Arena run #323
meanrev-v1 • mistralai • mistralai/mistral-large-2512 • US • success
Run status
as_of: 2026-02-26T18:07:22.382508+00:00
started_at: 2026-02-26T18:08:07.005137+00:00
finished_at: 2026-02-26T18:10:44.427561+00:00
duration_ms: 157416
Inputs
{
"dry_run": false,
"selected": [
{
"symbol": "JEF_CFD.US",
"selection_reason": "Oversold relative to 50-day MA (-13.5%), moderate volatility, no earnings date known.",
"mean_reversion_score": 85
},
{
"symbol": "LIO_CFD.UK",
"selection_reason": "Near 50-day MA (-0.4%), oversold relative to 200-day MA (-20.7%), moderate volatility.",
"mean_reversion_score": 80
},
{
"symbol": "ATG_CFD.UK",
"selection_reason": "Oversold relative to 200-day MA (-30.3%), near 50-day MA (-1.2%), high volatility.",
"mean_reversion_score": 78
},
{
"symbol": "XRAY_CFD.US",
"selection_reason": "Near 50-day MA (+2.7%), oversold relative to 200-day MA (-6.7%), moderate volatility.",
"mean_reversion_score": 75
},
{
"symbol": "WST_CFD.US",
"selection_reason": "Near 50-day MA (-4.2%), slight oversold relative to 200-day MA (-1.5%), moderate volatility.",
"mean_reversion_score": 70
}
],
"universe_symbols": [
"WIZZ_CFD.UK",
"CRDA_CFD.UK",
"BIG_CFD.FR",
"XRX_CFD.US",
"JEF_CFD.US",
"LIO_CFD.UK",
"IPO_CFD.UK",
"ATG_CFD.UK",
"GO_CFD.US",
"CCC_CFD.UK",
"BYIT_CFD.UK",
"KGX_CFD.DE",
"ZBRA_CFD.US",
"WKP_CFD.UK",
"WU_CFD.US",
"PZC_CFD.UK",
"HAIN_CFD.US",
"WDAY_CFD.US",
"FUTR_CFD.UK",
"OCDO_CFD.UK",
"AKE_CFD.FR",
"GMM_CFD.DE",
"HMSO_CFD.UK",
"WEX_CFD.US",
"PAGE_CFD.UK",
"ORA_CFD.US",
"BYW6_CFD.DE",
"AAL_CFD.UK",
"ICG_CFD.UK",
"FSLR_CFD.US",
"XFAB_CFD.FR",
"SBRY_CFD.UK",
"GRI_CFD.UK",
"XRAY_CFD.US",
"MRCY_CFD.US",
"CABO_CFD.US",
"WST_CFD.US",
"HDD_CFD.DE",
"SOI_CFD.FR",
"MKSI_CFD.US",
"BT_CFD.UK",
"ADYEN_CFD.NL",
"BLD_CFD.US",
"WFC_CFD.US",
"DHER_CFD.DE",
"KWR_CFD.US",
"ATO_CFD.FR",
"MOS_CFD.US",
"DSY_CFD.FR",
"WY_CFD.US"
]
}Outputs
{
"actions": {
"buy": [
{
"reason": "High mean reversion score (85), oversold relative to 50-day MA (-13.5%), moderate volatility.",
"symbol": "JEF_CFD.US",
"position_size": 3000
},
{
"reason": "High mean reversion score (80), near 50-day MA (-0.4%), oversold relative to 200-day MA (-20.7%).",
"symbol": "LIO_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Positive PnL (10.9%) with upward momentum; no clear exit signal.",
"symbol": "ATO_CFD.FR"
},
{
"reason": "No price movement since entry; no clear exit signal.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Positive PnL (3.7%) with upward momentum; no clear exit signal.",
"symbol": "DOM_CFD.UK"
},
{
"reason": "Positive PnL (2.4%) with upward momentum; no clear exit signal.",
"symbol": "EXM_CFD.BE"
},
{
"reason": "Positive PnL (6.0%) with upward momentum; no clear exit signal.",
"symbol": "EXPD_CFD.US"
},
{
"reason": "Positive PnL (3.4%) with upward momentum; no clear exit signal.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "Positive PnL (8.0%) with upward momentum; no clear exit signal.",
"symbol": "NA9_CFD.DE"
},
{
"reason": "No price movement since entry; no clear exit signal.",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "Positive PnL (5.3%) with upward momentum; no clear exit signal.",
"symbol": "OKTA_CFD.US"
},
{
"reason": "No price movement since entry; no clear exit signal.",
"symbol": "UKW_CFD.UK"
},
{
"reason": "No price movement since entry; no clear exit signal.",
"symbol": "WKP_CFD.UK"
}
],
"sell": [
{
"reason": "Marginal negative PnL (-1.1%) with no clear reversal signal; prefer reallocating capital to stronger candidates.",
"symbol": "FRVIA_CFD.FR"
},
{
"reason": "Marginal negative PnL (-0.1%) with no price movement; avoid overtrading.",
"symbol": "HIK_CFD.UK"
}
]
},
"portfolio_rationale": "Portfolio adjustments focused on reallocating capital from marginally underperforming or stagnant positions (FRVIA_CFD.FR, HIK_CFD.UK) to high-conviction mean-reversion candidates (JEF_CFD.US, LIO_CFD.UK). Existing positions with positive momentum or no clear exit signals are held to avoid overtrading. Gross leverage remains within constraints (max 3.0)."
