Arena run #352
meanrev-v1 • openai • openai/gpt-5.2-pro • EU • success
Run status
as_of: 2026-02-28T10:51:05.818250+00:00
started_at: 2026-02-28T22:14:19.015362+00:00
finished_at: 2026-02-28T22:16:15.329362+00:00
duration_ms: 116313
Inputs
{
"dry_run": false,
"selected": [
{
"symbol": "WPP_CFD.UK",
"selection_reason": "Sharp 1d selloff (-8.45%) with deep dislocation vs MA200 (-33.1%) and MA50 (-14.1%) suggests oversold mean-reversion setup.",
"mean_reversion_score": 86
},
{
"symbol": "PAGE_CFD.UK",
"selection_reason": "Trading well below MA200 (-20.8%) and MA50 (-10.1%) with a down day (-1.81%), consistent with short-term rebound potential.",
"mean_reversion_score": 79
},
{
"symbol": "UKW_CFD.UK",
"selection_reason": "Pullback (-5.91%) while materially below MA200 (-17.6%) and MA50 (-12.35%), indicating oversold pressure vs trend.",
"mean_reversion_score": 76
},
{
"symbol": "PROX_CFD.BE",
"selection_reason": "Large 1d drop (-13.29%) with price below MA50 (-7.91%) and slightly below MA200 (-2.31%) points to near-term snapback potential.",
"mean_reversion_score": 73
},
{
"symbol": "MNDI_CFD.UK",
"selection_reason": "Below MA200 (-12.7%) and MA50 (-2.35%) with a mild down day (-3.04%), offering a cleaner mean-reversion candidate vs more extreme movers.",
"mean_reversion_score": 68
}
],
"universe_symbols": [
"WPP_CFD.UK",
"DLN_CFD.UK",
"UKW_CFD.UK",
"CRDA_CFD.UK",
"BIG_CFD.FR",
"BTRW_CFD.UK",
"MNDI_CFD.UK",
"IPO_CFD.UK",
"ATG_CFD.UK",
"BYIT_CFD.UK",
"MKS_CFD.UK",
"WKP_CFD.UK",
"COTY_CFD.US",
"MSLH_CFD.UK",
"PAGE_CFD.UK",
"GRG_CFD.UK",
"NVDA_CFD.US",
"GRI_CFD.UK",
"MTN_CFD.US",
"ZBH_CFD.US",
"PROX_CFD.BE",
"THG_CFD.UK",
"HIW_CFD.US",
"DEI_CFD.US",
"APTV_CFD.US",
"ACKB_CFD.BE",
"SLM_CFD.US",
"PRU_CFD.UK",
"SDG_CFD.FR",
"SEM_CFD.PT"
]
}Outputs
{
"actions": {
"buy": [
{
"reason": "Highest mean-reversion score (86): sharp 1d selloff with deep dislocation vs MA200 and MA50 indicates an oversold snapback setup; funded by rotating out of a lower-conviction holding to stay within leverage limits.",
"symbol": "WPP_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Position is modestly positive; no new mean-reversion signal provided to justify rotation. Maintain to avoid overtrading.",
"symbol": "AMH_CFD.US"
},
{
"reason": "In profit and within intended mean-reversion holding window; no higher-priority replacement required beyond the single planned rotation.",
"symbol": "ARCAD_CFD.NL"
},
{
"reason": "Flat and stable; no actionable candidate-driven reason to exit today. Avoid churn.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Recently opened and positive; keep exposure to allow mean-reversion thesis to play out.",
"symbol": "CABO_CFD.US"
},
{
"reason": "Position is positive; no candidate-driven upgrade needed after executing only one rotation this run.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "Position is positive; hold to avoid unnecessary turnover.",
"symbol": "PAYC_CFD.US"
},
{
"reason": "Currently down; no provided risk/event trigger to force a sell. Hold for potential mean reversion and reassess if losses deepen.",
"symbol": "TMV_CFD.DE"
},
{
"reason": "Largest drawdown among holdings, but no new signal/candidate data supplied to justify forced exit. Hold to avoid reactive selling; monitor closely.",
"symbol": "ZS_CFD.US"
}
],
"sell": [
{
"reason": "Capital reallocation: not in the current high-conviction mean-reversion candidate list, while portfolio is near the gross leverage ceiling; freeing ~fixed position notional to rotate into a stronger oversold setup.",
"symbol": "FLO_CFD.US"
}
]
},
"portfolio_rationale": "Execute a single rotation (1 SELL, 1 BUY) to improve mean-reversion signal quality while respecting constraints (max 2 buys/sells, max 10 positions, and gross leverage cap). Portfolio was near the max gross leverage threshold; selling FLO funds a higher-scoring oversold candidate (WPP) without increasing exposure materially. All other positions are held to avoid overtrading absent clearer upgrade signals."
