MarketWeatherForecast

Arena run #403

meanrev-v1 • minimax • minimax/minimax-m2.1 • US • success
Arena
Run status
as_of: 2026-03-03T21:11:27.888829+00:00
started_at: 2026-03-03T21:11:27.953169+00:00
finished_at: 2026-03-03T21:12:16.810557+00:00
duration_ms: 48854
Inputs
{
  "dry_run": false,
  "selected": [
    {
      "symbol": "AGFB_CFD.BE",
      "selection_reason": "Extreme -38.4% below MA200 with low volatility (97.7%); strong mean reversion candidate",
      "mean_reversion_score": 92
    },
    {
      "symbol": "AEO_CFD.US",
      "selection_reason": "-3.0% below MA50 with lowest volatility (78.8%); clean technical setup",
      "mean_reversion_score": 88
    },
    {
      "symbol": "ALLY_CFD.US",
      "selection_reason": "-8.7% below MA50 with -5.96% 1d drop; recent momentum suggests reversion potential",
      "mean_reversion_score": 85
    },
    {
      "symbol": "ADSK_CFD.US",
      "selection_reason": "-6.5% below MA50 with 5.3% 1d rise; compression before potential mean reversion",
      "mean_reversion_score": 78
    },
    {
      "symbol": "ALFEN_CFD.NL",
      "selection_reason": "-13.1% below MA50; significant deviation with moderate volatility",
      "mean_reversion_score": 75
    }
  ],
  "universe_symbols": [
    "AIXA_CFD.DE",
    "AD_CFD.NL",
    "ALK_CFD.US",
    "AEO_CFD.US",
    "ALFEN_CFD.NL",
    "ABI_CFD.BE",
    "AGFB_CFD.BE",
    "ALGN_CFD.US",
    "ADSK_CFD.US",
    "ALLY_CFD.US"
  ]
}
Outputs
{
  "actions": {
    "buy": [
      {
        "reason": "Top mean reversion candidate (score 92): -38.4% below MA200 with low volatility (97.7%); strong technical setup for reversal",
        "symbol": "AGFB_CFD.BE",
        "position_size": 3000
      },
      {
        "reason": "Second-ranked mean reversion candidate (score 88): -3.0% below MA50 with lowest volatility (78.8%); clean technical entry point",
        "symbol": "AEO_CFD.US",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Position at cost basis with no deviation; maintain for mean reversion potential",
        "symbol": "BIG_CFD.FR"
      },
      {
        "reason": "Stable at cost basis; no clear mean reversion signal to sell",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "Holding at cost; monitor for mean reversion opportunities",
        "symbol": "FUTR_CFD.UK"
      },
      {
        "reason": "-2.0% unrealized loss but within normal volatility; maintain for potential recovery",
        "symbol": "LPE_CFD.FR"
      },
      {
        "reason": "Stable at cost basis; no action warranted",
        "symbol": "OCDO_CFD.UK"
      },
      {
        "reason": "-0.6% minor unrealized loss; small position size justifies holding",
        "symbol": "WIZZ_CFD.UK"
      }
    ],
    "sell": [
      {
        "reason": "Realized +$137.54 gain (4.6% above avg); mean reversion target achieved; lock in profits per strategy rules",
        "symbol": "PROX_CFD.BE"
      },
      {
        "reason": "Realized +$79.26 gain (2.6% above avg); strong performer; take profits and reallocate to mean reversion candidates",
        "symbol": "UKW_CFD.UK"
      }
    ]
  },
  "portfolio_rationale": "Executing mean reversion strategy by selling 2 winners (PROX +$137, UKW +$79) to lock gains and free capital. Reallocating $6,000 to top 2 mean reversion candidates: AGFB_CFD.BE (extreme -38.4% deviation from MA200 with low volatility) and AEO_CFD.US (clean -3.0% below MA50 setup). Holding 6 existing positions at or near cost basis with no clear mean reversion signal to exit. Maintaining 8 total positions within 10-position limit with $3,000 fixed sizing per new position."
