Arena run #213
meanrev-v1 • mistralai • mistralai/mistral-large-2512 • EU • success
Run status
as_of: 2026-02-21T09:33:26.900894+00:00
started_at: 2026-02-21T09:33:53.355997+00:00
finished_at: 2026-02-21T09:34:13.011387+00:00
duration_ms: 19649
Inputs
{
"dry_run": false,
"selected": [
{
"symbol": "LIO_CFD.UK",
"selection_reason": "Close to MA50 (-0.36%), moderate volatility, no earnings flag",
"mean_reversion_score": 85
},
{
"symbol": "EZJ_CFD.UK",
"selection_reason": "Close to MA50 (-0.59%), low distance from MA200 (-2.53%), moderate volatility",
"mean_reversion_score": 80
},
{
"symbol": "EXM_CFD.BE",
"selection_reason": "Slightly above MA50 (+0.66%), moderate volatility, no earnings flag",
"mean_reversion_score": 78
},
{
"symbol": "GRI_CFD.UK",
"selection_reason": "Close to MA50 (+0.91%), low distance from MA200 (-4.93%), moderate volatility",
"mean_reversion_score": 75
},
{
"symbol": "LIGHT_CFD.NL",
"selection_reason": "Close to MA50 (+0.25%), moderate volatility, no earnings flag",
"mean_reversion_score": 72
}
],
"universe_symbols": [
"UKW_CFD.UK",
"FUTR_CFD.UK",
"BIG_CFD.FR",
"LIO_CFD.UK",
"AMG_CFD.NL",
"ATG_CFD.UK",
"EZJ_CFD.UK",
"STJ_CFD.UK",
"WKP_CFD.UK",
"PZC_CFD.UK",
"FCNCA_CFD.US",
"OCDO_CFD.UK",
"BTRW_CFD.UK",
"PNN_CFD.UK",
"HMSO_CFD.UK",
"MSLH_CFD.UK",
"PAGE_CFD.UK",
"ESTC_CFD.US",
"RMV_CFD.UK",
"EXM_CFD.BE",
"MPT_CFD.US",
"ZS_CFD.US",
"IPR_CFD.PT",
"NET_CFD.US",
"GRI_CFD.UK",
"GMM_CFD.DE",
"FND_CFD.US",
"AIXA_CFD.DE",
"DOM_CFD.UK",
"LYV_CFD.US",
"MCG_CFD.UK",
"LOPE_CFD.US",
"MKS_CFD.UK",
"ETSY_CFD.US",
"BAMNB_CFD.NL",
"OVH_CFD.FR",
"HFG_CFD.DE",
"RS1_CFD.UK",
"SGL_CFD.DE",
"LIGHT_CFD.NL",
"VBK_CFD.DE",
"MNDI_CFD.UK",
"IGG_CFD.UK",
"AAF_CFD.UK",
"LPK_CFD.DE",
"CRST_CFD.UK",
"SZG_CFD.DE",
"RNO_CFD.FR",
"ARCAD_CFD.NL",
"DECB_CFD.BE"
]
}Outputs
{
"actions": {
"buy": [
{
"reason": "Strong mean-reversion score (78) with slight deviation above MA50 (+0.66%) and moderate volatility. No earnings flag.",
"symbol": "EXM_CFD.BE",
"position_size": 3000
},
{
"reason": "Moderate mean-reversion score (75) with proximity to MA50 (+0.91%) and low distance from MA200 (-4.93%). No earnings flag.",
"symbol": "GRI_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Positive PnL (10.72%) and no strong mean-reversion signal to exit. Holding for potential further upside.",
"symbol": "ACM_CFD.US"
},
{
"reason": "No position held. No strong signal to re-enter.",
"symbol": "AIR_CFD.DE"
},
{
"reason": "No price movement since entry. No mean-reversion signal to exit.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "No price movement since entry. No mean-reversion signal to exit.",
"symbol": "DOM_CFD.UK"
},
{
"reason": "No position held. No strong signal to re-enter.",
"symbol": "DSY_CFD.FR"
},
{
"reason": "Held position with no price movement. Candidate for mean-reversion but prefer to observe for stronger signal before adding.",
"symbol": "EZJ_CFD.UK"
},
{
"reason": "No price movement since entry. No mean-reversion signal to exit.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "Held position with no price movement. Highest mean-reversion score (85) but prefer to hold existing position rather than add.",
"symbol": "LIO_CFD.UK"
},
{
"reason": "No price movement since entry. No mean-reversion signal to exit.",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "No price movement since entry. No mean-reversion signal to exit.",
"symbol": "RMV_CFD.UK"
},
{
"reason": "Marginal positive PnL (0.15%). No strong mean-reversion signal to exit.",
"symbol": "TRN_CFD.UK"
},
{
"reason": "No position held. No strong signal to re-enter.",
"symbol": "TRST_CFD.UK"
},
{
"reason": "No price movement since entry. No mean-reversion signal to exit.",
"symbol": "UKW_CFD.UK"
},
{
"reason": "No position held. No strong signal to re-enter.",
"symbol": "WPP_CFD.UK"
}
],
"sell": [
{
"reason": "Marginal negative PnL (-0.38%) with no clear mean-reversion signal in candidates. Prefer to free up capital for stronger opportunities.",
