Arena run #271
meanrev-v1 • anthropic • anthropic/claude-opus-4.6 • US • success
Run status
as_of: 2026-02-23T18:14:12.978497+00:00
started_at: 2026-02-23T18:23:52.505758+00:00
finished_at: 2026-02-23T18:24:29.657598+00:00
duration_ms: 37150
Inputs
{
"dry_run": false,
"selected": [
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Sharp -12.7% 1d drop, -28% below MA200, -14.3% below MA50, moderate volatility (88%) relative to peers suggests oversold bounce potential within 2-10 days.",
"mean_reversion_score": 78
},
{
"symbol": "OKTA_CFD.US",
"selection_reason": "-13.5% 1d drop, -24.2% below MA200, -19.5% below MA50, volatility ~101% manageable; deep dislocation from both MAs supports mean-reversion setup.",
"mean_reversion_score": 75
},
{
"symbol": "EQS_CFD.FR",
"selection_reason": "-21.4% below MA200, -14.4% below MA50, lowest volatility in set (49%) improves risk-adjusted reversion odds; no sharp 1d move suggests gradual mean-reversion entry.",
"mean_reversion_score": 72
},
{
"symbol": "ZION_CFD.US",
"selection_reason": "-5.7% 1d drop, near MA200 (+7.5%) but -2.3% below MA50, low volatility (62%) makes it a cleaner reversion candidate with controlled risk.",
"mean_reversion_score": 70
},
{
"symbol": "ALFEN_CFD.NL",
"selection_reason": "-13.3% below MA200, -13.7% below MA50, moderate volatility (79%), no sharp 1d move; symmetrical distance from both MAs suggests stable mean-reversion setup.",
"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": "均值回归评分75,-13.5%单日暴跌,-24.2%低于MA200,-19.5%低于MA50,深度超卖,波动率可控(101%),强反弹潜力。",
"symbol": "OKTA_CFD.US",
"position_size": 3000
},
{
"reason": "均值回归评分70,-5.7%单日下跌,低波动率(62%)提供更优风险调整回报,低于MA50(-2.3%)提供清晰回归目标。",
"symbol": "ZION_CFD.US",
"position_size": 3000
}
],
"hold": [
{
"reason": "亏损-47.34但跌幅相对温和(~1.6%),仍有均值回归潜力,暂持观察。",
"symbol": "BXP_CFD.US"
},
{
"reason": "已持仓,候选列表中评分最高(78),当前持平,保持持仓等待反弹。",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "盈利+33.53,价格从1700升至1719,趋势良好,继续持有。",
"symbol": "ICG_CFD.UK"
},
{
"reason": "盈利+38.61,价格从1282升至1298.5,趋势正面,继续持有。",
"symbol": "STJ_CFD.UK"
},
{
"reason": "持平于217.0,无明显恶化信号,继续持有等待回归。",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "持平于205.8,无变化,继续持有。",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "持平于424.3,无变化,继续持有。",
"symbol": "RMV_CFD.UK"
},
{
"reason": "持平于92.35,无变化,继续持有。",
"symbol": "UKW_CFD.UK"
},
{
"reason": "亏损-61但跌幅约2%,仍在合理均值回归范围内,暂持。",
"symbol": "AML_CFD.UK"
},
{
"reason": "亏损-52.45,跌幅约1.7%,仍在均值回归窗口内,暂持。",
"symbol": "ARCAD_CFD.NL"
},
{
"reason": "亏损-30.98,跌幅约1%,温和回调,继续持有。",
"symbol": "HO_CFD.FR"
}
],
"sell": [
{
"reason": "持续亏损(-45.26),价格从795.4跌至783.4,未显示均值回归迹象,释放资金用于更高评分候选标的。",
"symbol": "SGE_CFD.UK"
},
{
"reason": "持续亏损(-55.96),价格从26.27跌至25.78,下行趋势未逆转,释放资金用于更优候选。",
"symbol": "MTG_CFD.US"
}
]
},
"portfolio_rationale": "卖出SGE和MTG两个持续下行且未见回归迹象的持仓,释放约6000资金。买入OKTA(深度超卖,高回归评分75)和ZION(低波动率清晰回归,评分70)各3000。已持有的BYIT在候选中评分最高(78)且已持仓,继续持有。其余持仓多数持平或小幅波动,无需调整,避免过度交易。组合维持在最大持仓限制内,总杠杆可控。"
}Prompts & responses
#529 • openrouter • anthropic/claude-opus-4.6 • 2026-02-23T18:23:52.539163+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": "BYIT_CFD.UK",
"selection_reason": "Sharp -12.7% 1d drop, -28% below MA200, -14.3% below MA50, moderate volatility (88%) relative to peers suggests oversold bounce potential within 2-10 days.",
"mean_reversion_score": 78
},
{
"symbol": "OKTA_CFD.US",
