MarketWeatherForecast

Arena run #173

meanrev-v1 • mistralai • mistralai/mistral-large-2512 • EU • success
Arena
Run status
as_of: 2026-02-19T09:33:49.074031+00:00
started_at: 2026-02-19T09:34:22.477313+00:00
finished_at: 2026-02-19T09:34:41.925846+00:00
duration_ms: 19442
Inputs
{
  "dry_run": false,
  "selected": [
    {
      "symbol": "AIR_CFD.DE",
      "selection_reason": "Near 50-day MA, positive 1-day move, moderate volatility, distance from 200-day MA suggests room for reversion.",
      "mean_reversion_score": 80
    },
    {
      "symbol": "BDT_CFD.DE",
      "selection_reason": "Close to 50-day MA, slight positive 1-day move, low volatility, potential for mean reversion.",
      "mean_reversion_score": 75
    },
    {
      "symbol": "CLARI_CFD.FR",
      "selection_reason": "Above 50-day MA, positive 1-day move, moderate volatility, near-term reversion potential.",
      "mean_reversion_score": 78
    },
    {
      "symbol": "DOM_CFD.UK",
      "selection_reason": "Above 50-day MA, strong positive 1-day move, moderate volatility, oversold relative to 200-day MA.",
      "mean_reversion_score": 82
    },
    {
      "symbol": "GRI_CFD.UK",
      "selection_reason": "Near 50-day MA, minimal 1-day move, low volatility, potential stability for reversion.",
      "mean_reversion_score": 70
    }
  ],
  "universe_symbols": [
    "AIR_CFD.DE",
    "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",
    "CLARI_CFD.FR",
    "DHER_CFD.DE",
    "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",
    "DBG_CFD.FR",
    "RMV_CFD.UK",
    "IPO_CFD.UK",
    "TRST_CFD.UK",
    "COLD_CFD.US",
    "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",
    "DCC_CFD.UK",
    "FME_CFD.DE",
    "RAND_CFD.NL",
    "BKH_CFD.US",
    "DPLM_CFD.UK",
    "LEG_CFD.US",
    "DEZ_CFD.DE",
    "LPX_CFD.US",
    "MAN_CFD.US",
    "TMV_CFD.DE"
  ]
}
Outputs
{
  "actions": {
    "buy": [
      {
        "reason": "Highest mean reversion score (82) with strong positive 1-day move and moderate volatility, suggesting near-term reversion potential.",
        "symbol": "DOM_CFD.UK",
        "position_size": 3000
      },
      {
        "reason": "Strong mean reversion score (80) with proximity to 50-day MA and positive 1-day move, indicating room for reversion.",
        "symbol": "AIR_CFD.DE",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Positive unrealized PnL and no clear signal for mean reversion deterioration. Holding to avoid overtrading.",
        "symbol": "ACM_CFD.US"
      },
      {
        "reason": "No price movement since entry; no clear mean reversion signal to exit. Holding to avoid churn.",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "Position closed; no action needed.",
        "symbol": "DSY_CFD.FR"
      },
      {
        "reason": "No price movement since entry; no clear mean reversion signal to exit. Holding to avoid churn.",
        "symbol": "FUTR_CFD.UK"
      },
      {
        "reason": "Position closed; no action needed.",
        "symbol": "OCDO_CFD.UK"
      },
      {
        "reason": "No price movement since entry; no clear mean reversion signal to exit. Holding to avoid churn.",
        "symbol": "RMV_CFD.UK"
      },
      {
        "reason": "Marginal unrealized PnL; no strong mean reversion signal to exit. Holding to avoid overtrading.",
        "symbol": "TRN_CFD.UK"
      },
      {
        "reason": "No price movement since entry; no clear mean reversion signal to exit. Holding to avoid churn.",
        "symbol": "TRST_CFD.UK"
      },
      {
        "reason": "Positive unrealized PnL; no clear signal for mean reversion deterioration. Holding to avoid overtrading.",
        "symbol": "WPP_CFD.UK"
      }
    ],
    "sell": []
  },
  "portfolio_rationale": "Portfolio remains largely unchanged due to lack of strong mean reversion exit signals for current holdings. Two new positions (DOM_CFD.UK and AIR_CFD.DE) are added based on high mean reversion scores and favorable technical setups. Overtrading is avoided by limiting buys to 2 and holding existing positions with no clear deterioration."
