Arena run #203
meanrev-v1 • mistralai • mistralai/mistral-large-2512 • US • success
Run status
as_of: 2026-02-20T17:33:34.647633+00:00
started_at: 2026-02-20T17:34:05.985938+00:00
finished_at: 2026-02-20T17:34:23.798435+00:00
duration_ms: 17808
Inputs
{
"dry_run": false,
"selected": [
{
"symbol": "AMH_CFD.US",
"selection_reason": "Oversold vs 200MA (-9.4%) and 50MA (-2.4%), moderate volatility (45.2%)",
"mean_reversion_score": 75
},
{
"symbol": "EZJ_CFD.UK",
"selection_reason": "Near 200MA (-2.5%) and 50MA (-0.6%), low volatility (77.2%)",
"mean_reversion_score": 70
},
{
"symbol": "WKP_CFD.UK",
"selection_reason": "Above 200MA (1.9%) and 50MA (5.8%), low volatility (70.2%)",
"mean_reversion_score": 65
},
{
"symbol": "GRI_CFD.UK",
"selection_reason": "Near 200MA (-4.9%) and 50MA (0.9%), low volatility (71.4%)",
"mean_reversion_score": 60
},
{
"symbol": "ESTC_CFD.US",
"selection_reason": "Oversold vs 200MA (-22.9%) and 50MA (-11.7%), moderate volatility (108.6%)",
"mean_reversion_score": 68
}
],
"universe_symbols": [
"UKW_CFD.UK",
"FUTR_CFD.UK",
"BIG_CFD.FR",
"LIO_CFD.UK",
"ATG_CFD.UK",
"EZJ_CFD.UK",
"BYIT_CFD.UK",
"WKP_CFD.UK",
"PZC_CFD.UK",
"AMH_CFD.US",
"OCDO_CFD.UK",
"COIN_CFD.US",
"FSLR_CFD.US",
"PNN_CFD.UK",
"HMSO_CFD.UK",
"MSLH_CFD.UK",
"PAGE_CFD.UK",
"ESTC_CFD.US",
"RMV_CFD.UK",
"RHK_CFD.DE",
"EXM_CFD.BE",
"IPR_CFD.PT",
"GRI_CFD.UK",
"GMM_CFD.DE",
"THG_CFD.UK",
"ETSY_CFD.US",
"CBRE_CFD.US",
"FLEX_CFD.US",
"DOM_CFD.UK",
"CC_CFD.US",
"LYV_CFD.US",
"FIVE_CFD.US",
"AMD_CFD.US",
"AYI_CFD.US",
"CW_CFD.US",
"MCG_CFD.UK",
"CRWD_CFD.US",
"MKS_CFD.UK",
"AEO_CFD.US",
"KSS_CFD.US",
"CGNX_CFD.US",
"CE_CFD.US",
"TFF_CFD.FR",
"RS1_CFD.UK",
"FND_CFD.US",
"MNDI_CFD.UK",
"IGG_CFD.UK",
"AAF_CFD.UK",
"EME_CFD.US",
"CRST_CFD.UK"
]
}Outputs
{
"actions": {
"buy": [
{
"reason": "Highest mean reversion score (75), oversold vs 200MA (-9.4%) and 50MA (-2.4%), moderate volatility.",
"symbol": "AMH_CFD.US",
"position_size": 3000
},
{
"reason": "Second-highest mean reversion score (70), near 200MA (-2.5%) and 50MA (-0.6%), low volatility.",
"symbol": "EZJ_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Still within mean reversion range (last_price 96.81 vs avg_price 88.42), unrealized PnL +9.6%, no clear exit signal.",
"symbol": "ACM_CFD.US"
},
{
"reason": "No price movement since entry, no new mean reversion signal.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "No price movement since entry, no new mean reversion signal.",
"symbol": "DOM_CFD.UK"
},
{
"reason": "No price movement since entry, no new mean reversion signal.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No price movement since entry, no new mean reversion signal.",
"symbol": "LIO_CFD.UK"
},
{
"reason": "No price movement since entry, no new mean reversion signal.",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "No price movement since entry, no new mean reversion signal.",
"symbol": "RMV_CFD.UK"
},
{
"reason": "Marginal unrealized PnL (+0.15%), no clear mean reversion exit signal.",
"symbol": "TRN_CFD.UK"
},
{
"reason": "No price movement since entry, no new mean reversion signal.",
"symbol": "UKW_CFD.UK"
},
{
"reason": "Position closed, no action needed.",
"symbol": "AIR_CFD.DE"
},
{
"reason": "Position closed, no action needed.",
"symbol": "DSY_CFD.FR"
}
],
"sell": [
{
"reason": "Mean reversion target reached (last_price 139.6 vs avg_price 134.3), unrealized PnL +4.0%, profit-taking to lock in gains.",
"symbol": "TRST_CFD.UK"
},
{
"reason": "Mean reversion target reached (last_price 277.8 vs avg_price 262.5), unrealized PnL +5.8%, profit-taking to lock in gains.",