}Prompts & responses
#633 • openrouter • mistralai/mistral-large-2512 • 2026-02-26T18:08:07.110989+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": "WIZZ AIR HOLDINGS PLC", "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": "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": 0.473, "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": "XRX_CFD.US", "name": "", "sector": "", "last_price": 1.73, "change_1d_pct": -3.8888888888888973, "distance_from_ma200_pct": -53.016579987235716, "distance_from_ma50_pct": -25.095254589539316, "volatility_20d_pct": 164.3085342980094, "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": "JEF_CFD.US", "name": "", "sector": "", "last_price": 51.8, "change_1d_pct": -2.0608810739270234, "distance_from_ma200_pct": -10.607660819924492, "distance_from_ma50_pct": -13.479493971959345, "volatility_20d_pct": 80.64525803115869, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "LIO_CFD.UK", "name": "LIONTRUST ASSET MANAGEMENT", "sector": "", "last_price": 259.0, "change_1d_pct": 0.19342359767891004, "distance_from_ma200_pct": -20.670350849922237, "distance_from_ma50_pct": -0.35817197640911624, "volatility_20d_pct": 128.03912578370827, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "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": "GO_CFD.US", "name": "Grocery Outlet Holding Corp", "sector": "", "last_price": 10.17, "change_1d_pct": -2.7724665391969494, "distance_from_ma200_pct": -23.51917096886997, "distance_from_ma50_pct": 2.845701110369503, "volatility_20d_pct": 83.47026730669637, "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": "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": "KGX_CFD.DE", "name": "", "sector": "", "last_price": 56.85, "change_1d_pct": -11.655011655011648, "distance_from_ma200_pct": 0.06708983516388045, "distance_from_ma50_pct": -11.757666217668138, "volatility_20d_pct": 74.87203797717619, "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": "ZBRA_CFD.US", "name": "ZEBRA TECHNOLOGIES CORP-CL A", "sector": "", "last_price": 234.7, "change_1d_pct": -5.07583417593529, "distance_from_ma200_pct": -17.735529365909887, "distance_from_ma50_pct": -5.859645435416194, "volatility_20d_pct": 138.60798871367223, "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": "WU_CFD.US", "name": "Western Union Co", "sector": "", "last_price": 9.46, "change_1d_pct": 4.299889746416774, "distance_from_ma200_pct": 6.540529887096347, "distance_from_ma50_pct": -0.6156367533040386, "volatility_20d_pct": 75.76006646017565, "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": "PZC_CFD.UK", "name": "PZ CUSSONS PLC", "sector": "", "last_price": 88.8, "change_1d_pct": -1.442841287458374, "distance_from_ma200_pct": 17.468164209381708, "distance_from_ma50_pct": 17.734408145948244, "volatility_20d_pct": 83.4578314576364, "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": 0.81, "change_1d_pct": -6.896551724137923, "distance_from_ma200_pct": -44.105165096780865, "distance_from_ma50_pct": -26.323449154084035, "volatility_20d_pct": 232.8141257756938, "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": "WDAY_CFD.US", "name": "", "sector": "", "last_price": 138.33, "change_1d_pct": 7.1744014875648965, "distance_from_ma200_pct": -37.74446201143038, "distance_from_ma50_pct": -24.520292162616663, "volatility_20d_pct": 126.51275678067735, "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": "AKE_CFD.FR", "name": "Arkema", "sector": "", "last_price": 62.759, "change_1d_pct": 2.4636734693877615, "distance_from_ma200_pct": 9.977632618385556, "distance_from_ma50_pct": 14.148573756686499, "volatility_20d_pct": 81.65390836490786, "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": "GMM_CFD.DE", "name": "Grammer AG", "sector": "", "last_price": 7.05, "change_1d_pct": -11.875000000000002, "distance_from_ma200_pct": 5.634198509883537, "distance_from_ma50_pct": 6.998133224058645, "volatility_20d_pct": 188.60891098979153, "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": "WEX_CFD.US", "name": "", "sector": "", "last_price": 