Arena run #199
meanrev-v1 • deepseek • deepseek/deepseek-chat • EU • success
Run status
as_of: 2026-02-20T09:33:44.817899+00:00
started_at: 2026-02-20T09:43:59.758455+00:00
finished_at: 2026-02-20T09:44:19.551676+00:00
duration_ms: 19791
Inputs
{
"dry_run": false,
"selected": [
{
"symbol": "UKW_CFD.UK",
"selection_reason": "Significant negative deviation from MA200 and MA50, indicating potential mean reversion",
"mean_reversion_score": 75
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "Large negative deviation from MA200 and MA50, suggesting strong mean reversion potential",
"mean_reversion_score": 80
},
{
"symbol": "AML_CFD.UK",
"selection_reason": "Negative deviation from MA200 and MA50, indicating potential mean reversion",
"mean_reversion_score": 70
},
{
"symbol": "EZJ_CFD.UK",
"selection_reason": "Moderate negative deviation from MA200 and MA50, suggesting mean reversion",
"mean_reversion_score": 65
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Significant negative deviation from MA200 and MA50, indicating strong mean reversion potential",
"mean_reversion_score": 78
}
],
"universe_symbols": [
"CNA_CFD.UK",
"UKW_CFD.UK",
"FUTR_CFD.UK",
"UMI_CFD.BE",
"NK_CFD.FR",
"BIG_CFD.FR",
"LIO_CFD.UK",
"FDJU_CFD.FR",
"NBA_CFD.PT",
"WU_CFD.US",
"ATG_CFD.UK",
"RENE_CFD.PT",
"EZJ_CFD.UK",
"BYIT_CFD.UK",
"WKP_CFD.UK",
"PZC_CFD.UK",
"DE_CFD.US",
"OCDO_CFD.UK",
"VLA_CFD.FR",
"HBR_CFD.UK",
"AML_CFD.UK",
"ADM_CFD.UK",
"PNN_CFD.UK",
"HMSO_CFD.UK",
"MSLH_CFD.UK",
"PAGE_CFD.UK",
"BAYN_CFD.DE",
"OLED_CFD.US",
"FR_CFD.FR",
"ZAL_CFD.DE",
"RMV_CFD.UK",
"ATO_CFD.FR",
"XRX_CFD.US",
"NAE_CFD.FR",
"RHK_CFD.DE",
"IPO_CFD.UK",
"TRST_CFD.UK",
"OVH_CFD.FR",
"GRI_CFD.UK",
"WLN_CFD.FR",
"WCH_CFD.DE",
"CCL_CFD.UK",
"THG_CFD.UK",
"NRO_CFD.FR",
"AMG_CFD.NL",
"POOL_CFD.US",
"CAKE_CFD.US",
"AYV_CFD.FR",
"TUI1_CFD.DE"
]
}Outputs
{
"actions": {
"buy": [
{
"reason": "Significant negative deviation from MA200 and MA50, indicating potential mean reversion",
"symbol": "UKW_CFD.UK",
"position_size": 3000
},
{
"reason": "Negative deviation from MA200 and MA50, indicating potential mean reversion",
"symbol": "AML_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "No significant deviation from mean reversion criteria",
"symbol": "ADJ_CFD.DE"
},
{
"reason": "No significant deviation from mean reversion criteria",
"symbol": "AIR_CFD.DE"
},
{
"reason": "No significant deviation from mean reversion criteria",
"symbol": "ATG_CFD.UK"
},
{
"reason": "No significant deviation from mean reversion criteria",
"symbol": "BT_CFD.UK"
},
{
"reason": "No significant deviation from mean reversion criteria",
"symbol": "BYW6_CFD.DE"
},
{
"reason": "No significant deviation from mean reversion criteria",
"symbol": "ERA_CFD.FR"
},
{
"reason": "No significant deviation from mean reversion criteria",
"symbol": "FLO_CFD.US"
},
{
"reason": "Already in portfolio and no significant deviation from mean reversion criteria",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No significant deviation from mean reversion criteria",
"symbol": "LXS_CFD.DE"
},
{
"reason": "No significant deviation from mean reversion criteria",
"symbol": "OCDO_CFD.UK"
}
],
"sell": []
},
"portfolio_rationale": "The portfolio is currently well-balanced with no significant deviations from mean reversion criteria in the existing holdings. Two new positions are being added based on their strong mean reversion potential, adhering to the strategy's rules of a maximum of 2 buys per run and avoiding overtrading."
