MarketWeatherForecast

Arena run #406

meanrev-v1 • minimax • minimax/minimax-m2.1 • EU • success
Arena
Run status
as_of: 2026-03-04T10:26:53.527562+00:00
started_at: 2026-03-04T11:48:12.390429+00:00
finished_at: 2026-03-04T11:50:22.969559+00:00
duration_ms: 130577
Inputs
{
  "dry_run": false,
  "selected": [
    {
      "symbol": "AML_CFD.UK",
      "selection_reason": "Strongest oversold signal: -29.3% daily decline, -41.1% from MA200, -31.6% from MA50, 109% volatility",
      "mean_reversion_score": 92
    },
    {
      "symbol": "MDB_CFD.US",
      "selection_reason": "Very oversold: -21.4% daily decline, -32.0% from MA50, -15.2% from MA200, 216% volatility",
      "mean_reversion_score": 84
    },
    {
      "symbol": "BYIT_CFD.UK",
      "selection_reason": "Oversold: -12.7% daily decline, -28.0% from MA200, -14.3% from MA50, 88% volatility",
      "mean_reversion_score": 60
    },
    {
      "symbol": "PAGE_CFD.UK",
      "selection_reason": "Oversold: -11.0% daily decline, -19.3% from MA200, -8.4% from MA50, 113% volatility",
      "mean_reversion_score": 50
    },
    {
      "symbol": "STNE_CFD.US",
      "selection_reason": "Oversold: -13.5% daily decline, -11.0% from MA200, -10.4% from MA50, 147% volatility",
      "mean_reversion_score": 48
    }
  ],
  "universe_symbols": [
    "VTY_CFD.UK",
    "WEIR_CFD.UK",
    "UTG_CFD.UK",
    "CCL_CFD.UK",
    "CBG_CFD.UK",
    "KGF_CFD.UK",
    "ADS_CFD.DE",
    "AML_CFD.UK",
    "COFB_CFD.BE",
    "IMI_CFD.UK",
    "AT1_CFD.DE",
    "CNA_CFD.UK",
    "STNE_CFD.US",
    "HLMA_CFD.UK",
    "SHC_CFD.UK",
    "IPR_CFD.PT",
    "IPO_CFD.UK",
    "ATG_CFD.UK",
    "MDB_CFD.US",
    "EXPN_CFD.UK",
    "CCC_CFD.UK",
    "BYIT_CFD.UK",
    "WKP_CFD.UK",
    "CCH_CFD.UK",
    "MCG_CFD.UK",
    "EZJ_CFD.UK",
    "LSEG_CFD.UK",
    "SBGI_CFD.US",
    "MKS_CFD.UK",
    "BOSS_CFD.DE",
    "ALK_CFD.US",
    "HMSO_CFD.UK",
    "BT_CFD.UK",
    "MSLH_CFD.UK",
    "PAGE_CFD.UK",
    "NBIS_CFD.US",
    "COIN_CFD.US",
    "NXT_CFD.UK",
    "SDG_CFD.FR",
    "SNOW_CFD.US",
    "GOOS_CFD.US",
    "PSN_CFD.UK",
    "ARG_CFD.FR",
    "WLK_CFD.US",
    "UHAL_CFD.US",
    "IVZ_CFD.US",
    "JLL_CFD.US"
  ]
}
Outputs
{
  "actions": {
    "buy": [
      {
        "reason": "Highest mean reversion score (92); strongest oversold signal: -29.3% daily decline, -41.1% from MA200, -31.6% from MA50, 109% volatility; excellent mean reversion candidate",
        "symbol": "AML_CFD.UK",
        "position_size": 3000
      },
      {
        "reason": "Strong mean reversion score (84); very oversold: -21.4% daily decline, -32.0% from MA50, -15.2% from MA200, 216% volatility; high-conviction mean reversion setup",
        "symbol": "MDB_CFD.US",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Position flat at entry price with no mean reversion signal; maintain for now",
        "symbol": "AEO_CFD.US"
      },
      {
        "reason": "Minor unrealized loss (-6.45) with flat price; no clear mean reversion trigger",
        "symbol": "AGFB_CFD.BE"
      },
      {
        "reason": "Position flat at entry; no significant deviation to trigger action",
        "symbol": "BIG_CFD.FR"
      },
      {
        "reason": "Already holding position; score of 60 is moderate, prefer higher-conviction candidates",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "Position flat at entry; no mean reversion signal",
        "symbol": "FUTR_CFD.UK"
      },
      {
        "reason": "Small unrealized loss (-43.87, -1.5%); not significant enough to sell, no strong buy signal",
        "symbol": "LPE_CFD.FR"
      },
      {
        "reason": "Position flat at entry; no mean reversion signal",
        "symbol": "OCDO_CFD.UK"
      },
      {
        "reason": "Unrealized loss of -63.48 (-2.1%); modest decline, not triggering risk sell; hold",