149.94, "change_1d_pct": -2.9765756438462465, "distance_from_ma200_pct": -2.917650288579454, "distance_from_ma50_pct": -3.202315810675782, "volatility_20d_pct": 84.89550436994814, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "PAGE_CFD.UK", "name": "PAGEGROUP PLC", "sector": "", "last_price": 209.6, "change_1d_pct": -10.960067969413767, "distance_from_ma200_pct": -19.313052268665963, "distance_from_ma50_pct": -8.41066281665177, "volatility_20d_pct": 112.6882126676479, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "ORA_CFD.US", "name": "", "sector": "", "last_price": 112.28, "change_1d_pct": -3.0982998187624067, "distance_from_ma200_pct": 12.384461356831178, "distance_from_ma50_pct": -5.045092586954603, "volatility_20d_pct": 68.68415435206668, "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": 3.06, "change_1d_pct": 6.065857885615267, "distance_from_ma200_pct": -53.61380307695105, "distance_from_ma50_pct": -3.7172685910627057, "volatility_20d_pct": 118.79820245069747, "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": "AAL_CFD.UK", "name": "ANGLO AMERICAN PLC", "sector": "", "last_price": 3734.0, "change_1d_pct": 2.638812534359536, "distance_from_ma200_pct": 38.51089327526089, "distance_from_ma50_pct": 11.895605655193119, "volatility_20d_pct": 90.89077184840629, "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": "ICG_CFD.UK", "name": "ICG Plc", "sector": "", "last_price": 1719.0, "change_1d_pct": -13.356854838709676, "distance_from_ma200_pct": -15.041741119434038, "distance_from_ma50_pct": -11.540628787118589, "volatility_20d_pct": 72.59006184069659, "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": 206.54, "change_1d_pct": -14.134863224411742, "distance_from_ma200_pct": -3.7850345060667756, "distance_from_ma50_pct": -15.277111201355298, "volatility_20d_pct": 148.88168197972774, "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": "XFAB_CFD.FR", "name": "", "sector": "", "last_price": 4.865, "change_1d_pct": 5.991285403050117, "distance_from_ma200_pct": -17.099204902137867, "distance_from_ma50_pct": -2.701945961080765, "volatility_20d_pct": 97.42416181691422, "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": "SBRY_CFD.UK", "name": "", "sector": "", "last_price": 357.2, "change_1d_pct": 10.178901912399763, "distance_from_ma200_pct": 15.34261875857823, "distance_from_ma50_pct": 8.883849098934338, "volatility_20d_pct": 76.67002241497596, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "GRI_CFD.UK", "name": "GRAINGER PLC", "sector": "", "last_price": 192.4, "change_1d_pct": 0.08322929671245038, "distance_from_ma200_pct": -4.9312468607917275, "distance_from_ma50_pct": 0.9128310349964197, "volatility_20d_pct": 71.43116862190418, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "XRAY_CFD.US", "name": "DENTSPLY SIRONA INC", "sector": "", "last_price": 12.62, "change_1d_pct": 1.284109149277679, "distance_from_ma200_pct": -6.681307792702363, "distance_from_ma50_pct": 2.68176788387684, "volatility_20d_pct": 85.9417615446987, "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": "MRCY_CFD.US", "name": "", "sector": "", "last_price": 87.57, "change_1d_pct": -1.6177957532861664, "distance_from_ma200_pct": 26.208289075639925, "distance_from_ma50_pct": 1.497484874475541, "volatility_20d_pct": 145.45901610832544, "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": 91.87, "change_1d_pct": -9.344779948687588, "distance_from_ma200_pct": -31.54150468598288, "distance_from_ma50_pct": -9.91547527995137, "volatility_20d_pct": 139.4171607905365, "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": "WST_CFD.US", "name": "", "sector": "", "last_price": 246.19, "change_1d_pct": 1.7398132077031114, "distance_from_ma200_pct": -1.5220895285368519, "distance_from_ma50_pct": -4.234321914893457, "volatility_20d_pct": 89.14627935312086, "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": "HDD_CFD.DE", "name": "", "sector": "", "last_price": 1.434, "change_1d_pct": -2.049180327868849, "distance_from_ma200_pct": -22.000146861648172, "distance_from_ma50_pct": -21.030893771683466, "volatility_20d_pct": 