Arena run #209
meanrev-v1 • deepseek • deepseek/deepseek-chat • US • success
Run status
as_of: 2026-02-20T17:33:34.647633+00:00
started_at: 2026-02-20T17:38:31.099765+00:00
finished_at: 2026-02-20T17:38:56.881866+00:00
duration_ms: 25779
Inputs
{
"dry_run": false,
"selected": [
{
"symbol": "AMH_CFD.US",
"selection_reason": "distance_from_ma50_pct: -2.37, volatility_20d_pct: 45.17",
"mean_reversion_score": 75
},
{
"symbol": "CRWD_CFD.US",
"selection_reason": "distance_from_ma50_pct: -6.25, volatility_20d_pct: 99.66",
"mean_reversion_score": 70
},
{
"symbol": "AYI_CFD.US",
"selection_reason": "distance_from_ma50_pct: -7.16, volatility_20d_pct: 52.54",
"mean_reversion_score": 65
},
{
"symbol": "CBRE_CFD.US",
"selection_reason": "distance_from_ma50_pct: -8.57, volatility_20d_pct: 100.14",
"mean_reversion_score": 60
},
{
"symbol": "AMD_CFD.US",
"selection_reason": "distance_from_ma50_pct: -7.98, volatility_20d_pct: 134.54",
"mean_reversion_score": 55
}
],
"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": "High mean reversion score and favorable volatility",
"symbol": "AMH_CFD.US",
"position_size": 3000
},
{
"reason": "High mean reversion score and favorable volatility",
"symbol": "CRWD_CFD.US",
"position_size": 3000
}
],
"hold": [
{
"reason": "No significant deviation from mean to warrant selling",
"symbol": "ADJ_CFD.DE"
},
{
"reason": "No significant deviation from mean to warrant selling",
"symbol": "AIR_CFD.DE"
},
{
"reason": "No significant deviation from mean to warrant selling",
"symbol": "AML_CFD.UK"
},
{
"reason": "No significant deviation from mean to warrant selling",
"symbol": "ATG_CFD.UK"
},
{
"reason": "No significant deviation from mean to warrant selling",
"symbol": "BT_CFD.UK"
},
{
"reason": "No significant deviation from mean to warrant selling",
"symbol": "BYW6_CFD.DE"
},
{
"reason": "No significant deviation from mean to warrant selling",
"symbol": "ERA_CFD.FR"
},
{
"reason": "No significant deviation from mean to warrant selling",
"symbol": "FLO_CFD.US"
},
{
"reason": "No significant deviation from mean to warrant selling",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No significant deviation from mean to warrant selling",
"symbol": "LXS_CFD.DE"
},
{
"reason": "No significant deviation from mean to warrant selling",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "No significant deviation from mean to warrant selling",
"symbol": "UKW_CFD.UK"
}
],
"sell": []
},
"portfolio_rationale": "The portfolio is maintained with a focus on mean-reversion strategy. Current holdings show no significant deviations from their means, hence no sells are executed. Two new positions are added based on high mean reversion scores and favorable volatility metrics, adhering to the strategy's rules on maximum buys per run and fixed position size."
}Prompts & responses
#405 • openrouter • deepseek/deepseek-chat • 2026-02-20T17:38:31.172118+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": "distance_from_ma50_pct: -2.37, volatility_20d_pct: 45.17",
"mean_reversion_score": 75
},
{
"symbol": "CRWD_CFD.US",
"selection_reason": "distance_from_ma50_pct: -6.25, volatility_20d_pct: 99.66",
"mean_reversion_score": 70
},
{
"symbol": "AYI_CFD.US",
"selection_reason": "distance_from_ma50_pct: -7.16, volatility_20d_pct: 52.54",
"mean_reversion_score": 65
},
{
"symbol": "CBRE_CFD.US",
"selection_reason": "distance_from_ma50_pct: -8.57, volatility_20d_pct: 100.14",
"mean_reversion_score": 60
},
{
"symbol": "AMD_CFD.US",
"selection_reason": "distance_from_ma50_pct: -7.98, volatility_20d_pct: 134.54",
"mean_reversion_score": 55
}
],
"rejected_common_reasons": [
"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)"
]