}
Prompts & responses
#333 • openrouter • mistralai/mistral-large-2512 • 2026-02-19T09:34:22.580707+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": "EU", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "selection_rules": {"horizon": "2-10 trading days", "target": "short-term mean reversion in liquid equities", "constraints": ["Select exactly 5 candidates", "Avoid earnings within 5 trading days (if known)", "Avoid highly binary/event-driven moves (if known)", "Avoid sector concentration: max 1 per sector unless clearly justified (sector may be unknown)"]}, "universe": [{"symbol": "AIR_CFD.DE", "name": "AIRBUS SE", "sector": "", "last_price": 200.984, "change_1d_pct": 2.73154774074833, "distance_from_ma200_pct": 6.284898992222621, "distance_from_ma50_pct": 0.5545147418150043, "volatility_20d_pct": 42.989395732870086, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "FUTR_CFD.UK", "name": "FUTURE PLC", "sector": "", "last_price": 422.0, "change_1d_pct": -13.70143149284253, "distance_from_ma200_pct": -38.122509366851766, "distance_from_ma50_pct": -25.139370269544393, "volatility_20d_pct": 146.49494054552733, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "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": 300.4, "change_1d_pct": -12.674418604651173, "distance_from_ma200_pct": -28.03446775272175, "distance_from_ma50_pct": -14.34777426817815, "volatility_20d_pct": 87.82535981934274, "market_cap_usd": null, "avg_daily_volume_usd": null, "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": 412.5, "change_1d_pct": -2.4822695035460973, "distance_from_ma200_pct": -0.6645361918828807, "distance_from_ma50_pct": 3.1817499624793744, "volatility_20d_pct": 3857.1547460259226, "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": "Universal Music Group N.V.", "sector": "", "last_price": 19.085, "change_1d_pct": -2.052861175263021, "distance_from_ma200_pct": -25.01215089983454, "distance_from_ma50_pct": -16.475708151200628, "volatility_20d_pct": 5277.5584258190365, "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": "Flowers Foods Inc", "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": "CLARI_CFD.FR", "name": "Clariane SE", "sector": "", "last_price": 4.054, "change_1d_pct": 5.959226346053326, "distance_from_ma200_pct": -2.880989684399149, "distance_from_ma50_pct": 5.118498159000162, "volatility_20d_pct": 56.44908583267642, "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": "DHER_CFD.DE", "name": "DELIVERY HERO SE", "sector": "", "last_price": 21.697, "change_1d_pct": 8.41994803118129, "distance_from_ma200_pct": -7.043300461955859, "distance_from_ma50_pct": -5.9118102642292225, "volatility_20d_pct": 122.57540695812013, "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": "DBG_CFD.FR", "name": "DERICHEBOURG", "sector": "", "last_price": 9.385, "change_1d_pct": 10.541813898704344, "distance_from_ma200_pct": 49.82977517551315, "distance_from_ma50_pct": 24.683144061176442, "volatility_20d_pct": 60.06607367989656, "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": "RIGHTMOVE PLC", "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": "COLD_CFD.US", "name": "Americold Realty Trust", "sector": "", "last_price": 12.15, "change_1d_pct": 0.16488046166529546, "distance_from_ma200_pct": -14.469446585641432, "distance_from_ma50_pct": -4.0920716112531785, "volatility_20d_pct": 62.98922975749638, "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": "DCC_CFD.UK", "name": "DCC PLC", "sector": "", "last_price": 5245.0, "change_1d_pct": 21.976744186046517, "distance_from_ma200_pct": 8.796736819749817, "distance_from_ma50_pct": 9.249138275290836, "volatility_20d_pct": 93.64714435327805, "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": "RAND_CFD.NL", "name": "RANDSTAD NV", "sector": "", "last_price": 28.3, "change_1d_pct": 2.573396158028274, "distance_from_ma200_pct": -25.34622337623419, "distance_from_ma50_pct": -17.726770313492977, "volatility_20d_pct": 156.94217733189032, "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": "DEZ_CFD.DE", "name": "Deutz AG", "sector": "", "last_price": 11.596, "change_1d_pct": 1.898066783831287, "distance_from_ma200_pct": 33.977571812486865, "distance_from_ma50_pct": 15.755575653396114, "volatility_20d_pct": 52.36182414033206, "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"}], "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": "AIR_CFD.DE",