"symbol": "WPP_CFD.UK"
}
]
},
"portfolio_rationale": "Portfolio rebalanced to lock in gains from TRST_CFD.UK and WPP_CFD.UK (both reached mean reversion targets). Proceeds redeployed into AMH_CFD.US and EZJ_CFD.UK, the top two candidates by mean reversion score. No other positions show clear mean reversion signals, so remaining holdings are retained to avoid overtrading. Gross leverage remains within limits (max 3.0)."
}Prompts & responses
#393 • openrouter • mistralai/mistral-large-2512 • 2026-02-20T17:34:06.074987+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": "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": "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": "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": "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": "AMH_CFD.US", "name": "American Homes 4 Rent", "sector": "", "last_price": 30.66, "change_1d_pct": -3.005378044922491, "distance_from_ma200_pct": -9.378685370243932, "distance_from_ma50_pct": -2.371611982881605, "volatility_20d_pct": 45.16643539940158, "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": "COIN_CFD.US", "name": "Coinbase Global Inc", "sector": "", "last_price": 171.33, "change_1d_pct": 4.189978107516423, "distance_from_ma200_pct": -40.710631511539766, "distance_from_ma50_pct": -21.46316061615642, "volatility_20d_pct": 143.33354663970158, "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": "FSLR_CFD.US", "name": "", "sector": "", "last_price": 243.46, "change_1d_pct": 7.902317954172777, "distance_from_ma200_pct": 14.390693128852817, "distance_from_ma50_pct": -1.313176024606444, "volatility_20d_pct": 122.09693651594414, "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": "ESTC_CFD.US", "name": "Elastic NV", "sector": "", "last_price": 62.58, "change_1d_pct": 1.6404092902387424, "distance_from_ma200_pct": -22.854221228896023, "distance_from_ma50_pct": -11.705696943702149, "volatility_20d_pct": 108.59624685520227, "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": "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": "EXM_CFD.BE", "name": "EXMAR NV", "sector": "", "last_price": 10.16, "change_1d_pct": 3.1472081218274273, "distance_from_ma200_pct": -8.5278841401216, "distance_from_ma50_pct": 0.656845358986291, "volatility_20d_pct": 89.98945159197974, "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": "IPR_CFD.PT", "name": "Impresa SGPS SA", "sector": "", "last_price": 0.198, "change_1d_pct": 3.125, "distance_from_ma200_pct": 30.576713819368862, "distance_from_ma50_pct": -1.1680143755615324, "volatility_20d_pct": 421.9087433253912, "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": "GMM_CFD.DE", "name": "", "sector": "", "last_price": 7.5600000000000005, "change_1d_pct": 0.8000000000000007, "distance_from_ma200_pct": 13.48412010402711, "distance_from_ma50_pct": 16.356741149346043, "volatility_20d_pct": 188.43585385392208, "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": "ETSY_CFD.US", "name": "Etsy, Inc.", "sector": "", "last_price": 51.43, "change_1d_pct": 12.39073426573427, "distance_from_ma200_pct": -11.637084934406461, "distance_from_ma50_pct": -7.491015314437011, "volatility_20d_pct": 121.10078386667593, "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": "CBRE_CFD.US", "name": "CBRE Group Inc Class A", "sector": "", "last_price": 148.56, "change_1d_pct": 4.553452037441064, "distance_from_ma200_pct": -2.4026514734696636, "distance_from_ma50_pct": -8.574410681580979, "volatility_20d_pct": 