Arena run #263
meanrev-v1 • mistralai • mistralai/mistral-large-2512 • US • success
Run status
as_of: 2026-02-23T18:14:12.978497+00:00
started_at: 2026-02-23T18:15:21.318049+00:00
finished_at: 2026-02-23T18:15:46.657684+00:00
duration_ms: 25334
Inputs
{
"dry_run": false,
"selected": [
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "Large 1-day drop (-21.3%) with oversold RSI (below 30), near 50-day MA, high volatility (240%), no earnings date known.",
"mean_reversion_score": 85
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "Significant 1-day drop (-20.8%), far below 50-day MA (-24.3%), high volatility (153%), no earnings date known.",
"mean_reversion_score": 80
},
{
"symbol": "CRWD_CFD.US",
"selection_reason": "Sharp 1-day decline (-15.2%), oversold RSI, far below 50-day MA (-22.9%), high volatility (112%), no earnings date known.",
"mean_reversion_score": 78
},
{
"symbol": "OKTA_CFD.US",
"selection_reason": "Large 1-day drop (-13.5%), far below 50-day MA (-19.5%), high volatility (100%), no earnings date known.",
"mean_reversion_score": 75
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Significant 1-day drop (-12.7%), below 50-day MA (-14.3%), moderate volatility (87%), no earnings date known.",
"mean_reversion_score": 70
}
],
"universe_symbols": [
"WIZZ_CFD.UK",
"BIG_CFD.FR",
"IPR_CFD.PT",
"LIO_CFD.UK",
"WPP_CFD.UK",
"ATG_CFD.UK",
"BYIT_CFD.UK",
"WKP_CFD.UK",
"OVH_CFD.FR",
"FUTR_CFD.UK",
"OCDO_CFD.UK",
"EQS_CFD.FR",
"HMSO_CFD.UK",
"KTN_CFD.DE",
"MSLH_CFD.UK",
"PAGE_CFD.UK",
"LSEG_CFD.UK",
"LGEN_CFD.UK",
"KSS_CFD.US",
"DDOG_CFD.US",
"BK_CFD.US",
"ANTO_CFD.UK",
"MDB_CFD.US",
"OKTA_CFD.US",
"DCC_CFD.UK",
"ZION_CFD.US",
"GLEN_CFD.UK",
"ADJ_CFD.DE",
"ALFEN_CFD.NL",
"GRI_CFD.UK",
"EGL_CFD.PT",
"AKAM_CFD.US",
"OMC_CFD.US",
"HYQ_CFD.DE",
"BPOST_CFD.BE",
"GLJ_CFD.DE",
"LLOY_CFD.UK",
"CRWD_CFD.US",
"LYV_CFD.US",
"MELI_CFD.US",
"COIN_CFD.US"
]
}Outputs
{
"actions": {
"buy": [
{
"reason": "Strong mean-reversion score (78), sharp 1-day decline (-15.2%), oversold RSI, and far below 50-day MA (-22.9%).",
"symbol": "CRWD_CFD.US",
"position_size": 3000
},
{
"reason": "High mean-reversion score (75), large 1-day drop (-13.5%), far below 50-day MA (-19.5%), and high volatility (100%).",
"symbol": "OKTA_CFD.US",
"position_size": 3000
}
],
"hold": [
{
"reason": "Already held with no significant change in mean-reversion score; marginal improvement not sufficient to justify sell.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Positive unrealized PnL (73.01), no strong sell signal, and holding aligns with mean-reversion strategy.",
"symbol": "DOM_CFD.UK"
},
{
"reason": "Positive unrealized PnL (66.00), no strong sell signal, and no better candidates for reallocation.",
"symbol": "EXM_CFD.BE"
},
{
"reason": "Minimal unrealized PnL change (-5.70), no strong sell signal, and holding aligns with strategy.",
"symbol": "EZJ_CFD.UK"
},
{
"reason": "Positive unrealized PnL (101.85), no strong sell signal, and candidate for buy if not already held.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No unrealized PnL change, no strong sell signal, and holding aligns with strategy.",
"symbol": "GRI_CFD.UK"
},
{
"reason": "No unrealized PnL change, no strong sell signal, and holding aligns with strategy.",
"symbol": "LIO_CFD.UK"
},
{
"reason": "No unrealized PnL change, candidate for buy but already held; no strong sell signal.",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "No unrealized PnL change, no strong sell signal, and holding aligns with strategy.",
"symbol": "RMV_CFD.UK"
},
{
"reason": "No unrealized PnL change, no strong sell signal, and holding aligns with strategy.",
"symbol": "UKW_CFD.UK"
},
{
"reason": "No unrealized PnL change, no strong sell signal, and holding aligns with strategy.",
"symbol": "WKP_CFD.UK"
}
],
"sell": [
{
"reason": "Underperforming with unrealized PnL of -256.32, no clear mean-reversion signal in current candidates, and portfolio constraints limit sells to 2 per run.",
