Arena run #212
meanrev-v1 • openai • openai/gpt-5.2-pro • US • success
Run status
as_of: 2026-02-20T17:33:34.647633+00:00
started_at: 2026-02-20T17:40:39.702005+00:00
finished_at: 2026-02-20T17:43:23.967207+00:00
duration_ms: 164263
Inputs
{
"dry_run": false,
"selected": [
{
"symbol": "AMH_CFD.US",
"selection_reason": "1d -3.0% with price below MA200 (-9.4%) and below MA50 (-2.4%): mild-to-moderate oversold setup for 2-10d bounce; 20d vol relatively lower (45%).",
"mean_reversion_score": 74
},
{
"symbol": "CRWD_CFD.US",
"selection_reason": "Below MA200 (-9.4%) and MA50 (-6.3%) with slightly negative 1d (-0.6%): pullback-in-downtrend mean-reversion candidate.",
"mean_reversion_score": 71
},
{
"symbol": "AMD_CFD.US",
"selection_reason": "1d -2.4% and below MA50 (-8.0%) after extended run (still above MA200 +9.9%): short-term dip that often mean-reverts over 2-10 days.",
"mean_reversion_score": 66
},
{
"symbol": "CBRE_CFD.US",
"selection_reason": "Still below MA50 (-8.6%) and near MA200 (-2.4%) despite 1d +4.6% rebound: candidate for continued snapback toward MA50/MA200 over next several sessions.",
"mean_reversion_score": 63
},
{
"symbol": "KSS_CFD.US",
"selection_reason": "1d -5.4% with price below MA50 (-6.6%): short-term oversold vs intermediate trend (even though above MA200 +24%).",
"mean_reversion_score": 60
}
],
"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": "Top candidate (mean_reversion_score 74): recent -3.0% with price below MA200 (-9.4%) and MA50 (-2.4%) suggests a mild-to-moderate oversold setup for a 2–10d bounce. Funded by selling ETSY to stay within gross leverage limits.",
"symbol": "AMH_CFD.US",
"position_size": 3000
}
],
"hold": [
{
"reason": "No new signal provided to justify a change; avoid overtrading and maintain position while monitoring for mean-reversion exit/stop conditions.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Position size is 0 (no active exposure); no action needed.",
"symbol": "DSY_CFD.FR"
},
{
"reason": "Position is modestly profitable (last 53.59 vs avg 50.975) and no stronger replacement case provided; hold to avoid churn.",
"symbol": "FBIN_CFD.US"
},
{
"reason": "Small unrealized gain and no new risk/upgrade info; hold per anti-overtrading rule.",
"symbol": "FLO_CFD.US"
},
{
"reason": "No new information indicating exit; hold to avoid unnecessary turnover.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "Up from avg 5.51 to last 5.94; without a clearer sell trigger, keep holding to avoid overtrading.",
"symbol": "MLCO_CFD.US"
},
{
"reason": "Currently down (last 117.46 vs avg 121.22) but not a risk-event-driven exit; hold for potential mean reversion rather than crystallizing a small loss.",
"symbol": "PAYC_CFD.US"
},
{
"reason": "No updated signal; hold to minimize churn.",
"symbol": "RMV_CFD.UK"
},
{
"reason": "Near flat; no clear improvement case to rotate out. Hold under anti-overtrading constraints.",
"symbol": "TMV_CFD.DE"
}
],
"sell": [
{
"reason": "Mean-reversion move largely realized: price has bounced from avg 44.13 to last 50.815 (~+15%). Taking profits reduces gross exposure, keeping leverage capacity available for a fresher oversold setup.",
"symbol": "ETSY_CFD.US"
}
]
},
"portfolio_rationale": "Primary objective is mean-reversion capture while respecting constraints (max 2 buys/sells and max gross leverage 3.0). ETSY has already mean-reverted meaningfully (+~15% from entry), so we realize gains and reduce exposure. We redeploy into AMH, the highest-scoring oversold candidate, improving the portfolio’s mean-reversion profile without increasing leverage or churning multiple positions."
