Arena run #310

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).

{"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": "WIZZ AIR HOLDINGS PLC", "sector": "", "last_price": 1299.0, "change_1d_pct": -7.412687099073412, "distance_from_ma200_pct": 3.990085157792933, "distance_from_ma50_pct": 0.21211951024278086, "volatility_20d_pct": 5874.684590366408, "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": 92.35, "change_1d_pct": -5.909322465613864, "distance_from_ma200_pct": -17.64082660607077, "distance_from_ma50_pct": -12.349969913308566, "volatility_20d_pct": 2773.983404143022, "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": "CRDA_CFD.UK", "name": "CRODA INTERNATIONAL PLC", "sector": "", "last_price": 3270.0, "change_1d_pct": 18.306801736613608, "distance_from_ma200_pct": 15.315074372668791, "distance_from_ma50_pct": 15.114636224020273, "volatility_20d_pct": 105.57470323224747, "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": 0.462, "change_1d_pct": 0.0, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -45.79246257098606, "volatility_20d_pct": 11712.882237669019, "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": 315.5, "change_1d_pct": -0.15822784810126667, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 2.9598929608719793, "volatility_20d_pct": 4125.199412345139, "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": 2992.0, "change_1d_pct": -2.540716612377847, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -2.946633623541939, "volatility_20d_pct": 3425.126046830974, "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": 290.6, "change_1d_pct": 0.1378359751895264, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -13.036712512419047, "volatility_20d_pct": 3710.24320963922, "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": 413.0, "change_1d_pct": 0.0, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 2.3259962538279444, "volatility_20d_pct": 2013.7372429692637, "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": "CAR_CFD.US", "name": "Avis Budget Group Inc", "sector": "", "last_price": 118.35, "change_1d_pct": 1.587982832618029, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -5.933987675643548, "volatility_20d_pct": 4643.814201648793, "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": 1174.5, "change_1d_pct": -0.550381033022862, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -4.69118971687319, "volatility_20d_pct": 4100.463229875871, "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": "CE_CFD.US", "name": "Celanese Corporation", "sector": "", "last_price": 58.85, "change_1d_pct": 0.051003060183618665, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 28.07455092296376, "volatility_20d_pct": 6478.369286492251, "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": "FDX_CFD.US", "name": "FedEx Corporation", "sector": "", "last_price": 386.56, "change_1d_pct": 0.7427484298037745, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 19.68497947520138, "volatility_20d_pct": 2549.069205234816, "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": "ABF_CFD.UK", "name": "ASSOCIATED BRITISH FOODS PLC", "sector": "", "last_price": 1976.5, "change_1d_pct": 0.48296898830706425, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -0.4789045745805742, "volatility_20d_pct": 1983.0157791154838, "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": null, "distance_from_ma50_pct": -1.505557900661325, "volatility_20d_pct": 2568.590327331217, "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"]}}

{
  "selected_stocks": [
    {
      "symbol": "WIZZ_CFD.UK",
      "selection_reason": "Significant 1D drop (-7.4%) suggests oversold condition; high volatility supports mean reversion potential.",
      "mean_reversion_score": 92
    },
    {
      "symbol": "UKW_CFD.UK",
      "selection_reason": "Deeply oversold relative to MA50 (-12.3%) and MA200 (-17.6%) combined with a sharp 1D decline (-5.9%).",
      "mean_reversion_score": 88
    },
    {
      "symbol": "CE_CFD.US",
      "selection_reason": "Extreme extension above MA50 (+28%) indicates overbought status ripe for technical pullback over 2-10 days.",
      "mean_reversion_score": 85
    },
    {
      "symbol": "FDX_CFD.US",
      "selection_reason": "Extended price action (+19.7% vs MA50) suggests potential for mean reversion downwards.",
      "mean_reversion_score": 78
    },
    {
      "symbol": "CCC_CFD.UK",
      "selection_reason": "Moderate 1D decline (-2.5%) in a volatile name provides a tactical entry for short-term reversion.",
      "mean_reversion_score": 72
    }
  ],
  "rejected_common_reasons": [
    "CRDA_CFD.UK rejected due to extreme binary move (+18%) likely driven by specific event/news.",
    "BIG_CFD.FR rejected due to lack of price movement (0% change) and low nominal price.",
    "Remaining candidates lacked sufficient deviation from moving averages or volatility to justify mean reversion trade."
  ]
}

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.

