Arena run #233
meanrev-v1 • mistralai • mistralai/mistral-large-2512 • EU • success
Run status
as_of: 2026-02-22T09:32:59.506254+00:00
started_at: 2026-02-22T09:33:25.566569+00:00
finished_at: 2026-02-22T09:33:44.257720+00:00
duration_ms: 18685
Inputs
{
"dry_run": false,
"selected": [
{
"symbol": "LIO_CFD.UK",
"selection_reason": "Close to 50-day MA (-0.36%), oversold 1-day move (0.19%), moderate volatility (128%).",
"mean_reversion_score": 85
},
{
"symbol": "EZJ_CFD.UK",
"selection_reason": "Near 200-day MA (-2.53%), small 1-day drop (-1.61%), low volatility (77%).",
"mean_reversion_score": 80
},
{
"symbol": "EXM_CFD.BE",
"selection_reason": "Slightly above 50-day MA (0.66%), small 1-day gain (3.15%), moderate volatility (90%).",
"mean_reversion_score": 75
},
{
"symbol": "GRI_CFD.UK",
"selection_reason": "Near 50-day MA (0.91%), minimal 1-day move (0.08%), low volatility (71%).",
"mean_reversion_score": 70
},
{
"symbol": "WKP_CFD.UK",
"selection_reason": "Above 50-day MA (5.81%), small 1-day gain (3.68%), low volatility (70%).",
"mean_reversion_score": 70
}
],
"universe_symbols": [
"UKW_CFD.UK",
"FUTR_CFD.UK",
"BIG_CFD.FR",
"LIO_CFD.UK",
"AMG_CFD.NL",
"ATG_CFD.UK",
"EZJ_CFD.UK",
"BYIT_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",
"TTEK_CFD.US",
"THG_CFD.UK",
"FND_CFD.US",
"AIXA_CFD.DE",
"DOM_CFD.UK",
"BXP_CFD.US",
"LYV_CFD.US",
"MCG_CFD.UK",
"LOPE_CFD.US",
"MKS_CFD.UK",
"ETSY_CFD.US",
"BAMNB_CFD.NL",
"OVH_CFD.FR",
"HFG_CFD.DE",
"TFF_CFD.FR",
"RS1_CFD.UK",
"SGL_CFD.DE",
"LIGHT_CFD.NL",
"VBK_CFD.DE",
"TKA_CFD.DE",
"MNDI_CFD.UK",
"IGG_CFD.UK",
"AAF_CFD.UK"
]
}Outputs
{
"actions": {
"buy": [
{
"reason": "High mean-reversion score (70) with favorable technicals (above 50-day MA, small 1-day gain, low volatility).",
"symbol": "WKP_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "No significant deviation from entry price or mean-reversion signal to justify selling.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "No significant deviation from entry price or mean-reversion signal to justify selling.",
"symbol": "DOM_CFD.UK"
},
{
"reason": "No significant deviation from entry price or mean-reversion signal to justify selling.",
"symbol": "ESTC_CFD.US"
},
{
"reason": "Already held; candidate score (75) not significantly higher than existing positions to justify additional buy.",
"symbol": "EXM_CFD.BE"
},
{
"reason": "No significant deviation from entry price or mean-reversion signal to justify selling.",
"symbol": "EZJ_CFD.UK"
},
{
"reason": "No significant deviation from entry price or mean-reversion signal to justify selling.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No significant deviation from entry price or mean-reversion signal to justify selling.",
"symbol": "GRI_CFD.UK"
},
{
"reason": "Already held; candidate score (85) not sufficient to justify increasing position size.",
"symbol": "LIO_CFD.UK"
},
{
"reason": "No significant deviation from entry price or mean-reversion signal to justify selling.",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "No significant deviation from entry price or mean-reversion signal to justify selling.",
"symbol": "RMV_CFD.UK"
},
{
"reason": "No significant deviation from entry price or mean-reversion signal to justify selling.",
"symbol": "UKW_CFD.UK"
},
{
"reason": "No significant deviation from entry price or mean-reversion signal to justify selling.",
"symbol": "ZS_CFD.US"
}
],
"sell": []
},
"portfolio_rationale": "Portfolio remains largely unchanged due to lack of significant mean-reversion signals or deviations from entry prices for existing positions. One new position (WKP_CFD.UK) is added based on its high mean-reversion score and favorable technical setup. No sells are executed to avoid overtrading and churn. Gross leverage remains within limits."
