Arena run #267
meanrev-v1 • amazon • amazon/nova-premier-v1 • US • success
Run status
as_of: 2026-02-23T18:14:12.978497+00:00
started_at: 2026-02-23T18:20:32.861732+00:00
finished_at: 2026-02-23T18:20:51.709264+00:00
duration_ms: 18845
Inputs
{
"dry_run": false,
"selected": [
{
"symbol": "HMSO_CFD.UK",
"selection_reason": "distance_from_ma200 > 20% and volatility_20d < 100%",
"mean_reversion_score": 85
},
{
"symbol": "AKAM_CFD.US",
"selection_reason": "distance_from_ma200 > 15% and volatility_20d < 150%",
"mean_reversion_score": 78
},
{
"symbol": "EGL_CFD.PT",
"selection_reason": "distance_from_ma200 > 5% and volatility_20d < 100%",
"mean_reversion_score": 72
},
{
"symbol": "LYV_CFD.US",
"selection_reason": "distance_from_ma50 > 10% and volatility_20d < 100%",
"mean_reversion_score": 70
},
{
"symbol": "BK_CFD.US",
"selection_reason": "distance_from_ma200 > 5% and volatility_20d < 70%",
"mean_reversion_score": 68
}
],
"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": "Highest mean-reversion score",
"symbol": "HMSO_CFD.UK",
"position_size": 3000
},
{
"reason": "Second-highest score",
"symbol": "AKAM_CFD.US",
"position_size": 3000
}
],
"hold": [
{
"reason": "Marginal unrealized loss",
"symbol": "BRNL_CFD.NL"
},
{
"reason": "No price movement",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Marginal unrealized loss",
"symbol": "EZJ_CFD.UK"
},
{
"reason": "Profitable position",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No price movement",
"symbol": "LIO_CFD.UK"
},
{
"reason": "No price movement",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "No price movement",
"symbol": "RMV_CFD.UK"
},
{
"reason": "No price movement",
"symbol": "UKW_CFD.UK"
},
{
"reason": "Small unrealized gain",
"symbol": "UMG_CFD.NL"
}
],
"sell": [
{
"reason": "Realized loss exceeds 1% of initial equity",
"symbol": "ZS_CFD.US"
}
]
},
"portfolio_rationale": "Reduced exposure to ZS_CFD.US due to significant drawdown. Added HMSO_CFD.UK and AKAM_CFD.US based on strong mean-reversion signals while respecting max_buys_per_run constraint. Maintained existing positions with neutral performance."
}Prompts & responses
#521 • openrouter • amazon/nova-premier-v1 • 2026-02-23T18:20:32.902567+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": "HMSO_CFD.UK",
"selection_reason": "distance_from_ma200 > 20% and volatility_20d < 100%",
"mean_reversion_score": 85
},
{
"symbol": "AKAM_CFD.US",
"selection_reason": "distance_from_ma200 > 15% and volatility_20d < 150%",
"mean_reversion_score": 78
},
{
"symbol": "EGL_CFD.PT",
"selection_reason": "distance_from_ma200 > 5% and volatility_20d < 100%",
"mean_reversion_score": 72
},
{
"symbol": "LYV_CFD.US",
"selection_reason": "distance_from_ma50 > 10% and volatility_20d < 100%",
"mean_reversion_score": 70
},
{
"symbol": "BK_CFD.US",
"selection_reason": "distance_from_ma200 > 5% and volatility_20d < 70%",
"mean_reversion_score": 68
}
],
"rejected_common_reasons": [
"distance_from_ma200 too extreme",
"volatility_20d too high",
"sector concentration risk"
]
}#522 • openrouter • amazon/nova-premier-v1 • 2026-02-23T18:20:46.267049+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": "BIG_CFD.FR", "qty": 0.0, "avg_price": 0.453, "last_price": 0.453, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "BRNL_CFD.NL", "qty": 425.53191489361706, "avg_price": 7.05, "last_price": 6.92, "unrealized_pnl": -55.31914893617017, "opened_at": "2026-02-23T10:32:09.961595+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 10.252904989747094, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+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": "ERA_CFD.FR", "qty": 0.0, "avg_price": 47.4, "last_price": 46.329, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "ESTC_CFD.US", "qty": 0.0, "avg_price": 58.085, "last_price": 55.355000000000004, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "EZJ_CFD.UK", "qty": 6.328446366417045, "avg_price": 474.05, "last_price": 473.6, "unrealized_pnl": -2.8478008648875983, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 22.466300549176236, "avg_price": 400.6, "last_price": 414.2, "unrealized_pnl": 305.54168746879606, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "IPO_CFD.UK", "qty": 0.0, "avg_price": 57.7, "last_price": 57.