100.1448297136033, "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": "FLEX_CFD.US", "name": "", "sector": "", "last_price": 67.01, "change_1d_pct": 4.360691481077739, "distance_from_ma200_pct": 19.979087363969384, "distance_from_ma50_pct": 4.225641280881964, "volatility_20d_pct": 110.75865941087355, "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": "DOM_CFD.UK", "name": "DOMINO'S PIZZA GROUP PLC", "sector": "", "last_price": 202.0, "change_1d_pct": 8.58463688652369, "distance_from_ma200_pct": -7.069225606016771, "distance_from_ma50_pct": 12.253653245130858, "volatility_20d_pct": 71.7523831897994, "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": "CC_CFD.US", "name": "Chemours Co", "sector": "", "last_price": 16.56, "change_1d_pct": -19.14062500000001, "distance_from_ma200_pct": 21.448582366487233, "distance_from_ma50_pct": 9.958699087661515, "volatility_20d_pct": 152.9193005750538, "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": "LYV_CFD.US", "name": "", "sector": "", "last_price": 167.6, "change_1d_pct": 5.975339867214657, "distance_from_ma200_pct": 12.608261992931059, "distance_from_ma50_pct": 15.120643136996303, "volatility_20d_pct": 70.86027677201129, "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": "FIVE_CFD.US", "name": "", "sector": "", "last_price": 215.26, "change_1d_pct": 4.474859250630936, "distance_from_ma200_pct": 40.74427870845581, "distance_from_ma50_pct": 11.005797301743314, "volatility_20d_pct": 65.36321035808058, "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": "AMD_CFD.US", "name": "Advanced Micro Devices Inc", "sector": "", "last_price": 202.27, "change_1d_pct": -2.379343629343622, "distance_from_ma200_pct": 9.918385856627898, "distance_from_ma50_pct": -7.978781482020669, "volatility_20d_pct": 134.54360367478918, "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": "AYI_CFD.US", "name": "Acuity Brands Inc", "sector": "", "last_price": 312.89, "change_1d_pct": 2.2583175370939124, "distance_from_ma200_pct": -3.4408736210798874, "distance_from_ma50_pct": -7.159426809084135, "volatility_20d_pct": 52.54050072312177, "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": "CW_CFD.US", "name": "Curtiss-Wright Corporation", "sector": "", "last_price": 707.75, "change_1d_pct": 3.5388261454736947, "distance_from_ma200_pct": 33.6648435493375, "distance_from_ma50_pct": 14.77225552009549, "volatility_20d_pct": 92.4041036430213, "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": "MCG_CFD.UK", "name": "", "sector": "", "last_price": 23.34, "change_1d_pct": -10.437452033768224, "distance_from_ma200_pct": -15.963814753139205, "distance_from_ma50_pct": -0.07192766132346762, "volatility_20d_pct": 137.63902050046556, "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": "CRWD_CFD.US", "name": "Crowdstrike Holdings Inc", "sector": "", "last_price": 427.32, "change_1d_pct": -0.5654450261780131, "distance_from_ma200_pct": -9.375169661762307, "distance_from_ma50_pct": -6.25386660020868, "volatility_20d_pct": 99.65784899807545, "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": "MKS_CFD.UK", "name": "MARKS & SPENCER GROUP PLC", "sector": "", "last_price": 402.7, "change_1d_pct": 11.181667586968524, "distance_from_ma200_pct": 11.557658785096358, "distance_from_ma50_pct": 15.11180451974623, "volatility_20d_pct": 99.86569172703864, "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": "AEO_CFD.US", "name": "AMERICAN EAGLE OUTFITTERS", "sector": "", "last_price": 24.67, "change_1d_pct": -2.912239275875639, "distance_from_ma200_pct": 45.30141060753306, "distance_from_ma50_pct": -3.043498765936714, "volatility_20d_pct": 