Arena run #268
meanrev-v1 • x-ai • x-ai/grok-4.1-fast • US • success
Run status
as_of: 2026-02-23T18:14:12.978497+00:00
started_at: 2026-02-23T18:20:59.773406+00:00
finished_at: 2026-02-23T18:21:42.731257+00:00
duration_ms: 42956
Inputs
{
"dry_run": false,
"selected": [
{
"symbol": "CRWD_CFD.US",
"selection_reason": "-15.2% 1d drop, -22.9% below MA50, -26.0% below MA200, vol 112%",
"mean_reversion_score": 98
},
{
"symbol": "OKTA_CFD.US",
"selection_reason": "-13.5% 1d drop, -19.5% below MA50, -24.2% below MA200, vol 101%",
"mean_reversion_score": 95
},
{
"symbol": "MDB_CFD.US",
"selection_reason": "-9.5% 1d drop, -20.1% below MA50, vol 135%",
"mean_reversion_score": 92
},
{
"symbol": "COIN_CFD.US",
"selection_reason": "-6.1% 1d drop, -25.5% below MA50, -44.3% below MA200, vol 144%",
"mean_reversion_score": 90
},
{
"symbol": "DDOG_CFD.US",
"selection_reason": "-5.7% 1d drop, -11.1% below MA50, -16.7% below MA200, vol 152%",
"mean_reversion_score": 88
}
],
"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": "Top mean-reversion score 98: -15.2% 1d drop, -22.9% below MA50, -26.0% below MA200, high vol 112%, clear buy signal",
"symbol": "CRWD_CFD.US",
"position_size": 3000
},
{
"reason": "High score 95: -13.5% 1d drop, -19.5% below MA50, -24.2% below MA200, vol 101%, strong reversion potential",
"symbol": "OKTA_CFD.US",
"position_size": 3000
}
],
"hold": [
{
"reason": "Flat PnL, stable hold",
"symbol": "BIG_CFD.FR"
},
{
"reason": "Minor loss (-1.4%), hold for potential reversion",
"symbol": "BXP_CFD.US"
},
{
"reason": "Unrealized gain (+3.4%), hold winner",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "Unrealized loss (-4%), monitor for mean reversion",
"symbol": "NET_CFD.US"
},
{
"reason": "Flat PnL, hold",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "Flat PnL, hold",
"symbol": "RMV_CFD.UK"
},
{
"reason": "Flat PnL, hold",
"symbol": "THG_CFD.UK"
},
{
"reason": "Flat PnL, hold",
"symbol": "UKW_CFD.UK"
}
],
"sell": [
{
"reason": "Significant unrealized loss (-5.4%), non-US position in US-focused region, rotate to top mean-reversion US candidates",
"symbol": "ARCAD_CFD.NL"
},
{
"reason": "Largest unrealized loss (-8.6%), underperforming, free slot for higher-conviction oversold opportunity",
"symbol": "ZS_CFD.US"
}
]
},
"portfolio_rationale": "Portfolio at max 10 positions and near 3x leverage limit. Rotate out largest losers (ZS, ARCAD) into top 2 US mean-reversion candidates (CRWD, OKTA) for clear improvement in oversold signals vs stagnant losers. Limits to 2 sells/2 buys, maintains exposure balance, prioritizes US region."
}Prompts & responses
#523 • openrouter • x-ai/grok-4.1-fast • 2026-02-23T18:20:59.810337+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": "CRWD_CFD.US",
"selection_reason": "-15.2% 1d drop, -22.9% below MA50, -26.0% below MA200, vol 112%",
"mean_reversion_score": 98
},
{
"symbol": "OKTA_CFD.US",
"selection_reason": "-13.5% 1d drop, -19.5% below MA50, -24.2% below MA200, vol 101%",
"mean_reversion_score": 95
},
{
"symbol": "MDB_CFD.US",
"selection_reason": "-9.5% 1d drop, -20.1% below MA50, vol 135%",
"mean_reversion_score": 92
},
{
"symbol": "COIN_CFD.US",
"selection_reason": "-6.1% 1d drop, -25.5% below MA50, -44.3% below MA200, vol 144%",
"mean_reversion_score": 90
},
{
"symbol": "DDOG_CFD.US",
"selection_reason": "-5.7% 1d drop, -11.1% below MA50, -16.7% below MA200, vol 152%",
"mean_reversion_score": 88
}
],
"rejected_common_reasons": [
"1d change <5% abs",
"|dist_ma50_pct| <10%",
"volatility_20d_pct <80%",
"non-US symbols"
]
