Arena run #181
meanrev-v1 • anthropic • anthropic/claude-opus-4.6 • EU • success
Run status
as_of: 2026-02-19T09:33:49.074031+00:00
started_at: 2026-02-19T09:42:32.917667+00:00
finished_at: 2026-02-19T09:43:16.013243+00:00
duration_ms: 43094
Inputs
{
"dry_run": false,
"selected": [
{
"symbol": "PAGE_CFD.UK",
"selection_reason": "-11% 1d drop, -8.4% below MA50, -19.3% below MA200; oversold with moderate vol (113%); sharp selloff likely to partially revert toward MA50",
"mean_reversion_score": 78
},
{
"symbol": "LPX_CFD.US",
"selection_reason": "-8.2% 1d drop while sitting near both MA50 (-0.6%) and MA200 (-1.8%); strong MA support confluence; vol 69% manageable",
"mean_reversion_score": 75
},
{
"symbol": "CCC_CFD.UK",
"selection_reason": "-10.8% 1d drop, still +2.2% above MA50 providing support; vol 93%; sharp single-day selloff near MA50 anchor favors bounce",
"mean_reversion_score": 72
},
{
"symbol": "TMV_CFD.DE",
"selection_reason": "-6.2% 1d drop, -14.7% below MA50, -39.3% below MA200; deeply oversold on multiple timeframes; vol 86% moderate for this universe",
"mean_reversion_score": 68
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "-12.7% 1d drop, -14.3% below MA50, -28% below MA200; sharp selloff in tech services; vol 88% manageable; oversold bounce candidate",
"mean_reversion_score": 65
}
],
"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": "New candidate with score 72. -10.8% 1d drop near MA50 support (+2.2% above) provides strong anchor for bounce. Vol 93% manageable. Not currently held.",
"symbol": "CCC_CFD.UK",
"position_size": 3000
},
{
"reason": "New candidate with score 68. Deeply oversold: -14.7% below MA50, -39.3% below MA200. -6.2% 1d drop adds to mean-reversion setup. Vol 86% moderate. Diversifies into DE market.",
"symbol": "TMV_CFD.DE",
"position_size": 3000
}
],
"hold": [
{
"reason": "Already held; mean-reversion score 65 supports continued holding. -12.7% 1d drop suggests oversold bounce potential. No reason to exit yet.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Recently opened position at current price level. No clear signal to exit; hold for mean-reversion thesis to play out.",
"symbol": "ETSY_CFD.US"
},
{
"reason": "Unrealized PnL +£33.5, modest gain. Position still within mean-reversion window; hold.",
"symbol": "ICG_CFD.UK"
},
{
"reason": "Already held; candidate reaffirms with score 75 and strong MA support confluence. Hold for bounce.",
"symbol": "LPX_CFD.US"
},
{
"reason": "Already held; top candidate with score 78, -11% 1d drop and oversold. Hold for mean-reversion bounce toward MA50.",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "Unrealized PnL +£36.5, trending positively. Hold and let the reversion continue.",
"symbol": "SGE_CFD.UK"
},
{
"reason": "Best performing position with +$145.5 unrealized PnL. Mean-reversion working well; hold.",
"symbol": "STZ_CFD.US"
}
],
"sell": [
{
"reason": "Zero quantity position, no exposure to manage. Cleaning up portfolio.",
"symbol": "LSS_CFD.FR"
}
]
},
"portfolio_rationale": "Portfolio currently holds 7 active positions (LSS has zero qty). Adding CCC_CFD.UK and TMV_CFD.DE brings us to 9 active positions (within 10 max). Both new buys are fresh mean-reversion candidates not already in portfolio, offering diversification across UK and DE markets. Existing positions are held as their mean-reversion theses remain intact — PAGE, BYIT, and LPX are reaffirmed as candidates, while STZ, SGE, and ICG show positive unrealized PnL confirming the strategy is working. Gross exposure after adds: ~$27,000 (~2.7x leverage) within the 3.0x limit. No overtrading: 1 sell (cleanup), 2 buys."
