Arena run #364
meanrev-v1 • z-ai • z-ai/glm-4.7 • EU • success
Run status
as_of: 2026-03-02T10:31:26.559356+00:00
started_at: 2026-03-02T11:56:12.038803+00:00
finished_at: 2026-03-02T11:57:47.700985+00:00
duration_ms: 95661
Inputs
{
"dry_run": false,
"selected": [
{
"symbol": "TUI1_CFD.DE",
"selection_reason": "Strong oversold signal: -16.1% distance from MA50 and -6.0% daily drop.",
"mean_reversion_score": 85
},
{
"symbol": "HIK_CFD.UK",
"selection_reason": "Deeply oversold: -25.5% below MA200 and -14.2% single-day decline.",
"mean_reversion_score": 82
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "Severe downtrend: -37.7% below MA200 and -20.8% daily drop.",
"mean_reversion_score": 80
},
{
"symbol": "JUN3_CFD.DE",
"selection_reason": "Extended decline: -12.1% below MA50 with recent -11.0% drop.",
"mean_reversion_score": 78
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Oversold conditions: -28.0% below MA200 and -12.7% daily decline.",
"mean_reversion_score": 75
}
],
"universe_symbols": [
"CCL_CFD.UK",
"WIZZ_CFD.UK",
"DLN_CFD.UK",
"TUI1_CFD.DE",
"CRDA_CFD.UK",
"ADJ_CFD.DE",
"UKW_CFD.UK",
"EZJ_CFD.UK",
"HIK_CFD.UK",
"PSN_CFD.UK",
"STM_CFD.DE",
"SRT3_CFD.DE",
"IFX_CFD.DE",
"BTRW_CFD.UK",
"BRBY_CFD.UK",
"KRN_CFD.DE",
"PHARM_CFD.NL",
"CFEB_CFD.BE",
"JUN3_CFD.DE",
"INGA_CFD.NL",
"TTK_CFD.DE",
"IMCD_CFD.NL",
"PHIA_CFD.NL",
"DPLM_CFD.UK",
"TLX_CFD.DE",
"SEM_CFD.PT",
"MNDI_CFD.UK",
"TCAP_CFD.UK",
"PSON_CFD.UK",
"IPO_CFD.UK",
"ATG_CFD.UK",
"BLND_CFD.UK",
"NVG_CFD.PT",
"KBX_CFD.DE",
"CCC_CFD.UK",
"KWS_CFD.DE",
"IMI_CFD.UK",
"BYIT_CFD.UK",
"KTN_CFD.DE",
"LSEG_CFD.UK",
"WKP_CFD.UK",
"SON_CFD.PT",
"TKA_CFD.DE",
"COTY_CFD.US",
"XFAB_CFD.FR",
"MCG_CFD.UK",
"INH_CFD.DE",
"HLMA_CFD.UK",
"FUTR_CFD.UK",
"SZG_CFD.DE"
]
}Outputs
{
"actions": {
"buy": [
{
"reason": "Highest mean reversion score (85). Strong oversold signal with -16.1% distance from MA50 and -6.0% daily drop.",
"symbol": "TUI1_CFD.DE",
"position_size": 3000
},
{
"reason": "High mean reversion score (82). Deeply oversold conditions (-25.5% below MA200, -14.2% daily decline).",
"symbol": "HIK_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "No clear signal to sell; maintaining current exposure.",
"symbol": "BIG_CFD.FR"
},
{
"reason": "Listed as a candidate (Score 75) with oversold conditions; holding for potential reversion.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Listed as a candidate (Score 80) despite being profitable; holding for mean reversion play.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "Neutral position; no action required.",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "Neutral position; no action required.",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "Neutral position; no action required.",
"symbol": "THG_CFD.UK"
},
{
"reason": "Profitable but not a top candidate; holding to avoid overtrading.",
"symbol": "XRX_CFD.US"
},
{
"reason": "Currently at a loss; holding to avoid realizing loss and wait for potential reversion.",
"symbol": "ZS_CFD.US"
}
],
"sell": [
{
"reason": "Realized profit (+129.39) and not in top mean reversion candidates. Freeing slot for higher-scoring oversold opportunities.",
"symbol": "RMV_CFD.UK"
}
]
},
"portfolio_rationale": "Executing a mean-reversion rotation. Selling RMV_CFD.UK to lock in gains and free up a slot. Allocating capital to the two highest-scoring oversold candidates, TUI1_CFD.DE (Score 85) and HIK_CFD.UK (Score 82), which exhibit strong downward deviation from moving averages. Existing positions BYIT_CFD.UK and FUTR_CFD.UK are retained as they remain on the oversold candidate list."