"symbol": "ZS_CFD.US"
},
{
"reason": "Negative unrealized PnL of -194.46, no strong mean-reversion signal in current candidates, and better candidates available for reallocation.",
"symbol": "ESTC_CFD.US"
}
]
},
"portfolio_rationale": "The strategy focuses on mean-reversion opportunities with high scores and clear oversold conditions. Sold ZS_CFD.US and ESTC_CFD.US due to underperformance and lack of strong mean-reversion signals, freeing capital for CRWD_CFD.US and OKTA_CFD.US, which exhibit stronger mean-reversion characteristics. Held positions with no significant changes or positive PnL to avoid overtrading and align with portfolio constraints."
}Prompts & responses
#513 • openrouter • mistralai/mistral-large-2512 • 2026-02-23T18:15:21.399958+00:00
System prompt
You are an Arena strategy executor. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices, fundamentals, earnings dates, or sentiment. If a field is null/empty, treat it as unknown. You are a constrained selector (no narrative).
User prompt
{"task": "stage1_universe_scan", "region": "US", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "selection_rules": {"horizon": "2-10 trading days", "target": "short-term mean reversion in liquid equities", "constraints": ["Select exactly 5 candidates", "Avoid earnings within 5 trading days (if known)", "Avoid highly binary/event-driven moves (if known)", "Avoid sector concentration: max 1 per sector unless clearly justified (sector may be unknown)"]}, "universe": [{"symbol": "WIZZ_CFD.UK", "name": "", "sector": "", "last_price": 1403.0, "change_1d_pct": 0.8626887131560013, "distance_from_ma200_pct": 12.315696286669354, "distance_from_ma50_pct": 8.235260718145199, "volatility_20d_pct": 106.92938780570063, "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": "IPR_CFD.PT", "name": "Impresa SGPS SA", "sector": "", "last_price": 0.195, "change_1d_pct": 2.0942408376963373, "distance_from_ma200_pct": 28.243069941797394, "distance_from_ma50_pct": -2.0986042775378966, "volatility_20d_pct": 338.3521295968929, "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": "WPP_CFD.UK", "name": "WPP PLC", "sector": "", "last_price": 277.8, "change_1d_pct": 0.06123257573029672, "distance_from_ma200_pct": -30.541057161109485, "distance_from_ma50_pct": -9.92439875022535, "volatility_20d_pct": 139.88165775673312, "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": "BYIT_CFD.UK", "name": "BYTES TECHNOLOGY GROUP PLC", "sector": "", "last_price": 300.4, "change_1d_pct": -12.674418604651173, "distance_from_ma200_pct": -28.03446775272175, "distance_from_ma50_pct": -14.34777426817815, "volatility_20d_pct": 87.82535981934274, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "WKP_CFD.UK", "name": "WORKSPACE GROUP PLC", "sector": "", "last_price": 423.0, "change_1d_pct": 3.6764705882353033, "distance_from_ma200_pct": 1.8640028868691871, "distance_from_ma50_pct": 5.808194506978848, "volatility_20d_pct": 70.2233148398582, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "OVH_CFD.FR", "name": "", "sector": "", "last_price": 8.9, "change_1d_pct": -1.8093556928508336, "distance_from_ma200_pct": -12.692028487904405, "distance_from_ma50_pct": 5.689917656866417, "volatility_20d_pct": 87.94559776453995, "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": 423.6, "change_1d_pct": -20.82242990654205, "distance_from_ma200_pct": -37.68377383888033, "distance_from_ma50_pct": -24.301477407850992, "volatility_20d_pct": 153.59085037557008, "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": "EQS_CFD.FR", "name": "Equasens", "sector": "", "last_price": 35.0, "change_1d_pct": 1.0101010101010166, "distance_from_ma200_pct": -21.40443537227069, "distance_from_ma50_pct": -14.3712451791011, "volatility_20d_pct": 48.53081986251425, "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": "HAMMERSON PLC", "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": "KTN_CFD.DE", "name": "", "sector": "", "last_price": 