}Prompts & responses
#691 • openrouter • openai/gpt-5.2-pro • 2026-02-28T22:14:19.045460+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": "WPP_CFD.UK", "name": "WPP PLC", "sector": "", "last_price": 263.4, "change_1d_pct": -8.446298227320126, "distance_from_ma200_pct": -33.12263832969092, "distance_from_ma50_pct": -14.059074108876779, "volatility_20d_pct": 6180.039131285307, "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": 1812.0, "change_1d_pct": -7.219662058371734, "distance_from_ma200_pct": -2.516182676819012, "distance_from_ma50_pct": 4.053563926444004, "volatility_20d_pct": 7353.720365167649, "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": 0.473, "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": "BTRW_CFD.UK", "name": "Barratt Redrow Plc", "sector": "", "last_price": 377.4, "change_1d_pct": 0.9090909090909038, "distance_from_ma200_pct": -5.28549121293298, "distance_from_ma50_pct": -0.5047525194126434, "volatility_20d_pct": 106.95952062178588, "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": "MNDI_CFD.UK", "name": "MONDI PLC", "sector": "", "last_price": 875.4, "change_1d_pct": -3.035002215330085, "distance_from_ma200_pct": -12.703792119747192, "distance_from_ma50_pct": -2.3538587292125546, "volatility_20d_pct": 3722.256694775448, "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": 55.9, "change_1d_pct": -2.951388888888895, "distance_from_ma200_pct": 6.980220141944948, "distance_from_ma50_pct": -4.919036603619542, "volatility_20d_pct": 3048.7333361404435, "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": "BYIT_CFD.UK", "name": "BYTES TECHNOLOGY GROUP PLC", "sector": "", "last_price": 303.4, "change_1d_pct": -0.19736842105263497, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -8.431320472269855, "volatility_20d_pct": 4293.435519186852, "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": "MKS_CFD.UK", "name": "MARKS & SPENCER GROUP PLC", "sector": "", "last_price": 397.6, "change_1d_pct": -2.572898799313894, "distance_from_ma200_pct": 10.091859972346917, "distance_from_ma50_pct": 12.883416074757426, "volatility_20d_pct": 3230.9162818073323, "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": 412.5, "change_1d_pct": -2.4822695035460973, "distance_from_ma200_pct": -0.6645361918828807, "distance_from_ma50_pct": 3.1817499624793744, "volatility_20d_pct": 3857.1547460259226, "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": "COTY_CFD.US", "name": "Coty Inc", "sector": "", "last_price": 2.65, "change_1d_pct": -0.7490636704119868, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -12.425644415069403, "volatility_20d_pct": 7661.46272234243, "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": "MSLH_CFD.UK", "name": "MARSHALLS PLC", "sector": "", "last_price": 179.0, "change_1d_pct": -1.8640350877193068, "distance_from_ma200_pct": -18.62123458406586, "distance_from_ma50_pct": 4.206326197237553, "volatility_20d_pct": 4778.187923340776, "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": 205.8, "change_1d_pct": -1.8129770992366345, "distance_from_ma200_pct": -20.77588815310809, "distance_from_ma50_pct": -10.0711565251285, "volatility_20d_pct": 6348.641656770371, "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": "GRG_CFD.UK", "name": "GREGGS PLC", "sector": "", "last_price": 1570.0, "change_1d_pct": -1.7521902377972465, "distance_from_ma200_pct": -7.7479256136856245, "distance_from_ma50_pct": -5.198503464783366, "volatility_20d_pct": 2727.2507519143423, "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": "NVDA_CFD.US", "name": "NVIDIA CORP", "sector": "", "last_price": 179.38, "change_1d_pct": -7.018453244868339, "distance_from_ma200_pct": 2.533500011717793, "distance_from_ma50_pct": -3.3704524102979527, "volatility_20d_pct": 73.2870546822064, "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": "MTN_CFD.US", "name": "", "sector": "", "last_price": 137.48, "change_1d_pct": -3.6107410783145277, "distance_from_ma200_pct": -7.823781705689148, "distance_from_ma50_pct": -1.3887912595523466, "volatility_20d_pct": 73.37276552252995, "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": "ZBH_CFD.US", "name": "Zimmer Biomet Holdings Inc", "sector": "", "last_price": 99.89, "change_1d_pct": 0.07012622720898865, "distance_from_ma200_pct": 4.829184260195518, "distance_from_ma50_pct": 9.180853947517997, "volatility_20d_pct": 53.36212078055538, "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": "PROX_CFD.BE", "name": "Proximus SA", "sector": "", "last_price": 