Arena run #338

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": "HAIN_CFD.US",
      "selection_reason": "-19.5% 1d change; -13.4% below MA50",
      "mean_reversion_score": 95
    },
    {
      "symbol": "CABO_CFD.US",
      "selection_reason": "-3.4% 1d change; -11.5% below MA50",
      "mean_reversion_score": 88
    },
    {
      "symbol": "BIG_CFD.FR",
      "selection_reason": "-44.4% below MA50",
      "mean_reversion_score": 99
    },
    {
      "symbol": "ATO_CFD.FR",
      "selection_reason": "-22.0% below MA50",
      "mean_reversion_score": 93
    },
    {
      "symbol": "ATE_CFD.FR",
      "selection_reason": "-16.0% below MA50",
      "mean_reversion_score": 89
    }
  ],
  "rejected_common_reasons": [
    "above MA50",
    "insufficient negative deviation from MA50",
    "strong positive 1d momentum"
  ]
}

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": "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": "BYIT_CFD.UK", "qty": 10.252904989747094, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "CABO_CFD.US", "qty": 0.0, "avg_price": 93.35499999999999, "last_price": 89.58, "unrealized_pnl": 0.0, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "CAR_CFD.US", "qty": 32.44470880873844, "avg_price": 92.465, "last_price": 95.525, "unrealized_pnl": 99.2808089547397, "opened_at": "2026-02-25T17:57:28.313088+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": 0.0, "avg_price": 350.79999999999995, "last_price": 350.055, "unrealized_pnl": 0.0, "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": 0.0, "avg_price": 1208.505, "last_price": 1405.2800000000002, "unrealized_pnl": 0.0, "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": "HIK_CFD.UK", "qty": 2.1306818181818183, "avg_price": 1408.0, "last_price": 1342.0, "unrealized_pnl": -140.625, "opened_at": "2026-02-26T10:33:24.101894+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": 72.33, "unrealized_pnl": 91.90652607580469, "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": 0.0, "avg_price": 424.3, "last_price": 417.16, "unrealized_pnl": 0.0, "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": "HAIN_CFD.US", "mean_reversion_score": 95, "selection_reason": "-19.5% 1d change; -13.4% below MA50"}, {"symbol": "CABO_CFD.US", "mean_reversion_score": 88, "selection_reason": "-3.4% 1d change; -11.5% below MA50"}, {"symbol": "BIG_CFD.FR", "mean_reversion_score": 99, "selection_reason": "-44.4% below MA50"}, {"symbol": "ATO_CFD.FR", "mean_reversion_score": 93, "selection_reason": "-22.0% below MA50"}, {"symbol": "ATE_CFD.FR", "mean_reversion_score": 89, "selection_reason": "-16.0% below 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"}}

{
  "actions": {
    "buy": [
      {
        "reason": "Top US mean-reversion score 95; -19.5% 1d change, -13.4% below MA50",
        "symbol": "HAIN_CFD.US",
        "position_size": 3000
      },
      {
        "reason": "Strong US score 88; -3.4% 1d change, -11.5% below MA50; previously held",
        "symbol": "CABO_CFD.US",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Highest candidate score 99 (-44.4% below MA50), flat PnL, strong hold for reversion",
        "symbol": "BIG_CFD.FR"
      },
      {
        "reason": "Flat PnL, no clear sell signal",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "Modest positive PnL (+99), hold",
        "symbol": "CAR_CFD.US"
      },
      {
        "reason": "Modest positive PnL (+101), hold",
        "symbol": "FUTR_CFD.UK"
      },
      {
        "reason": "Flat PnL, hold",
        "symbol": "OCDO_CFD.UK"
      },
      {
        "reason": "Modest positive PnL (+91), hold",
        "symbol": "OKTA_CFD.US"
      },
      {
        "reason": "Flat PnL, hold",
        "symbol": "THG_CFD.UK"
      },
      {
        "reason": "Flat PnL, hold",
        "symbol": "UKW_CFD.UK"
      }
    ],
    "sell": [
      {
        "reason": "Largest unrealized loss (-140), price declined 4.7% from avg_price (1408 to 1342), not in current mean-reversion candidates indicating weak signal",
        "symbol": "HIK_CFD.UK"
      }
    ]
  },
  "portfolio_rationale": "Sell underperforming HIK (sole significant loss, no candidate support) to free capacity; buy top two US mean-reversion candidates HAIN and CABO for high-conviction oversold opportunities, reaching 10 positions at 3x leverage max. Hold stable/modestly profitable positions to avoid overtrading; prioritizes US region alignment and strategy rules (max 2 buys/1 sell)."
}

{
  "selected_stocks": [
    {
      "symbol": "HAIN_CFD.US",
      "selection_reason": "-19.5% 1d change; -13.4% below MA50",
      "mean_reversion_score": 95
    },
    {
      "symbol": "CABO_CFD.US",
      "selection_reason": "-3.4% 1d change; -11.5% below MA50",
      "mean_reversion_score": 88
    },
    {
      "symbol": "BIG_CFD.FR",
      "selection_reason": "-44.4% below MA50",
      "mean_reversion_score": 99
    },
    {
      "symbol": "ATO_CFD.FR",
      "selection_reason": "-22.0% below MA50",
      "mean_reversion_score": 93
    },
    {
      "symbol": "ATE_CFD.FR",
      "selection_reason": "-16.0% below MA50",
      "mean_reversion_score": 89
    }
  ],
  "rejected_common_reasons": [
    "above MA50",
    "insufficient negative deviation from MA50",
    "strong positive 1d momentum"
  ]
}