}
Prompts & responses
#791 • openrouter • minimax/minimax-m2.1 • 2026-03-03T21:11:27.967557+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": "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": "AIXA_CFD.DE", "name": "Aixtron AG NA", "sector": "", "last_price": 27.874, "change_1d_pct": 9.352687328364073, "distance_from_ma200_pct": 73.57753169187961, "distance_from_ma50_pct": 35.76238611379803, "volatility_20d_pct": 5387.076544590115, "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": "AD_CFD.NL", "name": "KONINKLIJKE AHOLD DELHAIZE N", "sector": "", "last_price": 41.77, "change_1d_pct": 1.9277696437286718, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 17.31498385058281, "volatility_20d_pct": 4225.538086005366, "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": "ALK_CFD.US", "name": "Alaska Air Group Inc", "sector": "", "last_price": 55.3, "change_1d_pct": 1.8041237113401998, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 5.716328489116762, "volatility_20d_pct": 5721.760184235484, "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": "AEO_CFD.US", "name": "AMERICAN EAGLE OUTFITTERS", "sector": "", "last_price": 24.67, "change_1d_pct": -2.912239275875639, "distance_from_ma200_pct": 45.30141060753306, "distance_from_ma50_pct": -3.043498765936714, "volatility_20d_pct": 78.78284949587598, "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": "ALFEN_CFD.NL", "name": "Alfen", "sector": "", "last_price": 9.05, "change_1d_pct": -1.950162513542797, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -13.110935732815642, "volatility_20d_pct": 4833.561227306419, "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": "ABI_CFD.BE", "name": "AB Inbev", "sector": "", "last_price": 67.68, "change_1d_pct": -1.2547417566384556, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 17.38506046163133, "volatility_20d_pct": 2496.8264874224624, "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": "AGFB_CFD.BE", "name": "Agfa-Gevaert", "sector": "", "last_price": 0.499, "change_1d_pct": 0.0, "distance_from_ma200_pct": -38.433066008636644, "distance_from_ma50_pct": 1.5176791308947335, "volatility_20d_pct": 97.65260374778039, "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": "ALGN_CFD.US", "name": "Align Technology Inc", "sector": "", "last_price": 190.1, "change_1d_pct": 0.4756871035940913, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 10.664997086384464, "volatility_20d_pct": 5544.338101245819, "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": "ADSK_CFD.US", "name": "Autodesk Inc", "sector": "", "last_price": 245.87, "change_1d_pct": 5.320197044334973, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -6.496029304274464, "volatility_20d_pct": 4649.047482681014, "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": "ALLY_CFD.US", "name": "Ally Financial Inc", "sector": "", "last_price": 39.44, "change_1d_pct": -5.960896518836433, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -8.718599176618557, "volatility_20d_pct": 3671.1698204257523, "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": "AGFB_CFD.BE",
      "selection_reason": "Extreme -38.4% below MA200 with low volatility (97.7%); strong mean reversion candidate",
      "mean_reversion_score": 92
    },
    {
      "symbol": "AEO_CFD.US",
      "selection_reason": "-3.0% below MA50 with lowest volatility (78.8%); clean technical setup",
      "mean_reversion_score": 88
    },
    {
      "symbol": "ALLY_CFD.US",
      "selection_reason": "-8.7% below MA50 with -5.96% 1d drop; recent momentum suggests reversion potential",
      "mean_reversion_score": 85
    },
    {
      "symbol": "ADSK_CFD.US",
      "selection_reason": "-6.5% below MA50 with 5.3% 1d rise; compression before potential mean reversion",
      "mean_reversion_score": 78
    },
    {
      "symbol": "ALFEN_CFD.NL",
      "selection_reason": "-13.1% below MA50; significant deviation with moderate volatility",
      "mean_reversion_score": 75
    }
  ],
  "rejected_common_reasons": [
    "Overextended above moving averages (not suitable for mean reversion entries)",
    "Missing key technical data (MA200 distance unknown)"
  ]
}
#792 • openrouter • minimax/minimax-m2.1 • 2026-03-03T21:11:52.959218+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": "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": "ATO_CFD.FR", "qty": 0.0, "avg_price": 40.34, "last_price": 39.505, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "BIG_CFD.FR", "qty": 6622.516556291391, "avg_price": 0.453, "last_price": 0.453, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 20.505809979494188, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 0.0, "avg_price": 349.265, "last_price": 365.38, "unrealized_pnl": 0.0, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "DSY_CFD.FR", "qty": 0.0, "avg_price": 17.881, "last_price": 17.133, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "DT_CFD.US", "qty": 0.0, "avg_price": 34.105000000000004, "last_price": 35.864999999999995, "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": 48.88, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 7.24287783679382, "avg_price": 414.2, "last_price": 414.2, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "HIK_CFD.UK", "qty": 0.0, "avg_price": 1409.0, "last_price": 1244.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "INF_CFD.UK", "qty": 0.0, "avg_price": 795.2, "last_price": 785.85, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T18:21:09.503139+00:00"}, {"symbol": "LIO_CFD.UK", "qty": 0.0, "avg_price": 250.0, "last_price": 250.