116.20058568648616, "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": "SOI_CFD.FR", "name": "", "sector": "", "last_price": 42.03, "change_1d_pct": 5.61628345269507, "distance_from_ma200_pct": 13.569072247682733, "distance_from_ma50_pct": 42.21069107696429, "volatility_20d_pct": 125.62377239355162, "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": "MKSI_CFD.US", "name": "", "sector": "", "last_price": 245.78, "change_1d_pct": -5.614439324116738, "distance_from_ma200_pct": 75.96601245608545, "distance_from_ma50_pct": 17.558375017816942, "volatility_20d_pct": 101.41849337091375, "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": "BT_CFD.UK", "name": "BT GROUP PLC", "sector": "", "last_price": 212.0, "change_1d_pct": 2.6634382566586012, "distance_from_ma200_pct": 11.1077045069635, "distance_from_ma50_pct": 10.817919884916627, "volatility_20d_pct": 88.94866493754692, "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": "ADYEN_CFD.NL", "name": "ADYEN NV", "sector": "", "last_price": 1005.2, "change_1d_pct": 6.320079285248137, "distance_from_ma200_pct": -29.262388730808887, "distance_from_ma50_pct": -20.057815409455728, "volatility_20d_pct": 127.81126874468637, "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": "BLD_CFD.US", "name": "Topbuild Corp", "sector": "", "last_price": 459.16, "change_1d_pct": -9.129410833382812, "distance_from_ma200_pct": 12.159769290315147, "distance_from_ma50_pct": -3.4973083239561387, "volatility_20d_pct": 78.14982032883752, "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": "WFC_CFD.US", "name": "", "sector": "", "last_price": 86.13, "change_1d_pct": -1.0000000000000009, "distance_from_ma200_pct": 2.9068527504852115, "distance_from_ma50_pct": -5.407987769921652, "volatility_20d_pct": 56.98904269001454, "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": "DHER_CFD.DE", "name": "DELIVERY HERO SE", "sector": "", "last_price": 20.93, "change_1d_pct": 4.949104949104943, "distance_from_ma200_pct": -9.661435403394291, "distance_from_ma50_pct": -8.919611657245296, "volatility_20d_pct": 113.22468971425188, "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": "KWR_CFD.US", "name": "QUAKER CHEMICAL CORP", "sector": "", "last_price": 152.03, "change_1d_pct": -11.948337773659212, "distance_from_ma200_pct": 12.90347135658314, "distance_from_ma50_pct": -2.3579749443486064, "volatility_20d_pct": 87.22092782367525, "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": 38.9, "change_1d_pct": 11.333714939896966, "distance_from_ma200_pct": -11.19638895753351, "distance_from_ma50_pct": -22.190911898509746, "volatility_20d_pct": 100.08102358517424, "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": "MOS_CFD.US", "name": "", "sector": "", "last_price": 27.24, "change_1d_pct": -8.621268030862128, "distance_from_ma200_pct": -12.034540328804821, "distance_from_ma50_pct": 0.976401770423263, "volatility_20d_pct": 81.86553432791558, "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": "DSY_CFD.FR", "name": "Dassault Systemes SA", "sector": "", "last_price": 18.49, "change_1d_pct": 7.219483908379232, "distance_from_ma200_pct": -30.74797431270455, "distance_from_ma50_pct": -16.456339061654234, "volatility_20d_pct": 141.86771176157237, "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": "WY_CFD.US", "name": "", "sector": "", "last_price": 24.19, "change_1d_pct": -5.248726987857422, "distance_from_ma200_pct": -3.1524498146324187, "distance_from_ma50_pct": -4.636127099266729, "volatility_20d_pct": 49.712191171522484, "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": "JEF_CFD.US",
"selection_reason": "Oversold relative to 50-day MA (-13.5%), moderate volatility, no earnings date known.",
"mean_reversion_score": 85
},
{
"symbol": "LIO_CFD.UK",
"selection_reason": "Near 50-day MA (-0.4%), oversold relative to 200-day MA (-20.7%), moderate volatility.",
"mean_reversion_score": 80
},
{
"symbol": "ATG_CFD.UK",
"selection_reason": "Oversold relative to 200-day MA (-30.3%), near 50-day MA (-1.2%), high volatility.",
"mean_reversion_score": 78
},
{
"symbol": "XRAY_CFD.US",
