Arena run #289
meanrev-v1 • deepseek • deepseek/deepseek-chat • US • success
Run status
as_of: 2026-02-24T18:14:37.115518+00:00
started_at: 2026-02-24T18:26:19.096800+00:00
finished_at: 2026-02-24T18:26:54.223342+00:00
duration_ms: 35125
Inputs
{
"dry_run": false,
"selected": [
{
"symbol": "UKW_CFD.UK",
"selection_reason": "Significant negative deviation from MA200 and MA50, indicating potential mean reversion.",
"mean_reversion_score": 75
},
{
"symbol": "IEP_CFD.BE",
"selection_reason": "Positive deviation from MA200 and MA50, suggesting a possible pullback.",
"mean_reversion_score": 70
},
{
"symbol": "FME_CFD.DE",
"selection_reason": "Negative deviation from MA200 and MA50, indicating potential mean reversion.",
"mean_reversion_score": 65
},
{
"symbol": "DBAN_CFD.DE",
"selection_reason": "Close to MA200 and MA50, suggesting stability and potential mean reversion.",
"mean_reversion_score": 60
},
{
"symbol": "ARG_CFD.FR",
"selection_reason": "Positive deviation from MA200 and MA50, indicating potential pullback.",
"mean_reversion_score": 55
}
],
"universe_symbols": [
"WIZZ_CFD.UK",
"UKW_CFD.UK",
"IEP_CFD.BE",
"IPR_CFD.PT",
"TCAP_CFD.UK",
"IPO_CFD.UK",
"ATG_CFD.UK",
"BRBY_CFD.UK",
"BYIT_CFD.UK",
"WKP_CFD.UK",
"TBCG_CFD.UK",
"FUTR_CFD.UK",
"EXM_CFD.BE",
"AGFB_CFD.BE",
"FME_CFD.DE",
"MSLH_CFD.UK",
"INF_CFD.UK",
"TKA_CFD.DE",
"AMCX_CFD.US",
"DCC_CFD.UK",
"EXPD_CFD.US",
"THG_CFD.UK",
"TFI_CFD.FR",
"DBAN_CFD.DE",
"MCG_CFD.UK",
"GDS_CFD.FR",
"AFX_CFD.DE",
"KEYS_CFD.US",
"KOF_CFD.FR",
"COV_CFD.FR",
"CRST_CFD.UK",
"DEQ_CFD.DE",
"AWI_CFD.US",
"FND_CFD.US",
"ATE_CFD.FR",
"CABO_CFD.US",
"HYQ_CFD.DE",
"FICO_CFD.US",
"ARG_CFD.FR",
"VOD_CFD.UK",
"SVS_CFD.UK",
"CRWD_CFD.US",
"MERY_CFD.FR",
"BYW6_CFD.DE",
"EXE_CFD.FR",
"DT_CFD.US",
"FTNT_CFD.US",
"BRNK_CFD.DE",
"ENX_CFD.FR",
"AAD_CFD.DE"
]
}Outputs
{
"actions": {
"buy": [
{
"reason": "Significant negative deviation from MA200 and MA50, indicating potential mean reversion.",
"symbol": "UKW_CFD.UK",
"position_size": 3000
},
{
"reason": "Positive deviation from MA200 and MA50, suggesting a possible pullback.",
"symbol": "IEP_CFD.BE",
"position_size": 3000
}
],
"hold": [
{
"reason": "No significant deviation from mean to warrant selling.",
"symbol": "ADJ_CFD.DE"
},
{
"reason": "No significant deviation from mean to warrant selling.",
"symbol": "AIR_CFD.DE"
},
{
"reason": "No significant deviation from mean to warrant selling.",
"symbol": "AMH_CFD.US"
},
{
"reason": "No significant deviation from mean to warrant selling.",
"symbol": "AML_CFD.UK"
},
{
"reason": "No significant deviation from mean to warrant selling.",
"symbol": "ATG_CFD.UK"
},
{
"reason": "No significant deviation from mean to warrant selling.",
"symbol": "BIG_CFD.FR"
},
{
"reason": "No significant deviation from mean to warrant selling.",
"symbol": "BT_CFD.UK"
},
{
"reason": "No significant deviation from mean to warrant selling.",
"symbol": "BYW6_CFD.DE"
},
{
"reason": "No significant deviation from mean to warrant selling.",
"symbol": "CRWD_CFD.US"
},
{
"reason": "No significant deviation from mean to warrant selling.",
"symbol": "ERA_CFD.FR"
},
{
"reason": "No significant deviation from mean to warrant selling.",
"symbol": "EZJ_CFD.UK"
},
{
"reason": "No significant deviation from mean to warrant selling.",
"symbol": "FLO_CFD.US"
},
{
"reason": "No significant deviation from mean to warrant selling.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No significant deviation from mean to warrant selling.",
"symbol": "GRI_CFD.UK"
},
{
"reason": "No significant deviation from mean to warrant selling.",
"symbol": "LXS_CFD.DE"
},
{
"reason": "No significant deviation from mean to warrant selling.",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "No significant deviation from mean to warrant selling.",
