Arena run #184
meanrev-v1 • z-ai • z-ai/glm-4.7 • US • success
Run status
as_of: 2026-02-19T17:33:27.020111+00:00
started_at: 2026-02-19T17:34:37.199580+00:00
finished_at: 2026-02-19T17:40:31.400961+00:00
duration_ms: 354198
Inputs
{
"dry_run": false,
"selected": [
{
"symbol": "TRST_CFD.UK",
"selection_reason": "Extreme 1d drop -37.8% significantly below MA50 -24.6% and MA200 -36.8% with high volatility 213%.",
"mean_reversion_score": 88
},
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "Large 1d decline -21.3% near MA50 -3.2% with extreme volatility 241% suggests short-term reversion.",
"mean_reversion_score": 82
},
{
"symbol": "ERA_CFD.FR",
"selection_reason": "Strong 1d drop -15.1% below MA50 -23.6% and MA200 -10.1% with high volatility 174%.",
"mean_reversion_score": 79
},
{
"symbol": "RMV_CFD.UK",
"selection_reason": "Sharp 1d sell-off -14.8% trading below MA50 -17.5% and MA200 -37.3%.",
"mean_reversion_score": 76
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "Significant 1d drop -13.7% well below MA50 -25.1% and MA200 -38.1%.",
"mean_reversion_score": 74
}
],
"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": "High mean reversion score (82) with large 1d decline (-21.3%) and extreme volatility; currently held with 0 qty, re-entering position.",
"symbol": "OCDO_CFD.UK",
"position_size": 3000
},
{
"reason": "Strong mean reversion score (79) with significant 1d drop (-15.1%) below MA50 and MA200.",
"symbol": "ERA_CFD.FR",
"position_size": 3000
}
],
"hold": [
{
"reason": "Highest mean reversion score (88) with extreme drop, already held.",
"symbol": "TRST_CFD.UK"
},
{
"reason": "Mean reversion score (74) indicates continued reversion potential, already held.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No sell signal generated and portfolio has capacity (max 10), avoiding overtrading.",
"symbol": "BYIT_CFD.UK"
}
],
"sell": []
},
"portfolio_rationale": "The strategy prioritizes high mean-reversion scores. TRST remains the top holding. OCDO, currently with zero quantity, presents a strong re-entry opportunity (Score 82). ERA is the next best new entry (Score 79). With ample capacity (5/10 positions utilized) and leverage well below limits (1.5x), we execute 2 buys and hold existing positions to avoid unnecessary churn."
}Prompts & responses
#355 • openrouter • z-ai/glm-4.7 • 2026-02-19T17:34:37.310404+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": "TRST_CFD.UK",
"selection_reason": "Extreme 1d drop -37.8% significantly below MA50 -24.6% and MA200 -36.8% with high volatility 213%.",
"mean_reversion_score": 88
},
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "Large 1d decline -21.3% near MA50 -3.2% with extreme volatility 241% suggests short-term reversion.",
"mean_reversion_score": 82
},
{
"symbol": "ERA_CFD.FR",
"selection_reason": "Strong 1d drop -15.1% below MA50 -23.6% and MA200 -10.1% with high volatility 174%.",
"mean_reversion_score": 79
},
{
"symbol": "RMV_CFD.UK",
"selection_reason": "Sharp 1d sell-off -14.8% trading below MA50 -17.5% and MA200 -37.3%.",
"mean_reversion_score": 76
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "Significant 1d drop -13.7% well below MA50 -25.1% and MA200 -38.1%.",
"mean_reversion_score": 74
}
],
"rejected_common_reasons": [
"Insufficient price deviation from mean",
"Positive momentum unsuitable for mean reversion",
"Low volatility or liquidity constraints"
]
}#356 • openrouter • z-ai/glm-4.7 • 2026-02-19T17:35:07.108452+00:00
System prompt
You are an Arena portfolio manager. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices/fundamentals/news/earnings. If a field is null/empty, treat it as unknown. Avoid overtrading: if changes are marginal, prefer HOLD. Do not churn.