"symbol": "AMH_CFD.US"
}
]
},
"portfolio_rationale": "Portfolio adjustments focused on freeing up capital from marginal positions (AMH_CFD.US) to deploy into stronger mean-reversion candidates (EXM_CFD.BE, GRI_CFD.UK). Existing positions with no price movement or marginal PnL are held to avoid overtrading. The strategy adheres to max 2 buys/sells per run and maintains gross leverage below 3.0."
}Prompts & responses
#413 • openrouter • mistralai/mistral-large-2512 • 2026-02-21T09:33:53.429146+00:00
System prompt
You are an Arena strategy executor. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices, fundamentals, earnings dates, or sentiment. If a field is null/empty, treat it as unknown. You are a constrained selector (no narrative).
User prompt
{"task": "stage1_universe_scan", "region": "EU", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "selection_rules": {"horizon": "2-10 trading days", "target": "short-term mean reversion in liquid equities", "constraints": ["Select exactly 5 candidates", "Avoid earnings within 5 trading days (if known)", "Avoid highly binary/event-driven moves (if known)", "Avoid sector concentration: max 1 per sector unless clearly justified (sector may be unknown)"]}, "universe": [{"symbol": "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": "AMG_CFD.NL", "name": "AMG ADVANCED METALLURGICAL", "sector": "", "last_price": 36.42, "change_1d_pct": -1.3542795232936111, "distance_from_ma200_pct": 34.93879125298744, "distance_from_ma50_pct": 8.704217078918909, "volatility_20d_pct": 81.71810340870856, "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": "STJ_CFD.UK", "name": "", "sector": "", "last_price": 1315.5, "change_1d_pct": -13.567674113009199, "distance_from_ma200_pct": 8.317499463970401, "distance_from_ma50_pct": -4.3458192033457355, "volatility_20d_pct": 123.71728088179634, "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": "FCNCA_CFD.US", "name": "First Citizens BancShares Inc", "sector": "", "last_price": 2062.21, "change_1d_pct": 2.9771445977459177, "distance_from_ma200_pct": 5.907751416577356, "distance_from_ma50_pct": -2.1858617088771015, "volatility_20d_pct": 72.5049794337677, "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": "BTRW_CFD.UK", "name": "Barratt Redrow Plc", "sector": "", "last_price": 388.0, "change_1d_pct": 2.2397891963109373, "distance_from_ma200_pct": -2.8590849601202617, "distance_from_ma50_pct": 2.260106487560365, "volatility_20d_pct": 106.15413330134574, "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": 59.09, "change_1d_pct": -1.2203276496155047, "distance_from_ma200_pct": -27.141220757538953, "distance_from_ma50_pct": -16.549448935437038, "volatility_20d_pct": 109.99815234579803, "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": "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": "MPT_CFD.US", "name": "", "sector": "", "last_price": 5.75, "change_1d_pct": 5.893186003683248, "distance_from_ma200_pct": 18.174157880674912, "distance_from_ma50_pct": 9.59478519422101, "volatility_20d_pct": 129.59427042612668, "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": "ZS_CFD.US", "name": "", "sector": "", "last_price": 162.26, "change_1d_pct": -5.349122090649249, "distance_from_ma200_pct": -39.45029856906272, "distance_from_ma50_pct": -22.410635471527772, "volatility_20d_pct": 108.40428222531867, "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": "NET_CFD.US", "name": "", "sector": "", "last_price": 179.6, "change_1d_pct": -6.248368742496213, "distance_from_ma200_pct": -8.332153033243628, "distance_from_ma50_pct": -5.270264568125249, "volatility_20d_pct": 166.25059202681575, "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": "FND_CFD.US", "name": "", "sector": "", "last_price": 69.88, "change_1d_pct": 2.35828328694887, "distance_from_ma200_pct": -4.505122532172123, "distance_from_ma50_pct": 