Arena run #188
meanrev-v1 • x-ai • x-ai/grok-4.1-fast • US • success
Run status
as_of: 2026-02-19T17:33:27.020111+00:00
started_at: 2026-02-19T17:46:45.164670+00:00
finished_at: 2026-02-19T17:47:30.441478+00:00
duration_ms: 45274
Inputs
{
"dry_run": false,
"selected": [
{
"symbol": "LMND_CFD.US",
"selection_reason": "dist_ma50_pct -19.35, high vol_20d 159%",
"mean_reversion_score": 95
},
{
"symbol": "PAYC_CFD.US",
"selection_reason": "dist_ma50_pct -17.02, dist_ma200_pct -38.69, vol_20d 85%",
"mean_reversion_score": 92
},
{
"symbol": "TSLA_CFD.US",
"selection_reason": "dist_ma50_pct -6.79, change_1d_pct -0.78",
"mean_reversion_score": 85
},
{
"symbol": "SCHW_CFD.US",
"selection_reason": "dist_ma50_pct -4.69, vol_20d 54%",
"mean_reversion_score": 82
},
{
"symbol": "MTG_CFD.US",
"selection_reason": "dist_ma50_pct -4.23, change_1d_pct -2.84",
"mean_reversion_score": 80
}
],
"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 score 95, dist_ma50_pct -19.35, high vol_20d 159% - prime reversion setup",
"symbol": "LMND_CFD.US",
"position_size": 3000
},
{
"reason": "High score 92, dist_ma50_pct -17.02, dist_ma200_pct -38.69, vol_20d 85% - strong mean-reversion signal",
"symbol": "PAYC_CFD.US",
"position_size": 3000
}
],
"hold": [
{
"reason": "Strong unrealized gain (+159), continue holding",
"symbol": "EXPO_CFD.US"
},
{
"reason": "Strong unrealized gain (+215), continue holding",
"symbol": "FBIN_CFD.US"
},
{
"reason": "Slight gain (+24), stable",
"symbol": "FLO_CFD.US"
},
{
"reason": "Unrealized gain (+33), hold",
"symbol": "ICG_CFD.UK"
},
{
"reason": "Flat but recently opened, hold",
"symbol": "RMV_CFD.UK"
},
{
"reason": "Flat but recently opened, hold",
"symbol": "THG_CFD.UK"
},
{
"reason": "Slight gain (+4.6), hold",
"symbol": "TRN_CFD.UK"
},
{
"reason": "Flat, hold",
"symbol": "TRST_CFD.UK"
}
],
"sell": [
{
"reason": "Small unrealized loss (-10), underperforming relative to mean-reversion strategy; replace with stronger candidate",
"symbol": "LPX_CFD.US"
},
{
"reason": "Flat PnL (0), no price movement; UK position in US-focused run, replace with high-score US mean-reversion opportunity",
"symbol": "FUTR_CFD.UK"
}
]
},
"portfolio_rationale": "Portfolio at max 10 positions and ~3x leverage. Sold underperformer LPX (loss) and flat UK FUTR to rotate into top US mean-reversion candidates LMND/PAYC with deep MA discounts and high vol for expected rebound. Holds winners (EXPO/FBIN) and stable positions. Limits to 2 sells/2 buys per rules, no overtrading as clear improvement via superior scores."
}Prompts & responses
#363 • openrouter • x-ai/grok-4.1-fast • 2026-02-19T17:46:45.231076+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": "LMND_CFD.US",
"selection_reason": "dist_ma50_pct -19.35, high vol_20d 159%",
"mean_reversion_score": 95
},
{
"symbol": "PAYC_CFD.US",
"selection_reason": "dist_ma50_pct -17.02, dist_ma200_pct -38.69, vol_20d 85%",
"mean_reversion_score": 92
},
{
"symbol": "TSLA_CFD.US",
"selection_reason": "dist_ma50_pct -6.79, change_1d_pct -0.78",
"mean_reversion_score": 85
},
{
"symbol": "SCHW_CFD.US",
"selection_reason": "dist_ma50_pct -4.69, vol_20d 54%",
"mean_reversion_score": 82
},
{
"symbol": "MTG_CFD.US",
"selection_reason": "dist_ma50_pct -4.23, change_1d_pct -2.84",
"mean_reversion_score": 80
}
],
"rejected_common_reasons": [
"dist_ma50_pct > -4%",
"change_1d_pct > 5% without deep deviation",
"dist_ma50_pct positive",
"low volatility_20d_pct <50%",
"price above both MAs"
]