}Prompts & responses
#715 • openrouter • z-ai/glm-4.7 • 2026-03-02T11:56:12.082120+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": "CCL_CFD.UK", "name": "CARNIVAL PLC", "sector": "", "last_price": 2385.0, "change_1d_pct": -1.6089108910891103, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 7.926929998438448, "volatility_20d_pct": 4392.230277210259, "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": "TUI1_CFD.DE", "name": "", "sector": "", "last_price": 7.406, "change_1d_pct": -6.027153914477868, "distance_from_ma200_pct": -7.568442223724048, "distance_from_ma50_pct": -16.089589036129304, "volatility_20d_pct": 88.80272391003092, "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": 3121.0, "change_1d_pct": 13.367235742826011, "distance_from_ma200_pct": 10.093851216079353, "distance_from_ma50_pct": 9.83246554776207, "volatility_20d_pct": 109.18178749390499, "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": "ADJ_CFD.DE", "name": "ADLER GROUP SA", "sector": "", "last_price": 0.199, "change_1d_pct": -4.784688995215303, "distance_from_ma200_pct": -5.481143725657822, "distance_from_ma50_pct": 2.6619892695006087, "volatility_20d_pct": 307.67398813688357, "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": "EZJ_CFD.UK", "name": "EASYJET PLC", "sector": "", "last_price": 463.4, "change_1d_pct": -4.216618437370823, "distance_from_ma200_pct": -7.198662250893051, "distance_from_ma50_pct": -5.177155429252423, "volatility_20d_pct": 79.61549927100283, "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": "HIK_CFD.UK", "name": "HIKMA PHARMACEUTICALS PLC", "sector": "", "last_price": 1342.0, "change_1d_pct": -14.24920127795527, "distance_from_ma200_pct": -25.484908209150536, "distance_from_ma50_pct": -13.193905410076656, "volatility_20d_pct": 150.6436529845701, "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": "PSN_CFD.UK", "name": "", "sector": "", "last_price": 1534.5, "change_1d_pct": 7.382785164450656, "distance_from_ma200_pct": 21.219431937066368, "distance_from_ma50_pct": 9.190705106538676, "volatility_20d_pct": 86.88935643255697, "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": "STM_CFD.DE", "name": "", "sector": "", "last_price": 18.48, "change_1d_pct": -3.251138683838539, "distance_from_ma200_pct": -18.91400935999108, "distance_from_ma50_pct": -6.520971574888945, "volatility_20d_pct": 66.36614189699937, "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": "SRT3_CFD.DE", "name": "SARTORIUS AG-VORZUG", "sector": "", "last_price": 232.039, "change_1d_pct": -2.0820937406371254, "distance_from_ma200_pct": 4.5173075894017645, "distance_from_ma50_pct": -5.142892930212617, "volatility_20d_pct": 71.76521948201356, "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": "IFX_CFD.DE", "name": "", "sector": "", "last_price": 44.725, "change_1d_pct": -3.7136706135629693, "distance_from_ma200_pct": 22.3777371843352, "distance_from_ma50_pct": 7.200262314068384, "volatility_20d_pct": 59.71969804472953, "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": "BRBY_CFD.UK", "name": "BURBERRY GROUP PLC", "sector": "", "last_price": 1160.5, "change_1d_pct": -1.4646571853109691, "distance_from_ma200_pct": -2.711772076777963, "distance_from_ma50_pct": -5.162603027899426, "volatility_20d_pct": 121.74049854554332, "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": "KRN_CFD.DE", "name": "KRONES AG", "sector": "", "last_price": 128.715, "change_1d_pct": -3.0760542168674743, "distance_from_ma200_pct": -3.49026122524142, "distance_from_ma50_pct": -6.183896327137606, "volatility_20d_pct": 46.48685634229259, "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": "PHARM_CFD.NL", "name": "Pharming Group", "sector": "", "last_price": 1.3820000000000001, "change_1d_pct": -2.949438202247179, "distance_from_ma200_pct": 36.789021245849106, "distance_from_ma50_pct": 4.229516109569187, "volatility_20d_pct": 60.12090160597311, "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": "CFEB_CFD.BE", "name": "Compagnie d'Entreprises CFE SA", "sector": "", "last_price": 12.1, "change_1d_pct": 18.048780487804873, "distance_from_ma200_pct": 41.14861140679087, "distance_from_ma50_pct": 27.1139255931808, "volatility_20d_pct": 137.75652270791497, "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": "JUN3_CFD.DE", "name": "", "sector": "", "last_price": 31.68, "change_1d_pct": -10.983730928095758, "distance_from_ma200_pct": -7.089799116883844, "distance_from_ma50_pct": -12.138966867404722, "volatility_20d_pct": 