"symbol": "RMV_CFD.UK"
},
{
"reason": "No significant deviation from mean to warrant selling.",
"symbol": "UKW_CFD.UK"
},
{
"reason": "No significant deviation from mean to warrant selling.",
"symbol": "WKP_CFD.UK"
}
],
"sell": []
},
"portfolio_rationale": "The portfolio is currently holding positions that are not showing significant deviations from their mean values, hence no sells are recommended. Two buy actions are recommended based on the mean-reversion strategy, targeting assets that show significant deviations from their moving averages, indicating potential for reversion to the mean. The strategy adheres to the constraints of not overtrading and maintaining a balanced portfolio."
}Prompts & responses
#565 • openrouter • deepseek/deepseek-chat • 2026-02-24T18:26:19.139521+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": "UKW_CFD.UK", "name": "GREENCOAT UK WIND PLC", "sector": "", "last_price": 98.15, "change_1d_pct": -2.163078149920239, "distance_from_ma200_pct": -12.46829595436757, "distance_from_ma50_pct": -6.845149398930528, "volatility_20d_pct": 32.62462101640031, "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": "IEP_CFD.BE", "name": "", "sector": "", "last_price": 5.45, "change_1d_pct": -0.9090909090909038, "distance_from_ma200_pct": 2.0878367493734284, "distance_from_ma50_pct": 2.20116940640811, "volatility_20d_pct": 165.25821062476646, "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": "TCAP_CFD.UK", "name": "TP ICAP GROUP PLC", "sector": "", "last_price": 265.0, "change_1d_pct": 7.72357723577235, "distance_from_ma200_pct": -1.0410112189618959, "distance_from_ma50_pct": 3.1700858141521238, "volatility_20d_pct": 67.76567663345816, "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": "IPO_CFD.UK", "name": "IP GROUP PLC", "sector": "", "last_price": 57.6, "change_1d_pct": -1.873935264054516, "distance_from_ma200_pct": 10.233643652522883, "distance_from_ma50_pct": -2.027486732888828, "volatility_20d_pct": 89.82123635439407, "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": "BRBY_CFD.UK", "name": "BURBERRY GROUP PLC", "sector": "", "last_price": 1243.0, "change_1d_pct": 3.8854668995662367, "distance_from_ma200_pct": 4.675522092324735, "distance_from_ma50_pct": 0.7093242088362928, "volatility_20d_pct": 118.97494375082623, "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": "TBCG_CFD.UK", "name": "TBC BANK GROUP PLC", "sector": "", "last_price": 4830.0, "change_1d_pct": 23.84615384615385, "distance_from_ma200_pct": 9.48099525523418, "distance_from_ma50_pct": 17.298742557479784, "volatility_20d_pct": 96.41941130859351, "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": 414.2, "change_1d_pct": 3.3949076385421773, "distance_from_ma200_pct": -39.06661738447647, "distance_from_ma50_pct": -25.9812840942679, "volatility_20d_pct": 5563.010447162194, "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": "EXM_CFD.BE", "name": "EXMAR NV", "sector": "", "last_price": 10.22, "change_1d_pct": 4.8205128205128345, "distance_from_ma200_pct": -7.878215361262519, "distance_from_ma50_pct": 1.1871169592380326, "volatility_20d_pct": 90.3520552365016, "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": "AGFB_CFD.BE", "name": "Agfa-Gevaert", "sector": "", "last_price": 0.5, "change_1d_pct": -1.5748031496062964, "distance_from_ma200_pct": -39.09791836684978, "distance_from_ma50_pct": 1.7211213736420206, "volatility_20d_pct": 100.80166412577857, "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": "FME_CFD.DE", "name": "", "sector": "", "last_price": 