}Prompts & responses
#411 • openrouter • openai/gpt-5.2-pro • 2026-02-20T17:40:39.778407+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": "1d -3.0% with price below MA200 (-9.4%) and below MA50 (-2.4%): mild-to-moderate oversold setup for 2-10d bounce; 20d vol relatively lower (45%).",
"mean_reversion_score": 74
},
{
"symbol": "CRWD_CFD.US",
"selection_reason": "Below MA200 (-9.4%) and MA50 (-6.3%) with slightly negative 1d (-0.6%): pullback-in-downtrend mean-reversion candidate.",
"mean_reversion_score": 71
},
{
"symbol": "AMD_CFD.US",
"selection_reason": "1d -2.4% and below MA50 (-8.0%) after extended run (still above MA200 +9.9%): short-term dip that often mean-reverts over 2-10 days.",
"mean_reversion_score": 66
},
{
"symbol": "CBRE_CFD.US",
"selection_reason": "Still below MA50 (-8.6%) and near MA200 (-2.4%) despite 1d +4.6% rebound: candidate for continued snapback toward MA50/MA200 over next several sessions.",
"mean_reversion_score": 63
},
{
"symbol": "KSS_CFD.US",
"selection_reason": "1d -5.4% with price below MA50 (-6.6%): short-term oversold vs intermediate trend (even though above MA200 +24%).",
"mean_reversion_score": 60
}
],
"rejected_common_reasons": [
"Non-US listings present in input (filtered out for region=US).",
"Potentially highly binary/event-driven profile (e.g., crypto-linked) when mean reversion is the goal.",
"Overbought/extended vs MA50/MA200 (more momentum than mean-reversion).",
"Moves appear too extreme/unstable for clean 2–10 day mean-reversion setup given limited data (very high 20d volatility spikes).",
"Earnings timing/news catalysts unknown (cannot validate 'avoid earnings within 5 trading days')."
]
}#412 • openrouter • openai/gpt-5.2-pro • 2026-02-20T17:41:44.800347+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": "BYIT_CFD.UK", "qty": 10.252904989747094, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "DSY_CFD.FR", "qty": 0.0, "avg_price": 17.881, "last_price": 17.45, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "ETSY_CFD.US", "qty": 67.98096532970767, "avg_price": 44.13, "last_price": 50.815, "unrealized_pnl": 454.45275322909544, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "FBIN_CFD.US", "qty": 58.85237861696911, "avg_price": 50.974999999999994, "last_price": 53.59, "unrealized_pnl": 153.89897008337476, "opened_at": "2026-02-16T17:30:52.485845+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": "MLCO_CFD.US", "qty": 544.464609800363, "avg_price": 5.51, "last_price": 5.9399999999999995, "unrealized_pnl": 234.11978221415592, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "PAYC_CFD.US", "qty": 24.748391354561953, "avg_price": 121.22, "last_price": 117.46, "unrealized_pnl": -93.05395149315306, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 7.070469007777516, "avg_price": 424.3, "last_price": 424.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "TMV_CFD.DE", "qty": 627.4837900020916, "avg_price": 4.781, "last_price": 4.774, "unrealized_pnl": -4.392386530014436, "opened_at": "2026-02-19T09:33:49.074031+00:00"}], "candidates": [{"symbol": "AMH_CFD.US", "mean_reversion_score": 74, "selection_reason": "1d -3.0% with price below MA200 (-9.4%) and below MA50 (-2.4%): mild-to-moderate oversold setup for 2-10d bounce; 20d vol relatively lower (45%)."}, {"symbol": "CRWD_CFD.US", "mean_reversion_score": 71, "selection_reason": "Below MA200 (-9.4%) and MA50 (-6.3%) with slightly negative 1d (-0.6%): pullback-in-downtrend mean-reversion candidate."}, {"symbol": "AMD_CFD.US", "mean_reversion_score": 66, "selection_reason": "1d -2.4% and below MA50 (-8.0%) after extended run (still above MA200 +9.9%): short-term dip that often mean-reverts over 2-10 days."}, {"symbol": "CBRE_CFD.US", "mean_reversion_score": 63, "selection_reason": "Still below MA50 (-8.6%) and near MA200 (-2.4%) despite 1d +4.6% rebound: candidate for continued snapback toward MA50/MA200 over next several sessions."}, {"symbol": "KSS_CFD.US", "mean_reversion_score": 60, "selection_reason": "1d -5.4% with price below MA50 (-6.6%): short-term oversold vs intermediate trend (even though above MA200 +24%)."}], "output_schema": {"actions": {"sell": [{"symbol": "string", "reason": "string"}], "hold": [{"symbol": "string", "reason": "string"}], "buy": [{"symbol": "string", "position_size": "number (currency amount)", "reason": "string"}]}, "portfolio_rationale": "string"}}Output JSON