}Prompts & responses
#349 • openrouter • anthropic/claude-opus-4.6 • 2026-02-19T09:42:33.013164+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": "PAGE_CFD.UK",
"selection_reason": "-11% 1d drop, -8.4% below MA50, -19.3% below MA200; oversold with moderate vol (113%); sharp selloff likely to partially revert toward MA50",
"mean_reversion_score": 78
},
{
"symbol": "LPX_CFD.US",
"selection_reason": "-8.2% 1d drop while sitting near both MA50 (-0.6%) and MA200 (-1.8%); strong MA support confluence; vol 69% manageable",
"mean_reversion_score": 75
},
{
"symbol": "CCC_CFD.UK",
"selection_reason": "-10.8% 1d drop, still +2.2% above MA50 providing support; vol 93%; sharp single-day selloff near MA50 anchor favors bounce",
"mean_reversion_score": 72
},
{
"symbol": "TMV_CFD.DE",
"selection_reason": "-6.2% 1d drop, -14.7% below MA50, -39.3% below MA200; deeply oversold on multiple timeframes; vol 86% moderate for this universe",
"mean_reversion_score": 68
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "-12.7% 1d drop, -14.3% below MA50, -28% below MA200; sharp selloff in tech services; vol 88% manageable; oversold bounce candidate",
"mean_reversion_score": 65
}
],
"rejected_common_reasons": [
"TRST/OCDO: Extreme single-day drops (>20%) suggest binary/event-driven moves, not clean mean-reversion setups",
"IHG/WKP/UMG: Abnormal volatility (600-5200%) and extreme MA distances indicate data quality issues or structural breaks",
"ADJ: Penny stock at €0.20 with 312% volatility — illiquid, unreliable for mean-reversion",
"WEIR/DCC/HMSO/DBG: Large positive 1d moves (+10-28%) — wrong direction for long mean-reversion entry",
"FUTR/RMV: Extreme MA200 distance (-37-38%) with very high vol (137-146%) suggests persistent downtrend, not reversion"
]
}#350 • openrouter • anthropic/claude-opus-4.6 • 2026-02-19T09:42:59.083692+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": "BYIT_CFD.UK", "qty": 10.252904989747094, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "ETSY_CFD.US", "qty": 67.98096532970767, "avg_price": 44.13, "last_price": 44.13, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "ICG_CFD.UK", "qty": 1.7647058823529411, "avg_price": 1700.0, "last_price": 1719.0, "unrealized_pnl": 33.529411764705884, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "LPX_CFD.US", "qty": 34.70213996529786, "avg_price": 86.45, "last_price": 86.45, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "LSS_CFD.FR", "qty": 0.0, "avg_price": 20.15, "last_price": 19.78, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 14.577259475218659, "avg_price": 205.8, "last_price": 205.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "SGE_CFD.UK", "qty": 3.771687201408097, "avg_price": 795.4, "last_price": 805.08, "unrealized_pnl": 36.50993210963062, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "STZ_CFD.US", "qty": 20.124773596297043, "avg_price": 149.07, "last_price": 156.3, "unrealized_pnl": 145.502113101228, "opened_at": "2026-02-16T17:30:52.485845+00:00"}], "candidates": [{"symbol": "PAGE_CFD.UK", "mean_reversion_score": 78, "selection_reason": "-11% 1d drop, -8.4% below MA50, -19.3% below MA200; oversold with moderate vol (113%); sharp selloff likely to partially revert toward MA50"}, {"symbol": "LPX_CFD.US", "mean_reversion_score": 75, "selection_reason": "-8.2% 1d drop while sitting near both MA50 (-0.6%) and MA200 (-1.8%); strong MA support confluence; vol 69% manageable"}, {"symbol": "CCC_CFD.UK", "mean_reversion_score": 72, "selection_reason": "-10.8% 1d drop, still +2.2% above MA50 providing support; vol 93%; sharp single-day selloff near MA50 anchor favors bounce"}, {"symbol": "TMV_CFD.DE", "mean_reversion_score": 68, "selection_reason": "-6.2% 1d drop, -14.7% below MA50, -39.3% below MA200; deeply oversold on multiple timeframes; vol 86% moderate for this universe"}, {"symbol": "BYIT_CFD.UK", "mean_reversion_score": 65, "selection_reason": "-12.7% 1d drop, -14.3% below MA50, -28% below MA200; sharp selloff in tech services; vol 88% manageable; oversold bounce candidate"}], "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": "New candidate with score 72. -10.8% 1d drop near MA50 support (+2.2% above) provides strong anchor for bounce. Vol 93% manageable. Not currently held.",
