Arena run #272
meanrev-v1 • openai • openai/gpt-5.2-pro • US • success
Run status
as_of: 2026-02-23T18:14:12.978497+00:00
started_at: 2026-02-23T18:25:55.183791+00:00
finished_at: 2026-02-23T18:28:40.971868+00:00
duration_ms: 165786
Inputs
{
"dry_run": false,
"selected": [
{
"symbol": "CRWD_CFD.US",
"selection_reason": "Sharp 1D selloff (-15.20%) with price well below MA50 (-22.91%) and MA200 (-26.04%) -> strong short-term bounce/reversion setup",
"mean_reversion_score": 88
},
{
"symbol": "KSS_CFD.US",
"selection_reason": "Notable down day (-8.87%) with price below MA50 (-9.51%); potential oversold snapback despite still above MA200 (+19.14%)",
"mean_reversion_score": 72
},
{
"symbol": "ZION_CFD.US",
"selection_reason": "Pullback (-5.71%) with price below MA50 (-2.35%) while still above MA200 (+7.53%); typical mean-reversion dip setup",
"mean_reversion_score": 64
},
{
"symbol": "MELI_CFD.US",
"selection_reason": "Moderate down day (-1.76%) with price below MA200 (-14.69%) and MA50 (-5.97%); trend-down + short-term reversion potential",
"mean_reversion_score": 57
},
{
"symbol": "OMC_CFD.US",
"selection_reason": "Large 1D spike (+20.66%) with price above MA50 (+6.05%) and MA200 (+8.62%); candidate for short-term pullback/reversion",
"mean_reversion_score": 61
}
],
"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 (88): sharp 1D selloff with price well below MA50/MA200 per candidate notes, fitting the strategy’s oversold bounce profile. Rotation funded by selling one low-edge/flat holding keeps positions at the 10 limit and gross leverage roughly unchanged.",
"symbol": "CRWD_CFD.US",
"position_size": 3000
}
],
"hold": [
{
"reason": "Small drawdown and no new candidate-driven risk signal vs current position; avoid overtrading and allow mean-reversion window to play out.",
"symbol": "AMH_CFD.US"
},
{
"reason": "Recently opened and only modestly down; insufficient evidence of deterioration to justify churning the position.",
"symbol": "ARCAD_CFD.NL"
},
{
"reason": "Flat since entry; no clear improvement from rotating out another position beyond the single slot needed for the top new setup.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Position is working (positive unrealized PnL); no risk event provided that warrants taking profits prematurely.",
"symbol": "FBIN_CFD.US"
},
{
"reason": "Positive unrealized PnL and no conflicting signal provided; hold to avoid unnecessary turnover.",
"symbol": "FLO_CFD.US"
},
{
"reason": "Positive unrealized PnL; maintain exposure and avoid churn absent a clear reversal/risk trigger.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "In drawdown but within typical mean-reversion volatility; no new information provided to force a cut, and replacing it is not clearly superior beyond the single highest-score candidate.",
"symbol": "PAYC_CFD.US"
},
{
"reason": "Moderate drawdown; no new risk flag provided. Hold to avoid rotating multiple positions in one run.",
"symbol": "TMV_CFD.DE"
},
{
"reason": "Largest drawdown among holdings, but no explicit risk event/news is provided; maintain to allow for potential rebound and avoid forced loss-taking without stronger evidence.",
"symbol": "ZS_CFD.US"
}
],
"sell": [
{
"reason": "Free up a slot (portfolio already at max 10 positions) to allocate into a higher-conviction mean-reversion setup; RMV is roughly flat with no provided oversold catalyst here, so opportunity cost is higher than for current drawdown/bounce candidates.",
"symbol": "RMV_CFD.UK"
}
]
},
"portfolio_rationale": "Portfolio is already at the max 10 active positions and near the gross leverage cap, so changes must be selective. We rotate out a low-edge, flat holding (RMV) to fund a single high-conviction mean-reversion entry (CRWD) while holding the rest to avoid overtrading and unnecessary churn."