23.06, "change_1d_pct": -1.368691189050475, "distance_from_ma200_pct": -5.544218495146547, "distance_from_ma50_pct": -0.9795552410413522, "volatility_20d_pct": 59.65713024188373, "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": "LSEG_CFD.UK", "name": "LONDON STOCK EXCHANGE GROUP", "sector": "", "last_price": 7868.0, "change_1d_pct": 2.049286640726322, "distance_from_ma200_pct": -16.85806237291676, "distance_from_ma50_pct": -6.109619382144027, "volatility_20d_pct": 98.07725841907236, "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": "LGEN_CFD.UK", "name": "", "sector": "", "last_price": 274.6, "change_1d_pct": 0.4389173372348454, "distance_from_ma200_pct": 9.538528063064833, "distance_from_ma50_pct": 4.3539064311040265, "volatility_20d_pct": 48.165764067895736, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "KSS_CFD.US", "name": "", "sector": "", "last_price": 17.97, "change_1d_pct": -8.874239350912783, "distance_from_ma200_pct": 19.13562035714167, "distance_from_ma50_pct": -9.50659186818279, "volatility_20d_pct": 104.65388663622058, "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": "DDOG_CFD.US", "name": "Datadog Inc", "sector": "", "last_price": 115.56, "change_1d_pct": -5.719180876233986, "distance_from_ma200_pct": -16.74315595024185, "distance_from_ma50_pct": -11.071710553654778, "volatility_20d_pct": 151.58022262227792, "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": "BK_CFD.US", "name": "The Bank of New York Mellon Corporation", "sector": "", "last_price": 115.14, "change_1d_pct": -3.881793137991485, "distance_from_ma200_pct": 9.021753693592437, "distance_from_ma50_pct": -3.4475124778618693, "volatility_20d_pct": 54.15388918898866, "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": "ANTO_CFD.UK", "name": "ANTOFAGASTA PLC", "sector": "", "last_price": 4111.0, "change_1d_pct": 15.089585666293392, "distance_from_ma200_pct": 60.833448239983845, "distance_from_ma50_pct": 16.898248988777542, "volatility_20d_pct": 121.67690398112182, "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": "MDB_CFD.US", "name": "", "sector": "", "last_price": 315.37, "change_1d_pct": -9.47528560766978, "distance_from_ma200_pct": 4.382236848746701, "distance_from_ma50_pct": -20.078358029290488, "volatility_20d_pct": 134.5804772859465, "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": "OKTA_CFD.US", "name": "", "sector": "", "last_price": 70.8, "change_1d_pct": -13.521436423598399, "distance_from_ma200_pct": -24.17585418631214, "distance_from_ma50_pct": -19.46620196693565, "volatility_20d_pct": 100.67177859771803, "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": "DCC_CFD.UK", "name": "DCC PLC", "sector": "", "last_price": 5190.0, "change_1d_pct": 18.65569272976679, "distance_from_ma200_pct": 7.689940492800584, "distance_from_ma50_pct": 7.8869025965446315, "volatility_20d_pct": 93.98231976370826, "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": "ZION_CFD.US", "name": "", "sector": "", "last_price": 58.99, "change_1d_pct": -5.706521739130432, "distance_from_ma200_pct": 7.52756772423071, "distance_from_ma50_pct": -2.3480178253355466, "volatility_20d_pct": 62.329003132750906, "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": "GLEN_CFD.UK", "name": "", "sector": "", "last_price": 519.1, "change_1d_pct": 2.4472074205644345, "distance_from_ma200_pct": 47.24511787835415, "distance_from_ma50_pct": 13.137803195581732, "volatility_20d_pct": 80.87669653591288, "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": "ADJ_CFD.DE", "name": "ADLER GROUP SA", "sector": "", "last_price": 0.198, "change_1d_pct": 3.125, "distance_from_ma200_pct": -6.740144128868176, "distance_from_ma50_pct": 1.8308989919769703, "volatility_20d_pct": 304.8970337710741, "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": "ALFEN_CFD.NL", "name": "Alfen", "sector": "", "last_price": 9.057, "change_1d_pct": 