Arena run #297
meanrev-v1 • amazon • amazon/nova-premier-v1 • EU • success
Run status
as_of: 2026-02-25T10:57:06.928276+00:00
started_at: 2026-02-25T11:43:25.799833+00:00
finished_at: 2026-02-25T11:43:42.137651+00:00
duration_ms: 16336
Inputs
{
"dry_run": false,
"selected": [
{
"symbol": "ADP_CFD.FR",
"selection_reason": "Positive distance from MA200 and MA50 with moderate volatility",
"mean_reversion_score": 65
},
{
"symbol": "EZJ_CFD.UK",
"selection_reason": "Negative 1-day change with moderate distance from MA50",
"mean_reversion_score": 70
},
{
"symbol": "HMSO_CFD.UK",
"selection_reason": "Strong positive 1-day change but still below MA200",
"mean_reversion_score": 55
},
{
"symbol": "KBCA_CFD.BE",
"selection_reason": "Stable price near MA50 with low volatility",
"mean_reversion_score": 68
},
{
"symbol": "NBA_CFD.PT",
"selection_reason": "Small negative change with positive MA distances",
"mean_reversion_score": 60
}
],
"universe_symbols": [
"ADP_CFD.FR",
"ADJ_CFD.DE",
"BIG_CFD.FR",
"ATG_CFD.UK",
"FSLR_CFD.US",
"CCC_CFD.UK",
"EDPR_CFD.PT",
"FUTR_CFD.UK",
"OCDO_CFD.UK",
"BLND_CFD.UK",
"EZJ_CFD.UK",
"AGFB_CFD.BE",
"OC_CFD.US",
"HMSO_CFD.UK",
"AKAM_CFD.US",
"FRE_CFD.DE",
"ARE_CFD.US",
"BAX_CFD.US",
"EPAM_CFD.US",
"MAN_CFD.US",
"DCC_CFD.UK",
"DPLM_CFD.UK",
"ATO_CFD.FR",
"ALK_CFD.US",
"KBCA_CFD.BE",
"MDB_CFD.US",
"ACN_CFD.US",
"HAIN_CFD.US",
"BIO_CFD.US",
"GDS_CFD.FR",
"AAP_CFD.US",
"HPP_CFD.US",
"NBA_CFD.PT",
"KIM_CFD.US",
"AES_CFD.US",
"NA9_CFD.DE",
"ASGN_CFD.US",
"DEI_CFD.US",
"MDV_CFD.PL",
"LVS_CFD.US",
"FTK_CFD.DE",
"MAB_CFD.UK",
"BC_CFD.US",
"BC8_CFD.DE",
"MCHP_CFD.US",
"ICLR_CFD.US",
"FBIN_CFD.US"
]
}Outputs
{
"actions": {
"buy": [
{
"reason": "High mean-reversion score and positive technical indicators",
"symbol": "ADP_CFD.FR",
"position_size": 3000
},
{
"reason": "Strong mean-reversion candidate with low volatility",
"symbol": "KBCA_CFD.BE",
"position_size": 3000
}
],
"hold": [
{
"reason": "Profitable position with no clear reversal signal",
"symbol": "AKAM_CFD.US"
},
{
"reason": "Flat position with low mean-reversion score",
"symbol": "HMSO_CFD.UK"
},
{
"reason": "Flat position with no new information",
"symbol": "LIO_CFD.UK"
},
{
"reason": "Flat position with no new information",
"symbol": "UKW_CFD.UK"
}
],
"sell": [
{
"reason": "Existing position with negative PnL and moderate mean-reversion score",
"symbol": "EZJ_CFD.UK"
}
]
},
"portfolio_rationale": "Maintained core holdings while pruning underperforming positions. Added two high-conviction EU mean-reversion candidates to diversify exposure. Kept leverage below 3x limit with total active positions at 8/10."