39.097, "change_1d_pct": -4.349847094801218, "distance_from_ma200_pct": -10.617439692719866, "distance_from_ma50_pct": -0.7958256958019438, "volatility_20d_pct": 60.74300651168354, "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": "MARSHALLS PLC", "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": "INF_CFD.UK", "name": "", "sector": "", "last_price": 833.09, "change_1d_pct": -8.491871704745158, "distance_from_ma200_pct": -1.9050501077985782, "distance_from_ma50_pct": -7.516384927398767, "volatility_20d_pct": 80.07288938077471, "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": "TKA_CFD.DE", "name": "", "sector": "", "last_price": 10.467, "change_1d_pct": -6.8025999465764375, "distance_from_ma200_pct": 5.066415586006001, "distance_from_ma50_pct": 0.3499352859402727, "volatility_20d_pct": 96.70542965893932, "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": "AMCX_CFD.US", "name": "AMC Networks Inc", "sector": "", "last_price": 7.58, "change_1d_pct": -12.873563218390792, "distance_from_ma200_pct": 0.8139596744161315, "distance_from_ma50_pct": -11.617928268271061, "volatility_20d_pct": 100.44801635007789, "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": "EXPD_CFD.US", "name": "Expeditors International of Washington, Inc.", "sector": "", "last_price": 138.69, "change_1d_pct": -6.587189331178012, "distance_from_ma200_pct": 6.326947889905732, "distance_from_ma50_pct": -10.985113481304253, "volatility_20d_pct": 122.14842245390795, "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": "THG_CFD.UK", "name": "THG PLC", "sector": "", "last_price": 35.48, "change_1d_pct": -20.090090090090097, "distance_from_ma200_pct": 4.031971945380275, "distance_from_ma50_pct": -18.256005234564732, "volatility_20d_pct": 150.3458448856807, "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": "TFI_CFD.FR", "name": "", "sector": "", "last_price": 7.245, "change_1d_pct": 1.1871508379888374, "distance_from_ma200_pct": -12.952897244769957, "distance_from_ma50_pct": -8.67677755705023, "volatility_20d_pct": 54.614850035934346, "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": "DBAN_CFD.DE", "name": "Deutsche Beteiligungs AG", "sector": "", "last_price": 24.85, "change_1d_pct": -1.3301568393885188, "distance_from_ma200_pct": 0.06253405045488769, "distance_from_ma50_pct": -1.698616264626529, "volatility_20d_pct": 32.1795806595533, "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": "MCG_CFD.UK", "name": "", "sector": "", "last_price": 23.34, "change_1d_pct": -10.437452033768224, "distance_from_ma200_pct": -15.963814753139205, "distance_from_ma50_pct": -0.07192766132346762, "volatility_20d_pct": 137.63902050046556, "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": "GDS_CFD.FR", "name": "", "sector": "", "last_price": 11.0, "change_1d_pct": 3.2863849765258246, "distance_from_ma200_pct": 10.019913604362408, "distance_from_ma50_pct": 14.29260152819598, "volatility_20d_pct": 121.24621505276059, "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": "AFX_CFD.DE", "name": "CARL ZEISS MEDITEC AG - BR", "sector": "", "last_price": 26.73, "change_1d_pct": -0.7057949479940651, "distance_from_ma200_pct": -40.495371027389815, "distance_from_ma50_pct": -21.50983021105134, "volatility_20d_pct": 71.11337644770558, "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": "KEYS_CFD.US", "name": "", "sector": "", "last_price": 244.98, "change_1d_pct": 1.3109466109755497, "distance_from_ma200_pct": 34.55948083263414, "distance_from_ma50_pct": 12.06042425423417, "volatility_20d_pct": 56.85087044399343, "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": "KOF_CFD.FR", "name": "", "sector": "", "last_price": 32.25, "change_1d_pct": 0.5644079952602077, "distance_from_ma200_pct": 