Arena run #337

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": "UTG_CFD.UK", "name": "UNITE GROUP PLC/THE", "sector": "", "last_price": 567.5, "change_1d_pct": 3.4639927073837784, "distance_from_ma200_pct": -23.929923575376698, "distance_from_ma50_pct": -3.6875042216270137, "volatility_20d_pct": 73.84223442053181, "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": "WPP_CFD.UK", "name": "WPP PLC", "sector": "", "last_price": 287.7, "change_1d_pct": 12.120031176929057, "distance_from_ma200_pct": -26.952858950083826, "distance_from_ma50_pct": -6.1305832237048214, "volatility_20d_pct": 162.7763312146067, "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": "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": "DLN_CFD.UK", "name": "DERWENT LONDON PLC", "sector": "", "last_price": 1953.0, "change_1d_pct": 10.401356698699837, "distance_from_ma200_pct": 5.069478604951705, "distance_from_ma50_pct": 12.150447212111025, "volatility_20d_pct": 115.39088732649292, "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": "AXP_CFD.US", "name": "American Express Company", "sector": "", "last_price": 335.32, "change_1d_pct": 2.5161270598306418, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -7.064768141791767, "volatility_20d_pct": 3540.913796340142, "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": 2971.0, "change_1d_pct": -0.4690117252931336, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 6.192096534370339, "volatility_20d_pct": 4323.833452525154, "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": -44.3775583915242, "volatility_20d_pct": 11777.729304686243, "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": "BTRW_CFD.UK", "name": "Barratt Redrow Plc", "sector": "", "last_price": 388.9, "change_1d_pct": -1.0432569974554773, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 2.643553171947066, "volatility_20d_pct": 2256.25743018361, "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": 55.12, "change_1d_pct": 1.9607843137254832, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 3.921423277638092, "volatility_20d_pct": 4000.593732830161, "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": 316.5, "change_1d_pct": 3.770491803278686, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 2.606496790507684, "volatility_20d_pct": 3869.8570945036245, "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": 90.92, "change_1d_pct": -3.3999150021249536, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -11.544029513861853, "volatility_20d_pct": 9754.623907181822, "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": 3020.0, "change_1d_pct": 1.206434316353877, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -2.0345668760055946, "volatility_20d_pct": 3440.491186199078, "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": 304.0, "change_1d_pct": 5.555555555555558, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -8.46461434696728, "volatility_20d_pct": 4315.816453405245, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "ATE_CFD.FR", "name": "Alten SA", "sector": "", "last_price": 60.4, "change_1d_pct": 0.4991680532445919, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -16.029473098846115, "volatility_20d_pct": 7943.385228633648, "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": 38.96, "change_1d_pct": 11.298385944865007, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -21.99231936696847, "volatility_20d_pct": 6922.33279237434, "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": "The Hain Celestial Group Inc", "sector": "", "last_price": 0.9901, "change_1d_pct": -19.50406504065041, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -13.392383848173816, "volatility_20d_pct": 10353.647035541368, "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": "WPP_CFD.UK",
      "selection_reason": "Strong negative MA50 deviation",
      "mean_reversion_score": 85
    },
    {
      "symbol": "AXP_CFD.US",
      "selection_reason": "Negative MA50 deviation",
      "mean_reversion_score": 75
    },
    {
      "symbol": "CABO_CFD.US",
      "selection_reason": "Extreme negative MA50 deviation",
      "mean_reversion_score": 90
    },
    {
      "symbol": "CCC_CFD.UK",
      "selection_reason": "Moderate negative MA50 deviation",
      "mean_reversion_score": 65
    },
    {
      "symbol": "HAIN_CFD.US",
      "selection_reason": "Extreme negative 1d return",
      "mean_reversion_score": 100
    }
  ],
  "rejected_common_reasons": [
    "Missing MA200 data",
    "Positive MA deviations",
    "Unknown sector overlap"
  ]
}