3.623255027685257, "volatility_20d_pct": 101.95380507638971, "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": "AIXA_CFD.DE", "name": "Aixtron AG NA", "sector": "", "last_price": 23.33, "change_1d_pct": -0.08565310492506528, "distance_from_ma200_pct": 47.941423313171306, "distance_from_ma50_pct": 17.883414162380994, "volatility_20d_pct": 94.4406414757918, "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": "LYV_CFD.US", "name": "", "sector": "", "last_price": 165.05, "change_1d_pct": 4.820271815064148, "distance_from_ma200_pct": 10.90366835469152, "distance_from_ma50_pct": 13.405561098147857, "volatility_20d_pct": 72.00466748427584, "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": "LOPE_CFD.US", "name": "", "sector": "", "last_price": 158.85, "change_1d_pct": -1.3292751102553013, "distance_from_ma200_pct": -14.042719442687313, "distance_from_ma50_pct": -5.7488177810477215, "volatility_20d_pct": 75.0822395888559, "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": "ETSY_CFD.US", "name": "Etsy, Inc.", "sector": "", "last_price": 52.87, "change_1d_pct": 18.250950570342205, "distance_from_ma200_pct": -9.174227607289776, "distance_from_ma50_pct": -4.950074968448536, "volatility_20d_pct": 122.55733112018908, "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": "BAMNB_CFD.NL", "name": "Royal BAM Group NV", "sector": "", "last_price": 9.785, "change_1d_pct": 0.3075345976422339, "distance_from_ma200_pct": 41.52034942581935, "distance_from_ma50_pct": 15.025626557577464, "volatility_20d_pct": 148.35954258523313, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "OVH_CFD.FR", "name": "", "sector": "", "last_price": 9.165, "change_1d_pct": 2.402234636871503, "distance_from_ma200_pct": -10.265517138405045, "distance_from_ma50_pct": 9.222086100133954, "volatility_20d_pct": 88.51993782807467, "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": "HFG_CFD.DE", "name": "", "sector": "", "last_price": 5.026, "change_1d_pct": -0.0198925800676375, "distance_from_ma200_pct": -32.5860932326551, "distance_from_ma50_pct": -11.190743764268507, "volatility_20d_pct": 123.17735341231453, "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": "SGL_CFD.DE", "name": "", "sector": "", "last_price": 4.327, "change_1d_pct": -1.2325952978772037, "distance_from_ma200_pct": 25.99603696310824, "distance_from_ma50_pct": 17.071243817707593, "volatility_20d_pct": 69.36439040177764, "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": "LIGHT_CFD.NL", "name": "", "sector": "", "last_price": 20.6, "change_1d_pct": 3.4136546184738936, "distance_from_ma200_pct": -4.499864399079301, "distance_from_ma50_pct": 0.24916296815387096, "volatility_20d_pct": 100.13797528661827, "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": "VBK_CFD.DE", "name": "", "sector": "", "last_price": 24.359, "change_1d_pct": -1.3805668016194206, "distance_from_ma200_pct": 62.97984346334342, "distance_from_ma50_pct": 6.556652758907, "volatility_20d_pct": 107.97155160750738, "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": "LPK_CFD.DE", "name": "", "sector": "", "last_price": 7.473, "change_1d_pct": 0.782198246797039, "distance_from_ma200_pct": 1.978990117331092, "distance_from_ma50_pct": 12.571289124284846, "volatility_20d_pct": 77.77795581489434, "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"}, {"symbol": "SZG_CFD.DE", "name": "", "sector": "", "last_price": 54.9, "change_1d_pct": 2.9728969333208344, "distance_from_ma200_pct": 80.8409400171354, "distance_from_ma50_pct": 17.991386843680978, "volatility_20d_pct": 99.94609064626975, "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": "RNO_CFD.FR", "name": "", "sector": "", "last_price": 32.58, "change_1d_pct": 0.0, "distance_from_ma200_pct": -9.571287967985242, "distance_from_ma50_pct": -2.9137786148078937, "volatility_20d_pct": 