862559626, "volatility_20d_pct": 78.69145518801585, "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"}, {"symbol": "NWE_CFD.US", "name": "", "sector": "", "last_price": 69.35, "change_1d_pct": 1.122776319626717, "distance_from_ma200_pct": 16.511248333603533, "distance_from_ma50_pct": 3.879257401865188, "volatility_20d_pct": 48.81632674937871, "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": "MPT_CFD.US", "name": "", "sector": "", "last_price": 5.42, "change_1d_pct": -4.745166959578196, "distance_from_ma200_pct": 11.542142144202172, "distance_from_ma50_pct": 3.5339063992358977, "volatility_20d_pct": 61.24361337038149, "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": "CCC_CFD.UK", "name": "COMPUTACENTER PLC", "sector": "", "last_price": 2960.0, "change_1d_pct": -10.789632308619645, "distance_from_ma200_pct": 17.038340831266787, "distance_from_ma50_pct": 2.2104670976909713, "volatility_20d_pct": 92.6737083098957, "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": "OPTU_CFD.US", "name": "", "sector": "", "last_price": 1.6, "change_1d_pct": -3.0303030303030165, "distance_from_ma200_pct": -26.487479898920274, "distance_from_ma50_pct": -7.535829865926946, "volatility_20d_pct": 103.86164938143123, "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": "FME_CFD.DE", "name": "", "sector": "", "last_price": 40.818, "change_1d_pct": -0.0538687561214668, "distance_from_ma200_pct": -7.105280795556412, "distance_from_ma50_pct": 3.713965126820784, "volatility_20d_pct": 35.43744786221902, "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": "BKH_CFD.US", "name": "", "sector": "", "last_price": 74.06, "change_1d_pct": 1.8566909641039908, "distance_from_ma200_pct": 16.55961837191111, "distance_from_ma50_pct": 3.5882430281447775, "volatility_20d_pct": 46.0532888421459, "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": "DPLM_CFD.UK", "name": "DIPLOMA PLC", "sector": "", "last_price": 5450.0, "change_1d_pct": -2.066486972147352, "distance_from_ma200_pct": 10.794115706218555, "distance_from_ma50_pct": -0.20332519590636755, "volatility_20d_pct": 61.180379080220206, "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": "LEG_CFD.US", "name": "", "sector": "", "last_price": 11.89, "change_1d_pct": 3.4812880765883403, "distance_from_ma200_pct": 19.11738923535453, "distance_from_ma50_pct": 0.8550198486750649, "volatility_20d_pct": 70.5337217331953, "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": "LPX_CFD.US", "name": "LOUISIANA-PACIFIC CORP", "sector": "", "last_price": 87.47, "change_1d_pct": -8.16797900262467, "distance_from_ma200_pct": -1.8245018971205673, "distance_from_ma50_pct": -0.55481025034676, "volatility_20d_pct": 68.57109478700374, "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": "MAN_CFD.US", "name": "", "sector": "", "last_price": 29.82, "change_1d_pct": 1.1533242876526462, "distance_from_ma200_pct": -18.412574641413403, "distance_from_ma50_pct": -3.074822856399917, "volatility_20d_pct": 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"]}}
Output JSON
{
  "selected_stocks": [
    {
      "symbol": "LPX_CFD.US",
      "selection_reason": "Sharp -8.2% 1d drop while near both MA50 (-0.6%) and MA200 (-1.8%); moderate volatility (69%); price likely overshot to downside on a single-day move, good bounce candidate within 2-10 days.",
      "mean_reversion_score": 78
    },
    {
      "symbol": "PAGE_CFD.UK",
      "selection_reason": "-11% 1d drop, -8.4% below MA50, -19.3% below MA200; elevated vol (113%) but large single-day dislocation suggests short-term snapback potential in a staffing/services name.",
      "mean_reversion_score": 72
    },
    {
      "symbol": "ETSY_CFD.US",
      "selection_reason": "-4.7% 1d decline, deeply oversold at -22.5% below MA200 and -19.2% below MA50; vol ~101%; extended downtrend creates conditions for a short-term technical bounce.",
      "mean_reversion_score": 70
    },
    {
      "symbol": "FLO_CFD.US",
      "selection_reason": "-13.6% 1d crash, -26.2% below MA200, -8% below MA50; vol ~90%; sharp single-day selloff in a name already well below moving averages sets up mean-reversion bounce.",
      "mean_reversion_score": 68