}Prompts & responses
#581 • openrouter • amazon/nova-premier-v1 • 2026-02-25T11:43:25.850148+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": "EU", "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": "ADP_CFD.FR", "name": "ADP (Aeroports de Paris)", "sector": "", "last_price": 117.5, "change_1d_pct": -2.083333333333337, "distance_from_ma200_pct": 2.4070047437103392, "distance_from_ma50_pct": 2.72731850749357, "volatility_20d_pct": 54.629477640632494, "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": 0.21, "change_1d_pct": 10.526315789473673, "distance_from_ma200_pct": -0.8498583569405027, "distance_from_ma50_pct": 8.035806152896384, "volatility_20d_pct": 309.9674160007547, "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": "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": "FSLR_CFD.US", "name": "", "sector": "", "last_price": 250.19, "change_1d_pct": 5.93640174450607, "distance_from_ma200_pct": 16.91804427828727, "distance_from_ma50_pct": 1.645322462564014, "volatility_20d_pct": 121.69307926755747, "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": "CCC_CFD.UK", "name": "COMPUTACENTER PLC", "sector": "", "last_price": 3060.0, "change_1d_pct": -6.877662811929397, "distance_from_ma200_pct": 20.590448668980944, "distance_from_ma50_pct": 5.284743621327226, "volatility_20d_pct": 97.14510937756963, "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": "EDPR_CFD.PT", "name": "EDP Renovaveis SA", "sector": "", "last_price": 13.5, "change_1d_pct": 2.427921092564489, "distance_from_ma200_pct": 20.260885948584463, "distance_from_ma50_pct": 6.128571226421786, "volatility_20d_pct": 60.437772281035485, "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": "BLND_CFD.UK", "name": "BRITISH LAND CO PLC", "sector": "", "last_price": 410.8, "change_1d_pct": 0.29296875, "distance_from_ma200_pct": 9.858121765747342, "distance_from_ma50_pct": 2.6150347512259753, "volatility_20d_pct": 86.83694085600024, "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": "EZJ_CFD.UK", "name": "EASYJET PLC", "sector": "", "last_price": 474.05, "change_1d_pct": -4.560096637809541, "distance_from_ma200_pct": -5.145465796191317, "distance_from_ma50_pct": -3.202317672003996, "volatility_20d_pct": 78.60530731681828, "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": 0.49, "change_1d_pct": -2.0000000000000018, "distance_from_ma200_pct": -40.16326879514467, "distance_from_ma50_pct": -0.3051881993896277, "volatility_20d_pct": 101.01255992328346, "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": "OC_CFD.US", "name": "", "sector": "", "last_price": 128.82, "change_1d_pct": -3.8297872340425476, "distance_from_ma200_pct": -2.288913675266513, "distance_from_ma50_pct": 5.08798120457159, "volatility_20d_pct": 62.716593206553085, "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": "AKAM_CFD.US", "name": "Akamai Technologies Inc", "sector": "", "last_price": 101.98, "change_1d_pct": -6.130338733431517, "distance_from_ma200_pct": 23.998093459398472, "distance_from_ma50_pct": 9.140255609518032, "volatility_20d_pct": 121.46170596644122, "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": "FRE_CFD.DE", "name": "", "sector": "", "last_price": 49.337, "change_1d_pct": -5.578733828370208, "distance_from_ma200_pct": 6.377313130333073, "distance_from_ma50_pct": 0.20362842868963948, "volatility_20d_pct": 36.254270039982764, "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": "ARE_CFD.US", "name": "Alexandria Real Estate Equities Inc", "sector": "", "last_price": 54.73, "change_1d_pct": 2.8179597971068837, "distance_from_ma200_pct": -18.635672006463956, "distance_from_ma50_pct": 3.5200211844369944, "volatility_20d_pct": 74.74977977281706, "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": "BAX_CFD.US", "name": "Baxter International Inc", "sector": "", "last_price": 20.98, "change_1d_pct": -2.3731968357375455, "distance_from_ma200_pct": -11.548077287924063, "distance_from_ma50_pct": 4.456061737615125, "volatility_20d_pct": 108.91798762289523, "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": "EPAM_CFD.US", "name": "EPAM Systems Inc", "sector": "", "last_price": 130.95, "change_1d_pct": -0.6524542902663022, "distance_from_ma200_pct": -25.697680059714223, "distance_from_ma50_pct": -33.86303511850108, "volatility_20d_pct": 161.20079191461755, "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": "MAN_CFD.US", "name": "ManpowerGroup Inc", "sector": "", "last_price": 26.09, "change_1d_pct": -10.650684931506849, "distance_from_ma200_pct": -28.09948672017638, "distance_from_ma50_pct": -15.083224298761234, "volatility_20d_pct": 