"selection_reason": "-13.5% 1d drop, -24.2% below MA200, -19.5% below MA50, volatility ~101% manageable; deep dislocation from both MAs supports mean-reversion setup.",
"mean_reversion_score": 75
},
{
"symbol": "EQS_CFD.FR",
"selection_reason": "-21.4% below MA200, -14.4% below MA50, lowest volatility in set (49%) improves risk-adjusted reversion odds; no sharp 1d move suggests gradual mean-reversion entry.",
"mean_reversion_score": 72
},
{
"symbol": "ZION_CFD.US",
"selection_reason": "-5.7% 1d drop, near MA200 (+7.5%) but -2.3% below MA50, low volatility (62%) makes it a cleaner reversion candidate with controlled risk.",
"mean_reversion_score": 70
},
{
"symbol": "ALFEN_CFD.NL",
"selection_reason": "-13.3% below MA200, -13.7% below MA50, moderate volatility (79%), no sharp 1d move; symmetrical distance from both MAs suggests stable mean-reversion setup.",
"mean_reversion_score": 68
}
],
"rejected_common_reasons": [
"BIG_CFD.FR: -40.6% 1d crash with 246% volatility suggests binary/event-driven move, not clean mean reversion",
"FUTR_CFD.UK: -20.8% 1d drop but 154% volatility and -37.7% below MA200 indicates potential structural breakdown rather than reversion",
"CRWD_CFD.US: -15.2% 1d drop with -26% below MA200 likely earnings/event-driven (cybersecurity sector prone to binary moves)",
"COIN_CFD.US: -44.3% below MA200 with 144% volatility; crypto-correlated, highly binary",
"ANTO_CFD.UK, HMSO_CFD.UK, DCC_CFD.UK, OMC_CFD.US: Large positive 1d moves (+14-21%) already extended above MAs, wrong direction for long mean-reversion",
"IPR_CFD.PT, ADJ_CFD.DE: Extreme volatility (300%+) on penny stocks, unsuitable for mean-reversion",
"MDB_CFD.US: -9.5% 1d drop but near MA200, -20% below MA50 suggests possible earnings event; high volatility (135%)",
"HYQ_CFD.DE: -46.4% below MA200 suggests structural decline rather than temporary dislocation"
]
}#530 • openrouter • anthropic/claude-opus-4.6 • 2026-02-23T18:24:09.911051+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": "AMH_CFD.US", "qty": 0.0, "avg_price": 29.63, "last_price": 29.16, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "AML_CFD.UK", "qty": 50.847457627118644, "avg_price": 59.0, "last_price": 57.8, "unrealized_pnl": -61.016949152542516, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "ARCAD_CFD.NL", "qty": 104.8951048951049, "avg_price": 28.6, "last_price": 28.1, "unrealized_pnl": -52.44755244755245, "opened_at": "2026-02-23T10:32:09.961595+00:00"}, {"symbol": "BXP_CFD.US", "qty": 49.31371743239911, "avg_price": 60.835, "last_price": 59.875, "unrealized_pnl": -47.34116873510319, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 10.252904989747094, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "CCC_CFD.UK", "qty": 0.0, "avg_price": 2922.0, "last_price": 3060.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 0.0, "avg_price": 423.05499999999995, "last_price": 388.21500000000003, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "ETSY_CFD.US", "qty": 0.0, "avg_price": 44.13, "last_price": 50.905, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "HO_CFD.FR", "qty": 11.784763086979408, "avg_price": 254.566, "last_price": 251.937, "unrealized_pnl": -30.982142155668754, "opened_at": "2026-02-23T10:32:09.961595+00:00"}, {"symbol": "ICG_CFD.UK", "qty": 1.7647058823529411, "avg_price": 1700.0, "last_price": 1719.0, "unrealized_pnl": 