7.08, "change_1d_pct": -13.288426209430481, "distance_from_ma200_pct": -2.3050084551703542, "distance_from_ma50_pct": -7.913938552063737, "volatility_20d_pct": 126.61036463851869, "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": "THG_CFD.UK", "name": "THG PLC", "sector": "", "last_price": 35.48, "change_1d_pct": -20.090090090090097, "distance_from_ma200_pct": 4.031971945380275, "distance_from_ma50_pct": -18.256005234564732, "volatility_20d_pct": 150.3458448856807, "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": "HIW_CFD.US", "name": "", "sector": "", "last_price": 22.84, "change_1d_pct": -0.13117621337997987, "distance_from_ma200_pct": -20.75167934269694, "distance_from_ma50_pct": -10.160798011265303, "volatility_20d_pct": 63.260238309428416, "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": 10.11, "change_1d_pct": 2.3279352226720507, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -7.731857118801466, "volatility_20d_pct": 2991.4769682262086, "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": "APTV_CFD.US", "name": "Aptiv PLC", "sector": "", "last_price": 74.18, "change_1d_pct": -4.799794661190959, "distance_from_ma200_pct": -3.318427497292309, "distance_from_ma50_pct": -7.091738454100716, "volatility_20d_pct": 78.93944473827398, "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": "ACKB_CFD.BE", "name": "Ackermans & Van Haaren NV", "sector": "", "last_price": 294.6, "change_1d_pct": 0.0, "distance_from_ma200_pct": 28.807750693779077, "distance_from_ma50_pct": 17.098103885176762, "volatility_20d_pct": 41.10800910807287, "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": "SLM_CFD.US", "name": "SLM CORP", "sector": "", "last_price": 18.94, "change_1d_pct": -4.4881492687846585, "distance_from_ma200_pct": -35.016811912440815, "distance_from_ma50_pct": -27.235007107457065, "volatility_20d_pct": 95.89464274862077, "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": "PRU_CFD.UK", "name": "", "sector": "", "last_price": 1145.5, "change_1d_pct": 4.899267399267404, "distance_from_ma200_pct": 11.886174790428306, "distance_from_ma50_pct": -0.9125217162037624, "volatility_20d_pct": 62.26709553371618, "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": "SDG_CFD.FR", "name": "", "sector": "", "last_price": 28.8, "change_1d_pct": -2.3728813559321993, "distance_from_ma200_pct": -10.344096555672355, "distance_from_ma50_pct": -4.05973880263889, "volatility_20d_pct": 76.58466116410548, "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": "SEM_CFD.PT", "name": "Semapa-Sociedade de Investimento e Gestao SGPS SA", "sector": "", "last_price": 24.15, "change_1d_pct": 8.295964125560529, "distance_from_ma200_pct": 33.02003397381239, "distance_from_ma50_pct": 13.413294010463117, "volatility_20d_pct": 132.43471569412125, "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": "WPP_CFD.UK",
"selection_reason": "Sharp 1d selloff (-8.45%) with deep dislocation vs MA200 (-33.1%) and MA50 (-14.1%) suggests oversold mean-reversion setup.",
"mean_reversion_score": 86
},
{
"symbol": "PAGE_CFD.UK",
"selection_reason": "Trading well below MA200 (-20.8%) and MA50 (-10.1%) with a down day (-1.81%), consistent with short-term rebound potential.",
"mean_reversion_score": 79
},
{
"symbol": "UKW_CFD.UK",
"selection_reason": "Pullback (-5.91%) while materially below MA200 (-17.6%) and MA50 (-12.35%), indicating oversold pressure vs trend.",
"mean_reversion_score": 76
},
{
"symbol": "PROX_CFD.BE",
"selection_reason": "Large 1d drop (-13.29%) with price below MA50 (-7.91%) and slightly below MA200 (-2.31%) points to near-term snapback potential.",
"mean_reversion_score": 73
},
{
"symbol": "MNDI_CFD.UK",
"selection_reason": "Below MA200 (-12.7%) and MA50 (-2.35%) with a mild down day (-3.04%), offering a cleaner mean-reversion candidate vs more extreme movers.",
"mean_reversion_score": 68
}
],
"rejected_common_reasons": [
"Move looks overly extreme / potentially event-driven (e.g., very large 1d gaps), increasing binary risk for 2–10 day mean reversion.",
"Upward momentum / extended above key moving averages (not an oversold mean-reversion long setup).",
"Insufficient oversold signal versus MA50/MA200 (limited mean-reversion edge).",
"Key technical context missing (e.g., MA200 null), reducing confidence in dislocation assessment.",
"Very low price / potential microcap-like behavior (higher gap risk and unstable mean reversion).",
"Real-estate names clustered (to avoid implicit sector concentration, limited to one when similar setups appear)."