5.43355503803209, "distance_from_ma50_pct": 5.520298506290633, "volatility_20d_pct": 44.41416310271644, "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": "COV_CFD.FR", "name": "Covivio SA", "sector": "", "last_price": 61.5, "change_1d_pct": 5.128205128205132, "distance_from_ma200_pct": 11.991350989907934, "distance_from_ma50_pct": 11.93642738966072, "volatility_20d_pct": 63.53757507149298, "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": "CRST_CFD.UK", "name": "CREST NICHOLSON HOLDINGS", "sector": "", "last_price": 169.5, "change_1d_pct": 25.18463810930576, "distance_from_ma200_pct": 2.1353827094136912, "distance_from_ma50_pct": 18.261534511436817, "volatility_20d_pct": 158.5020616154255, "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": "DEQ_CFD.DE", "name": "DEUTSCHE EUROSHOP AG", "sector": "", "last_price": 20.8, "change_1d_pct": -0.4784688995215225, "distance_from_ma200_pct": 8.729374416657777, "distance_from_ma50_pct": 7.7732492287476695, "volatility_20d_pct": 35.44466222330146, "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": "AWI_CFD.US", "name": "Armstrong World Industries Inc", "sector": "", "last_price": 192.04, "change_1d_pct": -3.3469223413357563, "distance_from_ma200_pct": 4.691491553919591, "distance_from_ma50_pct": 0.037818921337673395, "volatility_20d_pct": 44.51318056306861, "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": "FND_CFD.US", "name": "", "sector": "", "last_price": 70.35, "change_1d_pct": 0.41393091635739676, "distance_from_ma200_pct": -3.8057902487649398, "distance_from_ma50_pct": 3.8735149852495043, "volatility_20d_pct": 105.63135782524775, "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": "ATE_CFD.FR", "name": "Alten SA", "sector": "", "last_price": 58.75, "change_1d_pct": -2.327514546965914, "distance_from_ma200_pct": -16.94256461709426, "distance_from_ma50_pct": -17.777130258100037, "volatility_20d_pct": 104.25731447281603, "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": "CABO_CFD.US", "name": "Cable One Inc", "sector": "", "last_price": 95.14, "change_1d_pct": -15.536221590909093, "distance_from_ma200_pct": -29.518381782346324, "distance_from_ma50_pct": -8.262542305875098, "volatility_20d_pct": 135.32200497668128, "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": 79.6, "change_1d_pct": -5.798816568047349, "distance_from_ma200_pct": -46.626184818233995, "distance_from_ma50_pct": -26.946057005203173, "volatility_20d_pct": 66.52054456425753, "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": "FICO_CFD.US", "name": "Fair Isaac Corporation", "sector": "", "last_price": 1196.63, "change_1d_pct": -11.582766238852072, "distance_from_ma200_pct": -26.681234469322934, "distance_from_ma50_pct": -23.046668459584176, "volatility_20d_pct": 91.54638539113873, "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": "ARG_CFD.FR", "name": "ARGAN", "sector": "", "last_price": 70.1, "change_1d_pct": 2.936857562408224, "distance_from_ma200_pct": 7.509830017910124, "distance_from_ma50_pct": 6.25314136427213, "volatility_20d_pct": 37.43912245068676, "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": "VOD_CFD.UK", "name": "", "sector": "", "last_price": 117.7, "change_1d_pct": -2.079866888519133, "distance_from_ma200_pct": 31.305919364555223, "distance_from_ma50_pct": 12.151634345651917, "volatility_20d_pct": 62.24933423517881, "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": "SVS_CFD.UK", "name": "", "sector": "", "last_price": 990.32, "change_1d_pct": -1.165668662674646, "distance_from_ma200_pct": 1.6235321812127612, "distance_from_ma50_pct": 0.8572335265771835, "volatility_20d_pct": 