"selection_reason": "Near 50-day MA (+2.7%), oversold relative to 200-day MA (-6.7%), moderate volatility.",
"mean_reversion_score": 75
},
{
"symbol": "WST_CFD.US",
"selection_reason": "Near 50-day MA (-4.2%), slight oversold relative to 200-day MA (-1.5%), moderate volatility.",
"mean_reversion_score": 70
}
],
"rejected_common_reasons": [
"Extreme volatility (e.g., BIG_CFD.FR, HAIN_CFD.US)",
"Lack of earnings date confirmation (all candidates)",
"Unclear sector concentration due to missing sector data",
"Extreme distance from moving averages (e.g., XRX_CFD.US, OCDO_CFD.UK)"
]
}#634 • openrouter • mistralai/mistral-large-2512 • 2026-02-26T18:08:44.411472+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": "ACM_CFD.US", "qty": 0.0, "avg_price": 88.42, "last_price": 97.88, "unrealized_pnl": 0.0, "opened_at": "2026-02-15T10:57:15.913854+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": "AMCX_CFD.US", "qty": 0.0, "avg_price": 7.5, "last_price": 7.365, "unrealized_pnl": -53.999999999999915, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "AMH_CFD.US", "qty": 0.0, "avg_price": 29.595, "last_price": 29.485, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "ATO_CFD.FR", "qty": 85.45547769612031, "avg_price": 35.106, "last_price": 38.9, "unrealized_pnl": 324.2180823790802, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 10.252904989747094, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-15T10:57:15.913854+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 0.0, "avg_price": 350.24, "last_price": 350.055, "unrealized_pnl": -1.5846276838739344, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "DOM_CFD.UK", "qty": 15.052684395383842, "avg_price": 199.3, "last_price": 204.15, "unrealized_pnl": 73.00551931761154, "opened_at": "2026-02-19T09:33:49.074031+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": "ESTC_CFD.US", "qty": 0.0, "avg_price": 58.085, "last_price": 54.045, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "EXM_CFD.BE", "qty": 300.0, "avg_price": 10.0, "last_price": 10.24, "unrealized_pnl": 72.00000000000006, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "EXPD_CFD.US", "qty": 22.01269398686576, "avg_price": 136.285, "last_price": 144.57999999999998, "unrealized_pnl": 182.5952966210512, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "EZJ_CFD.UK", "qty": 0.0, "avg_price": 474.05, "last_price": 473.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "FRVIA_CFD.FR", "qty": 236.05319065229367, "avg_price": 12.709, "last_price": 12.625, "unrealized_pnl": -19.82846801479258, "opened_at": "2026-02-26T10:33:24.101894+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": "GRI_CFD.UK", "qty": 0.0, "avg_price": 189.6, "last_price": 189.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "HIK_CFD.UK", "qty": 2.1291696238466997, "avg_price": 1409.0, "last_price": 1408.0, "unrealized_pnl": -2.1291696238466997, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "LIO_CFD.UK", "qty": 0.0, "avg_price": 250.0, "last_price": 250.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "NA9_CFD.DE", "qty": 61.756350611387866, "avg_price": 48.578, "last_price": 52.45, "unrealized_pnl": 239.12058956729382, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 13.824884792626728, "avg_price": 217.0, "last_price": 217.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "OKTA_CFD.US", "qty": 42.747221430607006, "avg_price": 70.18, "last_price": 73.93, "unrealized_pnl": 160.30208036477626, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 424.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+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": "2026-02-16T17:30:52.485845+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": "WKP_CFD.UK", "qty": 7.2727272727272725, "avg_price": 412.5, "last_price": 412.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "WPP_CFD.UK", "qty": 0.0, "avg_price": 262.5, "last_price": 277.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+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": "JEF_CFD.US", "mean_reversion_score": 85, "selection_reason": "Oversold relative to 50-day MA (-13.5%), moderate volatility, no earnings date known."