"symbol": "CCC_CFD.UK",
"position_size": 3000
},
{
"reason": "New candidate with score 68. Deeply oversold: -14.7% below MA50, -39.3% below MA200. -6.2% 1d drop adds to mean-reversion setup. Vol 86% moderate. Diversifies into DE market.",
"symbol": "TMV_CFD.DE",
"position_size": 3000
}
],
"hold": [
{
"reason": "Already held; mean-reversion score 65 supports continued holding. -12.7% 1d drop suggests oversold bounce potential. No reason to exit yet.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Recently opened position at current price level. No clear signal to exit; hold for mean-reversion thesis to play out.",
"symbol": "ETSY_CFD.US"
},
{
"reason": "Unrealized PnL +£33.5, modest gain. Position still within mean-reversion window; hold.",
"symbol": "ICG_CFD.UK"
},
{
"reason": "Already held; candidate reaffirms with score 75 and strong MA support confluence. Hold for bounce.",
"symbol": "LPX_CFD.US"
},
{
"reason": "Already held; top candidate with score 78, -11% 1d drop and oversold. Hold for mean-reversion bounce toward MA50.",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "Unrealized PnL +£36.5, trending positively. Hold and let the reversion continue.",
"symbol": "SGE_CFD.UK"
},
{
"reason": "Best performing position with +$145.5 unrealized PnL. Mean-reversion working well; hold.",
"symbol": "STZ_CFD.US"
}
],
"sell": [
{
"reason": "Zero quantity position, no exposure to manage. Cleaning up portfolio.",
"symbol": "LSS_CFD.FR"
}
]
},
"portfolio_rationale": "Portfolio currently holds 7 active positions (LSS has zero qty). Adding CCC_CFD.UK and TMV_CFD.DE brings us to 9 active positions (within 10 max). Both new buys are fresh mean-reversion candidates not already in portfolio, offering diversification across UK and DE markets. Existing positions are held as their mean-reversion theses remain intact — PAGE, BYIT, and LPX are reaffirmed as candidates, while STZ, SGE, and ICG show positive unrealized PnL confirming the strategy is working. Gross exposure after adds: ~$27,000 (~2.7x leverage) within the 3.0x limit. No overtrading: 1 sell (cleanup), 2 buys."
}Selection logs
#173 • stage1 • 2026-02-19T09:42:59.079168+00:00
{
"selected_stocks": [
{
"symbol": "PAGE_CFD.UK",
"selection_reason": "-11% 1d drop, -8.4% below MA50, -19.3% below MA200; oversold with moderate vol (113%); sharp selloff likely to partially revert toward MA50",
"mean_reversion_score": 78
},
{
"symbol": "LPX_CFD.US",
"selection_reason": "-8.2% 1d drop while sitting near both MA50 (-0.6%) and MA200 (-1.8%); strong MA support confluence; vol 69% manageable",
"mean_reversion_score": 75
},
{
"symbol": "CCC_CFD.UK",
"selection_reason": "-10.8% 1d drop, still +2.2% above MA50 providing support; vol 93%; sharp single-day selloff near MA50 anchor favors bounce",
"mean_reversion_score": 72
},
{
"symbol": "TMV_CFD.DE",
"selection_reason": "-6.2% 1d drop, -14.7% below MA50, -39.3% below MA200; deeply oversold on multiple timeframes; vol 86% moderate for this universe",
"mean_reversion_score": 68
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "-12.7% 1d drop, -14.3% below MA50, -28% below MA200; sharp selloff in tech services; vol 88% manageable; oversold bounce candidate",
"mean_reversion_score": 65
}
],
"rejected_common_reasons": [
"TRST/OCDO: Extreme single-day drops (>20%) suggest binary/event-driven moves, not clean mean-reversion setups",
"IHG/WKP/UMG: Abnormal volatility (600-5200%) and extreme MA distances indicate data quality issues or structural breaks",
"ADJ: Penny stock at €0.20 with 312% volatility — illiquid, unreliable for mean-reversion",
"WEIR/DCC/HMSO/DBG: Large positive 1d moves (+10-28%) — wrong direction for long mean-reversion entry",
"FUTR/RMV: Extreme MA200 distance (-37-38%) with very high vol (137-146%) suggests persistent downtrend, not reversion"
]
}