      "selection_reason": "Near 50-day MA, positive 1-day move, moderate volatility, distance from 200-day MA suggests room for reversion.",
      "mean_reversion_score": 80
    },
    {
      "symbol": "BDT_CFD.DE",
      "selection_reason": "Close to 50-day MA, slight positive 1-day move, low volatility, potential for mean reversion.",
      "mean_reversion_score": 75
    },
    {
      "symbol": "CLARI_CFD.FR",
      "selection_reason": "Above 50-day MA, positive 1-day move, moderate volatility, near-term reversion potential.",
      "mean_reversion_score": 78
    },
    {
      "symbol": "DOM_CFD.UK",
      "selection_reason": "Above 50-day MA, strong positive 1-day move, moderate volatility, oversold relative to 200-day MA.",
      "mean_reversion_score": 82
    },
    {
      "symbol": "GRI_CFD.UK",
      "selection_reason": "Near 50-day MA, minimal 1-day move, low volatility, potential stability for reversion.",
      "mean_reversion_score": 70
    }
  ],
  "rejected_common_reasons": [
    "Extreme volatility (e.g., WKP_CFD.UK, UMG_CFD.NL)",
    "Excessive distance from 50-day/200-day MA without clear reversion signal (e.g., FUTR_CFD.UK, TRST_CFD.UK)",
    "Highly negative 1-day move without confirmed mean-reversion setup (e.g., OCDO_CFD.UK, THG_CFD.UK)",
    "Sector concentration (unknown, but avoided overlapping selections)"
  ]
}
#334 • openrouter • mistralai/mistral-large-2512 • 2026-02-19T09:34:33.747076+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": "EU", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "portfolio_constraints": {"initial_equity": 10000.0, "max_positions": 10, "fixed_position_size": 3000.0, "max_gross_leverage": 3.0, "overtrading_rules": ["Max 2 SELL actions per run unless risk event forces more", "Max 2 BUY actions per run", "If no clear improvement vs current holdings, output HOLD for everything"]}, "current_portfolio": [{"symbol": "ACM_CFD.US", "qty": 33.92897534494458, "avg_price": 88.42, "last_price": 95.23, "unrealized_pnl": 231.05632209907267, "opened_at": "2026-02-15T10:57:15.913854+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 10.252904989747094, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-15T10:57:15.913854+00:00"}, {"symbol": "DSY_CFD.FR", "qty": 0.0, "avg_price": 17.881, "last_price": 16.752, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "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": "OCDO_CFD.UK", "qty": 0.0, "avg_price": 221.9, "last_price": 217.0, "unrealized_pnl": 0.0, "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": "2026-02-19T00:47:27.070066+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": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "WPP_CFD.UK", "qty": 11.428571428571429, "avg_price": 262.5, "last_price": 270.4, "unrealized_pnl": 90.28571428571402, "opened_at": "2026-02-18T09:36:37.284518+00:00"}], "candidates": [{"symbol": "AIR_CFD.DE", "mean_reversion_score": 80, "selection_reason": "Near 50-day MA, positive 1-day move, moderate volatility, distance from 200-day MA suggests room for reversion."}, {"symbol": "BDT_CFD.DE", "mean_reversion_score": 75, "selection_reason": "Close to 50-day MA, slight positive 1-day move, low volatility, potential for mean reversion."}, {"symbol": "CLARI_CFD.FR", "mean_reversion_score": 78, "selection_reason": "Above 50-day MA, positive 1-day move, moderate volatility, near-term reversion potential."}, {"symbol": "DOM_CFD.UK", "mean_reversion_score": 82, "selection_reason": "Above 50-day MA, strong positive 1-day move, moderate volatility, oversold relative to 200-day MA."}, {"symbol": "GRI_CFD.UK", "mean_reversion_score": 70, "selection_reason": "Near 50-day MA, minimal 1-day move, low volatility, potential stability for reversion."}], "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 (82) with strong positive 1-day move and moderate volatility, suggesting near-term reversion potential.",