        "symbol": "WIZZ_CFD.UK"
      }
    ],
    "sell": []
  },
  "portfolio_rationale": "Mean reversion strategy focused on highest-conviction oversold opportunities. Added AML_CFD.UK (score 92) and MDB_CFD.US (score 84) as the two highest-scoring candidates with strong technical oversold signals. All existing positions show flat or modest losses without clear mean reversion triggers, so held. Portfolio maintains 10 positions (8 existing + 2 new) within the 10-position limit. Fixed position size of 3000 applied per strategy rules. No sells triggered as no positions show significant adverse moves requiring exit."
}
Prompts & responses
#797 • openrouter • minimax/minimax-m2.1 • 2026-03-04T11:48:12.433245+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": "VTY_CFD.UK", "name": "VISTRY GROUP PLC", "sector": "", "last_price": 720.0, "change_1d_pct": 7.752170008979342, "distance_from_ma200_pct": 13.334264143447182, "distance_from_ma50_pct": 9.187026761436968, "volatility_20d_pct": 108.27100991710547, "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": "WEIR_CFD.UK", "name": "", "sector": "", "last_price": 3564.0, "change_1d_pct": 19.19732441471571, "distance_from_ma200_pct": 37.136107856394496, "distance_from_ma50_pct": 18.20579522816075, "volatility_20d_pct": 87.71696843792506, "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": "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": "CCL_CFD.UK", "name": "CARNIVAL PLC", "sector": "", "last_price": 2373.0, "change_1d_pct": 7.912687585266021, "distance_from_ma200_pct": 26.41215845244669, "distance_from_ma50_pct": 14.616441127141865, "volatility_20d_pct": 141.1300212149729, "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": "CBG_CFD.UK", "name": "CLOSE BROTHERS GROUP PLC", "sector": "", "last_price": 497.8, "change_1d_pct": -5.89792060491493, "distance_from_ma200_pct": 15.793508864321094, "distance_from_ma50_pct": 3.592137485786795, "volatility_20d_pct": 116.76618625853061, "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": "KGF_CFD.UK", "name": "KINGFISHER PLC", "sector": "", "last_price": 367.3, "change_1d_pct": 9.282951502529002, "distance_from_ma200_pct": 25.836325072262547, "distance_from_ma50_pct": 13.171108060075287, "volatility_20d_pct": 79.7523939314479, "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": "ADS_CFD.DE", "name": "ADIDAS AG", "sector": "", "last_price": 146.92, "change_1d_pct": -8.170982480483524, "distance_from_ma200_pct": -16.771731120801313, "distance_from_ma50_pct": -6.281487748849712, "volatility_20d_pct": 43.26107369371941, "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": "AML_CFD.UK", "name": "ASTON MARTIN LAGONDA GLOBAL", "sector": "", "last_price": 41.0, "change_1d_pct": -29.31034482758621, "distance_from_ma200_pct": -41.07802778099134, "distance_from_ma50_pct": -31.55967161996588, "volatility_20d_pct": 109.21218170050702, "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": "COFB_CFD.BE", "name": "Cofinimmo SA", "sector": "", "last_price": 91.25, "change_1d_pct": 1.9553072625698276, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 9.988790183575812, "volatility_20d_pct": 1542.002222512536, "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": "IMI PLC", "sector": "", "last_price": 2828.0, "change_1d_pct": 8.26952526799387, "distance_from_ma200_pct": 29.012317870749314, "distance_from_ma50_pct": 11.107007677698544, "volatility_20d_pct": 78.40398881701634, "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": "AT1_CFD.DE", "name": "AROUNDTOWN SA", "sector": "", "last_price": 2.692, "change_1d_pct": -12.654120700843595, "distance_from_ma200_pct": -10.79535287529243, "distance_from_ma50_pct": -2.9063183028081974, "volatility_20d_pct": 98.53482010392509, "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": "CNA_CFD.UK", "name": "CENTRICA