}, {"symbol": "LIO_CFD.UK", "mean_reversion_score": 80, "selection_reason": "Near 50-day MA (-0.4%), oversold relative to 200-day MA (-20.7%), moderate volatility."}, {"symbol": "ATG_CFD.UK", "mean_reversion_score": 78, "selection_reason": "Oversold relative to 200-day MA (-30.3%), near 50-day MA (-1.2%), high volatility."}, {"symbol": "XRAY_CFD.US", "mean_reversion_score": 75, "selection_reason": "Near 50-day MA (+2.7%), oversold relative to 200-day MA (-6.7%), moderate volatility."}, {"symbol": "WST_CFD.US", "mean_reversion_score": 70, "selection_reason": "Near 50-day MA (-4.2%), slight oversold relative to 200-day MA (-1.5%), moderate volatility."}], "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 (85), oversold relative to 50-day MA (-13.5%), moderate volatility.",
"symbol": "JEF_CFD.US",
"position_size": 3000
},
{
"reason": "High mean reversion score (80), near 50-day MA (-0.4%), oversold relative to 200-day MA (-20.7%).",
"symbol": "LIO_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Positive PnL (10.9%) with upward momentum; no clear exit signal.",
"symbol": "ATO_CFD.FR"
},
{
"reason": "No price movement since entry; no clear exit signal.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Positive PnL (3.7%) with upward momentum; no clear exit signal.",
"symbol": "DOM_CFD.UK"
},
{
"reason": "Positive PnL (2.4%) with upward momentum; no clear exit signal.",
"symbol": "EXM_CFD.BE"
},
{
"reason": "Positive PnL (6.0%) with upward momentum; no clear exit signal.",
"symbol": "EXPD_CFD.US"
},
{
"reason": "Positive PnL (3.4%) with upward momentum; no clear exit signal.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "Positive PnL (8.0%) with upward momentum; no clear exit signal.",
"symbol": "NA9_CFD.DE"
},
{
"reason": "No price movement since entry; no clear exit signal.",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "Positive PnL (5.3%) with upward momentum; no clear exit signal.",
"symbol": "OKTA_CFD.US"
},
{
"reason": "No price movement since entry; no clear exit signal.",
"symbol": "UKW_CFD.UK"
},
{
"reason": "No price movement since entry; no clear exit signal.",
"symbol": "WKP_CFD.UK"
}
],
"sell": [
{
"reason": "Marginal negative PnL (-1.1%) with no clear reversal signal; prefer reallocating capital to stronger candidates.",
"symbol": "FRVIA_CFD.FR"
},
{
"reason": "Marginal negative PnL (-0.1%) with no price movement; avoid overtrading.",
"symbol": "HIK_CFD.UK"
}
]
},
"portfolio_rationale": "Portfolio adjustments focused on reallocating capital from marginally underperforming or stagnant positions (FRVIA_CFD.FR, HIK_CFD.UK) to high-conviction mean-reversion candidates (JEF_CFD.US, LIO_CFD.UK). Existing positions with positive momentum or no clear exit signals are held to avoid overtrading. Gross leverage remains within constraints (max 3.0)."
}Selection logs
#315 • stage1 • 2026-02-26T18:08:44.406520+00:00
{
"selected_stocks": [
{
"symbol": "JEF_CFD.US",
"selection_reason": "Oversold relative to 50-day MA (-13.5%), moderate volatility, no earnings date known.",
"mean_reversion_score": 85
},
{
"symbol": "LIO_CFD.UK",
"selection_reason": "Near 50-day MA (-0.4%), oversold relative to 200-day MA (-20.7%), moderate volatility.",
"mean_reversion_score": 80
},
{
"symbol": "ATG_CFD.UK",
"selection_reason": "Oversold relative to 200-day MA (-30.3%), near 50-day MA (-1.2%), high volatility.",
"mean_reversion_score": 78
},
{
"symbol": "XRAY_CFD.US",
"selection_reason": "Near 50-day MA (+2.7%), oversold relative to 200-day MA (-6.7%), moderate volatility.",
"mean_reversion_score": 75
},
{
"symbol": "WST_CFD.US",
"selection_reason": "Near 50-day MA (-4.2%), slight oversold relative to 200-day MA (-1.5%), moderate volatility.",
"mean_reversion_score": 70
}
],
"rejected_common_reasons": [
"Extreme volatility (e.g., BIG_CFD.FR, HAIN_CFD.US)",
"Lack of earnings date confirmation (all candidates)",
"Unclear sector concentration due to missing sector data",
"Extreme distance from moving averages (e.g., XRX_CFD.US, OCDO_CFD.UK)"
]
}