]
}#692 • openrouter • openai/gpt-5.2-pro • 2026-02-28T22:15:12.141100+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": "AMH_CFD.US", "qty": 101.09519797809605, "avg_price": 29.674999999999997, "last_price": 30.015, "unrealized_pnl": 34.372367312553, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "ARCAD_CFD.NL", "qty": 104.8951048951049, "avg_price": 28.6, "last_price": 29.82, "unrealized_pnl": 127.97202797202785, "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": "CABO_CFD.US", "qty": 31.804929764113435, "avg_price": 94.325, "last_price": 96.44, "unrealized_pnl": 67.26742645109975, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 0.0, "avg_price": 350.45000000000005, "last_price": 382.96500000000003, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "DSY_CFD.FR", "qty": 0.0, "avg_price": 17.881, "last_price": 17.45, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "ETSY_CFD.US", "qty": 0.0, "avg_price": 44.13, "last_price": 50.769999999999996, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "FBIN_CFD.US", "qty": 0.0, "avg_price": 50.974999999999994, "last_price": 54.185, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "FLO_CFD.US", "qty": 303.7974683544304, "avg_price": 9.875, "last_price": 9.885000000000002, "unrealized_pnl": 3.037974683544779, "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": "MLCO_CFD.US", "qty": 0.0, "avg_price": 5.51, "last_price": 6.06, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "PAYC_CFD.US", "qty": 24.748391354561953, "avg_price": 121.22, "last_price": 125.9, "unrealized_pnl": 115.8224715393501, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 424.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "TMV_CFD.DE", "qty": 627.4837900020916, "avg_price": 4.781, "last_price": 4.656, "unrealized_pnl": -78.43547375026145, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 0.0, "avg_price": 92.35, "last_price": 92.35, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "ZS_CFD.US", "qty": 18.778167250876315, "avg_price": 159.76, "last_price": 146.83, "unrealized_pnl": -242.80170255383035, "opened_at": "2026-02-21T17:32:49.140800+00:00"}], "candidates": [{"symbol": "WPP_CFD.UK", "mean_reversion_score": 86, "selection_reason": "Sharp 1d selloff (-8.45%) with deep dislocation vs MA200 (-33.1%) and MA50 (-14.1%) suggests oversold mean-reversion setup."}, {"symbol": "PAGE_CFD.UK", "mean_reversion_score": 79, "selection_reason": "Trading well below MA200 (-20.8%) and MA50 (-10.1%) with a down day (-1.81%), consistent with short-term rebound potential."}, {"symbol": "UKW_CFD.UK", "mean_reversion_score": 76, "selection_reason": "Pullback (-5.91%) while materially below MA200 (-17.6%) and MA50 (-12.35%), indicating oversold pressure vs trend."}, {"symbol": "PROX_CFD.BE", "mean_reversion_score": 73, "selection_reason": "Large 1d drop (-13.29%) with price below MA50 (-7.91%) and slightly below MA200 (-2.31%) points to near-term snapback potential."}, {"symbol": "MNDI_CFD.UK", "mean_reversion_score": 68, "selection_reason": "Below MA200 (-12.7%) and MA50 (-2.35%) with a mild down day (-3.04%), offering a cleaner mean-reversion candidate vs more extreme movers."}], "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": "Highest mean-reversion score (86): sharp 1d selloff with deep dislocation vs MA200 and MA50 indicates an oversold snapback setup; funded by rotating out of a lower-conviction holding to stay within leverage limits.",
"symbol": "WPP_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Position is modestly positive; no new mean-reversion signal provided to justify rotation. Maintain to avoid overtrading.",