PLC", "sector": "", "last_price": 197.0, "change_1d_pct": 2.3376623376623273, "distance_from_ma200_pct": 16.907910392757188, "distance_from_ma50_pct": 8.119974753711467, "volatility_20d_pct": 93.26050913466813, "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": "STNE_CFD.US", "name": "", "sector": "", "last_price": 14.17, "change_1d_pct": -13.544844417327639, "distance_from_ma200_pct": -10.990785002229941, "distance_from_ma50_pct": -10.379983808945559, "volatility_20d_pct": 147.29515351881847, "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": "HALMA PLC", "sector": "", "last_price": 4104.0, "change_1d_pct": 15.345699831365934, "distance_from_ma200_pct": 23.591861367515033, "distance_from_ma50_pct": 12.09684468140897, "volatility_20d_pct": 82.81135582460098, "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": "SHC_CFD.UK", "name": "SHAFTESBURY CAPITAL PLC", "sector": "", "last_price": 147.2, "change_1d_pct": 2.364394993045882, "distance_from_ma200_pct": 5.210906053879838, "distance_from_ma50_pct": 3.8182841489510233, "volatility_20d_pct": 60.09537427211038, "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": "IPR_CFD.PT", "name": "Impresa SGPS SA", "sector": "", "last_price": 0.185, "change_1d_pct": -6.565656565656575, "distance_from_ma200_pct": 20.69809166530745, "distance_from_ma50_pct": -5.833248498422073, "volatility_20d_pct": 242.82012575943392, "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": "MDB_CFD.US", "name": "", "sector": "", "last_price": 259.43, "change_1d_pct": -21.353866674750655, "distance_from_ma200_pct": -15.190615164707822, "distance_from_ma50_pct": -32.01683816847183, "volatility_20d_pct": 215.6796730862848, "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": "EXPN_CFD.UK", "name": "EXPERIAN PLC", "sector": "", "last_price": 2745.0, "change_1d_pct": 8.670263936120115, "distance_from_ma200_pct": -22.49882643600887, "distance_from_ma50_pct": -7.076504979785325, "volatility_20d_pct": 106.5159364083547, "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": "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": "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": "CCH_CFD.UK", "name": "COCA-COLA HBC AG-DI", "sector": "", "last_price": 4630.0, "change_1d_pct": -1.906779661016944, "distance_from_ma200_pct": 20.510662239405143, "distance_from_ma50_pct": 13.022760782322539, "volatility_20d_pct": 71.1715610930273, "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": "EZJ_CFD.UK", "name": "EASYJET PLC", "sector": "", "last_price": 447.6, "change_1d_pct": -8.184615384615379, "distance_from_ma200_pct": -10.294983403269242, "distance_from_ma50_pct": -8.255338756298226, "volatility_20d_pct": 86.55788992228685, "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": 8674.0, "change_1d_pct": 9.547865622631967, "distance_from_ma200_pct": -7.437301817623421, "distance_from_ma50_pct": 3.746546875007839, "volatility_20d_pct": 108.29860079620886, "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": "SBGI_CFD.US", "name": "SINCLAIR INC", "sector": "", "last_price": 15.6, "change_1d_pct": -7.637655417406752, "distance_from_ma200_pct": 7.428768184557111, "distance_from_ma50_pct": 4.412079674448499, "volatility_20d_pct": 138.1881533648708, "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": 9.411117226197053, "distance_from_ma200_pct": 10.111525306334212, "distance_from_ma50_pct": 12.600812560994456, "volatility_20d_pct": 102.27498035906231, "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": "BOSS_CFD.DE", "name": "Hugo Boss AG", "sector": "", "last_price": 35.35, "change_1d_pct": -4.896421845574384, "distance_from_ma200_pct": -9.266740510963, "distance_from_ma50_pct": -1.5236396194216018, "volatility_20d_pct": 