    },
    {
      "symbol": "CCC_CFD.UK",
      "selection_reason": "-10.8% 1d drop but still +2.2% above MA50 and +17% above MA200; moderate vol (93%); sharp single-session decline from a position of relative strength suggests overreaction and likely partial recovery.",
      "mean_reversion_score": 65
    }
  ],
  "rejected_common_reasons": [
    "OCDO/TRST/THG: Extreme single-day drops (>20-38%) suggest binary/event-driven moves, high risk of continued momentum rather than reversion",
    "WEIR/RS1/AMCX/HMSO: Large positive 1d moves (+14-28%) already extended well above MAs — no mean-reversion setup to the long side",
    "IHG_CFD.UK: Anomalous data — 98% below MA200 with 600% volatility indicates data quality issues or corporate action",
    "ADJ_CFD.DE: Penny stock at €0.20 with 312% volatility — illiquid and unreliable for mean-reversion",
    "BYIT_CFD.UK: Missing MA200 and extreme 3936% volatility — data quality concern",
    "VXXB_CFD.ETF: Volatility product, not suitable for equity mean-reversion strategy",
    "FUTR/RMV: Very large distance from MA200 (>37%) with high vol — may be structural decline rather than mean-reversion opportunity",
    "Sector concentration managed by selecting across US and UK names in different apparent industries"
  ]
}
#330 • openrouter • anthropic/claude-opus-4.6 • 2026-02-19T00:54:44.986164+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": "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": "BYIT_CFD.UK", "qty": 10.252904989747094, "avg_price": 292.6, "last_price": 292.6, "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": "LSS_CFD.FR", "qty": 0.0, "avg_price": 20.15, "last_price": 19.78, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 14.577259475218659, "avg_price": 205.8, "last_price": 205.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "SGE_CFD.UK", "qty": 3.771687201408097, "avg_price": 795.4, "last_price": 805.08, "unrealized_pnl": 36.50993210963062, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "STZ_CFD.US", "qty": 20.124773596297043, "avg_price": 149.07, "last_price": 156.3, "unrealized_pnl": 145.502113101228, "opened_at": "2026-02-16T17:30:52.485845+00:00"}], "candidates": [{"symbol": "LPX_CFD.US", "mean_reversion_score": 78, "selection_reason": "Sharp -8.2% 1d drop while near both MA50 (-0.6%) and MA200 (-1.8%); moderate volatility (69%); price likely overshot to downside on a single-day move, good bounce candidate within 2-10 days."}, {"symbol": "PAGE_CFD.UK", "mean_reversion_score": 72, "selection_reason": "-11% 1d drop, -8.4% below MA50, -19.3% below MA200; elevated vol (113%) but large single-day dislocation suggests short-term snapback potential in a staffing/services name."}, {"symbol": "ETSY_CFD.US", "mean_reversion_score": 70, "selection_reason": "-4.7% 1d decline, deeply oversold at -22.5% below MA200 and -19.2% below MA50; vol ~101%; extended downtrend creates conditions for a short-term technical bounce."}, {"symbol": "FLO_CFD.US", "mean_reversion_score": 68, "selection_reason": "-13.6% 1d crash, -26.2% below MA200, -8% below MA50; vol ~90%; sharp single-day selloff in a name already well below moving averages sets up mean-reversion bounce."}, {"symbol": "CCC_CFD.UK", "mean_reversion_score": 65, "selection_reason": "-10.8% 1d drop but still +2.2% above MA50 and +17% above MA200; moderate vol (93%); sharp single-session decline from a position of relative strength suggests overreaction and likely partial recovery."}], "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 (78). Sharp -8.2% single-day drop while trading near both MA50 and MA200 suggests a clear overreaction. Moderate volatility (69%) is the lowest among candidates, offering better risk-adjusted bounce potential within 2-10 days.",
        "symbol": "LPX_CFD.US",
        "position_size": 3000
      },
      {
        "reason": "Mean-reversion score 70. Deeply oversold at -22.5% below MA200 and -19.2% below MA50 with a fresh -4.7% daily decline. Extended dislocation in a well-known e-commerce name creates conditions for a short-term technical bounce. Preferred over FLO (less extreme single-day move but better-known name with more liquidity).",