74.7645593588131, "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": 350.03, "change_1d_pct": -16.722972972972983, "distance_from_ma200_pct": -25.606446775337133, "distance_from_ma50_pct": -21.928982875363403, "volatility_20d_pct": 112.52864735144198, "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": "MERY_CFD.FR", "name": "", "sector": "", "last_price": 12.14, "change_1d_pct": 1.675041876046901, "distance_from_ma200_pct": 11.65739024303878, "distance_from_ma50_pct": 11.658879364261798, "volatility_20d_pct": 45.15433805502333, "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": "BYW6_CFD.DE", "name": "BayWa AG vNa", "sector": "", "last_price": 2.8970000000000002, "change_1d_pct": -3.8499834052439286, "distance_from_ma200_pct": -56.43360071703345, "distance_from_ma50_pct": -8.138480368841272, "volatility_20d_pct": 115.29465945824376, "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": "EXE_CFD.FR", "name": "Exel Industries SA", "sector": "", "last_price": 37.6, "change_1d_pct": -6.699751861042169, "distance_from_ma200_pct": -1.8435273572661948, "distance_from_ma50_pct": -3.1435083482052706, "volatility_20d_pct": 90.2338838581926, "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": "DT_CFD.US", "name": "Dynatrace Holdings LLC", "sector": "", "last_price": 34.13, "change_1d_pct": -6.339187705817773, "distance_from_ma200_pct": -28.480648598583226, "distance_from_ma50_pct": -15.03905763802107, "volatility_20d_pct": 100.56799470084705, "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": "FTNT_CFD.US", "name": "", "sector": "", "last_price": 75.09, "change_1d_pct": -7.1243042671613965, "distance_from_ma200_pct": -14.678114123845699, "distance_from_ma50_pct": -6.558686719611351, "volatility_20d_pct": 84.29320942808519, "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": "BRNK_CFD.DE", "name": "Branicks Group AG", "sector": "", "last_price": 1.8199999999999998, "change_1d_pct": -2.673796791443861, "distance_from_ma200_pct": -6.1272594575496715, "distance_from_ma50_pct": -2.353181032910201, "volatility_20d_pct": 101.43273967088804, "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": "ENX_CFD.FR", "name": "Euronext NV", "sector": "", "last_price": 131.3, "change_1d_pct": 4.123711340206193, "distance_from_ma200_pct": -1.6736264590055505, "distance_from_ma50_pct": 6.750223988474557, "volatility_20d_pct": 59.49156675124292, "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": "AAD_CFD.DE", "name": "AMADEUS FIRE AG", "sector": "", "last_price": 26.35, "change_1d_pct": -7.543859649122798, "distance_from_ma200_pct": -53.49848870088279, "distance_from_ma50_pct": -32.19635934334168, "volatility_20d_pct": 69.39755206168815, "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": "UKW_CFD.UK",
"selection_reason": "Significant negative deviation from MA200 and MA50, indicating potential mean reversion.",
"mean_reversion_score": 75
},
{
"symbol": "IEP_CFD.BE",
"selection_reason": "Positive deviation from MA200 and MA50, suggesting a possible pullback.",
"mean_reversion_score": 70
},
{
"symbol": "FME_CFD.DE",
"selection_reason": "Negative deviation from MA200 and MA50, indicating potential mean reversion.",
"mean_reversion_score": 65
},
{
"symbol": "DBAN_CFD.DE",
"selection_reason": "Close to MA200 and MA50, suggesting stability and potential mean reversion.",
"mean_reversion_score": 60
},
{
"symbol": "ARG_CFD.FR",
"selection_reason": "Positive deviation from MA200 and MA50, indicating potential pullback.",
"mean_reversion_score": 55
}
],
"rejected_common_reasons": [
"High volatility",
"Unknown sector",
"Unknown earnings date",
"Unknown market cap",
"Unknown average daily volume"
]