46.5427844592804, "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": 50.71, "change_1d_pct": -8.200579290369303, "distance_from_ma200_pct": -0.8325877688310057, "distance_from_ma50_pct": -2.930276718580116, "volatility_20d_pct": 111.56413460180359, "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": 355.4, "change_1d_pct": 14.129736673089276, "distance_from_ma200_pct": 22.516025502913806, "distance_from_ma50_pct": 10.006914897239172, "volatility_20d_pct": 87.54938293511039, "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": "BT_CFD.UK", "name": "BT GROUP PLC", "sector": "", "last_price": 211.0, "change_1d_pct": 3.3806957373836433, "distance_from_ma200_pct": 10.169909673727373, "distance_from_ma50_pct": 9.32993702388365, "volatility_20d_pct": 91.1818600610736, "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": 182.32, "change_1d_pct": 0.8407079646017612, "distance_from_ma200_pct": -17.111863069088763, "distance_from_ma50_pct": 6.139091576985178, "volatility_20d_pct": 102.4204512350097, "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": 209.6, "change_1d_pct": -10.960067969413767, "distance_from_ma200_pct": -19.313052268665963, "distance_from_ma50_pct": -8.41066281665177, "volatility_20d_pct": 112.6882126676479, "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": "NBIS_CFD.US", "name": "", "sector": "", "last_price": 88.3, "change_1d_pct": -15.356595092024538, "distance_from_ma200_pct": 7.744945871281983, "distance_from_ma50_pct": -6.342212614844822, "volatility_20d_pct": 170.58581697884307, "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": "COIN_CFD.US", "name": "Coinbase Global Inc", "sector": "", "last_price": 185.67, "change_1d_pct": 3.132811198133645, "distance_from_ma200_pct": -35.418984425530006, "distance_from_ma50_pct": -9.915898216172748, "volatility_20d_pct": 155.61606228657058, "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": "NXT_CFD.UK", "name": "NEXT PLC", "sector": "", "last_price": 13225.0, "change_1d_pct": -5.603140613847257, "distance_from_ma200_pct": 4.116518358426768, "distance_from_ma50_pct": -3.780207539944458, "volatility_20d_pct": 72.99366321435181, "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": "Synergie SA", "sector": "", "last_price": 28.5, "change_1d_pct": -3.0612244897959107, "distance_from_ma200_pct": -11.192308693042142, "distance_from_ma50_pct": -4.830852702202715, "volatility_20d_pct": 77.87629221334478, "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": "SNOW_CFD.US", "name": "", "sector": "", "last_price": 168.16, "change_1d_pct": -1.4706744008906036, "distance_from_ma200_pct": -22.961439946710716, "distance_from_ma50_pct": -15.014479276693182, "volatility_20d_pct": 138.69851569407896, "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": "GOOS_CFD.US", "name": "", "sector": "", "last_price": 11.94, "change_1d_pct": -3.6319612590799077, "distance_from_ma200_pct": -6.134289285630057, "distance_from_ma50_pct": -5.341768539218961, "volatility_20d_pct": 129.54896197262082, "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": "PERSIMMON PLC", "sector": "", "last_price": 1398.0, "change_1d_pct": -2.7640602612433396, "distance_from_ma200_pct": 10.380997224407462, "distance_from_ma50_pct": -0.5773200509943011, "volatility_20d_pct": 95.523625160791, "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": "ARG_CFD.FR", "name": "ARGAN", "sector": "", "last_price": 66.0, "change_1d_pct": -6.6108218247679424, "distance_from_ma200_pct": 0.8922312752617456, "distance_from_ma50_pct": -1.0027521234909686, "volatility_20d_pct": 45.27217456851028, "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": "WLK_CFD.US", "name": "WESTLAKE CHEMICAL CORP", "sector": "", "last_price": 104.3, "change_1d_pct": 4.143784323514721, "distance_from_ma200_pct": 31.068351579857435, "distance_from_ma50_pct": 