78.78284949587598, "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": "KSS_CFD.US", "name": "", "sector": "", "last_price": 18.66, "change_1d_pct": -5.375253549695735, "distance_from_ma200_pct": 24.171937541382317, "distance_from_ma50_pct": -6.560775555577802, "volatility_20d_pct": 101.88329470634108, "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": "CGNX_CFD.US", "name": "Cognex Corporation", "sector": "", "last_price": 55.86, "change_1d_pct": -4.967676080299421, "distance_from_ma200_pct": 43.27099531791618, "distance_from_ma50_pct": 36.59905999501143, "volatility_20d_pct": 229.84501783533221, "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": "CE_CFD.US", "name": "Celanese Corporation", "sector": "", "last_price": 54.06, "change_1d_pct": -8.029942157196324, "distance_from_ma200_pct": 13.42071721924125, "distance_from_ma50_pct": 14.820950681789213, "volatility_20d_pct": 120.28648029834686, "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": "TFF_CFD.FR", "name": "", "sector": "", "last_price": 18.2, "change_1d_pct": 7.058823529411762, "distance_from_ma200_pct": -4.619432847233096, "distance_from_ma50_pct": 2.10401594169074, "volatility_20d_pct": 84.68971432641365, "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": "RS1_CFD.UK", "name": "", "sector": "", "last_price": 733.5, "change_1d_pct": 25.384615384615383, "distance_from_ma200_pct": 27.719246802948703, "distance_from_ma50_pct": 25.132468113824658, "volatility_20d_pct": 102.39099316712235, "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": "FND_CFD.US", "name": "", "sector": "", "last_price": 68.94, "change_1d_pct": -1.7808804673030365, "distance_from_ma200_pct": -5.786015085990426, "distance_from_ma50_pct": 2.246637755616576, "volatility_20d_pct": 101.52514971280668, "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": "MNDI_CFD.UK", "name": "", "sector": "", "last_price": 939.6, "change_1d_pct": 9.817671809256655, "distance_from_ma200_pct": -6.625801707825607, "distance_from_ma50_pct": 4.970291932704618, "volatility_20d_pct": 90.09877279472504, "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": "IGG_CFD.UK", "name": "", "sector": "", "last_price": 1372.0, "change_1d_pct": 11.81744091279544, "distance_from_ma200_pct": 25.343736010743754, "distance_from_ma50_pct": 15.973880518163174, "volatility_20d_pct": 82.27265742988861, "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": 353.8, "change_1d_pct": 7.277137659187383, "distance_from_ma200_pct": 40.183323969288054, "distance_from_ma50_pct": 3.356002710977135, "volatility_20d_pct": 77.24935932192999, "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": "EME_CFD.US", "name": "EMCOR Group Inc", "sector": "", "last_price": 807.55, "change_1d_pct": 0.9323951055506097, "distance_from_ma200_pct": 31.519534734682875, "distance_from_ma50_pct": 17.492408932653003, "volatility_20d_pct": 74.77000338331518, "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": "CRST_CFD.UK", "name": "CREST NICHOLSON HOLDINGS", "sector": "", "last_price": 169.5, "change_1d_pct": 25.18463810930576, "distance_from_ma200_pct": 2.1353827094136912, "distance_from_ma50_pct": 18.261534511436817, "volatility_20d_pct": 158.5020616154255, "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": "AMH_CFD.US",
"selection_reason": "Oversold vs 200MA (-9.4%) and 50MA (-2.4%), moderate volatility (45.2%)",
"mean_reversion_score": 75
},
{
"symbol": "EZJ_CFD.UK",
"selection_reason": "Near 200MA (-2.5%) and 50MA (-0.6%), low volatility (77.2%)",
"mean_reversion_score": 70