}Prompts & responses
#453 • openrouter • mistralai/mistral-large-2512 • 2026-02-22T09:33:25.673259+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": "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": "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": "Zscaler Inc", "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": "TTEK_CFD.US", "name": "", "sector": "", "last_price": 36.79, "change_1d_pct": -1.2614063338700965, "distance_from_ma200_pct": 3.6821391381052226, "distance_from_ma50_pct": 1.3057677374586296, "volatility_20d_pct": 82.36393725038043, "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": "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": "BXP_CFD.US", "name": "", "sector": "", "last_price": 61.61, "change_1d_pct": 0.917280917280916, "distance_from_ma200_pct": -11.217363987192009, "distance_from_ma50_pct": -7.101930036188165, "volatility_20d_pct": 61.666629110810476, "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": "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": "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": "TKA_CFD.DE", "name": "", "sector": "", "last_price": 11.44, "change_1d_pct": 4.474885844748866, "distance_from_ma200_pct": 14.978398835341178, "distance_from_ma50_pct": 10.325672899810012, "volatility_20d_pct": 97.41389372392986, "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"}], "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 50-day MA (-0.36%), oversold 1-day move (0.19%), moderate volatility (128%).",
"mean_reversion_score": 85
},
{
"symbol": "EZJ_CFD.UK",
"selection_reason": "Near 200-day MA (-2.53%), small 1-day drop (-1.61%), low volatility (77%).",
"mean_reversion_score": 80
},
{
"symbol": "EXM_CFD.BE",
"selection_reason": "Slightly above 50-day MA (0.66%), small 1-day gain (3.15%), moderate volatility (90%).",
"mean_reversion_score": 75
},
{
"symbol": "GRI_CFD.UK",
"selection_reason": "Near 50-day MA (0.91%), minimal 1-day move (0.08%), low volatility (71%).",
"mean_reversion_score": 70
},
{
"symbol": "WKP_CFD.UK",
"selection_reason": "Above 50-day MA (5.81%), small 1-day gain (3.68%), low volatility (70%).",
"mean_reversion_score": 70
}
],
"rejected_common_reasons": [
"Extreme 1-day moves (>15%) without confirmed mean-reversion setup.",
"High volatility (>150%) with unclear mean-reversion potential.",
"Far from 50-day MA (>20%) without supporting indicators.",
"No sector data to enforce diversification constraints.",
"Earnings dates unknown (cannot confirm avoidance)."
]
}#454 • openrouter • mistralai/mistral-large-2512 • 2026-02-22T09:33:35.849707+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": 0.0, "avg_price": 88.42, "last_price": 97.88, "unrealized_pnl": 0.0, "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": 0.0, "avg_price": 29.595, "last_price": 29.485, "unrealized_pnl": 0.0, "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": "ESTC_CFD.US", "qty": 51.64844624257554, "avg_price": 58.085, "last_price": 58.085, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "EXM_CFD.BE", "qty": 300.0, "avg_price": 10.0, "last_price": 10.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+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": "GRI_CFD.UK", "qty": 15.822784810126583, "avg_price": 189.6, "last_price": 189.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+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": 0.0, "avg_price": 196.2, "last_price": 196.5, "unrealized_pnl": 0.0, "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"}, {"symbol": "ZS_CFD.US", "qty": 18.778167250876315, "avg_price": 159.76, "last_price": 159.76, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}], "candidates": [{"symbol": "LIO_CFD.UK", "mean_reversion_score": 85, "selection_reason": "Close to 50-day MA (-0.36%), oversold 1-day move (0.19%), moderate volatility (128%)."}, {"symbol": "EZJ_CFD.UK", "mean_reversion_score": 80, "selection_reason": "Near 200-day MA (-2.53%), small 1-day drop (-1.61%), low volatility (77%)."