        "symbol": "ETSY_CFD.US",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Flat PnL, recently opened position. No clear reason to exit yet; allow time for mean-reversion thesis to play out.",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "Small positive unrealized PnL (+£33.5). Position is working; hold and let it run toward target.",
        "symbol": "ICG_CFD.UK"
      },
      {
        "reason": "Recently opened, flat PnL. Candidate list confirms strong mean-reversion score (72) with large single-day dislocation. Hold for snapback.",
        "symbol": "PAGE_CFD.UK"
      },
      {
        "reason": "Positive unrealized PnL (+£36.5), position trending in the right direction. Hold.",
        "symbol": "SGE_CFD.UK"
      },
      {
        "reason": "Best performing position with +$145.5 unrealized gain. Mean-reversion working well. Hold and let profits run.",
        "symbol": "STZ_CFD.US"
      }
    ],
    "sell": [
      {
        "reason": "Position has 0 qty, effectively a dead position. Removing from portfolio to free up a slot.",
        "symbol": "LSS_CFD.FR"
      }
    ]
  },
  "portfolio_rationale": "Portfolio is performing well with STZ and SGE showing solid gains. LSS is removed as it has zero quantity. We add two new US mean-reversion candidates: LPX (best score at 78, moderate vol, sharp single-day drop near key MAs) and ETSY (deeply oversold, score 70, bounce candidate). PAGE is already held and confirming its thesis. We avoid overtrading by holding all profitable/recently-opened positions and limiting to 1 sell and 2 buys. Post-trade portfolio will have 7 active positions well within the 10-position and 3.0x gross leverage limits."
}
Selection logs
#163 • stage1 • 2026-02-19T00:54:44.981488+00:00
{
  "selected_stocks": [
    {
      "symbol": "LPX_CFD.US",
      "selection_reason": "Sharp -8.2% 1d drop while near both MA50 (-0.6%) and MA200 (-1.8%); moderate volatility (69%); price likely overshot to downside on a single-day move, good bounce candidate within 2-10 days.",
      "mean_reversion_score": 78
    },
    {
      "symbol": "PAGE_CFD.UK",
      "selection_reason": "-11% 1d drop, -8.4% below MA50, -19.3% below MA200; elevated vol (113%) but large single-day dislocation suggests short-term snapback potential in a staffing/services name.",
      "mean_reversion_score": 72
    },
    {
      "symbol": "ETSY_CFD.US",
      "selection_reason": "-4.7% 1d decline, deeply oversold at -22.5% below MA200 and -19.2% below MA50; vol ~101%; extended downtrend creates conditions for a short-term technical bounce.",
      "mean_reversion_score": 70
    },
    {
      "symbol": "FLO_CFD.US",
      "selection_reason": "-13.6% 1d crash, -26.2% below MA200, -8% below MA50; vol ~90%; sharp single-day selloff in a name already well below moving averages sets up mean-reversion bounce.",
      "mean_reversion_score": 68
    },
    {
      "symbol": "CCC_CFD.UK",
      "selection_reason": "-10.8% 1d drop but still +2.2% above MA50 and +17% above MA200; moderate vol (93%); sharp single-session decline from a position of relative strength suggests overreaction and likely partial recovery.",
      "mean_reversion_score": 65
    }
  ],
  "rejected_common_reasons": [
    "OCDO/TRST/THG: Extreme single-day drops (>20-38%) suggest binary/event-driven moves, high risk of continued momentum rather than reversion",
    "WEIR/RS1/AMCX/HMSO: Large positive 1d moves (+14-28%) already extended well above MAs — no mean-reversion setup to the long side",
    "IHG_CFD.UK: Anomalous data — 98% below MA200 with 600% volatility indicates data quality issues or corporate action",
    "ADJ_CFD.DE: Penny stock at €0.20 with 312% volatility — illiquid and unreliable for mean-reversion",
    "BYIT_CFD.UK: Missing MA200 and extreme 3936% volatility — data quality concern",
    "VXXB_CFD.ETF: Volatility product, not suitable for equity mean-reversion strategy",
    "FUTR/RMV: Very large distance from MA200 (>37%) with high vol — may be structural decline rather than mean-reversion opportunity",
    "Sector concentration managed by selecting across US and UK names in different apparent industries"
  ]
}