Arena run #238
meanrev-v1 • x-ai • x-ai/grok-4.1-fast • EU • success
Run status
as_of: 2026-02-22T09:32:59.506254+00:00
started_at: 2026-02-22T09:40:06.239329+00:00
finished_at: 2026-02-22T09:40:53.336342+00:00
duration_ms: 47094
Inputs
{
"dry_run": false,
"selected": [
{
"symbol": "BIG_CFD.FR",
"selection_reason": "1d -40.7%, MA50 -45.8%, MA200 -57.5%, vol 246%",
"mean_reversion_score": 98
},
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "1d -21.3%, MA50 -3.2%, MA200 -14.1%, vol 241%",
"mean_reversion_score": 92
},
{
"symbol": "THG_CFD.UK",
"selection_reason": "1d -20.1%, MA50 -18.3%, vol 150%",
"mean_reversion_score": 90
},
{
"symbol": "RMV_CFD.UK",
"selection_reason": "1d -14.8%, MA50 -17.5%, MA200 -37.3%, vol 138%",
"mean_reversion_score": 89
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "1d -13.7%, MA50 -25.1%, MA200 -38.1%, vol 146%",
"mean_reversion_score": 87
}
],
"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 89, oversold (1d -14.8%, MA50 -17.5%, MA200 -37.3%, vol 138%), top candidate to add",
"symbol": "RMV_CFD.UK",
"position_size": 3000
},
{
"reason": "High mean-reversion score 87, oversold (1d -13.7%, MA50 -25.1%, MA200 -38.1%, vol 146%), top candidate to add",
"symbol": "FUTR_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Current holding, flat PnL, no strong sell signal",
"symbol": "ARCAD_CFD.NL"
},
{
"reason": "Top mean-reversion candidate (score 98), hold oversold position",
"symbol": "BIG_CFD.FR"
},
{
"reason": "Current holding, slight profit, no strong sell signal",
"symbol": "ICG_CFD.UK"
},
{
"reason": "Current holding, flat PnL, no strong sell signal",
"symbol": "NET_CFD.US"
},
{
"reason": "High mean-reversion candidate (score 92), hold oversold position",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "High mean-reversion candidate (score 90), hold oversold position",
"symbol": "THG_CFD.UK"
},
{
"reason": "Current holding, slight profit, no strong sell signal",
"symbol": "TRN_CFD.UK"
},
{
"reason": "Current holding, flat PnL, no strong sell signal",
"symbol": "ZS_CFD.US"
}
],
"sell": [
{
"reason": "Profitable position (+45 PnL), not in top mean-reversion candidates, rotate to higher MR score oversold stocks",
"symbol": "COIN_CFD.US"
},
{
"reason": "Profitable position (+54 PnL), not in top mean-reversion candidates, rotate to higher MR score oversold stocks",
"symbol": "FLO_CFD.US"
}
]
},
"portfolio_rationale": "At max 10 positions and 3x leverage. Top MR candidates (BIG 98, OCDO 92, THG 90) already held. Clear improvement by rotating 2 profitable non-candidates (COIN, FLO) into next top oversold candidates (RMV 89, FUTR 87). Respects max 2 buys/sells, fixed size 3000, avoids overtrading by targeting highest scores."
}Prompts & responses
#463 • openrouter • x-ai/grok-4.1-fast • 2026-02-22T09:40:06.324388+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": "BIG_CFD.FR",
"selection_reason": "1d -40.7%, MA50 -45.8%, MA200 -57.5%, vol 246%",
"mean_reversion_score": 98
},
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "1d -21.3%, MA50 -3.2%, MA200 -14.1%, vol 241%",
"mean_reversion_score": 92
},
{
"symbol": "THG_CFD.UK",
"selection_reason": "1d -20.1%, MA50 -18.3%, vol 150%",
"mean_reversion_score": 90
},
{
"symbol": "RMV_CFD.UK",
"selection_reason": "1d -14.8%, MA50 -17.5%, MA200 -37.3%, vol 138%",
"mean_reversion_score": 89
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "1d -13.7%, MA50 -25.1%, MA200 -38.1%, vol 146%",
"mean_reversion_score": 87
}
],
"rejected_common_reasons": [
"Insufficient 1d downside (<10%)",
"Not significantly below MA50",
"Low recent volatility",
"Positive 1d change",
"Proximal to or above both MAs"
]
}#464 • openrouter • x-ai/grok-4.1-fast • 2026-02-22T09:40:27.919849+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": "ARCAD_CFD.NL", "qty": 101.01010101010101, "avg_price": 29.7, "last_price": 29.7, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "BIG_CFD.FR", "qty": 6622.516556291391, "avg_price": 0.453, "last_price": 0.453, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "COIN_CFD.US", "qty": 17.796233130654013, "avg_price": 168.575, "last_price": 171.13, "unrealized_pnl": 45.46937564882113, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "ESTC_CFD.US", "qty": 0.0, "avg_price": 61.349999999999994, "last_price": 58.085, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "EXPO_CFD.US", "qty": 0.0, "avg_price": 66.815, "last_price": 70.025, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "FBIN_CFD.US", "qty": 0.0, "avg_price": 50.974999999999994, "last_price": 54.35, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "FLO_CFD.US", "qty": 303.7974683544304, "avg_price": 9.875, "last_price": 10.055, "unrealized_pnl": 54.68354430379739, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 0.0, "avg_price": 400.6, "last_price": 400.