Arena run #189
meanrev-v1 • deepseek • deepseek/deepseek-chat • US • success
Run status
as_of: 2026-02-19T17:33:27.020111+00:00
started_at: 2026-02-19T17:47:31.311163+00:00
finished_at: 2026-02-19T17:47:52.649781+00:00
duration_ms: 21336
Inputs
{
"dry_run": false,
"selected": [
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "Significant negative daily change and large distance from MA200 and MA50",
"mean_reversion_score": 85
},
{
"symbol": "ERA_CFD.FR",
"selection_reason": "Large negative daily change and significant distance from MA50",
"mean_reversion_score": 80
},
{
"symbol": "BYW6_CFD.DE",
"selection_reason": "Negative daily change and large distance from MA200",
"mean_reversion_score": 75
},
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "Large negative daily change and significant distance from MA200",
"mean_reversion_score": 70
},
{
"symbol": "RMV_CFD.UK",
"selection_reason": "Significant negative daily change and large distance from MA200 and MA50",
"mean_reversion_score": 65
}
],
"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 with significant negative daily change and distance from MA50",
"symbol": "ERA_CFD.FR",
"position_size": 3000
},
{
"reason": "High mean-reversion score with negative daily change and distance from MA200",
"symbol": "BYW6_CFD.DE",
"position_size": 3000
}
],
"hold": [
{
"reason": "No significant change in price or mean-reversion opportunity",
"symbol": "ADJ_CFD.DE"
},
{
"reason": "No significant change in price or mean-reversion opportunity",
"symbol": "ATG_CFD.UK"
},
{
"reason": "No significant change in price or mean-reversion opportunity",
"symbol": "BT_CFD.UK"
},
{
"reason": "Small unrealized gain, no clear mean-reversion opportunity",
"symbol": "FLO_CFD.US"
},
{
"reason": "Already in portfolio, no significant change in price",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No position held, no significant change in price",
"symbol": "LXS_CFD.DE"
},
{
"reason": "Already in portfolio, no significant change in price",
"symbol": "OCDO_CFD.UK"
}
],
"sell": [
{
"reason": "Significant unrealized loss and mean-reversion opportunity",
"symbol": "AIR_CFD.DE"
}
]
},
"portfolio_rationale": "Selling AIR_CFD.DE due to significant unrealized loss and mean-reversion opportunity. Buying ERA_CFD.FR and BYW6_CFD.DE due to their high mean-reversion scores and significant negative daily changes. Holding other positions as there are no clear improvements or mean-reversion opportunities."
}Prompts & responses
#365 • openrouter • deepseek/deepseek-chat • 2026-02-19T17:47:31.418436+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": "FUTR_CFD.UK",
"selection_reason": "Significant negative daily change and large distance from MA200 and MA50",
"mean_reversion_score": 85
},
{
"symbol": "ERA_CFD.FR",
"selection_reason": "Large negative daily change and significant distance from MA50",
"mean_reversion_score": 80
},
{
"symbol": "BYW6_CFD.DE",
"selection_reason": "Negative daily change and large distance from MA200",
"mean_reversion_score": 75
},
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "Large negative daily change and significant distance from MA200",
"mean_reversion_score": 70
},
{
"symbol": "RMV_CFD.UK",
"selection_reason": "Significant negative daily change and large distance from MA200 and MA50",
"mean_reversion_score": 65
}
],
"rejected_common_reasons": [
"Earnings date unknown",
"Sector concentration risk",
"Insufficient data quality"
]
}#366 • openrouter • deepseek/deepseek-chat • 2026-02-19T17:47:40.575668+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": "ADJ_CFD.DE", "qty": 0.0, "avg_price": 0.184, "last_price": 0.2, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T21:00:47.737392+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": "ATG_CFD.UK", "qty": 10.135135135135135, "avg_price": 296.0, "last_price": 296.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T21:00:47.737392+00:00"}, {"symbol": "BT_CFD.UK", "qty": 14.705882352941176, "avg_price": 204.0, "last_price": 204.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+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": "LXS_CFD.DE", "qty": 0.0, "avg_price": 20.34, "last_price": 20.025, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 13.824884792626728, "avg_price": 217.0, "last_price": 217.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}], "candidates": [{"symbol": "FUTR_CFD.UK", "mean_reversion_score": 85, "selection_reason": "Significant negative daily change and large distance from MA200 and MA50"}, {"symbol": "ERA_CFD.FR", "mean_reversion_score": 80, "selection_reason": "Large negative daily change and significant distance from MA50"}, {"symbol": "BYW6_CFD.DE", "mean_reversion_score": 75, "selection_reason": "Negative daily change and large distance from MA200"}, {"symbol": "OCDO_CFD.UK", "mean_reversion_score": 70, "selection_reason": "Large negative daily change and significant distance from MA200"}, {"symbol": "RMV_CFD.UK", "mean_reversion_score": 65, "selection_reason": "Significant negative daily change and large distance from MA200 and MA50"}], "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 with significant negative daily change and distance from MA50",
"symbol": "ERA_CFD.FR",
"position_size": 3000
},
{
"reason": "High mean-reversion score with negative daily change and distance from MA200",
"symbol": "BYW6_CFD.DE",
"position_size": 3000
}
],
"hold": [
{
"reason": "No significant change in price or mean-reversion opportunity",
"symbol": "ADJ_CFD.DE"
},
{
"reason": "No significant change in price or mean-reversion opportunity",
"symbol": "ATG_CFD.UK"
},
{
"reason": "No significant change in price or mean-reversion opportunity",
"symbol": "BT_CFD.UK"
},
{
"reason": "Small unrealized gain, no clear mean-reversion opportunity",
"symbol": "FLO_CFD.US"
},
{
"reason": "Already in portfolio, no significant change in price",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No position held, no significant change in price",
"symbol": "LXS_CFD.DE"
},
{
"reason": "Already in portfolio, no significant change in price",
"symbol": "OCDO_CFD.UK"
}
],
"sell": [
{
"reason": "Significant unrealized loss and mean-reversion opportunity",
"symbol": "AIR_CFD.DE"
}
]
},
"portfolio_rationale": "Selling AIR_CFD.DE due to significant unrealized loss and mean-reversion opportunity. Buying ERA_CFD.FR and BYW6_CFD.DE due to their high mean-reversion scores and significant negative daily changes. Holding other positions as there are no clear improvements or mean-reversion opportunities."
}Selection logs
#181 • stage1 • 2026-02-19T17:47:40.572331+00:00
{
"selected_stocks": [
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "Significant negative daily change and large distance from MA200 and MA50",
"mean_reversion_score": 85
},
{
"symbol": "ERA_CFD.FR",
"selection_reason": "Large negative daily change and significant distance from MA50",
"mean_reversion_score": 80
},
{
"symbol": "BYW6_CFD.DE",
"selection_reason": "Negative daily change and large distance from MA200",
"mean_reversion_score": 75
},
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "Large negative daily change and significant distance from MA200",
"mean_reversion_score": 70
},
{
"symbol": "RMV_CFD.UK",
"selection_reason": "Significant negative daily change and large distance from MA200 and MA50",
"mean_reversion_score": 65
}
],
"rejected_common_reasons": [
"Earnings date unknown",
"Sector concentration risk",
"Insufficient data quality"
]
}