        "symbol": "DOM_CFD.UK",
        "position_size": 3000
      },
      {
        "reason": "Strong mean reversion score (80) with proximity to 50-day MA and positive 1-day move, indicating room for reversion.",
        "symbol": "AIR_CFD.DE",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Positive unrealized PnL and no clear signal for mean reversion deterioration. Holding to avoid overtrading.",
        "symbol": "ACM_CFD.US"
      },
      {
        "reason": "No price movement since entry; no clear mean reversion signal to exit. Holding to avoid churn.",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "Position closed; no action needed.",
        "symbol": "DSY_CFD.FR"
      },
      {
        "reason": "No price movement since entry; no clear mean reversion signal to exit. Holding to avoid churn.",
        "symbol": "FUTR_CFD.UK"
      },
      {
        "reason": "Position closed; no action needed.",
        "symbol": "OCDO_CFD.UK"
      },
      {
        "reason": "No price movement since entry; no clear mean reversion signal to exit. Holding to avoid churn.",
        "symbol": "RMV_CFD.UK"
      },
      {
        "reason": "Marginal unrealized PnL; no strong mean reversion signal to exit. Holding to avoid overtrading.",
        "symbol": "TRN_CFD.UK"
      },
      {
        "reason": "No price movement since entry; no clear mean reversion signal to exit. Holding to avoid churn.",
        "symbol": "TRST_CFD.UK"
      },
      {
        "reason": "Positive unrealized PnL; no clear signal for mean reversion deterioration. Holding to avoid overtrading.",
        "symbol": "WPP_CFD.UK"
      }
    ],
    "sell": []
  },
  "portfolio_rationale": "Portfolio remains largely unchanged due to lack of strong mean reversion exit signals for current holdings. Two new positions (DOM_CFD.UK and AIR_CFD.DE) are added based on high mean reversion scores and favorable technical setups. Overtrading is avoided by limiting buys to 2 and holding existing positions with no clear deterioration."
}
Selection logs
#165 • stage1 • 2026-02-19T09:34:33.737695+00:00
{
  "selected_stocks": [
    {
      "symbol": "AIR_CFD.DE",
      "selection_reason": "Near 50-day MA, positive 1-day move, moderate volatility, distance from 200-day MA suggests room for reversion.",
      "mean_reversion_score": 80
    },
    {
      "symbol": "BDT_CFD.DE",
      "selection_reason": "Close to 50-day MA, slight positive 1-day move, low volatility, potential for mean reversion.",
      "mean_reversion_score": 75
    },
    {
      "symbol": "CLARI_CFD.FR",
      "selection_reason": "Above 50-day MA, positive 1-day move, moderate volatility, near-term reversion potential.",
      "mean_reversion_score": 78
    },
    {
      "symbol": "DOM_CFD.UK",
      "selection_reason": "Above 50-day MA, strong positive 1-day move, moderate volatility, oversold relative to 200-day MA.",
      "mean_reversion_score": 82
    },
    {
      "symbol": "GRI_CFD.UK",
      "selection_reason": "Near 50-day MA, minimal 1-day move, low volatility, potential stability for reversion.",
      "mean_reversion_score": 70
    }
  ],
  "rejected_common_reasons": [
    "Extreme volatility (e.g., WKP_CFD.UK, UMG_CFD.NL)",
    "Excessive distance from 50-day/200-day MA without clear reversion signal (e.g., FUTR_CFD.UK, TRST_CFD.UK)",
    "Highly negative 1-day move without confirmed mean-reversion setup (e.g., OCDO_CFD.UK, THG_CFD.UK)",
    "Sector concentration (unknown, but avoided overlapping selections)"
  ]
}