Arena run #183
meanrev-v1 • mistralai • mistralai/mistral-large-2512 • US • success
Run status
as_of: 2026-02-19T17:33:27.020111+00:00
started_at: 2026-02-19T17:34:19.673690+00:00
finished_at: 2026-02-19T17:34:36.747013+00:00
duration_ms: 17069
Inputs
{
"dry_run": false,
"selected": [
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "Large 1-day drop (-21.3%), near 50-day MA (-3.2%), high volatility (241%)",
"mean_reversion_score": 90
},
{
"symbol": "TRST_CFD.UK",
"selection_reason": "Extreme 1-day drop (-37.8%), oversold vs 50-day MA (-24.6%), high volatility (213%)",
"mean_reversion_score": 85
},
{
"symbol": "RMV_CFD.UK",
"selection_reason": "Large 1-day drop (-14.8%), oversold vs 50-day MA (-17.5%), high volatility (138%)",
"mean_reversion_score": 80
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Large 1-day drop (-12.7%), oversold vs 50-day MA (-14.3%), high volatility (87.8%)",
"mean_reversion_score": 75
},
{
"symbol": "ARCAD_CFD.NL",
"selection_reason": "Large 1-day drop (-12.9%), oversold vs 50-day MA (-27.9%), high volatility (164%)",
"mean_reversion_score": 70
}
],
"universe_symbols": [
"CNA_CFD.UK",
"FUTR_CFD.UK",
"ERA_CFD.FR",
"TNG_CFD.FR",
"LIO_CFD.UK",
"BYW6_CFD.DE",
"ATG_CFD.UK",
"EZJ_CFD.UK",
"BT_CFD.UK",
"LMND_CFD.US",
"INTC_CFD.US",
"BYIT_CFD.UK",
"LBTYA_CFD.US",
"WKP_CFD.UK",
"OCDO_CFD.UK",
"KMX_CFD.US",
"AAL_CFD.UK",
"SCCO_CFD.US",
"VLA_CFD.FR",
"AAF_CFD.UK",
"HBR_CFD.UK",
"SWKS_CFD.US",
"SVXY_CFD.ETF",
"PNN_CFD.UK",
"BNZL_CFD.UK",
"HMSO_CFD.UK",
"SSE_CFD.UK",
"MSLH_CFD.UK",
"PAGE_CFD.UK",
"IHG_CFD.UK",
"SNN_CFD.US",
"RMV_CFD.UK",
"NBA_CFD.PT",
"SEIC_CFD.US",
"GRMN_CFD.US",
"MTG_CFD.US",
"IPO_CFD.UK",
"TRST_CFD.UK",
"GRI_CFD.UK",
"WCH_CFD.DE",
"CCL_CFD.UK",
"USB_CFD.US",
"TSLA_CFD.US",
"LSS_CFD.FR",
"PAYC_CFD.US",
"THG_CFD.UK",
"ARCAD_CFD.NL",
"SCHW_CFD.US",
"SOP_CFD.FR",
"FTK_CFD.DE"
]
}Outputs
{
"actions": {
"buy": [
{
"reason": "Top mean-reversion candidate (score 90) with large 1-day drop (-21.3%) and oversold vs 50-day MA (-3.2%).",
"symbol": "OCDO_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Positive unrealized PnL (265.32), no clear signal to sell; holding for further mean-reversion potential.",
"symbol": "ACM_CFD.US"
},
{
"reason": "No price movement since entry; holding to avoid overtrading.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "No price movement since entry; holding to avoid overtrading.",
"symbol": "DOM_CFD.UK"
},
{
"reason": "No price movement since entry; holding to avoid overtrading.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No price movement since entry; holding to avoid overtrading.",
"symbol": "RMV_CFD.UK"
},
{
"reason": "Marginal unrealized PnL (4.59); no clear signal to sell.",
"symbol": "TRN_CFD.UK"
},
{
"reason": "Already held; mean-reversion candidate but no action needed as position exists.",
"symbol": "TRST_CFD.UK"
},
{
"reason": "Positive unrealized PnL (90.29), no clear signal to sell; holding for further mean-reversion potential.",
"symbol": "WPP_CFD.UK"
}
],
"sell": [
{
"reason": "Underperforming with unrealized PnL of -206.94, mean-reversion candidate no longer valid as price has not rebounded.",
"symbol": "AIR_CFD.DE"
}
]
},
"portfolio_rationale": "Portfolio adjusted to reduce exposure to underperforming position (AIR_CFD.DE) and initiate a high-conviction mean-reversion trade (OCDO_CFD.UK). Existing positions with no clear signals are held to avoid overtrading. Gross leverage remains within constraints."