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "LMND_CFD.US", "qty": 0.0, "avg_price": 48.96, "last_price": 52.07, "unrealized_pnl": 0.0, "opened_at": "2026-02-24T11:23:36.694156+00:00"}, {"symbol": "LPE_CFD.FR", "qty": 33.9312778519239, "avg_price": 88.414, "last_price": 86.6, "unrealized_pnl": -61.5513380233902, "opened_at": "2026-03-02T18:21:09.503139+00:00"}, {"symbol": "MAN_CFD.US", "qty": 0.0, "avg_price": 25.68, "last_price": 27.94, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 13.824884792626728, "avg_price": 217.0, "last_price": 217.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "PROX_CFD.BE", "qty": 429.79942693409737, "avg_price": 6.98, "last_price": 7.3, "unrealized_pnl": 137.5358166189109, "opened_at": "2026-03-01T10:30:13.622938+00:00"}, {"symbol": "RCO_CFD.FR", "qty": 0.0, "avg_price": 44.34, "last_price": 43.58, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T10:32:09.961595+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 417.16, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "TRST_CFD.UK", "qty": 0.0, "avg_price": 134.3, "last_price": 139.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 32.48511099079589, "avg_price": 92.35, "last_price": 94.79, "unrealized_pnl": 79.26367081754236, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "WIZZ_CFD.UK", "qty": 2.7598896044158234, "avg_price": 1087.0, "last_price": 1080.0, "unrealized_pnl": -19.319227230910762, "opened_at": "2026-03-03T10:20:03.276878+00:00"}, {"symbol": "WPP_CFD.UK", "qty": 0.0, "avg_price": 263.4, "last_price": 257.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-27T18:23:55.960577+00:00"}], "candidates": [{"symbol": "AGFB_CFD.BE", "mean_reversion_score": 92, "selection_reason": "Extreme -38.4% below MA200 with low volatility (97.7%); strong mean reversion candidate"}, {"symbol": "AEO_CFD.US", "mean_reversion_score": 88, "selection_reason": "-3.0% below MA50 with lowest volatility (78.8%); clean technical setup"}, {"symbol": "ALLY_CFD.US", "mean_reversion_score": 85, "selection_reason": "-8.7% below MA50 with -5.96% 1d drop; recent momentum suggests reversion potential"}, {"symbol": "ADSK_CFD.US", "mean_reversion_score": 78, "selection_reason": "-6.5% below MA50 with 5.3% 1d rise; compression before potential mean reversion"}, {"symbol": "ALFEN_CFD.NL", "mean_reversion_score": 75, "selection_reason": "-13.1% below MA50; significant deviation with moderate volatility"}], "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": "Top mean reversion candidate (score 92): -38.4% below MA200 with low volatility (97.7%); strong technical setup for reversal",
        "symbol": "AGFB_CFD.BE",
        "position_size": 3000
      },
      {
        "reason": "Second-ranked mean reversion candidate (score 88): -3.0% below MA50 with lowest volatility (78.8%); clean technical entry point",
        "symbol": "AEO_CFD.US",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Position at cost basis with no deviation; maintain for mean reversion potential",
        "symbol": "BIG_CFD.FR"
      },
      {
        "reason": "Stable at cost basis; no clear mean reversion signal to sell",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "Holding at cost; monitor for mean reversion opportunities",
        "symbol": "FUTR_CFD.UK"
      },
      {
        "reason": "-2.0% unrealized loss but within normal volatility; maintain for potential recovery",
        "symbol": "LPE_CFD.FR"
      },
      {
        "reason": "Stable at cost basis; no action warranted",
        "symbol": "OCDO_CFD.UK"
      },
      {
        "reason": "-0.6% minor unrealized loss; small position size justifies holding",
        "symbol": "WIZZ_CFD.UK"
      }
    ],
    "sell": [
      {
        "reason": "Realized +$137.54 gain (4.6% above avg); mean reversion target achieved; lock in profits per strategy rules",
        "symbol": "PROX_CFD.BE"
      },
      {
        "reason": "Realized +$79.26 gain (2.6% above avg); strong performer; take profits and reallocate to mean reversion candidates",
        "symbol": "UKW_CFD.UK"
      }
    ]
  },
  "portfolio_rationale": "Executing mean reversion strategy by selling 2 winners (PROX +$137, UKW +$79) to lock gains and free capital. Reallocating $6,000 to top 2 mean reversion candidates: AGFB_CFD.BE (extreme -38.4% deviation from MA200 with low volatility) and AEO_CFD.US (clean -3.0% below MA50 setup). Holding 6 existing positions at or near cost basis with no clear mean reversion signal to exit. Maintaining 8 total positions within 10-position limit with $3,000 fixed sizing per new position."
}
Selection logs
#393 • stage1 • 2026-03-03T21:11:52.952170+00:00
{
  "selected_stocks": [
    {
      "symbol": "AGFB_CFD.BE",
      "selection_reason": "Extreme -38.4% below MA200 with low volatility (97.7%); strong mean reversion candidate",
      "mean_reversion_score": 92
    },
    {
      "symbol": "AEO_CFD.US",
      "selection_reason": "-3.0% below MA50 with lowest volatility (78.8%); clean technical setup",
      "mean_reversion_score": 88
    },
    {
      "symbol": "ALLY_CFD.US",
      "selection_reason": "-8.7% below MA50 with -5.96% 1d drop; recent momentum suggests reversion potential",
      "mean_reversion_score": 85
    },
    {
      "symbol": "ADSK_CFD.US",
      "selection_reason": "-6.5% below MA50 with 5.3% 1d rise; compression before potential mean reversion",
      "mean_reversion_score": 78
    },
    {
      "symbol": "ALFEN_CFD.NL",
      "selection_reason": "-13.1% below MA50; significant deviation with moderate volatility",
      "mean_reversion_score": 75
    }
  ],
  "rejected_common_reasons": [
    "Overextended above moving averages (not suitable for mean reversion entries)",
    "Missing key technical data (MA200 distance unknown)"
  ]
}