116.97050975679888, "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": "DPLM_CFD.UK", "name": "DIPLOMA PLC", "sector": "", "last_price": 5670.0, "change_1d_pct": 2.810516772438798, "distance_from_ma200_pct": 14.954674608527618, "distance_from_ma50_pct": 3.646795120447832, "volatility_20d_pct": 69.304812550861, "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": "ATO_CFD.FR", "name": "Atos SE", "sector": "", "last_price": 35.106, "change_1d_pct": -10.557961783439485, "distance_from_ma200_pct": -19.82849427219969, "distance_from_ma50_pct": -30.261884442834052, "volatility_20d_pct": 95.33672391195213, "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": "ALK_CFD.US", "name": "Alaska Air Group Inc", "sector": "", "last_price": 53.33, "change_1d_pct": 1.6390318277110794, "distance_from_ma200_pct": 4.233139805899255, "distance_from_ma50_pct": 2.1643595235267377, "volatility_20d_pct": 105.12502497410942, "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": "KBCA_CFD.BE", "name": "", "sector": "", "last_price": 76.4, "change_1d_pct": -1.1642949547218562, "distance_from_ma200_pct": 11.835586464205218, "distance_from_ma50_pct": 0.19703668575483668, "volatility_20d_pct": 54.557753467560765, "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": 316.4, "change_1d_pct": -11.38744188651768, "distance_from_ma200_pct": 4.4910683914518135, "distance_from_ma50_pct": -19.331275651965964, "volatility_20d_pct": 135.931727506141, "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": "ACN_CFD.US", "name": "Accenture plc", "sector": "", "last_price": 199.13, "change_1d_pct": -6.551222488150554, "distance_from_ma200_pct": -25.364043782329716, "distance_from_ma50_pct": -23.259651602749145, "volatility_20d_pct": 89.12102726969687, "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": "HAIN_CFD.US", "name": "", "sector": "", "last_price": 0.79, "change_1d_pct": -14.130434782608692, "distance_from_ma200_pct": -45.771554091158706, "distance_from_ma50_pct": -28.905687544996393, "volatility_20d_pct": 240.46332959318778, "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": "BIO_CFD.US", "name": "", "sector": "", "last_price": 272.21, "change_1d_pct": 0.632162661737512, "distance_from_ma200_pct": -3.829525194272587, "distance_from_ma50_pct": -9.511994372796885, "volatility_20d_pct": 84.66239160719876, "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": "AAP_CFD.US", "name": "Advance Auto Parts Inc", "sector": "", "last_price": 54.29, "change_1d_pct": -2.268226822682262, "distance_from_ma200_pct": 4.582843713278484, "distance_from_ma50_pct": 15.172960978238281, "volatility_20d_pct": 98.567887189443, "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": "HPP_CFD.US", "name": "Hudson Pacific Properties Inc", "sector": "", "last_price": 6.33, "change_1d_pct": -0.4716981132075526, "distance_from_ma200_pct": -58.52457566316451, "distance_from_ma50_pct": -31.277819997828683, "volatility_20d_pct": 122.37514778428367, "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": "NBA_CFD.PT", "name": "Novabase SGPS SA", "sector": "", "last_price": 9.2, "change_1d_pct": -1.6042780748663166, "distance_from_ma200_pct": 8.694111142091533, "distance_from_ma50_pct": 0.689504213636849, "volatility_20d_pct": 91.19790884544534, "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": "KIM_CFD.US", "name": "", "sector": "", "last_price": 23.53, "change_1d_pct": 4.022988505747116, "distance_from_ma200_pct": 10.783369782458752, "distance_from_ma50_pct": 11.728395061728403, "volatility_20d_pct": 40.69281975649947, "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": "AES_CFD.US", "name": "The AES Corporation", "sector": "", "last_price": 16.46, "change_1d_pct": 1.1056511056511065, "distance_from_ma200_pct": 23.22665169380498, "distance_from_ma50_pct": 10.977763993581346, "volatility_20d_pct": 78.78739324180378, "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": "NA9_CFD.DE", "name": "Nagarro N", "sector": "", "last_price": 47.5, "change_1d_pct": -16.509939711388043, "distance_from_ma200_pct": -20.104116950752605, "distance_from_ma50_pct": -30.7792478808249, "volatility_20d_pct": 8233.707997951253, "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": "ASGN_CFD.US", "name": "ASGN Inc", "sector": "", "last_price": 40.92, "change_1d_pct": -6.9365476461223485, "distance_from_ma200_pct": -17.0530732626906, "distance_from_ma50_pct": -15.516337224426756, "volatility_20d_pct": 98.51862329714872, "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": "DEI_CFD.US", "name": "Douglas