}Prompts & responses
#353 • openrouter • mistralai/mistral-large-2512 • 2026-02-19T17:34:19.759931+00:00
System prompt
You are an Arena strategy executor. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices, fundamentals, earnings dates, or sentiment. If a field is null/empty, treat it as unknown. You are a constrained selector (no narrative).
User prompt
{"task": "stage1_universe_scan", "region": "US", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "selection_rules": {"horizon": "2-10 trading days", "target": "short-term mean reversion in liquid equities", "constraints": ["Select exactly 5 candidates", "Avoid earnings within 5 trading days (if known)", "Avoid highly binary/event-driven moves (if known)", "Avoid sector concentration: max 1 per sector unless clearly justified (sector may be unknown)"]}, "universe": [{"symbol": "CNA_CFD.UK", "name": "CENTRICA PLC", "sector": "", "last_price": 197.15, "change_1d_pct": 2.442192777344765, "distance_from_ma200_pct": 17.76955279230028, "distance_from_ma50_pct": 9.854901261534344, "volatility_20d_pct": 67.02546459903064, "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": "ERA_CFD.FR", "name": "Eramet", "sector": "", "last_price": 49.8, "change_1d_pct": -15.089514066496168, "distance_from_ma200_pct": -10.06713542516936, "distance_from_ma50_pct": -23.572368679526967, "volatility_20d_pct": 174.44715132358562, "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": "TNG_CFD.FR", "name": "", "sector": "", "last_price": 0.834, "change_1d_pct": -2.3419203747072626, "distance_from_ma200_pct": -16.354919915351974, "distance_from_ma50_pct": -8.991706678306421, "volatility_20d_pct": 55.69713881756356, "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": "BYW6_CFD.DE", "name": "BayWa AG vNa", "sector": "", "last_price": 3.102, "change_1d_pct": -1.7421602787456525, "distance_from_ma200_pct": -53.90280654930854, "distance_from_ma50_pct": -0.7709286331211485, "volatility_20d_pct": 114.06567613652969, "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": "EZJ_CFD.UK", "name": "EASYJET PLC", "sector": "", "last_price": 487.6, "change_1d_pct": -1.6142050040355072, "distance_from_ma200_pct": -2.529174031700998, "distance_from_ma50_pct": -0.5931384801188377, "volatility_20d_pct": 77.17417093400987, "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": "BT GROUP PLC", "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": "LMND_CFD.US", "name": "", "sector": "", "last_price": 63.19, "change_1d_pct": 2.7479674796747844, "distance_from_ma200_pct": 10.573999623778896, "distance_from_ma50_pct": -19.354015325161956, "volatility_20d_pct": 158.94089547652058, "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": "INTC_CFD.US", "name": "", "sector": "", "last_price": 45.48, "change_1d_pct": -2.508038585209005, "distance_from_ma200_pct": 43.861452690680466, "distance_from_ma50_pct": 4.53970807953108, "volatility_20d_pct": 151.29884173571352, "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": "LBTYA_CFD.US", "name": "", "sector": "", "last_price": 13.03, "change_1d_pct": 16.235504014272962, "distance_from_ma200_pct": 20.920779720944903, "distance_from_ma50_pct": 17.720398243680325, "volatility_20d_pct": 87.62857915005947, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "WKP_CFD.UK", "name": "WORKSPACE GROUP PLC", "sector": "", "last_price": 423.0, "change_1d_pct": 3.6764705882353033, "distance_from_ma200_pct": 1.8640028868691871, "distance_from_ma50_pct": 5.808194506978848, "volatility_20d_pct": 70.2233148398582, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "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": "KMX_CFD.US", "name": "", "sector": "", "last_price": 46.16, "change_1d_pct": 14.512527908707495, "distance_from_ma200_pct": -11.664462743492054, "distance_from_ma50_pct": 6.580958582122287, "volatility_20d_pct": 93.70050624898047, "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": "AAL_CFD.UK", "name": "ANGLO AMERICAN PLC", "sector": "", "last_price": 3666.89, "change_1d_pct": 2.829220415030842, "distance_from_ma200_pct": 37.669118322985895, "distance_from_ma50_pct": 12.642339246388756, "volatility_20d_pct": 