{
"actions": {
"buy": [
{
"reason": "Top candidate (mean_reversion_score 74): recent -3.0% with price below MA200 (-9.4%) and MA50 (-2.4%) suggests a mild-to-moderate oversold setup for a 2–10d bounce. Funded by selling ETSY to stay within gross leverage limits.",
"symbol": "AMH_CFD.US",
"position_size": 3000
}
],
"hold": [
{
"reason": "No new signal provided to justify a change; avoid overtrading and maintain position while monitoring for mean-reversion exit/stop conditions.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Position size is 0 (no active exposure); no action needed.",
"symbol": "DSY_CFD.FR"
},
{
"reason": "Position is modestly profitable (last 53.59 vs avg 50.975) and no stronger replacement case provided; hold to avoid churn.",
"symbol": "FBIN_CFD.US"
},
{
"reason": "Small unrealized gain and no new risk/upgrade info; hold per anti-overtrading rule.",
"symbol": "FLO_CFD.US"
},
{
"reason": "No new information indicating exit; hold to avoid unnecessary turnover.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "Up from avg 5.51 to last 5.94; without a clearer sell trigger, keep holding to avoid overtrading.",
"symbol": "MLCO_CFD.US"
},
{
"reason": "Currently down (last 117.46 vs avg 121.22) but not a risk-event-driven exit; hold for potential mean reversion rather than crystallizing a small loss.",
"symbol": "PAYC_CFD.US"
},
{
"reason": "No updated signal; hold to minimize churn.",
"symbol": "RMV_CFD.UK"
},
{
"reason": "Near flat; no clear improvement case to rotate out. Hold under anti-overtrading constraints.",
"symbol": "TMV_CFD.DE"
}
],
"sell": [
{
"reason": "Mean-reversion move largely realized: price has bounced from avg 44.13 to last 50.815 (~+15%). Taking profits reduces gross exposure, keeping leverage capacity available for a fresher oversold setup.",
"symbol": "ETSY_CFD.US"
}
]
},
"portfolio_rationale": "Primary objective is mean-reversion capture while respecting constraints (max 2 buys/sells and max gross leverage 3.0). ETSY has already mean-reverted meaningfully (+~15% from entry), so we realize gains and reduce exposure. We redeploy into AMH, the highest-scoring oversold candidate, improving the portfolio’s mean-reversion profile without increasing leverage or churning multiple positions."
}Selection logs
#204 • stage1 • 2026-02-20T17:41:44.796309+00:00
{
"selected_stocks": [
{
"symbol": "AMH_CFD.US",
"selection_reason": "1d -3.0% with price below MA200 (-9.4%) and below MA50 (-2.4%): mild-to-moderate oversold setup for 2-10d bounce; 20d vol relatively lower (45%).",
"mean_reversion_score": 74
},
{
"symbol": "CRWD_CFD.US",
"selection_reason": "Below MA200 (-9.4%) and MA50 (-6.3%) with slightly negative 1d (-0.6%): pullback-in-downtrend mean-reversion candidate.",
"mean_reversion_score": 71
},
{
"symbol": "AMD_CFD.US",
"selection_reason": "1d -2.4% and below MA50 (-8.0%) after extended run (still above MA200 +9.9%): short-term dip that often mean-reverts over 2-10 days.",
"mean_reversion_score": 66
},
{
"symbol": "CBRE_CFD.US",
"selection_reason": "Still below MA50 (-8.6%) and near MA200 (-2.4%) despite 1d +4.6% rebound: candidate for continued snapback toward MA50/MA200 over next several sessions.",
"mean_reversion_score": 63
},
{
"symbol": "KSS_CFD.US",
"selection_reason": "1d -5.4% with price below MA50 (-6.6%): short-term oversold vs intermediate trend (even though above MA200 +24%).",
"mean_reversion_score": 60
}
],
"rejected_common_reasons": [
"Non-US listings present in input (filtered out for region=US).",
"Potentially highly binary/event-driven profile (e.g., crypto-linked) when mean reversion is the goal.",
"Overbought/extended vs MA50/MA200 (more momentum than mean-reversion).",
"Moves appear too extreme/unstable for clean 2–10 day mean-reversion setup given limited data (very high 20d volatility spikes).",
"Earnings timing/news catalysts unknown (cannot validate 'avoid earnings within 5 trading days')."
]
}