56.38998886497178, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "ARCAD_CFD.NL", "name": "Arcadis", "sector": "", "last_price": 30.0, "change_1d_pct": -14.48118586088939, "distance_from_ma200_pct": -31.856636357255674, "distance_from_ma50_pct": -28.05075587477569, "volatility_20d_pct": 177.61215149057202, "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": "DECB_CFD.BE", "name": "Deceuninck Sa", "sector": "", "last_price": 2.4, "change_1d_pct": -1.8404907975460127, "distance_from_ma200_pct": 9.7411252580631, "distance_from_ma50_pct": 9.902187053522372, "volatility_20d_pct": 99.15765185738407, "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": "LIO_CFD.UK",
"selection_reason": "Close to MA50 (-0.36%), moderate volatility, no earnings flag",
"mean_reversion_score": 85
},
{
"symbol": "EZJ_CFD.UK",
"selection_reason": "Close to MA50 (-0.59%), low distance from MA200 (-2.53%), moderate volatility",
"mean_reversion_score": 80
},
{
"symbol": "EXM_CFD.BE",
"selection_reason": "Slightly above MA50 (+0.66%), moderate volatility, no earnings flag",
"mean_reversion_score": 78
},
{
"symbol": "GRI_CFD.UK",
"selection_reason": "Close to MA50 (+0.91%), low distance from MA200 (-4.93%), moderate volatility",
"mean_reversion_score": 75
},
{
"symbol": "LIGHT_CFD.NL",
"selection_reason": "Close to MA50 (+0.25%), moderate volatility, no earnings flag",
"mean_reversion_score": 72
}
],
"rejected_common_reasons": [
"Extreme volatility (e.g., BIG_CFD.FR, FUTR_CFD.UK)",
"Excessive distance from MA50/MA200 (e.g., BIG_CFD.FR, RMV_CFD.UK)",
"Sector concentration (unknown sectors, but avoided clustering by symbol diversity)",
"No confirmed earnings data (treated as unknown, not explicitly rejected)"
]
}#414 • openrouter • mistralai/mistral-large-2512 • 2026-02-21T09:34:01.418923+00:00
System prompt
You are an Arena portfolio manager. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices/fundamentals/news/earnings. If a field is null/empty, treat it as unknown. Avoid overtrading: if changes are marginal, prefer HOLD. Do not churn.
User prompt
{"task": "stage2_portfolio_management", "region": "EU", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "portfolio_constraints": {"initial_equity": 10000.0, "max_positions": 10, "fixed_position_size": 3000.0, "max_gross_leverage": 3.0, "overtrading_rules": ["Max 2 SELL actions per run unless risk event forces more", "Max 2 BUY actions per run", "If no clear improvement vs current holdings, output HOLD for everything"]}, "current_portfolio": [{"symbol": "ACM_CFD.US", "qty": 33.92897534494458, "avg_price": 88.42, "last_price": 97.88, "unrealized_pnl": 320.9681067631755, "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": "AMH_CFD.US", "qty": 101.36847440446022, "avg_price": 29.595, "last_price": 29.485, "unrealized_pnl": -11.150532184490567, "opened_at": "2026-02-20T17:33:34.647633+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": "EZJ_CFD.UK", "qty": 6.328446366417045, "avg_price": 474.05, "last_price": 474.05, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+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": 0.0, "avg_price": 134.3, "last_price": 139.6, "unrealized_pnl": 0.0, "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": 0.0, "avg_price": 262.5, "last_price": 277.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}], "candidates": [{"symbol": "LIO_CFD.UK", "mean_reversion_score": 85, "selection_reason": "Close to MA50 (-0.36%), moderate volatility, no earnings flag"}, {"symbol": "EZJ_CFD.UK", "mean_reversion_score": 80, "selection_reason": "Close to MA50 (-0.59%), low distance from MA200 (-2.53%), moderate volatility"}, {"symbol": "EXM_CFD.BE", "mean_reversion_score": 78, "selection_reason": "Slightly above MA50 (+0.66%), moderate volatility, no earnings flag"}, {"symbol": "GRI_CFD.UK", "mean_reversion_score": 75, "selection_reason": "Close to MA50 (+0.91%), low distance from MA200 (-4.93%), moderate volatility"}, {"symbol": "LIGHT_CFD.NL", "mean_reversion_score": 72, "selection_reason": "Close to MA50 (+0.25%), moderate volatility, no earnings flag"}], "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": "Strong mean-reversion score (78) with slight deviation above MA50 (+0.66%) and moderate volatility. No earnings flag.",