}Prompts & responses
#385 • openrouter • deepseek/deepseek-chat • 2026-02-20T09:43:59.821644+00:00
System prompt
You are an Arena strategy executor. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices, fundamentals, earnings dates, or sentiment. If a field is null/empty, treat it as unknown. You are a constrained selector (no narrative).
User prompt
{"task": "stage1_universe_scan", "region": "EU", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "selection_rules": {"horizon": "2-10 trading days", "target": "short-term mean reversion in liquid equities", "constraints": ["Select exactly 5 candidates", "Avoid earnings within 5 trading days (if known)", "Avoid highly binary/event-driven moves (if known)", "Avoid sector concentration: max 1 per sector unless clearly justified (sector may be unknown)"]}, "universe": [{"symbol": "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": "UKW_CFD.UK", "name": "GREENCOAT UK WIND PLC", "sector": "", "last_price": 98.15, "change_1d_pct": -2.163078149920239, "distance_from_ma200_pct": -12.46829595436757, "distance_from_ma50_pct": -6.845149398930528, "volatility_20d_pct": 32.62462101640031, "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": "UMI_CFD.BE", "name": "", "sector": "", "last_price": 18.57, "change_1d_pct": 3.853252055254175, "distance_from_ma200_pct": 22.44865662548119, "distance_from_ma50_pct": -1.637781261917881, "volatility_20d_pct": 76.81553994643487, "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": "NK_CFD.FR", "name": "", "sector": "", "last_price": 25.48, "change_1d_pct": -1.6975308641975384, "distance_from_ma200_pct": 3.7444287755612704, "distance_from_ma50_pct": 1.0056163562501386, "volatility_20d_pct": 46.854333111408906, "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": "BIG_CFD.FR", "name": "Bigben Interactive", "sector": "", "last_price": 0.473, "change_1d_pct": -40.65244667503137, "distance_from_ma200_pct": -57.481044006670004, "distance_from_ma50_pct": -45.84258856396987, "volatility_20d_pct": 245.7660340614924, "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": "FDJU_CFD.FR", "name": "FDJ United", "sector": "", "last_price": 25.06, "change_1d_pct": 10.105448154657282, "distance_from_ma200_pct": -8.00459169420228, "distance_from_ma50_pct": 8.726211260321604, "volatility_20d_pct": 61.30991626561717, "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": "Novabase SGPS SA", "sector": "", "last_price": 9.3, "change_1d_pct": 0.0, "distance_from_ma200_pct": 10.129745866729989, "distance_from_ma50_pct": 2.130463430705043, "volatility_20d_pct": 94.52203984531363, "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": "WU_CFD.US", "name": "", "sector": "", "last_price": 9.72, "change_1d_pct": 0.5170630816959676, "distance_from_ma200_pct": 9.377549470272829, "distance_from_ma50_pct": 2.102985356835241, "volatility_20d_pct": 54.11309506169986, "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": "RENE_CFD.PT", "name": "", "sector": "", "last_price": 3.8, "change_1d_pct": 8.571428571428562, "distance_from_ma200_pct": 22.47634272748369, "distance_from_ma50_pct": 12.485939257592783, "volatility_20d_pct": 55.15159252598514, "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": "BYIT_CFD.UK", "name": "BYTES TECHNOLOGY GROUP PLC", "sector": "", "last_price": 300.4, "change_1d_pct": -12.674418604651173, "distance_from_ma200_pct": -28.03446775272175, "distance_from_ma50_pct": -14.34777426817815, "volatility_20d_pct": 87.82535981934274, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "WKP_CFD.UK", "name": "WORKSPACE GROUP PLC", "sector": "", "last_price": 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": "PZC_CFD.UK", "name": "PZ CUSSONS PLC", "sector": "", "last_price": 88.8, "change_1d_pct": -1.442841287458374, "distance_from_ma200_pct": 17.468164209381708, "distance_from_ma50_pct": 17.734408145948244, "volatility_20d_pct": 83.4578314576364, "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": "DE_CFD.US", "name": "", "sector": "", "last_price": 