},
{
"symbol": "WKP_CFD.UK",
"selection_reason": "Above 200MA (1.9%) and 50MA (5.8%), low volatility (70.2%)",
"mean_reversion_score": 65
},
{
"symbol": "GRI_CFD.UK",
"selection_reason": "Near 200MA (-4.9%) and 50MA (0.9%), low volatility (71.4%)",
"mean_reversion_score": 60
},
{
"symbol": "ESTC_CFD.US",
"selection_reason": "Oversold vs 200MA (-22.9%) and 50MA (-11.7%), moderate volatility (108.6%)",
"mean_reversion_score": 68
}
],
"rejected_common_reasons": [
"Extreme volatility (>150%)",
"Excessive distance from moving averages (>30%)",
"Unknown earnings date (avoidance)",
"Highly binary/event-driven moves (inferred)"
]
}#394 • openrouter • mistralai/mistral-large-2512 • 2026-02-20T17:34:12.967576+00:00
System prompt
You are an Arena portfolio manager. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices/fundamentals/news/earnings. If a field is null/empty, treat it as unknown. Avoid overtrading: if changes are marginal, prefer HOLD. Do not churn.
User prompt
{"task": "stage2_portfolio_management", "region": "US", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "portfolio_constraints": {"initial_equity": 10000.0, "max_positions": 10, "fixed_position_size": 3000.0, "max_gross_leverage": 3.0, "overtrading_rules": ["Max 2 SELL actions per run unless risk event forces more", "Max 2 BUY actions per run", "If no clear improvement vs current holdings, output HOLD for everything"]}, "current_portfolio": [{"symbol": "ACM_CFD.US", "qty": 33.92897534494458, "avg_price": 88.42, "last_price": 96.81, "unrealized_pnl": 284.66410314408506, "opened_at": "2026-02-15T10:57:15.913854+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": "BYIT_CFD.UK", "qty": 10.252904989747094, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-15T10:57:15.913854+00:00"}, {"symbol": "DOM_CFD.UK", "qty": 15.052684395383842, "avg_price": 199.3, "last_price": 199.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "DSY_CFD.FR", "qty": 0.0, "avg_price": 17.881, "last_price": 16.752, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 7.488766849725412, "avg_price": 400.6, "last_price": 400.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "LIO_CFD.UK", "qty": 12.0, "avg_price": 250.0, "last_price": 250.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 13.824884792626728, "avg_price": 217.0, "last_price": 217.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 7.070469007777516, "avg_price": 424.3, "last_price": 424.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "TRN_CFD.UK", "qty": 15.290519877675841, "avg_price": 196.2, "last_price": 196.5, "unrealized_pnl": 4.587155963302926, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "TRST_CFD.UK", "qty": 22.338049143708115, "avg_price": 134.3, "last_price": 139.6, "unrealized_pnl": 118.39166046165263, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 32.48511099079589, "avg_price": 92.35, "last_price": 92.35, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "WPP_CFD.UK", "qty": 11.428571428571429, "avg_price": 262.5, "last_price": 277.8, "unrealized_pnl": 174.857142857143, "opened_at": "2026-02-18T09:36:37.284518+00:00"}], "candidates": [{"symbol": "AMH_CFD.US", "mean_reversion_score": 75, "selection_reason": "Oversold vs 200MA (-9.4%) and 50MA (-2.4%), moderate volatility (45.2%)"}, {"symbol": "EZJ_CFD.UK", "mean_reversion_score": 70, "selection_reason": "Near 200MA (-2.5%) and 50MA (-0.6%), low volatility (77.2%)"}, {"symbol": "WKP_CFD.UK", "mean_reversion_score": 65, "selection_reason": "Above 200MA (1.9%) and 50MA (5.8%), low volatility (70.2%)"}, {"symbol": "GRI_CFD.UK", "mean_reversion_score": 60, "selection_reason": "Near 200MA (-4.9%) and 50MA (0.9%), low volatility (71.4%)"}, {"symbol": "ESTC_CFD.US", "mean_reversion_score": 68, "selection_reason": "Oversold vs 200MA (-22.9%) and 50MA (-11.7%), moderate volatility (108.6%)"}], "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": "Highest mean reversion score (75), oversold vs 200MA (-9.4%) and 50MA (-2.4%), moderate volatility.",
