Arena run #357

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": "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": "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": "UKW_CFD.UK", "name": "GREENCOAT UK WIND PLC", "sector": "", "last_price": 98.15, "change_1d_pct": -2.163078149920239, "distance_from_ma200_pct": -12.46829595436757, "distance_from_ma50_pct": -6.845149398930528, "volatility_20d_pct": 32.62462101640031, "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": 86.6, "change_1d_pct": -4.309392265193379, "distance_from_ma200_pct": 14.56109936323342, "distance_from_ma50_pct": 14.620006882494629, "volatility_20d_pct": 84.22093402997464, "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": 0.453, "change_1d_pct": -23.479729729729726, "distance_from_ma200_pct": -59.278885697719886, "distance_from_ma50_pct": -48.13254253589503, "volatility_20d_pct": 12310.872493995772, "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": "TCAP_CFD.UK", "name": "TP ICAP GROUP PLC", "sector": "", "last_price": 257.0, "change_1d_pct": -3.018867924528301, "distance_from_ma200_pct": -4.028452389710213, "distance_from_ma50_pct": 0.0555171858003467, "volatility_20d_pct": 2720.691666816466, "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": 296.0, "change_1d_pct": -2.950819672131144, "distance_from_ma200_pct": -32.400374766841246, "distance_from_ma50_pct": -4.086684898837378, "volatility_20d_pct": 8661.769059246726, "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": 2978.0, "change_1d_pct": -2.679738562091505, "distance_from_ma200_pct": 17.35893991379911, "distance_from_ma50_pct": 2.4633877465073617, "volatility_20d_pct": 5338.29627811264, "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": 292.6, "change_1d_pct": -2.596537949400779, "distance_from_ma200_pct": -29.90308010801058, "distance_from_ma50_pct": -16.57176681381133, "volatility_20d_pct": 3853.0934438816757, "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": "FUTR_CFD.UK", "name": "FUTURE PLC", "sector": "", "last_price": 414.2, "change_1d_pct": 3.3949076385421773, "distance_from_ma200_pct": -39.06661738447647, "distance_from_ma50_pct": -25.9812840942679, "volatility_20d_pct": 5563.010447162194, "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": 217.0, "change_1d_pct": -2.208201892744477, "distance_from_ma200_pct": -15.964222445414011, "distance_from_ma50_pct": -5.31484776634673, "volatility_20d_pct": 7423.017762834272, "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": 348.8, "change_1d_pct": -1.8570624648283518, "distance_from_ma200_pct": 20.24082637989966, "distance_from_ma50_pct": 7.964017771966869, "volatility_20d_pct": 3280.1806241206145, "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 Corporation", "sector": "", "last_price": 184.89, "change_1d_pct": -5.456125997136441, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -0.38415327338459093, "volatility_20d_pct": 4390.348323973547, "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": 98.75, "change_1d_pct": -0.5037783375314908, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 8.886228799601126, "volatility_20d_pct": 2195.2476425244195, "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": 6.98, "change_1d_pct": -15.700483091787431, "distance_from_ma200_pct": -3.6848812171029754, "distance_from_ma50_pct": -9.214589137486563, "volatility_20d_pct": 6302.953224859111, "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": "UKW_CFD.UK",
      "selection_reason": "-12.47% from MA200 and -6.85% from MA50",
      "mean_reversion_score": 78
    },
    {
      "symbol": "BTRW_CFD.UK",
      "selection_reason": "-5.29% from MA200 and -0.50% from MA50",
      "mean_reversion_score": 65
    },
    {
      "symbol": "IPO_CFD.UK",
      "selection_reason": "+6.98% from MA200 but -4.92% from MA50",
      "mean_reversion_score": 62
    },
    {
      "symbol": "OCDO_CFD.UK",
      "selection_reason": "-15.96% from MA200 and -5.31% from MA50",
      "mean_reversion_score": 72
    },
    {
      "symbol": "PROX_CFD.BE",
      "selection_reason": "-3.68% from MA200 and -9.21% from MA50",
      "mean_reversion_score": 75
    }
  ],
  "rejected_common_reasons": [
    "Extreme volatility > 500%",
    "Positive distance from both MA50 and MA200",
    "Sector concentration risk",
    "US equities excluded from EU region scan"
  ]
}

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": "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": "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": 98.34, "unrealized_pnl": 27.243343081422353, "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": "CABO_CFD.US", "qty": 31.71247357293869, "avg_price": 94.6, "last_price": 96.44, "unrealized_pnl": 58.3509513742073, "opened_at": "2026-02-27T18:23:55.960577+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": "HAIN_CFD.US", "qty": 3750.0, "avg_price": 0.8, "last_price": 0.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"symbol": "HIK_CFD.UK", "qty": 0.0, "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": 0.0, "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": 11.389521640091116, "avg_price": 263.4, "last_price": 263.4, "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": "UKW_CFD.UK", "mean_reversion_score": 78, "selection_reason": "-12.47% from MA200 and -6.85% from MA50"}, {"symbol": "BTRW_CFD.UK", "mean_reversion_score": 65, "selection_reason": "-5.29% from MA200 and -0.50% from MA50"}, {"symbol": "IPO_CFD.UK", "mean_reversion_score": 62, "selection_reason": "+6.98% from MA200 but -4.92% from MA50"}, {"symbol": "OCDO_CFD.UK", "mean_reversion_score": 72, "selection_reason": "-15.96% from MA200 and -5.31% from MA50"}, {"symbol": "PROX_CFD.BE", "mean_reversion_score": 75, "selection_reason": "-3.68% from MA200 and -9.21% from 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": "Strong mean-reversion candidate (-15.96% from MA200)",
        "symbol": "OCDO_CFD.UK",
        "position_size": 3000
      }
    ],
    "sell": [
      {
        "reason": "Least profitable position with flat movement",
        "symbol": "HAIN_CFD.US"
      }
    ]
  },
  "portfolio_rationale": "Maintained existing profitable positions while replacing flat HAIN_CFD.US with high-scoring OCDO_CFD.UK. Followed strict overtrading limits with 1 buy and 1 sell action."
}

{
  "selected_stocks": [
    {
      "symbol": "UKW_CFD.UK",
      "selection_reason": "-12.47% from MA200 and -6.85% from MA50",
      "mean_reversion_score": 78
    },
    {
      "symbol": "BTRW_CFD.UK",
      "selection_reason": "-5.29% from MA200 and -0.50% from MA50",
      "mean_reversion_score": 65
    },
    {
      "symbol": "IPO_CFD.UK",
      "selection_reason": "+6.98% from MA200 but -4.92% from MA50",
      "mean_reversion_score": 62
    },
    {
      "symbol": "OCDO_CFD.UK",
      "selection_reason": "-15.96% from MA200 and -5.31% from MA50",
      "mean_reversion_score": 72
    },
    {
      "symbol": "PROX_CFD.BE",
      "selection_reason": "-3.68% from MA200 and -9.21% from MA50",
      "mean_reversion_score": 75
    }
  ],
  "rejected_common_reasons": [
    "Extreme volatility > 500%",
    "Positive distance from both MA50 and MA200",
    "Sector concentration risk",
    "US equities excluded from EU region scan"
  ]
}