}#566 • openrouter • deepseek/deepseek-chat • 2026-02-24T18:26:31.963503+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": "ADJ_CFD.DE", "qty": 0.0, "avg_price": 0.184, "last_price": 0.2, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T21:00:47.737392+00:00"}, {"symbol": "AIR_CFD.DE", "qty": 0.0, "avg_price": 200.984, "last_price": 187.12, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "AMH_CFD.US", "qty": 101.23165176311794, "avg_price": 29.634999999999998, "last_price": 29.22, "unrealized_pnl": -42.011135481693856, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "AML_CFD.UK", "qty": 50.847457627118644, "avg_price": 59.0, "last_price": 57.65, "unrealized_pnl": -68.64406779661024, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "ATG_CFD.UK", "qty": 10.135135135135135, "avg_price": 296.0, "last_price": 296.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T21:00:47.737392+00:00"}, {"symbol": "BIG_CFD.FR", "qty": 6622.516556291391, "avg_price": 0.453, "last_price": 0.453, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T17:33:48.338981+00:00"}, {"symbol": "BT_CFD.UK", "qty": 0.0, "avg_price": 204.0, "last_price": 203.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "BYW6_CFD.DE", "qty": 998.3361064891848, "avg_price": 3.005, "last_price": 2.874, "unrealized_pnl": -130.782029950083, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 0.0, "avg_price": 422.705, "last_price": 388.21500000000003, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "ERA_CFD.FR", "qty": 63.29113924050633, "avg_price": 47.4, "last_price": 56.045, "unrealized_pnl": 547.1518987341774, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "EZJ_CFD.UK", "qty": 6.328446366417045, "avg_price": 474.05, "last_price": 473.6, "unrealized_pnl": -2.8478008648875983, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "FLO_CFD.US", "qty": 303.7974683544304, "avg_price": 9.875, "last_price": 10.105, "unrealized_pnl": 69.87341772151912, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 22.466300549176236, "avg_price": 400.6, "last_price": 414.2, "unrealized_pnl": 305.54168746879606, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "GRI_CFD.UK", "qty": 15.822784810126583, "avg_price": 189.6, "last_price": 189.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "LXS_CFD.DE", "qty": 0.0, "avg_price": 20.34, "last_price": 20.025, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 13.824884792626728, "avg_price": 217.0, "last_price": 217.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 7.070469007777516, "avg_price": 424.3, "last_price": 417.16, "unrealized_pnl": -50.483148715531364, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 64.97022198159178, "avg_price": 92.35, "last_price": 92.35, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "WKP_CFD.UK", "qty": 7.2727272727272725, "avg_price": 412.5, "last_price": 412.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}], "candidates": [{"symbol": "UKW_CFD.UK", "mean_reversion_score": 75, "selection_reason": "Significant negative deviation from MA200 and MA50, indicating potential mean reversion."}, {"symbol": "IEP_CFD.BE", "mean_reversion_score": 70, "selection_reason": "Positive deviation from MA200 and MA50, suggesting a possible pullback."}, {"symbol": "FME_CFD.DE", "mean_reversion_score": 65, "selection_reason": "Negative deviation from MA200 and MA50, indicating potential mean reversion."}, {"symbol": "DBAN_CFD.DE", "mean_reversion_score": 60, "selection_reason": "Close to MA200 and MA50, suggesting stability and potential mean reversion."}, {"symbol": "ARG_CFD.FR", "mean_reversion_score": 55, "selection_reason": "Positive deviation from MA200 and MA50, indicating potential pullback."}], "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": "Significant negative deviation from MA200 and MA50, indicating potential mean reversion.",