666.92, "change_1d_pct": 9.393914541130144, "distance_from_ma200_pct": 34.45742742611362, "distance_from_ma50_pct": 29.389738764344674, "volatility_20d_pct": 75.48603110127632, "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": "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": "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": "AML_CFD.UK", "name": "ASTON MARTIN LAGONDA GLOBAL", "sector": "", "last_price": 59.0, "change_1d_pct": -8.484566465022493, "distance_from_ma200_pct": -16.661016566094887, "distance_from_ma50_pct": -5.144389531799131, "volatility_20d_pct": 85.29378050571474, "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": "ADM_CFD.UK", "name": "ADMIRAL GROUP PLC", "sector": "", "last_price": 2886.0, "change_1d_pct": 2.6315789473684292, "distance_from_ma200_pct": -10.68686996101109, "distance_from_ma50_pct": -3.028103705495744, "volatility_20d_pct": 68.38439013288077, "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": "HMSO_CFD.UK", "name": "", "sector": "", "last_price": 355.4, "change_1d_pct": 14.129736673089276, "distance_from_ma200_pct": 22.516025502913806, "distance_from_ma50_pct": 10.006914897239172, "volatility_20d_pct": 87.54938293511039, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "MSLH_CFD.UK", "name": "", "sector": "", "last_price": 182.32, "change_1d_pct": 0.8407079646017612, "distance_from_ma200_pct": -17.111863069088763, "distance_from_ma50_pct": 6.139091576985178, "volatility_20d_pct": 102.4204512350097, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "PAGE_CFD.UK", "name": "PAGEGROUP PLC", "sector": "", "last_price": 209.6, "change_1d_pct": -10.960067969413767, "distance_from_ma200_pct": -19.313052268665963, "distance_from_ma50_pct": -8.41066281665177, "volatility_20d_pct": 112.6882126676479, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "BAYN_CFD.DE", "name": "BAYER AG-REG", "sector": "", "last_price": 45.65, "change_1d_pct": -2.946679139382602, "distance_from_ma200_pct": 47.90677887709758, "distance_from_ma50_pct": 10.250467809761531, "volatility_20d_pct": 77.81568652038212, "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": "OLED_CFD.US", "name": "", "sector": "", "last_price": 119.15, "change_1d_pct": -5.765580512496038, "distance_from_ma200_pct": -13.285921388939014, "distance_from_ma50_pct": -0.9287668271429461, "volatility_20d_pct": 73.32112057245355, "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": "FR_CFD.FR", "name": "", "sector": "", "last_price": 13.015, "change_1d_pct": -1.0266159695817456, "distance_from_ma200_pct": 21.012300670239846, "distance_from_ma50_pct": 7.150737170726562, "volatility_20d_pct": 65.48263432176559, "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": "ZAL_CFD.DE", "name": "", "sector": "", "last_price": 21.078, "change_1d_pct": -1.9262981574539428, "distance_from_ma200_pct": -18.026108517207106, "distance_from_ma50_pct": -11.051881760360827, "volatility_20d_pct": 76.5001780947128, "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": "ATO_CFD.FR", "name": "Atos SE", "sector": "", "last_price": 40.25, "change_1d_pct": -4.198600466511171, "distance_from_ma200_pct": -8.121416235893065, "distance_from_ma50_pct": -21.50685006306754, "volatility_20d_pct": 85.9811804413433, "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": "XRX_CFD.US", "name": "", "sector": "", "last_price": 1.8900000000000001, "change_1d_pct": -3.076923076923066, "distance_from_ma200_pct": -49.89860431826315, "distance_from_ma50_pct": -21.026241016212587, "volatility_20d_pct": 184.7912703955531, "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": "NAE_CFD.FR", "name": "North Atlantic Energies", "sector": "", "last_price": 41.66, "change_1d_pct": -0.6202290076335992, "distance_from_ma200_pct": -53.24348885279208, "distance_from_ma50_pct": -5.783269858787998, "volatility_20d_pct": 70.71532381068768, "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": "RHK_CFD.DE", "name": "", "sector": "", "last_price": 13.1, "change_1d_pct": 