94.33787402361163, "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": "SCCO_CFD.US", "name": "", "sector": "", "last_price": 193.02, "change_1d_pct": -3.4127301841473168, "distance_from_ma200_pct": 54.78407653399786, "distance_from_ma50_pct": 12.439664603350465, "volatility_20d_pct": 128.8452433878162, "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": "VLA_CFD.FR", "name": "", "sector": "", "last_price": 4.67, "change_1d_pct": 9.36768149882905, "distance_from_ma200_pct": 26.888381697641563, "distance_from_ma50_pct": 15.685118484351523, "volatility_20d_pct": 91.58043700669131, "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": "AAF_CFD.UK", "name": "AIRTEL AFRICA PLC", "sector": "", "last_price": 359.6, "change_1d_pct": 12.164691203992506, "distance_from_ma200_pct": 42.47633054508688, "distance_from_ma50_pct": 5.039316718660536, "volatility_20d_pct": 76.14673389962711, "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": "SWKS_CFD.US", "name": "", "sector": "", "last_price": 61.51, "change_1d_pct": 1.4179719703215188, "distance_from_ma200_pct": -12.162451625801484, "distance_from_ma50_pct": -0.7804006207072334, "volatility_20d_pct": 83.01468486968557, "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": "SVXY_CFD.ETF", "name": "", "sector": "", "last_price": 53.02, "change_1d_pct": 0.3406510219530645, "distance_from_ma200_pct": 10.066907892141908, "distance_from_ma50_pct": -2.165208309498945, "volatility_20d_pct": 64.4160119667371, "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": "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": "SSE_CFD.UK", "name": "", "sector": "", "last_price": 2617.0, "change_1d_pct": 4.138479904496628, "distance_from_ma200_pct": 33.85019181699154, "distance_from_ma50_pct": 12.605809444292703, "volatility_20d_pct": 68.72921600243048, "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": "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": "SNN_CFD.US", "name": "", "sector": "", "last_price": 36.26, "change_1d_pct": 1.7967434025828233, "distance_from_ma200_pct": 8.87205131939055, "distance_from_ma50_pct": 7.717901491295831, "volatility_20d_pct": 42.928516207876925, "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": "NBA_CFD.PT", "name": "", "sector": "", "last_price": 9.35, "change_1d_pct": 0.0, "distance_from_ma200_pct": 10.708731248338621, "distance_from_ma50_pct": 2.6344676180021898, "volatility_20d_pct": 94.6525400276936, "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": "SEIC_CFD.US", "name": "", "sector": "", "last_price": 81.3, "change_1d_pct": 5.790500975927126, "distance_from_ma200_pct": -4.544133661695248, "distance_from_ma50_pct": -3.4317941018563003, "volatility_20d_pct": 58.05808900688857, "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": "GRMN_CFD.US", "name": "", "sector": "", "last_price": 241.96, "change_1d_pct": 19.45102685624014, "distance_from_ma200_pct": 11.349083703254426, "distance_from_ma50_pct": 16.478905649005494, "volatility_20d_pct": 119.73222686415, "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": "MTG_CFD.US", "name": "", "sector": "", "last_price": 26.68, "change_1d_pct": -2.8404952658412252, "distance_from_ma200_pct": -2.551449948956397, "distance_from_ma50_pct": -4.234088070180475, "volatility_20d_pct": 54.51879572309846, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "IPO_CFD.UK", "name": "", "sector": "", "last_price": 58.6, "change_1d_pct": 0.5145797598627766, "distance_from_ma200_pct": 12.529572618060026, "distance_from_ma50_pct": -0.45525582659509123, "volatility_20d_pct": 90.16825025482643, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "TRST_CFD.UK", "name": "TRUSTPILOT AS", "sector": "", "last_price": 136.36, "change_1d_pct": -37.848678213309014, "distance_from_ma200_pct": -36.800807370149315, "distance_from_ma50_pct": -24.62483776319949, "volatility_20d_pct": 213.49310525124298, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "GRI_CFD.UK", "name": "", "sector": "", "last_price": 192.4, "change_1d_pct": 0.08322929671245038, "distance_from_ma200_pct": -4.9312468607917275, "distance_from_ma50_pct": 0.9128310349964197, "volatility_20d_pct": 