19.30553426688293, "volatility_20d_pct": 108.2661494522795, "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": "UHAL_CFD.US", "name": "", "sector": "", "last_price": 51.92, "change_1d_pct": 3.591380686352763, "distance_from_ma200_pct": -8.283540234149012, "distance_from_ma50_pct": -2.469446562949662, "volatility_20d_pct": 85.7198981925985, "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": "IVZ_CFD.US", "name": "", "sector": "", "last_price": 25.71, "change_1d_pct": -3.9237668161435035, "distance_from_ma200_pct": 14.96077427489979, "distance_from_ma50_pct": -5.63821743949614, "volatility_20d_pct": 82.56488833349962, "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": "JLL_CFD.US", "name": "", "sector": "", "last_price": 314.8, "change_1d_pct": -1.4031571034828216, "distance_from_ma200_pct": 6.188624459274572, "distance_from_ma50_pct": -6.114319832842929, "volatility_20d_pct": 109.52287995519126, "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": "AML_CFD.UK",
      "selection_reason": "Strongest oversold signal: -29.3% daily decline, -41.1% from MA200, -31.6% from MA50, 109% volatility",
      "mean_reversion_score": 92
    },
    {
      "symbol": "MDB_CFD.US",
      "selection_reason": "Very oversold: -21.4% daily decline, -32.0% from MA50, -15.2% from MA200, 216% volatility",
      "mean_reversion_score": 84
    },
    {
      "symbol": "BYIT_CFD.UK",
      "selection_reason": "Oversold: -12.7% daily decline, -28.0% from MA200, -14.3% from MA50, 88% volatility",
      "mean_reversion_score": 60
    },
    {
      "symbol": "PAGE_CFD.UK",
      "selection_reason": "Oversold: -11.0% daily decline, -19.3% from MA200, -8.4% from MA50, 113% volatility",
      "mean_reversion_score": 50
    },
    {
      "symbol": "STNE_CFD.US",
      "selection_reason": "Oversold: -13.5% daily decline, -11.0% from MA200, -10.4% from MA50, 147% volatility",
      "mean_reversion_score": 48
    }
  ],
  "rejected_common_reasons": [
    "Price above or near moving averages (not oversold)",
    "Recent price increase (not a decline candidate)",
    "Insufficient oversold signal magnitude",
    "Low volatility reducing mean reversion opportunity"
  ]
}
#798 • openrouter • minimax/minimax-m2.1 • 2026-03-04T11:49:48.608245+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": "AEO_CFD.US", "qty": 134.74062429822592, "avg_price": 22.265, "last_price": 22.265, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T21:11:27.888829+00:00"}, {"symbol": "AGFB_CFD.BE", "qty": 6451.612903225806, "avg_price": 0.465, "last_price": 0.464, "unrealized_pnl": -6.451612903225811, "opened_at": "2026-03-03T21:11:27.888829+00:00"}, {"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": 87.121, "unrealized_pnl": -43.87314226253782, "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": 0.0, "avg_price": 6.98, "last_price": 7.3, "unrealized_pnl": 0.0, "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": 0.0, "avg_price": 92.35, "last_price": 94.79, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "WIZZ_CFD.UK", "qty": 2.7598896044158234, "avg_price": 1087.0, "last_price": 1064.0, "unrealized_pnl": -63.47746090156394, "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": "AML_CFD.UK", "mean_reversion_score": 92, "selection_reason": "Strongest oversold signal: -29.3% daily decline, -41.1% from MA200, -31.6% from MA50, 109% volatility"}, {"symbol": "MDB_CFD.US", "mean_reversion_score": 84, "selection_reason": "Very oversold: -21.4% daily decline, -32.0% from MA50, -15.2% from MA200, 216% volatility"}, {"symbol": "BYIT_CFD.UK", "mean_reversion_score": 60, "selection_reason": "Oversold: -12.7% daily decline, -28.0% from MA200, -14.3% from MA50, 88% volatility"}, {"symbol": "PAGE_CFD.UK", "mean_reversion_score": 50, "selection_reason": "Oversold: -11.0% daily decline, -19.3% from MA200, -8.4% from MA50, 113% volatility"}, {"symbol": "STNE_CFD.US", "mean_reversion_score": 48, "selection_reason": "Oversold: -13.5% daily decline, -11.0% from MA200, -10.4% from MA50, 147% 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": "Highest mean reversion score (92); strongest oversold signal: -29.3% daily decline, -41.1% from MA200, -31.6% from MA50, 109% volatility; excellent mean reversion candidate",