57.15621965909373, "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": "INGA_CFD.NL", "name": "", "sector": "", "last_price": 23.815, "change_1d_pct": -4.1495612975931735, "distance_from_ma200_pct": 9.918157935061744, "distance_from_ma50_pct": -3.352450460775258, "volatility_20d_pct": 47.47631522492976, "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": "TTK_CFD.DE", "name": "TAKKT AG", "sector": "", "last_price": 3.185, "change_1d_pct": -3.4848484848484795, "distance_from_ma200_pct": -34.88139110522738, "distance_from_ma50_pct": -13.07456755620814, "volatility_20d_pct": 70.75710328425185, "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": "IMCD_CFD.NL", "name": "", "sector": "", "last_price": 78.935, "change_1d_pct": 1.762324669966997, "distance_from_ma200_pct": -28.33291984903926, "distance_from_ma50_pct": -10.138487025151887, "volatility_20d_pct": 127.85997469001028, "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": "PHIA_CFD.NL", "name": "", "sector": "", "last_price": 26.67, "change_1d_pct": 0.7555723460521468, "distance_from_ma200_pct": 14.469562127099422, "distance_from_ma50_pct": 6.556820315715051, "volatility_20d_pct": 60.63581752858954, "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": "DPLM_CFD.UK", "name": "DIPLOMA PLC", "sector": "", "last_price": 5690.0, "change_1d_pct": 4.117108874656905, "distance_from_ma200_pct": 14.824491672580775, "distance_from_ma50_pct": 3.6901672199846303, "volatility_20d_pct": 69.89514307567694, "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": "TLX_CFD.DE", "name": "TALANX AG", "sector": "", "last_price": 105.8, "change_1d_pct": -1.41173181754648, "distance_from_ma200_pct": -5.0515620274453, "distance_from_ma50_pct": -2.840973999950769, "volatility_20d_pct": 37.924895211006124, "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": 23.9, "change_1d_pct": 4.139433551198257, "distance_from_ma200_pct": 31.34892043827673, "distance_from_ma50_pct": 11.563381070635014, "volatility_20d_pct": 132.63194886766468, "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": -2.3427041499330614, "distance_from_ma200_pct": -12.574544831361955, "distance_from_ma50_pct": -2.301113459277171, "volatility_20d_pct": 97.34197637108583, "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": 265.0, "change_1d_pct": 7.72357723577235, "distance_from_ma200_pct": -1.0410112189618959, "distance_from_ma50_pct": 3.1700858141521238, "volatility_20d_pct": 67.76567663345816, "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": "PSON_CFD.UK", "name": "PEARSON PLC", "sector": "", "last_price": 960.0, "change_1d_pct": 3.7837837837837895, "distance_from_ma200_pct": -9.857021968970525, "distance_from_ma50_pct": -0.9828687985880102, "volatility_20d_pct": 93.99465016573882, "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": "BLND_CFD.UK", "name": "BRITISH LAND CO PLC", "sector": "", "last_price": 412.2, "change_1d_pct": -1.1036468330134386, "distance_from_ma200_pct": 10.038592258830414, "distance_from_ma50_pct": 2.655801721389861, "volatility_20d_pct": 88.77968057978609, "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": "NVG_CFD.PT", "name": "", "sector": "", "last_price": 3.356, "change_1d_pct": 0.1791044776119355, "distance_from_ma200_pct": 3.7278349750725637, "distance_from_ma50_pct": 2.9056432522598596, "volatility_20d_pct": 52.099570570268426, "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": "KBX_CFD.DE", "name": "", "sector": "", "last_price": 109.0, "change_1d_pct": -4.049295774647888, "distance_from_ma200_pct": 21.884270437937438, "distance_from_ma50_pct": 7.164297024824173, "volatility_20d_pct": 48.48861409468244, "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": "KWS_CFD.DE", "name": "KWS SAAT AG", "sector": "", "last_price": 64.42, "change_1d_pct": 0.6829939202600777, "distance_from_ma200_pct": -1.2463244263659967, "distance_from_ma50_pct": -7.841089540922175, "volatility_20d_pct": 50.800052249529216, "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": "IMI_CFD.UK", "name": "", "sector": "", "last_price": 2904.0, "change_1d_pct": 16.814159292035402, "distance_from_ma200_pct": 32.70582912867817, "distance_from_ma50_pct": 14.464370599684507, "volatility_20d_pct": 76.61600707633436, "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": "KTN_CFD.DE", "name": "Kontron AG.", "sector": "", "last_price": 