"symbol": "EXM_CFD.BE",
"position_size": 3000
},
{
"reason": "Moderate mean-reversion score (75) with proximity to MA50 (+0.91%) and low distance from MA200 (-4.93%). No earnings flag.",
"symbol": "GRI_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Positive PnL (10.72%) and no strong mean-reversion signal to exit. Holding for potential further upside.",
"symbol": "ACM_CFD.US"
},
{
"reason": "No position held. No strong signal to re-enter.",
"symbol": "AIR_CFD.DE"
},
{
"reason": "No price movement since entry. No mean-reversion signal to exit.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "No price movement since entry. No mean-reversion signal to exit.",
"symbol": "DOM_CFD.UK"
},
{
"reason": "No position held. No strong signal to re-enter.",
"symbol": "DSY_CFD.FR"
},
{
"reason": "Held position with no price movement. Candidate for mean-reversion but prefer to observe for stronger signal before adding.",
"symbol": "EZJ_CFD.UK"
},
{
"reason": "No price movement since entry. No mean-reversion signal to exit.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "Held position with no price movement. Highest mean-reversion score (85) but prefer to hold existing position rather than add.",
"symbol": "LIO_CFD.UK"
},
{
"reason": "No price movement since entry. No mean-reversion signal to exit.",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "No price movement since entry. No mean-reversion signal to exit.",
"symbol": "RMV_CFD.UK"
},
{
"reason": "Marginal positive PnL (0.15%). No strong mean-reversion signal to exit.",
"symbol": "TRN_CFD.UK"
},
{
"reason": "No position held. No strong signal to re-enter.",
"symbol": "TRST_CFD.UK"
},
{
"reason": "No price movement since entry. No mean-reversion signal to exit.",
"symbol": "UKW_CFD.UK"
},
{
"reason": "No position held. No strong signal to re-enter.",
"symbol": "WPP_CFD.UK"
}
],
"sell": [
{
"reason": "Marginal negative PnL (-0.38%) with no clear mean-reversion signal in candidates. Prefer to free up capital for stronger opportunities.",
"symbol": "AMH_CFD.US"
}
]
},
"portfolio_rationale": "Portfolio adjustments focused on freeing up capital from marginal positions (AMH_CFD.US) to deploy into stronger mean-reversion candidates (EXM_CFD.BE, GRI_CFD.UK). Existing positions with no price movement or marginal PnL are held to avoid overtrading. The strategy adheres to max 2 buys/sells per run and maintains gross leverage below 3.0."
}Selection logs
#205 • stage1 • 2026-02-21T09:34:01.412637+00:00
{
"selected_stocks": [
{
"symbol": "LIO_CFD.UK",
"selection_reason": "Close to MA50 (-0.36%), moderate volatility, no earnings flag",
"mean_reversion_score": 85
},
{
"symbol": "EZJ_CFD.UK",
"selection_reason": "Close to MA50 (-0.59%), low distance from MA200 (-2.53%), moderate volatility",
"mean_reversion_score": 80
},
{
"symbol": "EXM_CFD.BE",
"selection_reason": "Slightly above MA50 (+0.66%), moderate volatility, no earnings flag",
"mean_reversion_score": 78
},
{
"symbol": "GRI_CFD.UK",
"selection_reason": "Close to MA50 (+0.91%), low distance from MA200 (-4.93%), moderate volatility",
"mean_reversion_score": 75
},
{
"symbol": "LIGHT_CFD.NL",
"selection_reason": "Close to MA50 (+0.25%), moderate volatility, no earnings flag",
"mean_reversion_score": 72
}
],
"rejected_common_reasons": [
"Extreme volatility (e.g., BIG_CFD.FR, FUTR_CFD.UK)",
"Excessive distance from MA50/MA200 (e.g., BIG_CFD.FR, RMV_CFD.UK)",
"Sector concentration (unknown sectors, but avoided clustering by symbol diversity)",
"No confirmed earnings data (treated as unknown, not explicitly rejected)"
]
}