        "symbol": "AML_CFD.UK",
        "position_size": 3000
      },
      {
        "reason": "Strong mean reversion score (84); very oversold: -21.4% daily decline, -32.0% from MA50, -15.2% from MA200, 216% volatility; high-conviction mean reversion setup",
        "symbol": "MDB_CFD.US",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Position flat at entry price with no mean reversion signal; maintain for now",
        "symbol": "AEO_CFD.US"
      },
      {
        "reason": "Minor unrealized loss (-6.45) with flat price; no clear mean reversion trigger",
        "symbol": "AGFB_CFD.BE"
      },
      {
        "reason": "Position flat at entry; no significant deviation to trigger action",
        "symbol": "BIG_CFD.FR"
      },
      {
        "reason": "Already holding position; score of 60 is moderate, prefer higher-conviction candidates",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "Position flat at entry; no mean reversion signal",
        "symbol": "FUTR_CFD.UK"
      },
      {
        "reason": "Small unrealized loss (-43.87, -1.5%); not significant enough to sell, no strong buy signal",
        "symbol": "LPE_CFD.FR"
      },
      {
        "reason": "Position flat at entry; no mean reversion signal",
        "symbol": "OCDO_CFD.UK"
      },
      {
        "reason": "Unrealized loss of -63.48 (-2.1%); modest decline, not triggering risk sell; hold",
        "symbol": "WIZZ_CFD.UK"
      }
    ],
    "sell": []
  },
  "portfolio_rationale": "Mean reversion strategy focused on highest-conviction oversold opportunities. Added AML_CFD.UK (score 92) and MDB_CFD.US (score 84) as the two highest-scoring candidates with strong technical oversold signals. All existing positions show flat or modest losses without clear mean reversion triggers, so held. Portfolio maintains 10 positions (8 existing + 2 new) within the 10-position limit. Fixed position size of 3000 applied per strategy rules. No sells triggered as no positions show significant adverse moves requiring exit."
}
Selection logs
#396 • stage1 • 2026-03-04T11:49:48.605750+00:00
{
  "selected_stocks": [
    {
      "symbol": "AML_CFD.UK",
      "selection_reason": "Strongest oversold signal: -29.3% daily decline, -41.1% from MA200, -31.6% from MA50, 109% volatility",
      "mean_reversion_score": 92
    },
    {
      "symbol": "MDB_CFD.US",
      "selection_reason": "Very oversold: -21.4% daily decline, -32.0% from MA50, -15.2% from MA200, 216% volatility",
      "mean_reversion_score": 84
    },
    {
      "symbol": "BYIT_CFD.UK",
      "selection_reason": "Oversold: -12.7% daily decline, -28.0% from MA200, -14.3% from MA50, 88% volatility",
      "mean_reversion_score": 60
    },
    {
      "symbol": "PAGE_CFD.UK",
      "selection_reason": "Oversold: -11.0% daily decline, -19.3% from MA200, -8.4% from MA50, 113% volatility",
      "mean_reversion_score": 50
    },
    {
      "symbol": "STNE_CFD.US",
      "selection_reason": "Oversold: -13.5% daily decline, -11.0% from MA200, -10.4% from MA50, 147% volatility",
      "mean_reversion_score": 48
    }
  ],
  "rejected_common_reasons": [
    "Price above or near moving averages (not oversold)",
    "Recent price increase (not a decline candidate)",
    "Insufficient oversold signal magnitude",
    "Low volatility reducing mean reversion opportunity"
  ]
}