Arena run #298
meanrev-v1 • x-ai • x-ai/grok-4.1-fast • EU • success
Run status
as_of: 2026-02-25T10:57:06.928276+00:00
started_at: 2026-02-25T11:44:24.509798+00:00
finished_at: 2026-02-25T11:45:09.727805+00:00
duration_ms: 45216
Inputs
{
"dry_run": false,
"selected": [
{
"symbol": "BIG_CFD.FR",
"selection_reason": "change_1d_pct -40.65%, distance_ma50_pct -45.84%: extreme oversold deviation",
"mean_reversion_score": 100
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "change_1d_pct -20.82%, distance_ma50_pct -24.30%: sharp drop below MA50",
"mean_reversion_score": 95
},
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "change_1d_pct -21.31%, distance_ma50_pct -3.18%: recent plunge from MA50",
"mean_reversion_score": 92
},
{
"symbol": "DCC_CFD.UK",
"selection_reason": "change_1d_pct +18.66%, distance_ma50_pct +7.89%: overbought surge",
"mean_reversion_score": 96
},
{
"symbol": "HMSO_CFD.UK",
"selection_reason": "change_1d_pct +14.13%, distance_ma50_pct +10.01%: rapid rise above MA50",
"mean_reversion_score": 90
}
],
"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": [],
"hold": [
{
"reason": "Extreme oversold mean-reversion score 100, hold for expected bounce",
"symbol": "BIG_CFD.FR"
},
{
"reason": "Profitable position (+1%), stable hold",
"symbol": "CABO_CFD.US"
},
{
"reason": "Profitable position (+1.7%), stable hold",
"symbol": "FICO_CFD.US"
},
{
"reason": "High mean-reversion score 95 (sharp drop below MA50), hold for reversion",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "High mean-reversion score 92 (recent plunge), hold for reversion",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "Profitable position (+1.4%), stable hold",
"symbol": "OKTA_CFD.US"
},
{
"reason": "Flat PnL, stable hold, no clear sell signal",
"symbol": "THG_CFD.UK"
},
{
"reason": "Flat PnL, stable hold, no clear sell signal",
"symbol": "UKW_CFD.UK"
}
],
"sell": [
{
"reason": "Slight unrealized loss (-0.2%), no mean-reversion signal in candidates, trim to manage risk and avoid overtrading",
"symbol": "CRWD_CFD.US"
},
{
"reason": "Unrealized loss (-1.7%), no strong mean-reversion hold signal in candidates, close underperformer",
"symbol": "RMV_CFD.UK"
}
]
},
"portfolio_rationale": "Portfolio at max 10 positions and leverage limit. Sold 2 underperforming positions (CRWD, RMV) with losses and no candidate signals to free capital (~6k exposure reduced) and manage risk. Holding key oversold mean-reversion candidates (BIG, FUTR, OCDO) already in portfolio and profitable/flattish positions. No new buys: remaining candidates (DCC, HMSO) are overbought signals unsuitable for long mean-reversion entries; avoids overtrading with marginal opportunities."
}Prompts & responses
#583 • openrouter • x-ai/grok-4.1-fast • 2026-02-25T11:44:24.557908+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": "BIG_CFD.FR",
"selection_reason": "change_1d_pct -40.65%, distance_ma50_pct -45.84%: extreme oversold deviation",
"mean_reversion_score": 100
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "change_1d_pct -20.82%, distance_ma50_pct -24.30%: sharp drop below MA50",
"mean_reversion_score": 95
},
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "change_1d_pct -21.31%, distance_ma50_pct -3.18%: recent plunge from MA50",
"mean_reversion_score": 92
},
{
"symbol": "DCC_CFD.UK",
"selection_reason": "change_1d_pct +18.66%, distance_ma50_pct +7.89%: overbought surge",
"mean_reversion_score": 96
},
{
"symbol": "HMSO_CFD.UK",
"selection_reason": "change_1d_pct +14.13%, distance_ma50_pct +10.01%: rapid rise above MA50",
"mean_reversion_score": 90
}
],
"rejected_common_reasons": [
"small |change_1d_pct| <5%",
"|distance_ma50_pct| <5%",
"high volatility_20d_pct >200% without extreme signal"
]
}#584 • openrouter • x-ai/grok-4.1-fast • 2026-02-25T11:44:40.199080+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": "ARCAD_CFD.NL", "qty": 0.0, "avg_price": 29.7, "last_price": 28.06, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "BIG_CFD.FR", "qty": 6622.516556291391, "avg_price": 0.453, "last_price": 0.453, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "BXP_CFD.US", "qty": 0.0, "avg_price": 60.835, "last_price": 59.405, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T17:33:48.338981+00:00"}, {"symbol": "CABO_CFD.US", "qty": 32.13539713994966, "avg_price": 93.35499999999999, "last_price": 94.345, "unrealized_pnl": 31.814043168550455, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "COIN_CFD.US", "qty": 0.0, "avg_price": 168.575, "last_price": 171.13, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 8.551881413911062, "avg_price": 350.79999999999995, "last_price": 350.055, "unrealized_pnl": -6.3711516533632935, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "ESTC_CFD.US", "qty": 0.0, "avg_price": 58.085, "last_price": 55.28, "unrealized_pnl": -144.87389171042437, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "EXPO_CFD.US", "qty": 0.0, "avg_price": 66.815, "last_price": 70.025, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "FBIN_CFD.US", "qty": 0.0, "avg_price": 50.974999999999994, "last_price": 54.35, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "FICO_CFD.US", "qty": 2.4824059478446507, "avg_price": 1208.505, "last_price": 1229.63, "unrealized_pnl": 52.440825648218244, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "FLO_CFD.US", "qty": 0.0, "avg_price": 9.875, "last_price": 10.055, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 7.488766849725412, "avg_price": 400.6, "last_price": 414.2, "unrealized_pnl": 101.84722915626534, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "ICG_CFD.UK", "qty": 0.0, "avg_price": 1700.0, "last_price": 1719.