Arena run #172
meanrev-v1 • openai • openai/gpt-5.2-pro • US • success
Run status
as_of: 2026-02-19T00:47:27.070066+00:00
started_at: 2026-02-19T00:55:01.365575+00:00
finished_at: 2026-02-19T00:57:30.569155+00:00
duration_ms: 149200
Inputs
{
"dry_run": false,
"selected": [
{
"symbol": "FLO_CFD.US",
"selection_reason": "Sharp 1d selloff (-13.6%) with price well below MA200 (-26.2%) and below MA50 (-8.0%); candidate for short-term bounce if selling pressure mean-reverts.",
"mean_reversion_score": 82
},
{
"symbol": "ETSY_CFD.US",
"selection_reason": "Deeply below trend: -22.5% vs MA200 and -19.2% vs MA50; recent down day (-4.7%) supports oversold mean-reversion setup.",
"mean_reversion_score": 80
},
{
"symbol": "MAN_CFD.US",
"selection_reason": "Downtrend extension: -18.4% vs MA200 and -3.1% vs MA50; modest positive 1d change may indicate early stabilization for a 2–10 day reversion attempt.",
"mean_reversion_score": 62
},
{
"symbol": "LPX_CFD.US",
"selection_reason": "Large 1d drop (-8.2%) while only slightly below MA200 (-1.8%) and MA50 (-0.6%); favors snap-back toward moving averages if selloff was overdone.",
"mean_reversion_score": 55
},
{
"symbol": "NOMD_CFD.US",
"selection_reason": "Moderate discount to MA200 (-12.2%) with relatively lower 20d volatility (45.9%); potential slower mean-reversion candidate vs stronger oversold names.",
"mean_reversion_score": 50
}
],
"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": "Top mean-reversion setup in the candidate list (score 82): sharp 1d selloff with price well below MA200 and MA50, fitting a short-term bounce/mean-reversion profile.",
"symbol": "FLO_CFD.US",
"position_size": 3000
},
{
"reason": "Strong oversold candidate (score 80): deeply below MA200 and MA50 with a recent down day, consistent with a 2–10 day mean-reversion attempt.",
"symbol": "ETSY_CFD.US",
"position_size": 3000
}
],
"hold": [
{
"reason": "Recently opened and currently near entry; no new risk/event information provided to justify rotation. Avoid overtrading.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Currently modestly down but no new catalyst or stronger replacement signal tied to this holding is provided. Prefer HOLD under overtrading constraints.",
"symbol": "DSY_CFD.FR"
},
{
"reason": "Position is up since entry; no new information suggesting the mean-reversion edge has dissipated. Avoid churning.",
"symbol": "FBIN_CFD.US"
},
{
"reason": "Recently opened and flat vs entry; insufficient new information to justify a sell or resize. Hold to avoid overtrading.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "Position is modestly positive; no new downside/risk signal provided. Maintain exposure to avoid unnecessary turnover.",
"symbol": "MLCO_CFD.US"
},
{
"reason": "Recently opened and flat vs entry; no new information indicating an exit is required. Avoid overtrading.",
"symbol": "RMV_CFD.UK"
}
],
"sell": []
},
"portfolio_rationale": "Maintain existing positions to avoid churn (no new risk or invalidation signals provided) and deploy up to the 2-buy limit into the highest mean-reversion-score US candidates (FLO, ETSY). This keeps total positions within limits and remains under the max gross leverage given fixed $3,000 sizing."
}Prompts & responses
#331 • openrouter • openai/gpt-5.2-pro • 2026-02-19T00:55:01.440526+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": "FLO_CFD.US",
"selection_reason": "Sharp 1d selloff (-13.6%) with price well below MA200 (-26.2%) and below MA50 (-8.0%); candidate for short-term bounce if selling pressure mean-reverts.",
"mean_reversion_score": 82
},
{
"symbol": "ETSY_CFD.US",
"selection_reason": "Deeply below trend: -22.5% vs MA200 and -19.2% vs MA50; recent down day (-4.7%) supports oversold mean-reversion setup.",
"mean_reversion_score": 80
},
{
"symbol": "MAN_CFD.US",
"selection_reason": "Downtrend extension: -18.4% vs MA200 and -3.1% vs MA50; modest positive 1d change may indicate early stabilization for a 2–10 day reversion attempt.",
"mean_reversion_score": 62
},
{
"symbol": "LPX_CFD.US",
"selection_reason": "Large 1d drop (-8.2%) while only slightly below MA200 (-1.8%) and MA50 (-0.6%); favors snap-back toward moving averages if selloff was overdone.",
"mean_reversion_score": 55
},
{
"symbol": "NOMD_CFD.US",
"selection_reason": "Moderate discount to MA200 (-12.2%) with relatively lower 20d volatility (45.9%); potential slower mean-reversion candidate vs stronger oversold names.",
"mean_reversion_score": 50
}
],
"rejected_common_reasons": [
"Non-US listings/CFDs (region mismatch) excluded from US candidate set",
"Not oversold / already extended above MA50 and MA200 (weak mean-reversion edge for long setups)",
"Extreme volatility and/or very low price (higher tail-risk; may be less suitable for short-horizon mean reversion without additional confirmation)",
"Earnings date unknown (cannot enforce 'avoid earnings within 5 trading days' constraint when data is missing)",
"Data quality limited to price/technical snapshot (no liquidity, fundamentals, or news context to validate move drivers)"
]