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": [{"symbol": "ADP_CFD.FR", "qty": 25.53191489361702, "avg_price": 117.5, "last_price": 118.8, "unrealized_pnl": 33.191489361702054, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "AKAM_CFD.US", "qty": 30.783438510081577, "avg_price": 97.455, "last_price": 97.38, "unrealized_pnl": -2.308757888256206, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "BIG_CFD.FR", "qty": 0.0, "avg_price": 0.453, "last_price": 0.453, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "BRNL_CFD.NL", "qty": 0.0, "avg_price": 7.05, "last_price": 6.68, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T10:32:09.961595+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 10.252904989747094, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "DSY_CFD.FR", "qty": 0.0, "avg_price": 17.881, "last_price": 16.752, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "ERA_CFD.FR", "qty": 0.0, "avg_price": 47.4, "last_price": 46.329, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "ESTC_CFD.US", "qty": 0.0, "avg_price": 58.085, "last_price": 55.355000000000004, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "EXE_CFD.FR", "qty": 80.42248612712115, "avg_price": 37.303, "last_price": 37.7, "unrealized_pnl": 31.927726992467544, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "EZJ_CFD.UK", "qty": 0.0, "avg_price": 474.05, "last_price": 463.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 22.466300549176236, "avg_price": 400.6, "last_price": 414.2, "unrealized_pnl": 305.54168746879606, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "HIK_CFD.UK", "qty": 2.1291696238466997, "avg_price": 1409.0, "last_price": 1342.0, "unrealized_pnl": -142.65436479772887, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "HMSO_CFD.UK", "qty": 8.600917431192661, "avg_price": 348.8, "last_price": 348.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "IPO_CFD.UK", "qty": 0.0, "avg_price": 57.7, "last_price": 57.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "KBCA_CFD.BE", "qty": 0.0, "avg_price": 75.3, "last_price": 75.1, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "LIO_CFD.UK", "qty": 12.0, "avg_price": 250.0, "last_price": 270.0, "unrealized_pnl": 240.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 14.577259475218659, "avg_price": 205.8, "last_price": 205.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 416.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "SGE_CFD.UK", "qty": 0.0, "avg_price": 795.4, "last_price": 813.4, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 64.97022198159178, "avg_price": 92.35, "last_price": 92.35, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "UMG_CFD.NL", "qty": 0.0, "avg_price": 19.085, "last_price": 18.665, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "WIZZ_CFD.UK", "qty": 2.3094688221709005, "avg_price": 1299.0, "last_price": 1299.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "WPP_CFD.UK", "qty": 0.0, "avg_price": 272.0, "last_price": 262.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "ZS_CFD.US", "qty": 0.0, "avg_price": 159.76, "last_price": 144.45, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}], "candidates": [{"symbol": "WPP_CFD.UK", "mean_reversion_score": 85, "selection_reason": "Strong negative MA50 deviation"}, {"symbol": "AXP_CFD.US", "mean_reversion_score": 75, "selection_reason": "Negative MA50 deviation"}, {"symbol": "CABO_CFD.US", "mean_reversion_score": 90, "selection_reason": "Extreme negative MA50 deviation"}, {"symbol": "CCC_CFD.UK", "mean_reversion_score": 65, "selection_reason": "Moderate negative MA50 deviation"}, {"symbol": "HAIN_CFD.US", "mean_reversion_score": 100, "selection_reason": "Extreme negative 1d return"}], "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 among candidates",
        "symbol": "CABO_CFD.US",
        "position_size": 3000
      },
      {
        "reason": "Extreme 1-day negative return",
        "symbol": "HAIN_CFD.US",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Stable position with minor gain",
        "symbol": "ADP_CFD.FR"
      },
      {
        "reason": "Flat performance",
        "symbol": "AKAM_CFD.US"
      },
      {
        "reason": "No price movement",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "Marginal gain",
        "symbol": "EXE_CFD.FR"
      },
      {
        "reason": "Strong positive performance",
        "symbol": "FUTR_CFD.UK"
      },
      {
        "reason": "No price movement",
        "symbol": "HMSO_CFD.UK"
      },
      {
        "reason": "Maintain existing profitable position",
        "symbol": "LIO_CFD.UK"
      },
      {
        "reason": "No price change",
        "symbol": "PAGE_CFD.UK"
      },
      {
        "reason": "No movement in price",
        "symbol": "UKW_CFD.UK"
      },
      {
        "reason": "No price change",
        "symbol": "WIZZ_CFD.UK"
      }
    ],
    "sell": [
      {
        "reason": "Underperformance vs portfolio average",
        "symbol": "HIK_CFD.UK"
      }
    ]
  },
  "portfolio_rationale": "Maintain core holdings while replacing underperforming asset HIK_CFD.UK with top-scoring candidates CABO_CFD.US and HAIN_CFD.US. Preserve capital in stable positions and capitalize on high-probability mean-reversion opportunities."
}

{
  "selected_stocks": [
    {
      "symbol": "WPP_CFD.UK",
      "selection_reason": "Strong negative MA50 deviation",
      "mean_reversion_score": 85
    },
    {
      "symbol": "AXP_CFD.US",
      "selection_reason": "Negative MA50 deviation",
      "mean_reversion_score": 75
    },
    {
      "symbol": "CABO_CFD.US",
      "selection_reason": "Extreme negative MA50 deviation",
      "mean_reversion_score": 90
    },
    {
      "symbol": "CCC_CFD.UK",
      "selection_reason": "Moderate negative MA50 deviation",
      "mean_reversion_score": 65
    },
    {
      "symbol": "HAIN_CFD.US",
      "selection_reason": "Extreme negative 1d return",
      "mean_reversion_score": 100
    }
  ],
  "rejected_common_reasons": [
    "Missing MA200 data",
    "Positive MA deviations",
    "Unknown sector overlap"
  ]
}