71.43116862190418, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "WCH_CFD.DE", "name": "", "sector": "", "last_price": 79.45, "change_1d_pct": -0.37617554858934144, "distance_from_ma200_pct": 18.50695260676516, "distance_from_ma50_pct": 10.699492607586825, "volatility_20d_pct": 91.55713440157228, "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": "USB_CFD.US", "name": "", "sector": "", "last_price": 58.81, "change_1d_pct": 2.3672758920800785, "distance_from_ma200_pct": 20.617464613100168, "distance_from_ma50_pct": 5.638862743125661, "volatility_20d_pct": 46.625702747369814, "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": "TSLA_CFD.US", "name": "TESLA INC", "sector": "", "last_price": 411.42, "change_1d_pct": -0.7813630444219344, "distance_from_ma200_pct": 6.276272327846111, "distance_from_ma50_pct": -6.789364626176453, "volatility_20d_pct": 72.94085803276403, "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": "LSS_CFD.FR", "name": "Lectra SA", "sector": "", "last_price": 19.6, "change_1d_pct": -1.1099899091826404, "distance_from_ma200_pct": -16.930849170156126, "distance_from_ma50_pct": -14.829415486445708, "volatility_20d_pct": 99.36209914356412, "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": "PAYC_CFD.US", "name": "", "sector": "", "last_price": 122.97, "change_1d_pct": 4.009134737376296, "distance_from_ma200_pct": -38.69462474948401, "distance_from_ma50_pct": -17.02171592370614, "volatility_20d_pct": 84.76366620616925, "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": "THG PLC", "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": "ARCAD_CFD.NL", "name": "Arcadis", "sector": "", "last_price": 30.18, "change_1d_pct": -12.87528868360277, "distance_from_ma200_pct": -31.630019178934976, "distance_from_ma50_pct": -27.86403446081831, "volatility_20d_pct": 164.24924780474416, "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": "SCHW_CFD.US", "name": "", "sector": "", "last_price": 95.57, "change_1d_pct": 0.32542515221498647, "distance_from_ma200_pct": 1.0619595360899625, "distance_from_ma50_pct": -4.6901957655600235, "volatility_20d_pct": 54.40267538244248, "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": "SOP_CFD.FR", "name": "", "sector": "", "last_price": 122.7, "change_1d_pct": 2.677824267782425, "distance_from_ma200_pct": -24.756731060780158, "distance_from_ma50_pct": -15.961114447400837, "volatility_20d_pct": 72.10727887578845, "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": "FTK_CFD.DE", "name": "", "sector": "", "last_price": 30.926, "change_1d_pct": -7.18487394957984, "distance_from_ma200_pct": 2.918412215762589, "distance_from_ma50_pct": -16.266038224231348, "volatility_20d_pct": 94.14250043677973, "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": "OCDO_CFD.UK",
"selection_reason": "Large 1-day drop (-21.3%), near 50-day MA (-3.2%), high volatility (241%)",
"mean_reversion_score": 90
},
{
"symbol": "TRST_CFD.UK",
"selection_reason": "Extreme 1-day drop (-37.8%), oversold vs 50-day MA (-24.6%), high volatility (213%)",
"mean_reversion_score": 85
},
{
"symbol": "RMV_CFD.UK",
"selection_reason": "Large 1-day drop (-14.8%), oversold vs 50-day MA (-17.5%), high volatility (138%)",
"mean_reversion_score": 80
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Large 1-day drop (-12.7%), oversold vs 50-day MA (-14.3%), high volatility (87.8%)",
"mean_reversion_score": 75
},
{
"symbol": "ARCAD_CFD.NL",
"selection_reason": "Large 1-day drop (-12.9%), oversold vs 50-day MA (-27.9%), high volatility (164%)",
"mean_reversion_score": 70
}
],
"rejected_common_reasons": [
"Earnings date unknown (cannot confirm avoidance of earnings within 5 days)",
"Sector unknown (cannot confirm sector concentration rule)",
"Extreme volatility with unclear mean-reversion potential",
"Insufficient deviation from moving averages for mean-reversion setup"
]
}#354 • openrouter • mistralai/mistral-large-2512 • 2026-02-19T17:34:27.930010+00:00
System prompt
You are an Arena portfolio manager. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices/fundamentals/news/earnings. If a field is null/empty, treat it as unknown. Avoid overtrading: if changes are marginal, prefer HOLD. Do not churn.