}#332 • openrouter • openai/gpt-5.2-pro • 2026-02-19T00:56:47.486945+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": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "DSY_CFD.FR", "qty": 167.77585146244618, "avg_price": 17.881, "last_price": 17.133, "unrealized_pnl": -125.49633689390993, "opened_at": "2026-02-16T09:30:55.514112+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": "MLCO_CFD.US", "qty": 544.464609800363, "avg_price": 5.51, "last_price": 5.64, "unrealized_pnl": 70.78039927404713, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 7.070469007777516, "avg_price": 424.3, "last_price": 424.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}], "candidates": [{"symbol": "FLO_CFD.US", "mean_reversion_score": 82, "selection_reason": "Sharp 1d selloff (-13.6%) with price well below MA200 (-26.2%) and below MA50 (-8.0%); candidate for short-term bounce if selling pressure mean-reverts."}, {"symbol": "ETSY_CFD.US", "mean_reversion_score": 80, "selection_reason": "Deeply below trend: -22.5% vs MA200 and -19.2% vs MA50; recent down day (-4.7%) supports oversold mean-reversion setup."}, {"symbol": "MAN_CFD.US", "mean_reversion_score": 62, "selection_reason": "Downtrend extension: -18.4% vs MA200 and -3.1% vs MA50; modest positive 1d change may indicate early stabilization for a 2–10 day reversion attempt."}, {"symbol": "LPX_CFD.US", "mean_reversion_score": 55, "selection_reason": "Large 1d drop (-8.2%) while only slightly below MA200 (-1.8%) and MA50 (-0.6%); favors snap-back toward moving averages if selloff was overdone."}, {"symbol": "NOMD_CFD.US", "mean_reversion_score": 50, "selection_reason": "Moderate discount to MA200 (-12.2%) with relatively lower 20d volatility (45.9%); potential slower mean-reversion candidate vs stronger oversold names."}], "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": "Top mean-reversion setup in the candidate list (score 82): sharp 1d selloff with price well below MA200 and MA50, fitting a short-term bounce/mean-reversion profile.",
"symbol": "FLO_CFD.US",
"position_size": 3000
},
{
"reason": "Strong oversold candidate (score 80): deeply below MA200 and MA50 with a recent down day, consistent with a 2–10 day mean-reversion attempt.",
"symbol": "ETSY_CFD.US",
"position_size": 3000
}
],
"hold": [
{
"reason": "Recently opened and currently near entry; no new risk/event information provided to justify rotation. Avoid overtrading.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Currently modestly down but no new catalyst or stronger replacement signal tied to this holding is provided. Prefer HOLD under overtrading constraints.",
"symbol": "DSY_CFD.FR"
},
{
"reason": "Position is up since entry; no new information suggesting the mean-reversion edge has dissipated. Avoid churning.",
"symbol": "FBIN_CFD.US"
},
{
"reason": "Recently opened and flat vs entry; insufficient new information to justify a sell or resize. Hold to avoid overtrading.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "Position is modestly positive; no new downside/risk signal provided. Maintain exposure to avoid unnecessary turnover.",
"symbol": "MLCO_CFD.US"
},
{
"reason": "Recently opened and flat vs entry; no new information indicating an exit is required. Avoid overtrading.",
"symbol": "RMV_CFD.UK"
}
],
"sell": []
},
"portfolio_rationale": "Maintain existing positions to avoid churn (no new risk or invalidation signals provided) and deploy up to the 2-buy limit into the highest mean-reversion-score US candidates (FLO, ETSY). This keeps total positions within limits and remains under the max gross leverage given fixed $3,000 sizing."
}Selection logs
#164 • stage1 • 2026-02-19T00:56:47.484105+00:00
{
"selected_stocks": [
{
"symbol": "FLO_CFD.US",
"selection_reason": "Sharp 1d selloff (-13.6%) with price well below MA200 (-26.2%) and below MA50 (-8.0%); candidate for short-term bounce if selling pressure mean-reverts.",
"mean_reversion_score": 82
},
{
"symbol": "ETSY_CFD.US",
"selection_reason": "Deeply below trend: -22.5% vs MA200 and -19.2% vs MA50; recent down day (-4.7%) supports oversold mean-reversion setup.",
"mean_reversion_score": 80
},
{
"symbol": "MAN_CFD.US",
"selection_reason": "Downtrend extension: -18.4% vs MA200 and -3.1% vs MA50; modest positive 1d change may indicate early stabilization for a 2–10 day reversion attempt.",
"mean_reversion_score": 62
},
{
"symbol": "LPX_CFD.US",
"selection_reason": "Large 1d drop (-8.2%) while only slightly below MA200 (-1.8%) and MA50 (-0.6%); favors snap-back toward moving averages if selloff was overdone.",
"mean_reversion_score": 55
},
{
"symbol": "NOMD_CFD.US",
"selection_reason": "Moderate discount to MA200 (-12.2%) with relatively lower 20d volatility (45.9%); potential slower mean-reversion candidate vs stronger oversold names.",
"mean_reversion_score": 50
}
],
"rejected_common_reasons": [
"Non-US listings/CFDs (region mismatch) excluded from US candidate set",
"Not oversold / already extended above MA50 and MA200 (weak mean-reversion edge for long setups)",
"Extreme volatility and/or very low price (higher tail-risk; may be less suitable for short-horizon mean reversion without additional confirmation)",
"Earnings date unknown (cannot enforce 'avoid earnings within 5 trading days' constraint when data is missing)",
"Data quality limited to price/technical snapshot (no liquidity, fundamentals, or news context to validate move drivers)"
]
}