}#524 • openrouter • x-ai/grok-4.1-fast • 2026-02-23T18:21:21.124474+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": "ARCAD_CFD.NL", "qty": 101.01010101010101, "avg_price": 29.7, "last_price": 28.1, "unrealized_pnl": -161.6161616161614, "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": "BXP_CFD.US", "qty": 49.31371743239911, "avg_price": 60.835, "last_price": 59.975, "unrealized_pnl": -42.4097969918632, "opened_at": "2026-02-22T17:33:48.338981+00:00"}, {"symbol": "COIN_CFD.US", "qty": 0.0, "avg_price": 168.575, "last_price": 171.13, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "ESTC_CFD.US", "qty": 0.0, "avg_price": 58.085, "last_price": 55.28, "unrealized_pnl": -144.87389171042437, "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": 0.0, "avg_price": 9.875, "last_price": 10.055, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+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": "ICG_CFD.UK", "qty": 0.0, "avg_price": 1700.0, "last_price": 1719.0, "unrealized_pnl": 0.0, "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": 169.89, "unrealized_pnl": -119.85759493670923, "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": 7.070469007777516, "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": 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": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 32.48511099079589, "avg_price": 92.35, "last_price": 92.35, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T10:32:09.961595+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": "CRWD_CFD.US", "mean_reversion_score": 98, "selection_reason": "-15.2% 1d drop, -22.9% below MA50, -26.0% below MA200, vol 112%"}, {"symbol": "OKTA_CFD.US", "mean_reversion_score": 95, "selection_reason": "-13.5% 1d drop, -19.5% below MA50, -24.2% below MA200, vol 101%"}, {"symbol": "MDB_CFD.US", "mean_reversion_score": 92, "selection_reason": "-9.5% 1d drop, -20.1% below MA50, vol 135%"}, {"symbol": "COIN_CFD.US", "mean_reversion_score": 90, "selection_reason": "-6.1% 1d drop, -25.5% below MA50, -44.3% below MA200, vol 144%"}, {"symbol": "DDOG_CFD.US", "mean_reversion_score": 88, "selection_reason": "-5.7% 1d drop, -11.1% below MA50, -16.7% below MA200, vol 152%"}], "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": "Top mean-reversion score 98: -15.2% 1d drop, -22.9% below MA50, -26.0% below MA200, high vol 112%, clear buy signal",
"symbol": "CRWD_CFD.US",
"position_size": 3000
},
{
"reason": "High score 95: -13.5% 1d drop, -19.5% below MA50, -24.2% below MA200, vol 101%, strong reversion potential",
"symbol": "OKTA_CFD.US",
"position_size": 3000
}
],
"hold": [
{
"reason": "Flat PnL, stable hold",
"symbol": "BIG_CFD.FR"
},
{
"reason": "Minor loss (-1.4%), hold for potential reversion",
"symbol": "BXP_CFD.US"
},
{
"reason": "Unrealized gain (+3.4%), hold winner",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "Unrealized loss (-4%), monitor for mean reversion",
"symbol": "NET_CFD.US"
},
{
"reason": "Flat PnL, hold",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "Flat PnL, hold",
"symbol": "RMV_CFD.UK"
},
{
"reason": "Flat PnL, hold",
"symbol": "THG_CFD.UK"
},
{
"reason": "Flat PnL, hold",
"symbol": "UKW_CFD.UK"
}
],
"sell": [
{
"reason": "Significant unrealized loss (-5.4%), non-US position in US-focused region, rotate to top mean-reversion US candidates",
"symbol": "ARCAD_CFD.NL"
},
{
"reason": "Largest unrealized loss (-8.6%), underperforming, free slot for higher-conviction oversold opportunity",
"symbol": "ZS_CFD.US"
}
]
},
"portfolio_rationale": "Portfolio at max 10 positions and near 3x leverage limit. Rotate out largest losers (ZS, ARCAD) into top 2 US mean-reversion candidates (CRWD, OKTA) for clear improvement in oversold signals vs stagnant losers. Limits to 2 sells/2 buys, maintains exposure balance, prioritizes US region."
}Selection logs
#260 • stage1 • 2026-02-23T18:21:21.122135+00:00
{
"selected_stocks": [
{
"symbol": "CRWD_CFD.US",
"selection_reason": "-15.2% 1d drop, -22.9% below MA50, -26.0% below MA200, vol 112%",
"mean_reversion_score": 98
},
{
"symbol": "OKTA_CFD.US",
"selection_reason": "-13.5% 1d drop, -19.5% below MA50, -24.2% below MA200, vol 101%",
"mean_reversion_score": 95
},
{
"symbol": "MDB_CFD.US",
"selection_reason": "-9.5% 1d drop, -20.1% below MA50, vol 135%",
"mean_reversion_score": 92
},
{
"symbol": "COIN_CFD.US",
"selection_reason": "-6.1% 1d drop, -25.5% below MA50, -44.3% below MA200, vol 144%",
"mean_reversion_score": 90
},
{
"symbol": "DDOG_CFD.US",
"selection_reason": "-5.7% 1d drop, -11.1% below MA50, -16.7% below MA200, vol 152%",
"mean_reversion_score": 88
}
],
"rejected_common_reasons": [
"1d change <5% abs",
"|dist_ma50_pct| <10%",
"volatility_20d_pct <80%",
"non-US symbols"
]
}