"symbol": "AMH_CFD.US"
},
{
"reason": "In profit and within intended mean-reversion holding window; no higher-priority replacement required beyond the single planned rotation.",
"symbol": "ARCAD_CFD.NL"
},
{
"reason": "Flat and stable; no actionable candidate-driven reason to exit today. Avoid churn.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Recently opened and positive; keep exposure to allow mean-reversion thesis to play out.",
"symbol": "CABO_CFD.US"
},
{
"reason": "Position is positive; no candidate-driven upgrade needed after executing only one rotation this run.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "Position is positive; hold to avoid unnecessary turnover.",
"symbol": "PAYC_CFD.US"
},
{
"reason": "Currently down; no provided risk/event trigger to force a sell. Hold for potential mean reversion and reassess if losses deepen.",
"symbol": "TMV_CFD.DE"
},
{
"reason": "Largest drawdown among holdings, but no new signal/candidate data supplied to justify forced exit. Hold to avoid reactive selling; monitor closely.",
"symbol": "ZS_CFD.US"
}
],
"sell": [
{
"reason": "Capital reallocation: not in the current high-conviction mean-reversion candidate list, while portfolio is near the gross leverage ceiling; freeing ~fixed position notional to rotate into a stronger oversold setup.",
"symbol": "FLO_CFD.US"
}
]
},
"portfolio_rationale": "Execute a single rotation (1 SELL, 1 BUY) to improve mean-reversion signal quality while respecting constraints (max 2 buys/sells, max 10 positions, and gross leverage cap). Portfolio was near the max gross leverage threshold; selling FLO funds a higher-scoring oversold candidate (WPP) without increasing exposure materially. All other positions are held to avoid overtrading absent clearer upgrade signals."
}Selection logs
#344 • stage1 • 2026-02-28T22:15:12.138339+00:00
{
"selected_stocks": [
{
"symbol": "WPP_CFD.UK",
"selection_reason": "Sharp 1d selloff (-8.45%) with deep dislocation vs MA200 (-33.1%) and MA50 (-14.1%) suggests oversold mean-reversion setup.",
"mean_reversion_score": 86
},
{
"symbol": "PAGE_CFD.UK",
"selection_reason": "Trading well below MA200 (-20.8%) and MA50 (-10.1%) with a down day (-1.81%), consistent with short-term rebound potential.",
"mean_reversion_score": 79
},
{
"symbol": "UKW_CFD.UK",
"selection_reason": "Pullback (-5.91%) while materially below MA200 (-17.6%) and MA50 (-12.35%), indicating oversold pressure vs trend.",
"mean_reversion_score": 76
},
{
"symbol": "PROX_CFD.BE",
"selection_reason": "Large 1d drop (-13.29%) with price below MA50 (-7.91%) and slightly below MA200 (-2.31%) points to near-term snapback potential.",
"mean_reversion_score": 73
},
{
"symbol": "MNDI_CFD.UK",
"selection_reason": "Below MA200 (-12.7%) and MA50 (-2.35%) with a mild down day (-3.04%), offering a cleaner mean-reversion candidate vs more extreme movers.",
"mean_reversion_score": 68
}
],
"rejected_common_reasons": [
"Move looks overly extreme / potentially event-driven (e.g., very large 1d gaps), increasing binary risk for 2–10 day mean reversion.",
"Upward momentum / extended above key moving averages (not an oversold mean-reversion long setup).",
"Insufficient oversold signal versus MA50/MA200 (limited mean-reversion edge).",
"Key technical context missing (e.g., MA200 null), reducing confidence in dislocation assessment.",
"Very low price / potential microcap-like behavior (higher gap risk and unstable mean reversion).",
"Real-estate names clustered (to avoid implicit sector concentration, limited to one when similar setups appear)."
]
}