Emmett Inc", "sector": "", "last_price": 10.16, "change_1d_pct": 0.39525691699606735, "distance_from_ma200_pct": -25.14964545538263, "distance_from_ma50_pct": -6.129312415691923, "volatility_20d_pct": 72.92798762489666, "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": "MDV_CFD.PL", "name": "", "sector": "", "last_price": 114.25, "change_1d_pct": -7.076047173647826, "distance_from_ma200_pct": -30.677434670687475, "distance_from_ma50_pct": -7.434414142887236, "volatility_20d_pct": 83.82468603485997, "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": "LVS_CFD.US", "name": "", "sector": "", "last_price": 55.58, "change_1d_pct": -3.1875979794460885, "distance_from_ma200_pct": 1.9903533053737599, "distance_from_ma50_pct": -8.627906135641028, "volatility_20d_pct": 103.34466330050122, "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": "FTK_CFD.DE", "name": "flatexDEGIRO SE", "sector": "", "last_price": 29.14, "change_1d_pct": -0.6139154160982208, "distance_from_ma200_pct": -3.366327177606987, "distance_from_ma50_pct": -20.508527192685257, "volatility_20d_pct": 6515.791411802467, "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": "MAB_CFD.UK", "name": "MITCHELLS & BUTLERS PLC", "sector": "", "last_price": 295.5, "change_1d_pct": 12.571428571428566, "distance_from_ma200_pct": 12.742431997332337, "distance_from_ma50_pct": 12.200419185322442, "volatility_20d_pct": 118.97586431666585, "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": "BC_CFD.US", "name": "Brunswick Corporation", "sector": "", "last_price": 84.43, "change_1d_pct": -2.1781948789247996, "distance_from_ma200_pct": 26.770153834373, "distance_from_ma50_pct": 2.1217817063760025, "volatility_20d_pct": 73.33209348596633, "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": "BC8_CFD.DE", "name": "BECHTLE AG", "sector": "", "last_price": 32.28, "change_1d_pct": -2.241066020593585, "distance_from_ma200_pct": -17.264436240945024, "distance_from_ma50_pct": -20.94544157897521, "volatility_20d_pct": 70.35516225389954, "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": "MCHP_CFD.US", "name": "", "sector": "", "last_price": 76.66, "change_1d_pct": 0.6168788554928417, "distance_from_ma200_pct": 15.239378014022332, "distance_from_ma50_pct": 5.146211664014921, "volatility_20d_pct": 91.53198948681704, "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": "ICLR_CFD.US", "name": "ICON PLC", "sector": "", "last_price": 105.09, "change_1d_pct": 11.394954420182323, "distance_from_ma200_pct": -35.96869661963584, "distance_from_ma50_pct": -36.63085255593115, "volatility_20d_pct": 269.754697912203, "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": "FBIN_CFD.US", "name": "Fortune Brands Innovations Inc.", "sector": "", "last_price": 53.85, "change_1d_pct": 2.4738344433872683, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -2.3373740451370084, "volatility_20d_pct": 8170.3690446544415, "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": "ADP_CFD.FR",
"selection_reason": "Positive distance from MA200 and MA50 with moderate volatility",
"mean_reversion_score": 65
},
{
"symbol": "EZJ_CFD.UK",
"selection_reason": "Negative 1-day change with moderate distance from MA50",
"mean_reversion_score": 70
},
{
"symbol": "HMSO_CFD.UK",
"selection_reason": "Strong positive 1-day change but still below MA200",
"mean_reversion_score": 55
},
{
"symbol": "KBCA_CFD.BE",
"selection_reason": "Stable price near MA50 with low volatility",
"mean_reversion_score": 68
},
{
"symbol": "NBA_CFD.PT",
"selection_reason": "Small negative change with positive MA distances",
"mean_reversion_score": 60
}
],
"rejected_common_reasons": [
"Extreme volatility >200%",
"Missing MA200 data",
"Binary event risk detected"
]
}#582 • openrouter • amazon/nova-premier-v1 • 2026-02-25T11:43:37.396584+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": "EU", "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": "AKAM_CFD.US", "qty": 30.783438510081577, "avg_price": 97.455, "last_price": 100.125, "unrealized_pnl": 82.19178082191786, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "BIG_CFD.FR", "qty": 0.0, "avg_price": 0.453, "last_price": 0.453, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "BRNL_CFD.NL", "qty": 0.0, "avg_price": 7.05, "last_price": 6.68, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T10:32:09.961595+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 10.252904989747094, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "DSY_CFD.FR", "qty": 0.0, "avg_price": 17.881, "last_price": 