0.7769828448342064, "distance_from_ma200_pct": 3.706805818505954, "distance_from_ma50_pct": 1.545034835373027, "volatility_20d_pct": 112.66428846887368, "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": "OVH_CFD.FR", "name": "", "sector": "", "last_price": 9.035, "change_1d_pct": 1.8602029312288826, "distance_from_ma200_pct": -11.5313304914344, "distance_from_ma50_pct": 7.714427414662972, "volatility_20d_pct": 88.79536568846085, "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": "WLN_CFD.FR", "name": "", "sector": "", "last_price": 1.379, "change_1d_pct": 3.918613413715155, "distance_from_ma200_pct": -50.02998563226201, "distance_from_ma50_pct": -5.990946771378702, "volatility_20d_pct": 82.41274567245263, "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": "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": "NRO_CFD.FR", "name": "", "sector": "", "last_price": 35.55, "change_1d_pct": 4.405286343612325, "distance_from_ma200_pct": -15.878276931551905, "distance_from_ma50_pct": -12.667123925719647, "volatility_20d_pct": 50.41922696791122, "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": "AMG_CFD.NL", "name": "AMG ADVANCED METALLURGICAL", "sector": "", "last_price": 37.052, "change_1d_pct": 4.8443689869835715, "distance_from_ma200_pct": 37.652707776103675, "distance_from_ma50_pct": 11.129640049380285, "volatility_20d_pct": 82.4614871726485, "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": "POOL_CFD.US", "name": "", "sector": "", "last_price": 221.58, "change_1d_pct": -18.242196147885757, "distance_from_ma200_pct": -22.160644579278255, "distance_from_ma50_pct": -11.093313902633572, "volatility_20d_pct": 92.78646862692483, "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": "CAKE_CFD.US", "name": "The Cheesecake Factory", "sector": "", "last_price": 63.4, "change_1d_pct": 7.312119160460395, "distance_from_ma200_pct": 12.51488515140704, "distance_from_ma50_pct": 12.800549413401562, "volatility_20d_pct": 70.78886108879485, "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": "AYV_CFD.FR", "name": "AYVENS", "sector": "", "last_price": 10.94, "change_1d_pct": 3.3050047214353118, "distance_from_ma200_pct": 6.492592486236992, "distance_from_ma50_pct": -4.95716991294981, "volatility_20d_pct": 60.38054675804281, "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": "TUI1_CFD.DE", "name": "", "sector": "", "last_price": 8.21, "change_1d_pct": -2.226985828271999, "distance_from_ma200_pct": 2.776145168488431, "distance_from_ma50_pct": -7.527133633992166, "volatility_20d_pct": 78.848997519078, "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": "UKW_CFD.UK",
"selection_reason": "Significant negative deviation from MA200 and MA50, indicating potential mean reversion",
"mean_reversion_score": 75
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "Large negative deviation from MA200 and MA50, suggesting strong mean reversion potential",
"mean_reversion_score": 80
},
{
"symbol": "AML_CFD.UK",
"selection_reason": "Negative deviation from MA200 and MA50, indicating potential mean reversion",
"mean_reversion_score": 70
},
{
"symbol": "EZJ_CFD.UK",
"selection_reason": "Moderate negative deviation from MA200 and MA50, suggesting mean reversion",
"mean_reversion_score": 65
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Significant negative deviation from MA200 and MA50, indicating strong mean reversion potential",
"mean_reversion_score": 78
}
],
"rejected_common_reasons": [
"Lack of significant deviation from moving averages",
"High volatility indicating potential continuation rather than reversion",
"Unknown earnings dates, risking earnings-related volatility",
"Sector concentration constraints"
]
}#386 • openrouter • deepseek/deepseek-chat • 2026-02-20T09:44:08.914562+00:00
System prompt
You are an Arena portfolio manager. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices/fundamentals/news/earnings. If a field is null/empty, treat it as unknown. Avoid overtrading: if changes are marginal, prefer HOLD. Do not churn.