{"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": [], "candidates": [{"symbol": "WIZZ_CFD.UK", "mean_reversion_score": 92, "selection_reason": "Significant 1D drop (-7.4%) suggests oversold condition; high volatility supports mean reversion potential."}, {"symbol": "UKW_CFD.UK", "mean_reversion_score": 88, "selection_reason": "Deeply oversold relative to MA50 (-12.3%) and MA200 (-17.6%) combined with a sharp 1D decline (-5.9%)."}, {"symbol": "CE_CFD.US", "mean_reversion_score": 85, "selection_reason": "Extreme extension above MA50 (+28%) indicates overbought status ripe for technical pullback over 2-10 days."}, {"symbol": "FDX_CFD.US", "mean_reversion_score": 78, "selection_reason": "Extended price action (+19.7% vs MA50) suggests potential for mean reversion downwards."}, {"symbol": "CCC_CFD.UK", "mean_reversion_score": 72, "selection_reason": "Moderate 1D decline (-2.5%) in a volatile name provides a tactical entry for short-term reversion."}], "output_schema": {"actions": {"sell": [{"symbol": "string", "reason": "string"}], "hold": [{"symbol": "string", "reason": "string"}], "buy": [{"symbol": "string", "position_size": "number (currency amount)", "reason": "string"}]}, "portfolio_rationale": "string"}}

{
  "actions": {
    "buy": [
      {
        "reason": "Highest mean reversion score (92); significant 1D drop (-7.4%) indicates oversold conditions suitable for a long entry.",
        "symbol": "WIZZ_CFD.UK",
        "position_size": 3000
      },
      {
        "reason": "High mean reversion score (88); deeply oversold relative to MA50/MA200 with a sharp decline, offering a strong reversion setup.",
        "symbol": "UKW_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [],
    "sell": []
  },
  "portfolio_rationale": "The current portfolio is empty. Following the mean-reversion strategy, we prioritize candidates with the highest scores that indicate oversold conditions (Long signals). The top two candidates, WIZZ_CFD.UK and UKW_CFD.UK, exhibit strong oversold signals driven by recent sharp drops. We avoid CE_CFD.US and FDX_CFD.US as their high scores are driven by overbought conditions (extension above MAs), which would require shorting (assuming a long-only constraint for 'Buy' actions). We execute the maximum allowed 2 buys per run with a fixed position size of 3000.0."
}

{
  "selected_stocks": [
    {
      "symbol": "WIZZ_CFD.UK",
      "selection_reason": "Significant 1D drop (-7.4%) suggests oversold condition; high volatility supports mean reversion potential.",
      "mean_reversion_score": 92
    },
    {
      "symbol": "UKW_CFD.UK",
      "selection_reason": "Deeply oversold relative to MA50 (-12.3%) and MA200 (-17.6%) combined with a sharp 1D decline (-5.9%).",
      "mean_reversion_score": 88
    },
    {
      "symbol": "CE_CFD.US",
      "selection_reason": "Extreme extension above MA50 (+28%) indicates overbought status ripe for technical pullback over 2-10 days.",
      "mean_reversion_score": 85
    },
    {
      "symbol": "FDX_CFD.US",
      "selection_reason": "Extended price action (+19.7% vs MA50) suggests potential for mean reversion downwards.",
      "mean_reversion_score": 78
    },
    {
      "symbol": "CCC_CFD.UK",
      "selection_reason": "Moderate 1D decline (-2.5%) in a volatile name provides a tactical entry for short-term reversion.",
      "mean_reversion_score": 72
    }
  ],
  "rejected_common_reasons": [
    "CRDA_CFD.UK rejected due to extreme binary move (+18%) likely driven by specific event/news.",
    "BIG_CFD.FR rejected due to lack of price movement (0% change) and low nominal price.",
    "Remaining candidates lacked sufficient deviation from moving averages or volatility to justify mean reversion trade."
  ]
}