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "LMND_CFD.US", "qty": 0.0, "avg_price": 61.5, "last_price": 59.89, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "LPX_CFD.US", "qty": 0.0, "avg_price": 86.45, "last_price": 86.15, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "NET_CFD.US", "qty": 0.0, "avg_price": 176.96, "last_price": 164.32, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 13.824884792626728, "avg_price": 217.0, "last_price": 217.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "OKTA_CFD.US", "qty": 42.747221430607006, "avg_price": 70.18, "last_price": 71.15, "unrealized_pnl": 41.46480478768875, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "PAYC_CFD.US", "qty": 0.0, "avg_price": 121.22, "last_price": 119.79, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 7.070469007777516, "avg_price": 424.3, "last_price": 417.16, "unrealized_pnl": -50.483148715531364, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "THG_CFD.UK", "qty": 85.76329331046313, "avg_price": 34.98, "last_price": 34.98, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "TRN_CFD.UK", "qty": 0.0, "avg_price": 196.2, "last_price": 196.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "TRST_CFD.UK", "qty": 0.0, "avg_price": 134.3, "last_price": 139.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 32.48511099079589, "avg_price": 92.35, "last_price": 92.35, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T10:32:09.961595+00:00"}, {"symbol": "ZS_CFD.US", "qty": 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": "BIG_CFD.FR", "mean_reversion_score": 100, "selection_reason": "change_1d_pct -40.65%, distance_ma50_pct -45.84%: extreme oversold deviation"}, {"symbol": "FUTR_CFD.UK", "mean_reversion_score": 95, "selection_reason": "change_1d_pct -20.82%, distance_ma50_pct -24.30%: sharp drop below MA50"}, {"symbol": "OCDO_CFD.UK", "mean_reversion_score": 92, "selection_reason": "change_1d_pct -21.31%, distance_ma50_pct -3.18%: recent plunge from MA50"}, {"symbol": "DCC_CFD.UK", "mean_reversion_score": 96, "selection_reason": "change_1d_pct +18.66%, distance_ma50_pct +7.89%: overbought surge"}, {"symbol": "HMSO_CFD.UK", "mean_reversion_score": 90, "selection_reason": "change_1d_pct +14.13%, distance_ma50_pct +10.01%: rapid rise above MA50"}], "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": [],
"hold": [
{
"reason": "Extreme oversold mean-reversion score 100, hold for expected bounce",
"symbol": "BIG_CFD.FR"
},
{
"reason": "Profitable position (+1%), stable hold",
"symbol": "CABO_CFD.US"
},
{
"reason": "Profitable position (+1.7%), stable hold",
"symbol": "FICO_CFD.US"
},
{
"reason": "High mean-reversion score 95 (sharp drop below MA50), hold for reversion",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "High mean-reversion score 92 (recent plunge), hold for reversion",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "Profitable position (+1.4%), stable hold",
"symbol": "OKTA_CFD.US"
},
{
"reason": "Flat PnL, stable hold, no clear sell signal",
"symbol": "THG_CFD.UK"
},
{
"reason": "Flat PnL, stable hold, no clear sell signal",
"symbol": "UKW_CFD.UK"
}
],
"sell": [
{
"reason": "Slight unrealized loss (-0.2%), no mean-reversion signal in candidates, trim to manage risk and avoid overtrading",
"symbol": "CRWD_CFD.US"
},
{
"reason": "Unrealized loss (-1.7%), no strong mean-reversion hold signal in candidates, close underperformer",
"symbol": "RMV_CFD.UK"
}
]
},
"portfolio_rationale": "Portfolio at max 10 positions and leverage limit. Sold 2 underperforming positions (CRWD, RMV) with losses and no candidate signals to free capital (~6k exposure reduced) and manage risk. Holding key oversold mean-reversion candidates (BIG, FUTR, OCDO) already in portfolio and profitable/flattish positions. No new buys: remaining candidates (DCC, HMSO) are overbought signals unsuitable for long mean-reversion entries; avoids overtrading with marginal opportunities."
}Selection logs
#290 • stage1 • 2026-02-25T11:44:40.196935+00:00
{
"selected_stocks": [
{
"symbol": "BIG_CFD.FR",
"selection_reason": "change_1d_pct -40.65%, distance_ma50_pct -45.84%: extreme oversold deviation",
"mean_reversion_score": 100
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "change_1d_pct -20.82%, distance_ma50_pct -24.30%: sharp drop below MA50",
"mean_reversion_score": 95
},
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "change_1d_pct -21.31%, distance_ma50_pct -3.18%: recent plunge from MA50",
"mean_reversion_score": 92
},
{
"symbol": "DCC_CFD.UK",
"selection_reason": "change_1d_pct +18.66%, distance_ma50_pct +7.89%: overbought surge",
"mean_reversion_score": 96
},
{
"symbol": "HMSO_CFD.UK",
"selection_reason": "change_1d_pct +14.13%, distance_ma50_pct +10.01%: rapid rise above MA50",
"mean_reversion_score": 90
}
],
"rejected_common_reasons": [
"small |change_1d_pct| <5%",
"|distance_ma50_pct| <5%",
"high volatility_20d_pct >200% without extreme signal"
]
}