}, {"symbol": "EXM_CFD.BE", "mean_reversion_score": 75, "selection_reason": "Slightly above 50-day MA (0.66%), small 1-day gain (3.15%), moderate volatility (90%)."}, {"symbol": "GRI_CFD.UK", "mean_reversion_score": 70, "selection_reason": "Near 50-day MA (0.91%), minimal 1-day move (0.08%), low volatility (71%)."}, {"symbol": "WKP_CFD.UK", "mean_reversion_score": 70, "selection_reason": "Above 50-day MA (5.81%), small 1-day gain (3.68%), low volatility (70%)."}], "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 (70) with favorable technicals (above 50-day MA, small 1-day gain, low volatility).",
"symbol": "WKP_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "No significant deviation from entry price or mean-reversion signal to justify selling.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "No significant deviation from entry price or mean-reversion signal to justify selling.",
"symbol": "DOM_CFD.UK"
},
{
"reason": "No significant deviation from entry price or mean-reversion signal to justify selling.",
"symbol": "ESTC_CFD.US"
},
{
"reason": "Already held; candidate score (75) not significantly higher than existing positions to justify additional buy.",
"symbol": "EXM_CFD.BE"
},
{
"reason": "No significant deviation from entry price or mean-reversion signal to justify selling.",
"symbol": "EZJ_CFD.UK"
},
{
"reason": "No significant deviation from entry price or mean-reversion signal to justify selling.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No significant deviation from entry price or mean-reversion signal to justify selling.",
"symbol": "GRI_CFD.UK"
},
{
"reason": "Already held; candidate score (85) not sufficient to justify increasing position size.",
"symbol": "LIO_CFD.UK"
},
{
"reason": "No significant deviation from entry price or mean-reversion signal to justify selling.",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "No significant deviation from entry price or mean-reversion signal to justify selling.",
"symbol": "RMV_CFD.UK"
},
{
"reason": "No significant deviation from entry price or mean-reversion signal to justify selling.",
"symbol": "UKW_CFD.UK"
},
{
"reason": "No significant deviation from entry price or mean-reversion signal to justify selling.",
"symbol": "ZS_CFD.US"
}
],
"sell": []
},
"portfolio_rationale": "Portfolio remains largely unchanged due to lack of significant mean-reversion signals or deviations from entry prices for existing positions. One new position (WKP_CFD.UK) is added based on its high mean-reversion score and favorable technical setup. No sells are executed to avoid overtrading and churn. Gross leverage remains within limits."
}Selection logs
#225 • stage1 • 2026-02-22T09:33:35.838259+00:00
{
"selected_stocks": [
{
"symbol": "LIO_CFD.UK",
"selection_reason": "Close to 50-day MA (-0.36%), oversold 1-day move (0.19%), moderate volatility (128%).",
"mean_reversion_score": 85
},
{
"symbol": "EZJ_CFD.UK",
"selection_reason": "Near 200-day MA (-2.53%), small 1-day drop (-1.61%), low volatility (77%).",
"mean_reversion_score": 80
},
{
"symbol": "EXM_CFD.BE",
"selection_reason": "Slightly above 50-day MA (0.66%), small 1-day gain (3.15%), moderate volatility (90%).",
"mean_reversion_score": 75
},
{
"symbol": "GRI_CFD.UK",
"selection_reason": "Near 50-day MA (0.91%), minimal 1-day move (0.08%), low volatility (71%).",
"mean_reversion_score": 70
},
{
"symbol": "WKP_CFD.UK",
"selection_reason": "Above 50-day MA (5.81%), small 1-day gain (3.68%), low volatility (70%).",
"mean_reversion_score": 70
}
],
"rejected_common_reasons": [
"Extreme 1-day moves (>15%) without confirmed mean-reversion setup.",
"High volatility (>150%) with unclear mean-reversion potential.",
"Far from 50-day MA (>20%) without supporting indicators.",
"No sector data to enforce diversification constraints.",
"Earnings dates unknown (cannot confirm avoidance)."
]
}