33.529411764705884, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "LOPE_CFD.US", "qty": 0.0, "avg_price": 157.02, "last_price": 152.77, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T17:33:48.338981+00:00"}, {"symbol": "LPX_CFD.US", "qty": 0.0, "avg_price": 86.45, "last_price": 82.99, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "LSS_CFD.FR", "qty": 0.0, "avg_price": 20.15, "last_price": 19.78, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "MTG_CFD.US", "qty": 114.19870574800153, "avg_price": 26.27, "last_price": 25.78, "unrealized_pnl": -55.95736581652057, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 13.824884792626728, "avg_price": 217.0, "last_price": 217.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 14.577259475218659, "avg_price": 205.8, "last_price": 205.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 7.070469007777516, "avg_price": 424.3, "last_price": 424.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "SGE_CFD.UK", "qty": 3.771687201408097, "avg_price": 795.4, "last_price": 783.4, "unrealized_pnl": -45.26024641689716, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "STJ_CFD.UK", "qty": 2.3400936037441498, "avg_price": 1282.0, "last_price": 1298.5, "unrealized_pnl": 38.61154446177847, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "STZ_CFD.US", "qty": 0.0, "avg_price": 149.07, "last_price": 156.44, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "TMV_CFD.DE", "qty": 0.0, "avg_price": 4.781, "last_price": 4.769, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 32.48511099079589, "avg_price": 92.35, "last_price": 92.35, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "ZAL_CFD.DE", "qty": 0.0, "avg_price": 21.078, "last_price": 20.775, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}], "candidates": [{"symbol": "BYIT_CFD.UK", "mean_reversion_score": 78, "selection_reason": "Sharp -12.7% 1d drop, -28% below MA200, -14.3% below MA50, moderate volatility (88%) relative to peers suggests oversold bounce potential within 2-10 days."}, {"symbol": "OKTA_CFD.US", "mean_reversion_score": 75, "selection_reason": "-13.5% 1d drop, -24.2% below MA200, -19.5% below MA50, volatility ~101% manageable; deep dislocation from both MAs supports mean-reversion setup."}, {"symbol": "EQS_CFD.FR", "mean_reversion_score": 72, "selection_reason": "-21.4% below MA200, -14.4% below MA50, lowest volatility in set (49%) improves risk-adjusted reversion odds; no sharp 1d move suggests gradual mean-reversion entry."}, {"symbol": "ZION_CFD.US", "mean_reversion_score": 70, "selection_reason": "-5.7% 1d drop, near MA200 (+7.5%) but -2.3% below MA50, low volatility (62%) makes it a cleaner reversion candidate with controlled risk."}, {"symbol": "ALFEN_CFD.NL", "mean_reversion_score": 68, "selection_reason": "-13.3% below MA200, -13.7% below MA50, moderate volatility (79%), no sharp 1d move; symmetrical distance from both MAs suggests stable mean-reversion setup."}], "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": "均值回归评分75,-13.5%单日暴跌,-24.2%低于MA200,-19.5%低于MA50,深度超卖,波动率可控(101%),强反弹潜力。",
"symbol": "OKTA_CFD.US",
"position_size": 3000
},
{
"reason": "均值回归评分70,-5.7%单日下跌,低波动率(62%)提供更优风险调整回报,低于MA50(-2.3%)提供清晰回归目标。",
"symbol": "ZION_CFD.US",
"position_size": 3000
}
],
"hold": [
{
"reason": "亏损-47.34但跌幅相对温和(~1.6%),仍有均值回归潜力,暂持观察。",