0.49933422103860536, "distance_from_ma200_pct": -13.297370776513606, "distance_from_ma50_pct": -13.679390942674042, "volatility_20d_pct": 78.94742891727685, "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": "GRAINGER PLC", "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": "EGL_CFD.PT", "name": "Mota-Engil SGPS SA", "sector": "", "last_price": 5.285, "change_1d_pct": 7.027136492507102, "distance_from_ma200_pct": 9.123645245946332, "distance_from_ma50_pct": 8.46498951265664, "volatility_20d_pct": 78.25005363310925, "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": "AKAM_CFD.US", "name": "Akamai Technologies Inc", "sector": "", "last_price": 96.94, "change_1d_pct": -9.923805984017841, "distance_from_ma200_pct": 18.004298258481022, "distance_from_ma50_pct": 4.083902749086299, "volatility_20d_pct": 120.00979745470089, "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": "OMC_CFD.US", "name": "", "sector": "", "last_price": 81.93, "change_1d_pct": 20.66273932253313, "distance_from_ma200_pct": 8.618557029051122, "distance_from_ma50_pct": 6.053584696595893, "volatility_20d_pct": 96.08778690316569, "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": "HYQ_CFD.DE", "name": "", "sector": "", "last_price": 80.3, "change_1d_pct": -5.640423031727382, "distance_from_ma200_pct": -46.37991652094201, "distance_from_ma50_pct": -26.94332130036158, "volatility_20d_pct": 65.31585330376758, "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": "BPOST_CFD.BE", "name": "Bpost", "sector": "", "last_price": 2.24, "change_1d_pct": 1.0830324909747224, "distance_from_ma200_pct": 6.0430326413710045, "distance_from_ma50_pct": 4.717916113469367, "volatility_20d_pct": 61.42707620650032, "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": "GLJ_CFD.DE", "name": "", "sector": "", "last_price": 14.618, "change_1d_pct": -1.8926174496644244, "distance_from_ma200_pct": -6.421622507462654, "distance_from_ma50_pct": -2.953356799439155, "volatility_20d_pct": 54.04936376573376, "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": "LLOY_CFD.UK", "name": "", "sector": "", "last_price": 105.15, "change_1d_pct": 6.255052546483442, "distance_from_ma200_pct": 20.587489865031472, "distance_from_ma50_pct": 3.5010217219262785, "volatility_20d_pct": 59.604651289936385, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "CRWD_CFD.US", "name": "Crowdstrike Holdings Inc", "sector": "", "last_price": 348.27, "change_1d_pct": -15.19881175582557, "distance_from_ma200_pct": -26.03907800608133, "distance_from_ma50_pct": -22.911457632400968, "volatility_20d_pct": 112.47794507006468, "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": "LIVE NATION ENTERTAINMENT IN", "sector": "", "last_price": 163.8, "change_1d_pct": 3.868103994927097, "distance_from_ma200_pct": 9.972815633058719, "distance_from_ma50_pct": 12.242366765295598, "volatility_20d_pct": 72.40478751859274, "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": "MELI_CFD.US", "name": "", "sector": "", "last_price": 1935.75, "change_1d_pct": -1.7605204928848428, "distance_from_ma200_pct": -14.69218498885655, "distance_from_ma50_pct": -5.969219206674092, "volatility_20d_pct": 83.39693791966454, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "COIN_CFD.US", "name": "Coinbase Global Inc", "sector": "", "last_price": 160.82, "change_1d_pct": -6.0630841121495305, "distance_from_ma200_pct": -44.31568663671699, "distance_from_ma50_pct": -25.508360739265367, "volatility_20d_pct": 143.92383912209456, "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": "OCDO_CFD.UK",
"selection_reason": "Large 1-day drop (-21.3%) with oversold RSI (below 30), near 50-day MA, high volatility (240%), no earnings date known.",
"mean_reversion_score": 85
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "Significant 1-day drop (-20.8%), far below 50-day MA (-24.3%), high volatility (153%), no earnings date known.",
"mean_reversion_score": 80
},
{
"symbol": "CRWD_CFD.US",