}#364 • openrouter • x-ai/grok-4.1-fast • 2026-02-19T17:47:15.698002+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": "EXPO_CFD.US", "qty": 44.90009728354411, "avg_price": 66.815, "last_price": 70.36, "unrealized_pnl": 159.17084487016396, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "FBIN_CFD.US", "qty": 58.85237861696911, "avg_price": 50.974999999999994, "last_price": 54.64, "unrealized_pnl": 215.69396763119215, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "FLO_CFD.US", "qty": 303.7974683544304, "avg_price": 9.875, "last_price": 9.955, "unrealized_pnl": 24.303797468354453, "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": "2026-02-18T09:36:37.284518+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": 86.15, "unrealized_pnl": -10.410641989589259, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 7.070469007777516, "avg_price": 424.3, "last_price": 424.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "THG_CFD.UK", "qty": 85.76329331046313, "avg_price": 34.98, "last_price": 34.98, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+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": "2026-02-18T09:36:37.284518+00:00"}], "candidates": [{"symbol": "LMND_CFD.US", "mean_reversion_score": 95, "selection_reason": "dist_ma50_pct -19.35, high vol_20d 159%"}, {"symbol": "PAYC_CFD.US", "mean_reversion_score": 92, "selection_reason": "dist_ma50_pct -17.02, dist_ma200_pct -38.69, vol_20d 85%"}, {"symbol": "TSLA_CFD.US", "mean_reversion_score": 85, "selection_reason": "dist_ma50_pct -6.79, change_1d_pct -0.78"}, {"symbol": "SCHW_CFD.US", "mean_reversion_score": 82, "selection_reason": "dist_ma50_pct -4.69, vol_20d 54%"}, {"symbol": "MTG_CFD.US", "mean_reversion_score": 80, "selection_reason": "dist_ma50_pct -4.23, change_1d_pct -2.84"}], "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 score 95, dist_ma50_pct -19.35, high vol_20d 159% - prime reversion setup",
"symbol": "LMND_CFD.US",
"position_size": 3000
},
{
"reason": "High score 92, dist_ma50_pct -17.02, dist_ma200_pct -38.69, vol_20d 85% - strong mean-reversion signal",
"symbol": "PAYC_CFD.US",
"position_size": 3000
}
],
"hold": [
{
"reason": "Strong unrealized gain (+159), continue holding",
"symbol": "EXPO_CFD.US"
},
{
"reason": "Strong unrealized gain (+215), continue holding",
"symbol": "FBIN_CFD.US"
},
{
"reason": "Slight gain (+24), stable",
"symbol": "FLO_CFD.US"
},
{
"reason": "Unrealized gain (+33), hold",
"symbol": "ICG_CFD.UK"
},
{
"reason": "Flat but recently opened, hold",
"symbol": "RMV_CFD.UK"
},
{
"reason": "Flat but recently opened, hold",
"symbol": "THG_CFD.UK"
},
{
"reason": "Slight gain (+4.6), hold",
"symbol": "TRN_CFD.UK"
},
{
"reason": "Flat, hold",
"symbol": "TRST_CFD.UK"
}
],
"sell": [
{
"reason": "Small unrealized loss (-10), underperforming relative to mean-reversion strategy; replace with stronger candidate",
"symbol": "LPX_CFD.US"
},
{
"reason": "Flat PnL (0), no price movement; UK position in US-focused run, replace with high-score US mean-reversion opportunity",
"symbol": "FUTR_CFD.UK"
}
]
},
"portfolio_rationale": "Portfolio at max 10 positions and ~3x leverage. Sold underperformer LPX (loss) and flat UK FUTR to rotate into top US mean-reversion candidates LMND/PAYC with deep MA discounts and high vol for expected rebound. Holds winners (EXPO/FBIN) and stable positions. Limits to 2 sells/2 buys per rules, no overtrading as clear improvement via superior scores."
}Selection logs
#180 • stage1 • 2026-02-19T17:47:15.693737+00:00
{
"selected_stocks": [
{
"symbol": "LMND_CFD.US",
"selection_reason": "dist_ma50_pct -19.35, high vol_20d 159%",
"mean_reversion_score": 95
},
{
"symbol": "PAYC_CFD.US",
"selection_reason": "dist_ma50_pct -17.02, dist_ma200_pct -38.69, vol_20d 85%",
"mean_reversion_score": 92
},
{
"symbol": "TSLA_CFD.US",
"selection_reason": "dist_ma50_pct -6.79, change_1d_pct -0.78",
"mean_reversion_score": 85
},
{
"symbol": "SCHW_CFD.US",
"selection_reason": "dist_ma50_pct -4.69, vol_20d 54%",
"mean_reversion_score": 82
},
{
"symbol": "MTG_CFD.US",
"selection_reason": "dist_ma50_pct -4.23, change_1d_pct -2.84",
"mean_reversion_score": 80
}
],
"rejected_common_reasons": [
"dist_ma50_pct > -4%",
"change_1d_pct > 5% without deep deviation",
"dist_ma50_pct positive",
"low volatility_20d_pct <50%",
"price above both MAs"
]
}