}#406 • openrouter • deepseek/deepseek-chat • 2026-02-20T17:38:43.913394+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": 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": "AML_CFD.UK", "qty": 50.847457627118644, "avg_price": 59.0, "last_price": 59.05, "unrealized_pnl": 2.5423728813557878, "opened_at": "2026-02-20T09:33:44.817899+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": 203.0, "unrealized_pnl": -14.705882352941176, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "BYW6_CFD.DE", "qty": 998.3361064891848, "avg_price": 3.005, "last_price": 3.057, "unrealized_pnl": 51.91347753743766, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "ERA_CFD.FR", "qty": 63.29113924050633, "avg_price": 47.4, "last_price": 48.956, "unrealized_pnl": 98.48101265822814, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "FLO_CFD.US", "qty": 303.7974683544304, "avg_price": 9.875, "last_price": 9.925, "unrealized_pnl": 15.189873417721737, "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"}, {"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"}], "candidates": [{"symbol": "AMH_CFD.US", "mean_reversion_score": 75, "selection_reason": "distance_from_ma50_pct: -2.37, volatility_20d_pct: 45.17"}, {"symbol": "CRWD_CFD.US", "mean_reversion_score": 70, "selection_reason": "distance_from_ma50_pct: -6.25, volatility_20d_pct: 99.66"}, {"symbol": "AYI_CFD.US", "mean_reversion_score": 65, "selection_reason": "distance_from_ma50_pct: -7.16, volatility_20d_pct: 52.54"}, {"symbol": "CBRE_CFD.US", "mean_reversion_score": 60, "selection_reason": "distance_from_ma50_pct: -8.57, volatility_20d_pct: 100.14"}, {"symbol": "AMD_CFD.US", "mean_reversion_score": 55, "selection_reason": "distance_from_ma50_pct: -7.98, volatility_20d_pct: 134.54"}], "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 and favorable volatility",
"symbol": "AMH_CFD.US",
"position_size": 3000
},
{
"reason": "High mean reversion score and favorable volatility",
"symbol": "CRWD_CFD.US",
"position_size": 3000
}
],
"hold": [
{
"reason": "No significant deviation from mean to warrant selling",
"symbol": "ADJ_CFD.DE"
},
{
"reason": "No significant deviation from mean to warrant selling",
"symbol": "AIR_CFD.DE"
},
{
"reason": "No significant deviation from mean to warrant selling",
"symbol": "AML_CFD.UK"
},
{
"reason": "No significant deviation from mean to warrant selling",
"symbol": "ATG_CFD.UK"
},
{
"reason": "No significant deviation from mean to warrant selling",
"symbol": "BT_CFD.UK"
},
{
"reason": "No significant deviation from mean to warrant selling",
"symbol": "BYW6_CFD.DE"
},
{
"reason": "No significant deviation from mean to warrant selling",
"symbol": "ERA_CFD.FR"
},
{
"reason": "No significant deviation from mean to warrant selling",
"symbol": "FLO_CFD.US"
},
{
"reason": "No significant deviation from mean to warrant selling",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No significant deviation from mean to warrant selling",
"symbol": "LXS_CFD.DE"
},
{
"reason": "No significant deviation from mean to warrant selling",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "No significant deviation from mean to warrant selling",
"symbol": "UKW_CFD.UK"
}
],
"sell": []
},
"portfolio_rationale": "The portfolio is maintained with a focus on mean-reversion strategy. Current holdings show no significant deviations from their means, hence no sells are executed. Two new positions are added based on high mean reversion scores and favorable volatility metrics, adhering to the strategy's rules on maximum buys per run and fixed position size."
}Selection logs
#201 • stage1 • 2026-02-20T17:38:43.908341+00:00
{
"selected_stocks": [
{
"symbol": "AMH_CFD.US",
"selection_reason": "distance_from_ma50_pct: -2.37, volatility_20d_pct: 45.17",
"mean_reversion_score": 75
},
{
"symbol": "CRWD_CFD.US",
"selection_reason": "distance_from_ma50_pct: -6.25, volatility_20d_pct: 99.66",
"mean_reversion_score": 70
},
{
"symbol": "AYI_CFD.US",
"selection_reason": "distance_from_ma50_pct: -7.16, volatility_20d_pct: 52.54",
"mean_reversion_score": 65
},
{
"symbol": "CBRE_CFD.US",
"selection_reason": "distance_from_ma50_pct: -8.57, volatility_20d_pct: 100.14",
"mean_reversion_score": 60
},
{
"symbol": "AMD_CFD.US",
"selection_reason": "distance_from_ma50_pct: -7.98, volatility_20d_pct: 134.54",
"mean_reversion_score": 55
}
],
"rejected_common_reasons": [
"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)"
]
}