User prompt
{"task": "stage2_portfolio_management", "region": "US", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "portfolio_constraints": {"initial_equity": 10000.0, "max_positions": 10, "fixed_position_size": 3000.0, "max_gross_leverage": 3.0, "overtrading_rules": ["Max 2 SELL actions per run unless risk event forces more", "Max 2 BUY actions per run", "If no clear improvement vs current holdings, output HOLD for everything"]}, "current_portfolio": [{"symbol": "ACM_CFD.US", "qty": 33.92897534494458, "avg_price": 88.42, "last_price": 96.24, "unrealized_pnl": 265.3245871974664, "opened_at": "2026-02-15T10:57:15.913854+00:00"}, {"symbol": "AIR_CFD.DE", "qty": 14.926561318313896, "avg_price": 200.984, "last_price": 187.12, "unrealized_pnl": -206.94184611710392, "opened_at": "2026-02-19T09:33:49.074031+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": "DOM_CFD.UK", "qty": 15.052684395383842, "avg_price": 199.3, "last_price": 199.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+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": "OCDO_CFD.UK", "mean_reversion_score": 90, "selection_reason": "Large 1-day drop (-21.3%), near 50-day MA (-3.2%), high volatility (241%)"}, {"symbol": "TRST_CFD.UK", "mean_reversion_score": 85, "selection_reason": "Extreme 1-day drop (-37.8%), oversold vs 50-day MA (-24.6%), high volatility (213%)"}, {"symbol": "RMV_CFD.UK", "mean_reversion_score": 80, "selection_reason": "Large 1-day drop (-14.8%), oversold vs 50-day MA (-17.5%), high volatility (138%)"}, {"symbol": "BYIT_CFD.UK", "mean_reversion_score": 75, "selection_reason": "Large 1-day drop (-12.7%), oversold vs 50-day MA (-14.3%), high volatility (87.8%)"}, {"symbol": "ARCAD_CFD.NL", "mean_reversion_score": 70, "selection_reason": "Large 1-day drop (-12.9%), oversold vs 50-day MA (-27.9%), high volatility (164%)"}], "output_schema": {"actions": {"sell": [{"symbol": "string", "reason": "string"}], "hold": [{"symbol": "string", "reason": "string"}], "buy": [{"symbol": "string", "position_size": "number (currency amount)", "reason": "string"}]}, "portfolio_rationale": "string"}}Output JSON
{
"actions": {
"buy": [
{
"reason": "Top mean-reversion candidate (score 90) with large 1-day drop (-21.3%) and oversold vs 50-day MA (-3.2%).",
"symbol": "OCDO_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Positive unrealized PnL (265.32), no clear signal to sell; holding for further mean-reversion potential.",
"symbol": "ACM_CFD.US"
},
{
"reason": "No price movement since entry; holding to avoid overtrading.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "No price movement since entry; holding to avoid overtrading.",
"symbol": "DOM_CFD.UK"
},
{
"reason": "No price movement since entry; holding to avoid overtrading.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No price movement since entry; holding to avoid overtrading.",
"symbol": "RMV_CFD.UK"
},
{
"reason": "Marginal unrealized PnL (4.59); no clear signal to sell.",
"symbol": "TRN_CFD.UK"
},
{
"reason": "Already held; mean-reversion candidate but no action needed as position exists.",
"symbol": "TRST_CFD.UK"
},
{
"reason": "Positive unrealized PnL (90.29), no clear signal to sell; holding for further mean-reversion potential.",
"symbol": "WPP_CFD.UK"
}
],
"sell": [
{
"reason": "Underperforming with unrealized PnL of -206.94, mean-reversion candidate no longer valid as price has not rebounded.",
"symbol": "AIR_CFD.DE"
}
]
},
"portfolio_rationale": "Portfolio adjusted to reduce exposure to underperforming position (AIR_CFD.DE) and initiate a high-conviction mean-reversion trade (OCDO_CFD.UK). Existing positions with no clear signals are held to avoid overtrading. Gross leverage remains within constraints."
}Selection logs
#175 • stage1 • 2026-02-19T17:34:27.923438+00:00
{
"selected_stocks": [
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "Large 1-day drop (-21.3%), near 50-day MA (-3.2%), high volatility (241%)",
"mean_reversion_score": 90
},
{
"symbol": "TRST_CFD.UK",
"selection_reason": "Extreme 1-day drop (-37.8%), oversold vs 50-day MA (-24.6%), high volatility (213%)",
"mean_reversion_score": 85
},
{
"symbol": "RMV_CFD.UK",
"selection_reason": "Large 1-day drop (-14.8%), oversold vs 50-day MA (-17.5%), high volatility (138%)",
"mean_reversion_score": 80
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Large 1-day drop (-12.7%), oversold vs 50-day MA (-14.3%), high volatility (87.8%)",
"mean_reversion_score": 75
},
{
"symbol": "ARCAD_CFD.NL",
"selection_reason": "Large 1-day drop (-12.9%), oversold vs 50-day MA (-27.9%), high volatility (164%)",
"mean_reversion_score": 70
}
],
"rejected_common_reasons": [
"Earnings date unknown (cannot confirm avoidance of earnings within 5 days)",
"Sector unknown (cannot confirm sector concentration rule)",
"Extreme volatility with unclear mean-reversion potential",
"Insufficient deviation from moving averages for mean-reversion setup"
]
}