"symbol": "UKW_CFD.UK",
"position_size": 3000
},
{
"reason": "Positive deviation from MA200 and MA50, suggesting a possible pullback.",
"symbol": "IEP_CFD.BE",
"position_size": 3000
}
],
"hold": [
{
"reason": "No significant deviation from mean to warrant selling.",
"symbol": "ADJ_CFD.DE"
},
{
"reason": "No significant deviation from mean to warrant selling.",
"symbol": "AIR_CFD.DE"
},
{
"reason": "No significant deviation from mean to warrant selling.",
"symbol": "AMH_CFD.US"
},
{
"reason": "No significant deviation from mean to warrant selling.",
"symbol": "AML_CFD.UK"
},
{
"reason": "No significant deviation from mean to warrant selling.",
"symbol": "ATG_CFD.UK"
},
{
"reason": "No significant deviation from mean to warrant selling.",
"symbol": "BIG_CFD.FR"
},
{
"reason": "No significant deviation from mean to warrant selling.",
"symbol": "BT_CFD.UK"
},
{
"reason": "No significant deviation from mean to warrant selling.",
"symbol": "BYW6_CFD.DE"
},
{
"reason": "No significant deviation from mean to warrant selling.",
"symbol": "CRWD_CFD.US"
},
{
"reason": "No significant deviation from mean to warrant selling.",
"symbol": "ERA_CFD.FR"
},
{
"reason": "No significant deviation from mean to warrant selling.",
"symbol": "EZJ_CFD.UK"
},
{
"reason": "No significant deviation from mean to warrant selling.",
"symbol": "FLO_CFD.US"
},
{
"reason": "No significant deviation from mean to warrant selling.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No significant deviation from mean to warrant selling.",
"symbol": "GRI_CFD.UK"
},
{
"reason": "No significant deviation from mean to warrant selling.",
"symbol": "LXS_CFD.DE"
},
{
"reason": "No significant deviation from mean to warrant selling.",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "No significant deviation from mean to warrant selling.",
"symbol": "RMV_CFD.UK"
},
{
"reason": "No significant deviation from mean to warrant selling.",
"symbol": "UKW_CFD.UK"
},
{
"reason": "No significant deviation from mean to warrant selling.",
"symbol": "WKP_CFD.UK"
}
],
"sell": []
},
"portfolio_rationale": "The portfolio is currently holding positions that are not showing significant deviations from their mean values, hence no sells are recommended. Two buy actions are recommended based on the mean-reversion strategy, targeting assets that show significant deviations from their moving averages, indicating potential for reversion to the mean. The strategy adheres to the constraints of not overtrading and maintaining a balanced portfolio."
}Selection logs
#281 • stage1 • 2026-02-24T18:26:31.961402+00:00
{
"selected_stocks": [
{
"symbol": "UKW_CFD.UK",
"selection_reason": "Significant negative deviation from MA200 and MA50, indicating potential mean reversion.",
"mean_reversion_score": 75
},
{
"symbol": "IEP_CFD.BE",
"selection_reason": "Positive deviation from MA200 and MA50, suggesting a possible pullback.",
"mean_reversion_score": 70
},
{
"symbol": "FME_CFD.DE",
"selection_reason": "Negative deviation from MA200 and MA50, indicating potential mean reversion.",
"mean_reversion_score": 65
},
{
"symbol": "DBAN_CFD.DE",
"selection_reason": "Close to MA200 and MA50, suggesting stability and potential mean reversion.",
"mean_reversion_score": 60
},
{
"symbol": "ARG_CFD.FR",
"selection_reason": "Positive deviation from MA200 and MA50, indicating potential pullback.",
"mean_reversion_score": 55
}
],
"rejected_common_reasons": [
"High volatility",
"Unknown sector",
"Unknown earnings date",
"Unknown market cap",
"Unknown average daily volume"
]
}