User prompt
{"task": "stage2_portfolio_management", "region": "EU", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "portfolio_constraints": {"initial_equity": 10000.0, "max_positions": 10, "fixed_position_size": 3000.0, "max_gross_leverage": 3.0, "overtrading_rules": ["Max 2 SELL actions per run unless risk event forces more", "Max 2 BUY actions per run", "If no clear improvement vs current holdings, output HOLD for everything"]}, "current_portfolio": [{"symbol": "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": 0.0, "avg_price": 200.984, "last_price": 187.12, "unrealized_pnl": 0.0, "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": 203.8, "unrealized_pnl": -2.941176470588068, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "BYW6_CFD.DE", "qty": 998.3361064891848, "avg_price": 3.005, "last_price": 3.038, "unrealized_pnl": 32.945091514143016, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "ERA_CFD.FR", "qty": 63.29113924050633, "avg_price": 47.4, "last_price": 46.329, "unrealized_pnl": -67.78481012658216, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "FLO_CFD.US", "qty": 303.7974683544304, "avg_price": 9.875, "last_price": 9.905000000000001, "unrealized_pnl": 9.113924050633258, "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": "UKW_CFD.UK", "mean_reversion_score": 75, "selection_reason": "Significant negative deviation from MA200 and MA50, indicating potential mean reversion"}, {"symbol": "FUTR_CFD.UK", "mean_reversion_score": 80, "selection_reason": "Large negative deviation from MA200 and MA50, suggesting strong mean reversion potential"}, {"symbol": "AML_CFD.UK", "mean_reversion_score": 70, "selection_reason": "Negative deviation from MA200 and MA50, indicating potential mean reversion"}, {"symbol": "EZJ_CFD.UK", "mean_reversion_score": 65, "selection_reason": "Moderate negative deviation from MA200 and MA50, suggesting mean reversion"}, {"symbol": "BYIT_CFD.UK", "mean_reversion_score": 78, "selection_reason": "Significant negative deviation from MA200 and MA50, indicating strong mean reversion potential"}], "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": "Significant negative deviation from MA200 and MA50, indicating potential mean reversion",
"symbol": "UKW_CFD.UK",
"position_size": 3000
},
{
"reason": "Negative deviation from MA200 and MA50, indicating potential mean reversion",
"symbol": "AML_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "No significant deviation from mean reversion criteria",
"symbol": "ADJ_CFD.DE"
},
{
"reason": "No significant deviation from mean reversion criteria",
"symbol": "AIR_CFD.DE"
},
{
"reason": "No significant deviation from mean reversion criteria",
"symbol": "ATG_CFD.UK"
},
{
"reason": "No significant deviation from mean reversion criteria",
"symbol": "BT_CFD.UK"
},
{
"reason": "No significant deviation from mean reversion criteria",
"symbol": "BYW6_CFD.DE"
},
{
"reason": "No significant deviation from mean reversion criteria",
"symbol": "ERA_CFD.FR"
},
{
"reason": "No significant deviation from mean reversion criteria",
"symbol": "FLO_CFD.US"
},
{
"reason": "Already in portfolio and no significant deviation from mean reversion criteria",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No significant deviation from mean reversion criteria",
"symbol": "LXS_CFD.DE"
},
{
"reason": "No significant deviation from mean reversion criteria",
"symbol": "OCDO_CFD.UK"
}
],
"sell": []
},
"portfolio_rationale": "The portfolio is currently well-balanced with no significant deviations from mean reversion criteria in the existing holdings. Two new positions are being added based on their strong mean reversion potential, adhering to the strategy's rules of a maximum of 2 buys per run and avoiding overtrading."
}Selection logs
#191 • stage1 • 2026-02-20T09:44:08.907876+00:00
{
"selected_stocks": [
{
"symbol": "UKW_CFD.UK",
"selection_reason": "Significant negative deviation from MA200 and MA50, indicating potential mean reversion",
"mean_reversion_score": 75
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "Large negative deviation from MA200 and MA50, suggesting strong mean reversion potential",
"mean_reversion_score": 80
},
{
"symbol": "AML_CFD.UK",
"selection_reason": "Negative deviation from MA200 and MA50, indicating potential mean reversion",
"mean_reversion_score": 70
},
{
"symbol": "EZJ_CFD.UK",
"selection_reason": "Moderate negative deviation from MA200 and MA50, suggesting mean reversion",
"mean_reversion_score": 65
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Significant negative deviation from MA200 and MA50, indicating strong mean reversion potential",
"mean_reversion_score": 78
}
],
"rejected_common_reasons": [
"Lack of significant deviation from moving averages",
"High volatility indicating potential continuation rather than reversion",
"Unknown earnings dates, risking earnings-related volatility",
"Sector concentration constraints"
]
}