"symbol": "AMH_CFD.US",
"position_size": 3000
},
{
"reason": "Second-highest mean reversion score (70), near 200MA (-2.5%) and 50MA (-0.6%), low volatility.",
"symbol": "EZJ_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Still within mean reversion range (last_price 96.81 vs avg_price 88.42), unrealized PnL +9.6%, no clear exit signal.",
"symbol": "ACM_CFD.US"
},
{
"reason": "No price movement since entry, no new mean reversion signal.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "No price movement since entry, no new mean reversion signal.",
"symbol": "DOM_CFD.UK"
},
{
"reason": "No price movement since entry, no new mean reversion signal.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No price movement since entry, no new mean reversion signal.",
"symbol": "LIO_CFD.UK"
},
{
"reason": "No price movement since entry, no new mean reversion signal.",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "No price movement since entry, no new mean reversion signal.",
"symbol": "RMV_CFD.UK"
},
{
"reason": "Marginal unrealized PnL (+0.15%), no clear mean reversion exit signal.",
"symbol": "TRN_CFD.UK"
},
{
"reason": "No price movement since entry, no new mean reversion signal.",
"symbol": "UKW_CFD.UK"
},
{
"reason": "Position closed, no action needed.",
"symbol": "AIR_CFD.DE"
},
{
"reason": "Position closed, no action needed.",
"symbol": "DSY_CFD.FR"
}
],
"sell": [
{
"reason": "Mean reversion target reached (last_price 139.6 vs avg_price 134.3), unrealized PnL +4.0%, profit-taking to lock in gains.",
"symbol": "TRST_CFD.UK"
},
{
"reason": "Mean reversion target reached (last_price 277.8 vs avg_price 262.5), unrealized PnL +5.8%, profit-taking to lock in gains.",
"symbol": "WPP_CFD.UK"
}
]
},
"portfolio_rationale": "Portfolio rebalanced to lock in gains from TRST_CFD.UK and WPP_CFD.UK (both reached mean reversion targets). Proceeds redeployed into AMH_CFD.US and EZJ_CFD.UK, the top two candidates by mean reversion score. No other positions show clear mean reversion signals, so remaining holdings are retained to avoid overtrading. Gross leverage remains within limits (max 3.0)."
}Selection logs
#195 • stage1 • 2026-02-20T17:34:12.960203+00:00
{
"selected_stocks": [
{
"symbol": "AMH_CFD.US",
"selection_reason": "Oversold vs 200MA (-9.4%) and 50MA (-2.4%), moderate volatility (45.2%)",
"mean_reversion_score": 75
},
{
"symbol": "EZJ_CFD.UK",
"selection_reason": "Near 200MA (-2.5%) and 50MA (-0.6%), low volatility (77.2%)",
"mean_reversion_score": 70
},
{
"symbol": "WKP_CFD.UK",
"selection_reason": "Above 200MA (1.9%) and 50MA (5.8%), low volatility (70.2%)",
"mean_reversion_score": 65
},
{
"symbol": "GRI_CFD.UK",
"selection_reason": "Near 200MA (-4.9%) and 50MA (0.9%), low volatility (71.4%)",
"mean_reversion_score": 60
},
{
"symbol": "ESTC_CFD.US",
"selection_reason": "Oversold vs 200MA (-22.9%) and 50MA (-11.7%), moderate volatility (108.6%)",
"mean_reversion_score": 68
}
],
"rejected_common_reasons": [
"Extreme volatility (>150%)",
"Excessive distance from moving averages (>30%)",
"Unknown earnings date (avoidance)",
"Highly binary/event-driven moves (inferred)"
]
}