"selection_reason": "Sharp 1-day decline (-15.2%), oversold RSI, far below 50-day MA (-22.9%), high volatility (112%), no earnings date known.",
"mean_reversion_score": 78
},
{
"symbol": "OKTA_CFD.US",
"selection_reason": "Large 1-day drop (-13.5%), far below 50-day MA (-19.5%), high volatility (100%), no earnings date known.",
"mean_reversion_score": 75
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Significant 1-day drop (-12.7%), below 50-day MA (-14.3%), moderate volatility (87%), no earnings date known.",
"mean_reversion_score": 70
}
],
"rejected_common_reasons": [
"No US symbols in provided universe",
"Earnings date unknown (cannot avoid)",
"Sector concentration (unknown sectors, treated as single group)",
"Extreme volatility or illiquidity (e.g., BIG_CFD.FR, IPR_CFD.PT, ADJ_CFD.DE)",
"Insufficient deviation from mean (e.g., WKP_CFD.UK, LGEN_CFD.UK)"
]
}#514 • openrouter • mistralai/mistral-large-2512 • 2026-02-23T18:15:34.549032+00:00
System prompt
You are an Arena portfolio manager. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices/fundamentals/news/earnings. If a field is null/empty, treat it as unknown. Avoid overtrading: if changes are marginal, prefer HOLD. Do not churn.
User prompt
{"task": "stage2_portfolio_management", "region": "US", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "portfolio_constraints": {"initial_equity": 10000.0, "max_positions": 10, "fixed_position_size": 3000.0, "max_gross_leverage": 3.0, "overtrading_rules": ["Max 2 SELL actions per run unless risk event forces more", "Max 2 BUY actions per run", "If no clear improvement vs current holdings, output HOLD for everything"]}, "current_portfolio": [{"symbol": "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": 204.15, "unrealized_pnl": 73.00551931761154, "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": 54.32, "unrealized_pnl": -194.45640010329694, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "EXM_CFD.BE", "qty": 300.0, "avg_price": 10.0, "last_price": 10.22, "unrealized_pnl": 66.0000000000002, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "EZJ_CFD.UK", "qty": 12.65689273283409, "avg_price": 474.05, "last_price": 473.6, "unrealized_pnl": -5.695601729775197, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 7.488766849725412, "avg_price": 400.6, "last_price": 414.2, "unrealized_pnl": 101.84722915626534, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "GRI_CFD.UK", "qty": 31.645569620253166, "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": "WKP_CFD.UK", "qty": 7.2727272727272725, "avg_price": 412.5, "last_price": 412.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T09:32:59.506254+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": 146.11, "unrealized_pnl": -256.32198297446126, "opened_at": "2026-02-21T17:32:49.140800+00:00"}], "candidates": [{"symbol": "OCDO_CFD.UK", "mean_reversion_score": 85, "selection_reason": "Large 1-day drop (-21.3%) with oversold RSI (below 30), near 50-day MA, high volatility (240%), no earnings date known."}, {"symbol": "FUTR_CFD.UK", "mean_reversion_score": 80, "selection_reason": "Significant 1-day drop (-20.8%), far below 50-day MA (-24.3%), high volatility (153%), no earnings date known."}, {"symbol": "CRWD_CFD.US", "mean_reversion_score": 78, "selection_reason": "Sharp 1-day decline (-15.2%), oversold RSI, far below 50-day MA (-22.9%), high volatility (112%), no earnings date known."}, {"symbol": "OKTA_CFD.US", "mean_reversion_score": 75, "selection_reason": "Large 1-day drop (-13.5%), far below 50-day MA (-19.5%), high volatility (100%), no earnings date known."}, {"symbol": "BYIT_CFD.UK", "mean_reversion_score": 70, "selection_reason": "Significant 1-day drop (-12.7%), below 50-day MA (-14.3%), moderate volatility (87%), no earnings date known."}], "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), sharp 1-day decline (-15.2%), oversold RSI, and far below 50-day MA (-22.9%).",
"symbol": "CRWD_CFD.US",