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "LIO_CFD.UK", "qty": 12.0, "avg_price": 250.0, "last_price": 250.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 14.577259475218659, "avg_price": 205.8, "last_price": 205.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T09:32:59.506254+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": "SGE_CFD.UK", "qty": 0.0, "avg_price": 795.4, "last_price": 813.4, "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": "UMG_CFD.NL", "qty": 157.19151165837044, "avg_price": 19.085, "last_price": 19.17, "unrealized_pnl": 13.361278490961622, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "WPP_CFD.UK", "qty": 0.0, "avg_price": 272.0, "last_price": 262.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+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": "HMSO_CFD.UK", "mean_reversion_score": 85, "selection_reason": "distance_from_ma200 > 20% and volatility_20d < 100%"}, {"symbol": "AKAM_CFD.US", "mean_reversion_score": 78, "selection_reason": "distance_from_ma200 > 15% and volatility_20d < 150%"}, {"symbol": "EGL_CFD.PT", "mean_reversion_score": 72, "selection_reason": "distance_from_ma200 > 5% and volatility_20d < 100%"}, {"symbol": "LYV_CFD.US", "mean_reversion_score": 70, "selection_reason": "distance_from_ma50 > 10% and volatility_20d < 100%"}, {"symbol": "BK_CFD.US", "mean_reversion_score": 68, "selection_reason": "distance_from_ma200 > 5% and volatility_20d < 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": "Highest mean-reversion score",
"symbol": "HMSO_CFD.UK",
"position_size": 3000
},
{
"reason": "Second-highest score",
"symbol": "AKAM_CFD.US",
"position_size": 3000
}
],
"hold": [
{
"reason": "Marginal unrealized loss",
"symbol": "BRNL_CFD.NL"
},
{
"reason": "No price movement",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Marginal unrealized loss",
"symbol": "EZJ_CFD.UK"
},
{
"reason": "Profitable position",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No price movement",
"symbol": "LIO_CFD.UK"
},
{
"reason": "No price movement",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "No price movement",
"symbol": "RMV_CFD.UK"
},
{
"reason": "No price movement",
"symbol": "UKW_CFD.UK"
},
{
"reason": "Small unrealized gain",
"symbol": "UMG_CFD.NL"
}
],
"sell": [
{
"reason": "Realized loss exceeds 1% of initial equity",
"symbol": "ZS_CFD.US"
}
]
},
"portfolio_rationale": "Reduced exposure to ZS_CFD.US due to significant drawdown. Added HMSO_CFD.UK and AKAM_CFD.US based on strong mean-reversion signals while respecting max_buys_per_run constraint. Maintained existing positions with neutral performance."
}Selection logs
#259 • stage1 • 2026-02-23T18:20:46.265152+00:00
{
"selected_stocks": [
{
"symbol": "HMSO_CFD.UK",
"selection_reason": "distance_from_ma200 > 20% and volatility_20d < 100%",
"mean_reversion_score": 85
},
{
"symbol": "AKAM_CFD.US",
"selection_reason": "distance_from_ma200 > 15% and volatility_20d < 150%",
"mean_reversion_score": 78
},
{
"symbol": "EGL_CFD.PT",
"selection_reason": "distance_from_ma200 > 5% and volatility_20d < 100%",
"mean_reversion_score": 72
},
{
"symbol": "LYV_CFD.US",
"selection_reason": "distance_from_ma50 > 10% and volatility_20d < 100%",
"mean_reversion_score": 70
},
{
"symbol": "BK_CFD.US",
"selection_reason": "distance_from_ma200 > 5% and volatility_20d < 70%",
"mean_reversion_score": 68
}
],
"rejected_common_reasons": [
"distance_from_ma200 too extreme",
"volatility_20d too high",
"sector concentration risk"
]
}