22.959, "change_1d_pct": -0.0913838120104482, "distance_from_ma200_pct": -5.965915665036492, "distance_from_ma50_pct": -1.7566471198381395, "volatility_20d_pct": 69.97115181548287, "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": "LSEG_CFD.UK", "name": "LONDON STOCK EXCHANGE GROUP", "sector": "", "last_price": 8722.0, "change_1d_pct": 11.59160696008188, "distance_from_ma200_pct": -7.064320983767114, "distance_from_ma50_pct": 4.301196215854053, "volatility_20d_pct": 108.30311237955601, "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": "SON_CFD.PT", "name": "", "sector": "", "last_price": 1.982, "change_1d_pct": -0.5020080321285092, "distance_from_ma200_pct": 37.00523965548228, "distance_from_ma50_pct": 11.303293050002239, "volatility_20d_pct": 36.564400336260185, "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": "TKA_CFD.DE", "name": "", "sector": "", "last_price": 10.176, "change_1d_pct": -2.947067238912726, "distance_from_ma200_pct": 1.745704728485653, "distance_from_ma50_pct": -3.5238080791226034, "volatility_20d_pct": 90.60182893779454, "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": 2.56, "change_1d_pct": -2.6615969581748944, "distance_from_ma200_pct": -36.2629154736711, "distance_from_ma50_pct": -14.712153518123671, "volatility_20d_pct": 143.05101183306888, "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": 4.578, "change_1d_pct": -4.025157232704391, "distance_from_ma200_pct": -21.9185722253207, "distance_from_ma50_pct": -8.17701898236548, "volatility_20d_pct": 98.56420312270438, "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": "MCG_CFD.UK", "name": "MOBICO GROUP PLC", "sector": "", "last_price": 31.26, "change_1d_pct": 23.851030110935035, "distance_from_ma200_pct": 12.691085471826336, "distance_from_ma50_pct": 32.023515896881435, "volatility_20d_pct": 210.87769115491298, "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": "INH_CFD.DE", "name": "", "sector": "", "last_price": 30.1, "change_1d_pct": -0.8629207562084074, "distance_from_ma200_pct": 21.020325986943877, "distance_from_ma50_pct": -0.9017610514290175, "volatility_20d_pct": 48.59593981670927, "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": "HLMA_CFD.UK", "name": "", "sector": "", "last_price": 4094.0, "change_1d_pct": 15.129358830146234, "distance_from_ma200_pct": 23.539538747901734, "distance_from_ma50_pct": 12.05386468141012, "volatility_20d_pct": 82.52949509931263, "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": "SZG_CFD.DE", "name": "Salzgitter AG", "sector": "", "last_price": 53.504, "change_1d_pct": -1.0101757631822417, "distance_from_ma200_pct": 70.62081402366348, "distance_from_ma50_pct": 10.998484309721945, "volatility_20d_pct": 99.2257130844724, "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": "TUI1_CFD.DE",
"selection_reason": "Strong oversold signal: -16.1% distance from MA50 and -6.0% daily drop.",
"mean_reversion_score": 85
},
{
"symbol": "HIK_CFD.UK",
"selection_reason": "Deeply oversold: -25.5% below MA200 and -14.2% single-day decline.",
"mean_reversion_score": 82
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "Severe downtrend: -37.7% below MA200 and -20.8% daily drop.",
"mean_reversion_score": 80
},
{
"symbol": "JUN3_CFD.DE",
"selection_reason": "Extended decline: -12.1% below MA50 with recent -11.0% drop.",
"mean_reversion_score": 78
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Oversold conditions: -28.0% below MA200 and -12.7% daily decline.",
"mean_reversion_score": 75
}
],
"rejected_common_reasons": [
"Insufficient distance from moving averages",
"Positive momentum or recent strength",
"Low volatility or lack of mean-reversion setup"
]
}#716 • openrouter • z-ai/glm-4.7 • 2026-03-02T11:56:16.259169+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": "BIG_CFD.FR", "qty": 6622.516556291391, "avg_price": 0.453, "last_price": 0.453, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T18:07:22.382508+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 10.252904989747094, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 0.0, "avg_price": 349.425, "last_price": 374.67, "unrealized_pnl": 0.0, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "ERA_CFD.FR", "qty": 0.0, "avg_price": 47.4, "last_price": 52.1, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 7.488766849725412, "avg_price": 400.6, "last_price": 414.2, "unrealized_pnl": 101.84722915626534, "opened_at": "2026-02-19T00:47:27.070066+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": "PAGE_CFD.UK", "qty": 14.577259475218659, "avg_price": 205.8, "last_price": 205.