"position_size": 3000
},
{
"reason": "High mean-reversion score (75), large 1-day drop (-13.5%), far below 50-day MA (-19.5%), and high volatility (100%).",
"symbol": "OKTA_CFD.US",
"position_size": 3000
}
],
"hold": [
{
"reason": "Already held with no significant change in mean-reversion score; marginal improvement not sufficient to justify sell.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Positive unrealized PnL (73.01), no strong sell signal, and holding aligns with mean-reversion strategy.",
"symbol": "DOM_CFD.UK"
},
{
"reason": "Positive unrealized PnL (66.00), no strong sell signal, and no better candidates for reallocation.",
"symbol": "EXM_CFD.BE"
},
{
"reason": "Minimal unrealized PnL change (-5.70), no strong sell signal, and holding aligns with strategy.",
"symbol": "EZJ_CFD.UK"
},
{
"reason": "Positive unrealized PnL (101.85), no strong sell signal, and candidate for buy if not already held.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No unrealized PnL change, no strong sell signal, and holding aligns with strategy.",
"symbol": "GRI_CFD.UK"
},
{
"reason": "No unrealized PnL change, no strong sell signal, and holding aligns with strategy.",
"symbol": "LIO_CFD.UK"
},
{
"reason": "No unrealized PnL change, candidate for buy but already held; no strong sell signal.",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "No unrealized PnL change, no strong sell signal, and holding aligns with strategy.",
"symbol": "RMV_CFD.UK"
},
{
"reason": "No unrealized PnL change, no strong sell signal, and holding aligns with strategy.",
"symbol": "UKW_CFD.UK"
},
{
"reason": "No unrealized PnL change, no strong sell signal, and holding aligns with strategy.",
"symbol": "WKP_CFD.UK"
}
],
"sell": [
{
"reason": "Underperforming with unrealized PnL of -256.32, no clear mean-reversion signal in current candidates, and portfolio constraints limit sells to 2 per run.",
"symbol": "ZS_CFD.US"
},
{
"reason": "Negative unrealized PnL of -194.46, no strong mean-reversion signal in current candidates, and better candidates available for reallocation.",
"symbol": "ESTC_CFD.US"
}
]
},
"portfolio_rationale": "The strategy focuses on mean-reversion opportunities with high scores and clear oversold conditions. Sold ZS_CFD.US and ESTC_CFD.US due to underperformance and lack of strong mean-reversion signals, freeing capital for CRWD_CFD.US and OKTA_CFD.US, which exhibit stronger mean-reversion characteristics. Held positions with no significant changes or positive PnL to avoid overtrading and align with portfolio constraints."
}Selection logs
#255 • stage1 • 2026-02-23T18:15:34.544974+00:00
{
"selected_stocks": [
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "Large 1-day drop (-21.3%) with oversold RSI (below 30), near 50-day MA, high volatility (240%), no earnings date known.",
"mean_reversion_score": 85
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "Significant 1-day drop (-20.8%), far below 50-day MA (-24.3%), high volatility (153%), no earnings date known.",
"mean_reversion_score": 80
},
{
"symbol": "CRWD_CFD.US",
"selection_reason": "Sharp 1-day decline (-15.2%), oversold RSI, far below 50-day MA (-22.9%), high volatility (112%), no earnings date known.",
"mean_reversion_score": 78
},
{
"symbol": "OKTA_CFD.US",
"selection_reason": "Large 1-day drop (-13.5%), far below 50-day MA (-19.5%), high volatility (100%), no earnings date known.",
"mean_reversion_score": 75
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Significant 1-day drop (-12.7%), below 50-day MA (-14.3%), moderate volatility (87%), no earnings date known.",
"mean_reversion_score": 70
}
],
"rejected_common_reasons": [
"No US symbols in provided universe",
"Earnings date unknown (cannot avoid)",
"Sector concentration (unknown sectors, treated as single group)",
"Extreme volatility or illiquidity (e.g., BIG_CFD.FR, IPR_CFD.PT, ADJ_CFD.DE)",
"Insufficient deviation from mean (e.g., WKP_CFD.UK, LGEN_CFD.UK)"
]
}