"symbol": "BXP_CFD.US"
},
{
"reason": "已持仓,候选列表中评分最高(78),当前持平,保持持仓等待反弹。",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "盈利+33.53,价格从1700升至1719,趋势良好,继续持有。",
"symbol": "ICG_CFD.UK"
},
{
"reason": "盈利+38.61,价格从1282升至1298.5,趋势正面,继续持有。",
"symbol": "STJ_CFD.UK"
},
{
"reason": "持平于217.0,无明显恶化信号,继续持有等待回归。",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "持平于205.8,无变化,继续持有。",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "持平于424.3,无变化,继续持有。",
"symbol": "RMV_CFD.UK"
},
{
"reason": "持平于92.35,无变化,继续持有。",
"symbol": "UKW_CFD.UK"
},
{
"reason": "亏损-61但跌幅约2%,仍在合理均值回归范围内,暂持。",
"symbol": "AML_CFD.UK"
},
{
"reason": "亏损-52.45,跌幅约1.7%,仍在均值回归窗口内,暂持。",
"symbol": "ARCAD_CFD.NL"
},
{
"reason": "亏损-30.98,跌幅约1%,温和回调,继续持有。",
"symbol": "HO_CFD.FR"
}
],
"sell": [
{
"reason": "持续亏损(-45.26),价格从795.4跌至783.4,未显示均值回归迹象,释放资金用于更高评分候选标的。",
"symbol": "SGE_CFD.UK"
},
{
"reason": "持续亏损(-55.96),价格从26.27跌至25.78,下行趋势未逆转,释放资金用于更优候选。",
"symbol": "MTG_CFD.US"
}
]
},
"portfolio_rationale": "卖出SGE和MTG两个持续下行且未见回归迹象的持仓,释放约6000资金。买入OKTA(深度超卖,高回归评分75)和ZION(低波动率清晰回归,评分70)各3000。已持有的BYIT在候选中评分最高(78)且已持仓,继续持有。其余持仓多数持平或小幅波动,无需调整,避免过度交易。组合维持在最大持仓限制内,总杠杆可控。"
}Selection logs
#263 • stage1 • 2026-02-23T18:24:09.908325+00:00
{
"selected_stocks": [
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Sharp -12.7% 1d drop, -28% below MA200, -14.3% below MA50, moderate volatility (88%) relative to peers suggests oversold bounce potential within 2-10 days.",
"mean_reversion_score": 78
},
{
"symbol": "OKTA_CFD.US",
"selection_reason": "-13.5% 1d drop, -24.2% below MA200, -19.5% below MA50, volatility ~101% manageable; deep dislocation from both MAs supports mean-reversion setup.",
"mean_reversion_score": 75
},
{
"symbol": "EQS_CFD.FR",
"selection_reason": "-21.4% below MA200, -14.4% below MA50, lowest volatility in set (49%) improves risk-adjusted reversion odds; no sharp 1d move suggests gradual mean-reversion entry.",
"mean_reversion_score": 72
},
{
"symbol": "ZION_CFD.US",
"selection_reason": "-5.7% 1d drop, near MA200 (+7.5%) but -2.3% below MA50, low volatility (62%) makes it a cleaner reversion candidate with controlled risk.",
"mean_reversion_score": 70
},
{
"symbol": "ALFEN_CFD.NL",
"selection_reason": "-13.3% below MA200, -13.7% below MA50, moderate volatility (79%), no sharp 1d move; symmetrical distance from both MAs suggests stable mean-reversion setup.",
"mean_reversion_score": 68
}
],
"rejected_common_reasons": [
"BIG_CFD.FR: -40.6% 1d crash with 246% volatility suggests binary/event-driven move, not clean mean reversion",
"FUTR_CFD.UK: -20.8% 1d drop but 154% volatility and -37.7% below MA200 indicates potential structural breakdown rather than reversion",
"CRWD_CFD.US: -15.2% 1d drop with -26% below MA200 likely earnings/event-driven (cybersecurity sector prone to binary moves)",
"COIN_CFD.US: -44.3% below MA200 with 144% volatility; crypto-correlated, highly binary",
"ANTO_CFD.UK, HMSO_CFD.UK, DCC_CFD.UK, OMC_CFD.US: Large positive 1d moves (+14-21%) already extended above MAs, wrong direction for long mean-reversion",
"IPR_CFD.PT, ADJ_CFD.DE: Extreme volatility (300%+) on penny stocks, unsuitable for mean-reversion",
"MDB_CFD.US: -9.5% 1d drop but near MA200, -20% below MA50 suggests possible earnings event; high volatility (135%)",
"HYQ_CFD.DE: -46.4% below MA200 suggests structural decline rather than temporary dislocation"
]
}