}Prompts & responses
#531 • openrouter • openai/gpt-5.2-pro • 2026-02-23T18:25:55.217908+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": "Sharp 1D selloff (-15.20%) with price well below MA50 (-22.91%) and MA200 (-26.04%) -> strong short-term bounce/reversion setup",
"mean_reversion_score": 88
},
{
"symbol": "KSS_CFD.US",
"selection_reason": "Notable down day (-8.87%) with price below MA50 (-9.51%); potential oversold snapback despite still above MA200 (+19.14%)",
"mean_reversion_score": 72
},
{
"symbol": "ZION_CFD.US",
"selection_reason": "Pullback (-5.71%) with price below MA50 (-2.35%) while still above MA200 (+7.53%); typical mean-reversion dip setup",
"mean_reversion_score": 64
},
{
"symbol": "MELI_CFD.US",
"selection_reason": "Moderate down day (-1.76%) with price below MA200 (-14.69%) and MA50 (-5.97%); trend-down + short-term reversion potential",
"mean_reversion_score": 57
},
{
"symbol": "OMC_CFD.US",
"selection_reason": "Large 1D spike (+20.66%) with price above MA50 (+6.05%) and MA200 (+8.62%); candidate for short-term pullback/reversion",
"mean_reversion_score": 61
}
],
"rejected_common_reasons": [
"Non-US symbols present in the input universe (excluded for region=US scan)",
"Avoided clearly high event-driven/binary exposure when identifiable (e.g., crypto-linked names)",
"Insufficient mean-reversion signal (small 1D move and/or not meaningfully stretched vs MA50/MA200)",
"Implied sector concentration risk (multiple highly-correlated tech drawdowns) given missing sector tags"
]
}#532 • openrouter • openai/gpt-5.2-pro • 2026-02-23T18:27:16.979199+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": 101.09519797809605, "avg_price": 29.674999999999997, "last_price": 28.990000000000002, "unrealized_pnl": -69.25021061499531, "opened_at": "2026-02-20T17:33:34.647633+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": "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": 17.45, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "ETSY_CFD.US", "qty": 0.0, "avg_price": 44.13, "last_price": 50.769999999999996, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "FBIN_CFD.US", "qty": 58.85237861696911, "avg_price": 50.974999999999994, "last_price": 55.605000000000004, "unrealized_pnl": 272.48651299656757, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "FLO_CFD.US", "qty": 303.7974683544304, "avg_price": 9.875, "last_price": 10.165, "unrealized_pnl": 88.10126582278455, "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": "MLCO_CFD.US", "qty": 0.0, "avg_price": 5.51, "last_price": 6.06, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "PAYC_CFD.US", "qty": 24.748391354561953, "avg_price": 121.22, "last_price": 115.19, "unrealized_pnl": -149.2327998680086, "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": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "TMV_CFD.DE", "qty": 627.4837900020916, "avg_price": 4.781, "last_price": 4.606, "unrealized_pnl": -109.80966325036592, "opened_at": "2026-02-19T09:33:49.074031+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": 88, "selection_reason": "Sharp 1D selloff (-15.20%) with price well below MA50 (-22.91%) and MA200 (-26.04%) -> strong short-term bounce/reversion setup"}, {"symbol": "KSS_CFD.US", "mean_reversion_score": 72, "selection_reason": "Notable down day (-8.87%) with price below MA50 (-9.51%); potential oversold snapback despite still above MA200 (+19.14%)"}, {"symbol": "ZION_CFD.US", "mean_reversion_score": 64, "selection_reason": "Pullback (-5.71%) with price below MA50 (-2.35%) while still above MA200 (+7.53%); typical mean-reversion dip setup"}, {"symbol": "MELI_CFD.US", "mean_reversion_score": 57, "selection_reason": "Moderate down day (-1.76%) with price below MA200 (-14.69%) and MA50 (-5.97%); trend-down + short-term reversion potential"}, {"symbol": "OMC_CFD.US", "mean_reversion_score": 61, "selection_reason": "Large 1D spike (+20.66%) with price above MA50 (+6.05%) and MA200 (+8.62%); candidate for short-term pullback/reversion"}], "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 (88): sharp 1D selloff with price well below MA50/MA200 per candidate notes, fitting the strategy’s oversold bounce profile. Rotation funded by selling one low-edge/flat holding keeps positions at the 10 limit and gross leverage roughly unchanged.",