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 7.070469007777516, "avg_price": 424.3, "last_price": 442.6, "unrealized_pnl": 129.38958284232862, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "THG_CFD.UK", "qty": 85.76329331046313, "avg_price": 34.98, "last_price": 34.98, "unrealized_pnl": 0.0, "opened_at": "2026-02-24T18:14:37.115518+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": "XRX_CFD.US", "qty": 1734.1040462427745, "avg_price": 1.73, "last_price": 1.8, "unrealized_pnl": 121.38728323699432, "opened_at": "2026-02-26T18:07:22.382508+00:00"}, {"symbol": "ZS_CFD.US", "qty": 18.778167250876315, "avg_price": 159.76, "last_price": 146.83, "unrealized_pnl": -242.80170255383035, "opened_at": "2026-02-22T17:33:48.338981+00:00"}], "candidates": [{"symbol": "TUI1_CFD.DE", "mean_reversion_score": 85, "selection_reason": "Strong oversold signal: -16.1% distance from MA50 and -6.0% daily drop."}, {"symbol": "HIK_CFD.UK", "mean_reversion_score": 82, "selection_reason": "Deeply oversold: -25.5% below MA200 and -14.2% single-day decline."}, {"symbol": "FUTR_CFD.UK", "mean_reversion_score": 80, "selection_reason": "Severe downtrend: -37.7% below MA200 and -20.8% daily drop."}, {"symbol": "JUN3_CFD.DE", "mean_reversion_score": 78, "selection_reason": "Extended decline: -12.1% below MA50 with recent -11.0% drop."}, {"symbol": "BYIT_CFD.UK", "mean_reversion_score": 75, "selection_reason": "Oversold conditions: -28.0% below MA200 and -12.7% daily decline."}], "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 (85). Strong oversold signal with -16.1% distance from MA50 and -6.0% daily drop.",
"symbol": "TUI1_CFD.DE",
"position_size": 3000
},
{
"reason": "High mean reversion score (82). Deeply oversold conditions (-25.5% below MA200, -14.2% daily decline).",
"symbol": "HIK_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "No clear signal to sell; maintaining current exposure.",
"symbol": "BIG_CFD.FR"
},
{
"reason": "Listed as a candidate (Score 75) with oversold conditions; holding for potential reversion.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Listed as a candidate (Score 80) despite being profitable; holding for mean reversion play.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "Neutral position; no action required.",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "Neutral position; no action required.",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "Neutral position; no action required.",
"symbol": "THG_CFD.UK"
},
{
"reason": "Profitable but not a top candidate; holding to avoid overtrading.",
"symbol": "XRX_CFD.US"
},
{
"reason": "Currently at a loss; holding to avoid realizing loss and wait for potential reversion.",
"symbol": "ZS_CFD.US"
}
],
"sell": [
{
"reason": "Realized profit (+129.39) and not in top mean reversion candidates. Freeing slot for higher-scoring oversold opportunities.",
"symbol": "RMV_CFD.UK"
}
]
},
"portfolio_rationale": "Executing a mean-reversion rotation. Selling RMV_CFD.UK to lock in gains and free up a slot. Allocating capital to the two highest-scoring oversold candidates, TUI1_CFD.DE (Score 85) and HIK_CFD.UK (Score 82), which exhibit strong downward deviation from moving averages. Existing positions BYIT_CFD.UK and FUTR_CFD.UK are retained as they remain on the oversold candidate list."
}Selection logs
#356 • stage1 • 2026-03-02T11:56:16.256979+00:00
{
"selected_stocks": [
{
"symbol": "TUI1_CFD.DE",
"selection_reason": "Strong oversold signal: -16.1% distance from MA50 and -6.0% daily drop.",
"mean_reversion_score": 85
},
{
"symbol": "HIK_CFD.UK",
"selection_reason": "Deeply oversold: -25.5% below MA200 and -14.2% single-day decline.",
"mean_reversion_score": 82
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "Severe downtrend: -37.7% below MA200 and -20.8% daily drop.",
"mean_reversion_score": 80
},
{
"symbol": "JUN3_CFD.DE",
"selection_reason": "Extended decline: -12.1% below MA50 with recent -11.0% drop.",
"mean_reversion_score": 78
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Oversold conditions: -28.0% below MA200 and -12.7% daily decline.",
"mean_reversion_score": 75
}
],
"rejected_common_reasons": [
"Insufficient distance from moving averages",
"Positive momentum or recent strength",
"Low volatility or lack of mean-reversion setup"
]
}