User prompt
{"task": "stage2_portfolio_management", "region": "US", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "portfolio_constraints": {"initial_equity": 10000.0, "max_positions": 10, "fixed_position_size": 3000.0, "max_gross_leverage": 3.0, "overtrading_rules": ["Max 2 SELL actions per run unless risk event forces more", "Max 2 BUY actions per run", "If no clear improvement vs current holdings, output HOLD for everything"]}, "current_portfolio": [{"symbol": "BYIT_CFD.UK", "qty": 10.252904989747094, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 7.488766849725412, "avg_price": 400.6, "last_price": 400.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+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": "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"}], "candidates": [{"symbol": "TRST_CFD.UK", "mean_reversion_score": 88, "selection_reason": "Extreme 1d drop -37.8% significantly below MA50 -24.6% and MA200 -36.8% with high volatility 213%."}, {"symbol": "OCDO_CFD.UK", "mean_reversion_score": 82, "selection_reason": "Large 1d decline -21.3% near MA50 -3.2% with extreme volatility 241% suggests short-term reversion."}, {"symbol": "ERA_CFD.FR", "mean_reversion_score": 79, "selection_reason": "Strong 1d drop -15.1% below MA50 -23.6% and MA200 -10.1% with high volatility 174%."}, {"symbol": "RMV_CFD.UK", "mean_reversion_score": 76, "selection_reason": "Sharp 1d sell-off -14.8% trading below MA50 -17.5% and MA200 -37.3%."}, {"symbol": "FUTR_CFD.UK", "mean_reversion_score": 74, "selection_reason": "Significant 1d drop -13.7% well below MA50 -25.1% and MA200 -38.1%."}], "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": "High mean reversion score (82) with large 1d decline (-21.3%) and extreme volatility; currently held with 0 qty, re-entering position.",
"symbol": "OCDO_CFD.UK",
"position_size": 3000
},
{
"reason": "Strong mean reversion score (79) with significant 1d drop (-15.1%) below MA50 and MA200.",
"symbol": "ERA_CFD.FR",
"position_size": 3000
}
],
"hold": [
{
"reason": "Highest mean reversion score (88) with extreme drop, already held.",
"symbol": "TRST_CFD.UK"
},
{
"reason": "Mean reversion score (74) indicates continued reversion potential, already held.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No sell signal generated and portfolio has capacity (max 10), avoiding overtrading.",
"symbol": "BYIT_CFD.UK"
}
],
"sell": []
},
"portfolio_rationale": "The strategy prioritizes high mean-reversion scores. TRST remains the top holding. OCDO, currently with zero quantity, presents a strong re-entry opportunity (Score 82). ERA is the next best new entry (Score 79). With ample capacity (5/10 positions utilized) and leverage well below limits (1.5x), we execute 2 buys and hold existing positions to avoid unnecessary churn."
}Selection logs
#176 • stage1 • 2026-02-19T17:35:07.103150+00:00
{
"selected_stocks": [
{
"symbol": "TRST_CFD.UK",
"selection_reason": "Extreme 1d drop -37.8% significantly below MA50 -24.6% and MA200 -36.8% with high volatility 213%.",
"mean_reversion_score": 88
},
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "Large 1d decline -21.3% near MA50 -3.2% with extreme volatility 241% suggests short-term reversion.",
"mean_reversion_score": 82
},
{
"symbol": "ERA_CFD.FR",
"selection_reason": "Strong 1d drop -15.1% below MA50 -23.6% and MA200 -10.1% with high volatility 174%.",
"mean_reversion_score": 79
},
{
"symbol": "RMV_CFD.UK",
"selection_reason": "Sharp 1d sell-off -14.8% trading below MA50 -17.5% and MA200 -37.3%.",
"mean_reversion_score": 76
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "Significant 1d drop -13.7% well below MA50 -25.1% and MA200 -38.1%.",
"mean_reversion_score": 74
}
],
"rejected_common_reasons": [
"Insufficient price deviation from mean",
"Positive momentum unsuitable for mean reversion",
"Low volatility or liquidity constraints"
]
}