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "ICG_CFD.UK", "qty": 1.7647058823529411, "avg_price": 1700.0, "last_price": 1719.0, "unrealized_pnl": 33.529411764705884, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "LMND_CFD.US", "qty": 0.0, "avg_price": 61.5, "last_price": 59.89, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "LPX_CFD.US", "qty": 0.0, "avg_price": 86.45, "last_price": 86.15, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "NET_CFD.US", "qty": 16.952983725135624, "avg_price": 176.96, "last_price": 176.96, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 13.824884792626728, "avg_price": 217.0, "last_price": 217.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "PAYC_CFD.US", "qty": 0.0, "avg_price": 121.22, "last_price": 119.79, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 424.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "THG_CFD.UK", "qty": 85.76329331046313, "avg_price": 34.98, "last_price": 34.98, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+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": "2026-02-18T09:36:37.284518+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": "BIG_CFD.FR", "mean_reversion_score": 98, "selection_reason": "1d -40.7%, MA50 -45.8%, MA200 -57.5%, vol 246%"}, {"symbol": "OCDO_CFD.UK", "mean_reversion_score": 92, "selection_reason": "1d -21.3%, MA50 -3.2%, MA200 -14.1%, vol 241%"}, {"symbol": "THG_CFD.UK", "mean_reversion_score": 90, "selection_reason": "1d -20.1%, MA50 -18.3%, vol 150%"}, {"symbol": "RMV_CFD.UK", "mean_reversion_score": 89, "selection_reason": "1d -14.8%, MA50 -17.5%, MA200 -37.3%, vol 138%"}, {"symbol": "FUTR_CFD.UK", "mean_reversion_score": 87, "selection_reason": "1d -13.7%, MA50 -25.1%, MA200 -38.1%, vol 146%"}], "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 89, oversold (1d -14.8%, MA50 -17.5%, MA200 -37.3%, vol 138%), top candidate to add",
"symbol": "RMV_CFD.UK",
"position_size": 3000
},
{
"reason": "High mean-reversion score 87, oversold (1d -13.7%, MA50 -25.1%, MA200 -38.1%, vol 146%), top candidate to add",
"symbol": "FUTR_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Current holding, flat PnL, no strong sell signal",
"symbol": "ARCAD_CFD.NL"
},
{
"reason": "Top mean-reversion candidate (score 98), hold oversold position",
"symbol": "BIG_CFD.FR"
},
{
"reason": "Current holding, slight profit, no strong sell signal",
"symbol": "ICG_CFD.UK"
},
{
"reason": "Current holding, flat PnL, no strong sell signal",
"symbol": "NET_CFD.US"
},
{
"reason": "High mean-reversion candidate (score 92), hold oversold position",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "High mean-reversion candidate (score 90), hold oversold position",
"symbol": "THG_CFD.UK"
},
{
"reason": "Current holding, slight profit, no strong sell signal",
"symbol": "TRN_CFD.UK"
},
{
"reason": "Current holding, flat PnL, no strong sell signal",
"symbol": "ZS_CFD.US"
}
],
"sell": [
{
"reason": "Profitable position (+45 PnL), not in top mean-reversion candidates, rotate to higher MR score oversold stocks",
"symbol": "COIN_CFD.US"
},
{
"reason": "Profitable position (+54 PnL), not in top mean-reversion candidates, rotate to higher MR score oversold stocks",
"symbol": "FLO_CFD.US"
}
]
},
"portfolio_rationale": "At max 10 positions and 3x leverage. Top MR candidates (BIG 98, OCDO 92, THG 90) already held. Clear improvement by rotating 2 profitable non-candidates (COIN, FLO) into next top oversold candidates (RMV 89, FUTR 87). Respects max 2 buys/sells, fixed size 3000, avoids overtrading by targeting highest scores."
}Selection logs
#230 • stage1 • 2026-02-22T09:40:27.916195+00:00
{
"selected_stocks": [
{
"symbol": "BIG_CFD.FR",
"selection_reason": "1d -40.7%, MA50 -45.8%, MA200 -57.5%, vol 246%",
"mean_reversion_score": 98
},
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "1d -21.3%, MA50 -3.2%, MA200 -14.1%, vol 241%",
"mean_reversion_score": 92
},
{
"symbol": "THG_CFD.UK",
"selection_reason": "1d -20.1%, MA50 -18.3%, vol 150%",
"mean_reversion_score": 90
},
{
"symbol": "RMV_CFD.UK",
"selection_reason": "1d -14.8%, MA50 -17.5%, MA200 -37.3%, vol 138%",
"mean_reversion_score": 89
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "1d -13.7%, MA50 -25.1%, MA200 -38.1%, vol 146%",
"mean_reversion_score": 87
}
],
"rejected_common_reasons": [
"Insufficient 1d downside (<10%)",
"Not significantly below MA50",
"Low recent volatility",
"Positive 1d change",
"Proximal to or above both MAs"
]
}