"symbol": "CRWD_CFD.US",
"position_size": 3000
}
],
"hold": [
{
"reason": "Small drawdown and no new candidate-driven risk signal vs current position; avoid overtrading and allow mean-reversion window to play out.",
"symbol": "AMH_CFD.US"
},
{
"reason": "Recently opened and only modestly down; insufficient evidence of deterioration to justify churning the position.",
"symbol": "ARCAD_CFD.NL"
},
{
"reason": "Flat since entry; no clear improvement from rotating out another position beyond the single slot needed for the top new setup.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Position is working (positive unrealized PnL); no risk event provided that warrants taking profits prematurely.",
"symbol": "FBIN_CFD.US"
},
{
"reason": "Positive unrealized PnL and no conflicting signal provided; hold to avoid unnecessary turnover.",
"symbol": "FLO_CFD.US"
},
{
"reason": "Positive unrealized PnL; maintain exposure and avoid churn absent a clear reversal/risk trigger.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "In drawdown but within typical mean-reversion volatility; no new information provided to force a cut, and replacing it is not clearly superior beyond the single highest-score candidate.",
"symbol": "PAYC_CFD.US"
},
{
"reason": "Moderate drawdown; no new risk flag provided. Hold to avoid rotating multiple positions in one run.",
"symbol": "TMV_CFD.DE"
},
{
"reason": "Largest drawdown among holdings, but no explicit risk event/news is provided; maintain to allow for potential rebound and avoid forced loss-taking without stronger evidence.",
"symbol": "ZS_CFD.US"
}
],
"sell": [
{
"reason": "Free up a slot (portfolio already at max 10 positions) to allocate into a higher-conviction mean-reversion setup; RMV is roughly flat with no provided oversold catalyst here, so opportunity cost is higher than for current drawdown/bounce candidates.",
"symbol": "RMV_CFD.UK"
}
]
},
"portfolio_rationale": "Portfolio is already at the max 10 active positions and near the gross leverage cap, so changes must be selective. We rotate out a low-edge, flat holding (RMV) to fund a single high-conviction mean-reversion entry (CRWD) while holding the rest to avoid overtrading and unnecessary churn."
}Selection logs
#264 • stage1 • 2026-02-23T18:27:16.977093+00:00
{
"selected_stocks": [
{
"symbol": "CRWD_CFD.US",
"selection_reason": "Sharp 1D selloff (-15.20%) with price well below MA50 (-22.91%) and MA200 (-26.04%) -> strong short-term bounce/reversion setup",
"mean_reversion_score": 88
},
{
"symbol": "KSS_CFD.US",
"selection_reason": "Notable down day (-8.87%) with price below MA50 (-9.51%); potential oversold snapback despite still above MA200 (+19.14%)",
"mean_reversion_score": 72
},
{
"symbol": "ZION_CFD.US",
"selection_reason": "Pullback (-5.71%) with price below MA50 (-2.35%) while still above MA200 (+7.53%); typical mean-reversion dip setup",
"mean_reversion_score": 64
},
{
"symbol": "MELI_CFD.US",
"selection_reason": "Moderate down day (-1.76%) with price below MA200 (-14.69%) and MA50 (-5.97%); trend-down + short-term reversion potential",
"mean_reversion_score": 57
},
{
"symbol": "OMC_CFD.US",
"selection_reason": "Large 1D spike (+20.66%) with price above MA50 (+6.05%) and MA200 (+8.62%); candidate for short-term pullback/reversion",
"mean_reversion_score": 61
}
],
"rejected_common_reasons": [
"Non-US symbols present in the input universe (excluded for region=US scan)",
"Avoided clearly high event-driven/binary exposure when identifiable (e.g., crypto-linked names)",
"Insufficient mean-reversion signal (small 1D move and/or not meaningfully stretched vs MA50/MA200)",
"Implied sector concentration risk (multiple highly-correlated tech drawdowns) given missing sector tags"
]
}