16.752, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "ERA_CFD.FR", "qty": 0.0, "avg_price": 47.4, "last_price": 46.329, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "ESTC_CFD.US", "qty": 0.0, "avg_price": 58.085, "last_price": 55.355000000000004, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "EXE_CFD.FR", "qty": 80.42248612712115, "avg_price": 37.303, "last_price": 37.303, "unrealized_pnl": 0.0, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "EZJ_CFD.UK", "qty": 6.328446366417045, "avg_price": 474.05, "last_price": 463.8, "unrealized_pnl": -64.8665752557747, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 22.466300549176236, "avg_price": 400.6, "last_price": 414.2, "unrealized_pnl": 305.54168746879606, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "HMSO_CFD.UK", "qty": 8.600917431192661, "avg_price": 348.8, "last_price": 348.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "IPO_CFD.UK", "qty": 0.0, "avg_price": 57.7, "last_price": 57.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "LIO_CFD.UK", "qty": 12.0, "avg_price": 250.0, "last_price": 250.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 14.577259475218659, "avg_price": 205.8, "last_price": 205.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 7.070469007777516, "avg_price": 424.3, "last_price": 417.16, "unrealized_pnl": -50.483148715531364, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "SGE_CFD.UK", "qty": 0.0, "avg_price": 795.4, "last_price": 813.4, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 32.48511099079589, "avg_price": 92.35, "last_price": 92.35, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "UMG_CFD.NL", "qty": 157.19151165837044, "avg_price": 19.085, "last_price": 18.64, "unrealized_pnl": -69.95022268797489, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "WPP_CFD.UK", "qty": 0.0, "avg_price": 272.0, "last_price": 262.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "ZS_CFD.US", "qty": 0.0, "avg_price": 159.76, "last_price": 144.45, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}], "candidates": [{"symbol": "ADP_CFD.FR", "mean_reversion_score": 65, "selection_reason": "Positive distance from MA200 and MA50 with moderate volatility"}, {"symbol": "EZJ_CFD.UK", "mean_reversion_score": 70, "selection_reason": "Negative 1-day change with moderate distance from MA50"}, {"symbol": "HMSO_CFD.UK", "mean_reversion_score": 55, "selection_reason": "Strong positive 1-day change but still below MA200"}, {"symbol": "KBCA_CFD.BE", "mean_reversion_score": 68, "selection_reason": "Stable price near MA50 with low volatility"}, {"symbol": "NBA_CFD.PT", "mean_reversion_score": 60, "selection_reason": "Small negative change with positive MA distances"}], "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": "High mean-reversion score and positive technical indicators",
"symbol": "ADP_CFD.FR",
"position_size": 3000
},
{
"reason": "Strong mean-reversion candidate with low volatility",
"symbol": "KBCA_CFD.BE",
"position_size": 3000
}
],
"hold": [
{
"reason": "Profitable position with no clear reversal signal",
"symbol": "AKAM_CFD.US"
},
{
"reason": "Flat position with low mean-reversion score",
"symbol": "HMSO_CFD.UK"
},
{
"reason": "Flat position with no new information",
"symbol": "LIO_CFD.UK"
},
{
"reason": "Flat position with no new information",
"symbol": "UKW_CFD.UK"
}
],
"sell": [
{
"reason": "Existing position with negative PnL and moderate mean-reversion score",
"symbol": "EZJ_CFD.UK"
}
]
},
"portfolio_rationale": "Maintained core holdings while pruning underperforming positions. Added two high-conviction EU mean-reversion candidates to diversify exposure. Kept leverage below 3x limit with total active positions at 8/10."
}Selection logs
#289 • stage1 • 2026-02-25T11:43:37.394393+00:00
{
"selected_stocks": [
{
"symbol": "ADP_CFD.FR",
"selection_reason": "Positive distance from MA200 and MA50 with moderate volatility",
"mean_reversion_score": 65
},
{
"symbol": "EZJ_CFD.UK",
"selection_reason": "Negative 1-day change with moderate distance from MA50",
"mean_reversion_score": 70
},
{
"symbol": "HMSO_CFD.UK",
"selection_reason": "Strong positive 1-day change but still below MA200",
"mean_reversion_score": 55
},
{
"symbol": "KBCA_CFD.BE",
"selection_reason": "Stable price near MA50 with low volatility",
"mean_reversion_score": 68
},
{
"symbol": "NBA_CFD.PT",
"selection_reason": "Small negative change with positive MA distances",
"mean_reversion_score": 60
}
],
"rejected_common_reasons": [
"Extreme volatility >200%",
"Missing MA200 data",
"Binary event risk detected"
]
}