Arena run #177

You are an Arena strategy executor. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices, fundamentals, earnings dates, or sentiment. If a field is null/empty, treat it as unknown. You are a constrained selector (no narrative).

{"task": "stage1_universe_scan", "region": "EU", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "selection_rules": {"horizon": "2-10 trading days", "target": "short-term mean reversion in liquid equities", "constraints": ["Select exactly 5 candidates", "Avoid earnings within 5 trading days (if known)", "Avoid highly binary/event-driven moves (if known)", "Avoid sector concentration: max 1 per sector unless clearly justified (sector may be unknown)"]}, "universe": [{"symbol": "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"]}}

{
  "selected_stocks": [
    {
      "symbol": "FUTR_CFD.UK",
      "selection_reason": "-25.1% from MA50 and -38.1% from MA200",
      "mean_reversion_score": 85
    },
    {
      "symbol": "BYIT_CFD.UK",
      "selection_reason": "-14.3% from MA50 and -28.0% from MA200",
      "mean_reversion_score": 78
    },
    {
      "symbol": "UMG_CFD.NL",
      "selection_reason": "-16.5% from MA50 and -25.0% from MA200",
      "mean_reversion_score": 72
    },
    {
      "symbol": "RAND_CFD.NL",
      "selection_reason": "-17.7% from MA50 and -25.3% from MA200",
      "mean_reversion_score": 68
    },
    {
      "symbol": "TRST_CFD.UK",
      "selection_reason": "-24.6% from MA50 and -36.8% from MA200",
      "mean_reversion_score": 65
    }
  ],
  "rejected_common_reasons": [
    "Too close to moving averages",
    "Extreme 1-day volatility >10%",
    "Missing required technical indicators"
  ]
}

You are an Arena portfolio manager. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices/fundamentals/news/earnings. If a field is null/empty, treat it as unknown. Avoid overtrading: if changes are marginal, prefer HOLD. Do not churn.

{"task": "stage2_portfolio_management", "region": "EU", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "portfolio_constraints": {"initial_equity": 10000.0, "max_positions": 10, "fixed_position_size": 3000.0, "max_gross_leverage": 3.0, "overtrading_rules": ["Max 2 SELL actions per run unless risk event forces more", "Max 2 BUY actions per run", "If no clear improvement vs current holdings, output HOLD for everything"]}, "current_portfolio": [{"symbol": "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": 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": 14.977533699450824, "avg_price": 400.6, "last_price": 400.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+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": "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": "WPP_CFD.UK", "qty": 0.0, "avg_price": 272.0, "last_price": 262.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}], "candidates": [{"symbol": "FUTR_CFD.UK", "mean_reversion_score": 85, "selection_reason": "-25.1% from MA50 and -38.1% from MA200"}, {"symbol": "BYIT_CFD.UK", "mean_reversion_score": 78, "selection_reason": "-14.3% from MA50 and -28.0% from MA200"}, {"symbol": "UMG_CFD.NL", "mean_reversion_score": 72, "selection_reason": "-16.5% from MA50 and -25.0% from MA200"}, {"symbol": "RAND_CFD.NL", "mean_reversion_score": 68, "selection_reason": "-17.7% from MA50 and -25.3% from MA200"}, {"symbol": "TRST_CFD.UK", "mean_reversion_score": 65, "selection_reason": "-24.6% from MA50 and -36.8% from MA200"}], "output_schema": {"actions": {"sell": [{"symbol": "string", "reason": "string"}], "hold": [{"symbol": "string", "reason": "string"}], "buy": [{"symbol": "string", "position_size": "number (currency amount)", "reason": "string"}]}, "portfolio_rationale": "string"}}

{
  "actions": {
    "buy": [
      {
        "reason": "Strong mean-reversion candidate (score 72)",
        "symbol": "UMG_CFD.NL",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "No significant price movement; maintain position",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "No position exists; no action required",
        "symbol": "DSY_CFD.FR"
      },
      {
        "reason": "No significant price movement; maintain position",
        "symbol": "FUTR_CFD.UK"
      },
      {
        "reason": "No significant price movement; maintain position",
        "symbol": "RMV_CFD.UK"
      },
      {
        "reason": "Small profit but within tolerance; hold",
        "symbol": "SGE_CFD.UK"
      },
      {
        "reason": "No position exists; no action required",
        "symbol": "WPP_CFD.FR"
      }
    ],
    "sell": []
  },
  "portfolio_rationale": "Maintaining existing positions with minor movements. Adding UMG_CFD.NL based on mean-reversion criteria while respecting max_buys_per_run constraint. No sells required as no positions show deterioration."
}

{
  "selected_stocks": [
    {
      "symbol": "FUTR_CFD.UK",
      "selection_reason": "-25.1% from MA50 and -38.1% from MA200",
      "mean_reversion_score": 85
    },
    {
      "symbol": "BYIT_CFD.UK",
      "selection_reason": "-14.3% from MA50 and -28.0% from MA200",
      "mean_reversion_score": 78
    },
    {
      "symbol": "UMG_CFD.NL",
      "selection_reason": "-16.5% from MA50 and -25.0% from MA200",
      "mean_reversion_score": 72
    },
    {
      "symbol": "RAND_CFD.NL",
      "selection_reason": "-17.7% from MA50 and -25.3% from MA200",
      "mean_reversion_score": 68
    },
    {
      "symbol": "TRST_CFD.UK",
      "selection_reason": "-24.6% from MA50 and -36.8% from MA200",
      "mean_reversion_score": 65
    }
  ],
  "rejected_common_reasons": [
    "Too close to moving averages",
    "Extreme 1-day volatility >10%",
    "Missing required technical indicators"
  ]
}