MarketWeatherForecast

Arena run #408

meanrev-v1 • amazon • amazon/nova-premier-v1 • EU • success
Arena
Run status
as_of: 2026-03-04T10:26:53.527562+00:00
started_at: 2026-03-04T11:54:24.207057+00:00
finished_at: 2026-03-04T11:54:50.480662+00:00
duration_ms: 26272
Inputs
{
  "dry_run": false,
  "selected": [
    {
      "symbol": "CBG_CFD.UK",
      "selection_reason": "+15.8% from MA200 and +3.6% from MA50",
      "mean_reversion_score": 72
    },
    {
      "symbol": "UTG_CFD.UK",
      "selection_reason": "-23.9% from MA200 and -3.7% from MA50",
      "mean_reversion_score": 68
    },
    {
      "symbol": "WKP_CFD.UK",
      "selection_reason": "+1.9% from MA200 and +5.8% from MA50",
      "mean_reversion_score": 65
    },
    {
      "symbol": "BT_CFD.UK",
      "selection_reason": "+10.2% from MA200 and +9.3% from MA50",
      "mean_reversion_score": 64
    },
    {
      "symbol": "SHC_CFD.UK",
      "selection_reason": "+5.2% from MA200 and +3.8% from MA50",
      "mean_reversion_score": 62
    }
  ],
  "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 +15.8%/+3.6%",
        "symbol": "CBG_CFD.UK",
        "position_size": 3000
      },
      {
        "reason": "Strong negative deviation -23.9%/-3.7%",
        "symbol": "UTG_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Positive PnL but avoid overtrading",
        "symbol": "AKAM_CFD.US"
      },
      {
        "reason": "No price movement",
        "symbol": "BIG_CFD.FR"
      },
      {
        "reason": "Moderate loss but candidate for buy",
        "symbol": "BT_CFD.UK"
      },
      {
        "reason": "No movement in last price",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "Best performer, avoid selling",
        "symbol": "CABO_CFD.US"
      },
      {
        "reason": "Minimal loss, not worth selling",
        "symbol": "EZJ_CFD.UK"
      },
      {
        "reason": "Profitable position, hold",
        "symbol": "FUTR_CFD.UK"
      },
      {
        "reason": "Flat position, no action needed",
        "symbol": "HMSO_CFD.UK"
      },
      {
        "reason": "No movement in last price",
        "symbol": "OCDO_CFD.UK"
      },
      {
        "reason": "No price change",
        "symbol": "PAGE_CFD.UK"
      },
      {
        "reason": "No movement in last price",
        "symbol": "RHIM_CFD.UK"
      },
      {
        "reason": "Most recent purchase, hold",
        "symbol": "SYNT_CFD.UK"
      },
      {
        "reason": "Profitable position, maintain",
        "symbol": "UKW_CFD.UK"
      }
    ],
    "sell": [
      {
        "reason": "Underperforming position with -5.5% unrealized loss",
        "symbol": "BRBY_CFD.UK"
      },
      {
        "reason": "Worst-performing holding with -6.0% unrealized loss",
        "symbol": "BTRW_CFD.UK"
      }
    ]
  },
  "portfolio_rationale": "Reduced underperforming assets BRBY and BTRW to free capital. Added CBG and UTG based on strong mean-reversion signals while respecting 2-buy limit. Maintained profitable positions and avoided unnecessary trades per overtrading rules."
}
Prompts & responses
#801 • openrouter • amazon/nova-premier-v1 • 2026-03-04T11:54:24.247681+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": "CBG_CFD.UK",
      "selection_reason": "+15.8% from MA200 and +3.6% from MA50",
      "mean_reversion_score": 72
    },
    {
      "symbol": "UTG_CFD.UK",
      "selection_reason": "-23.9% from MA200 and -3.7% from MA50",
      "mean_reversion_score": 68
    },
    {
      "symbol": "WKP_CFD.UK",
      "selection_reason": "+1.9% from MA200 and +5.8% from MA50",
      "mean_reversion_score": 65
    },
    {
      "symbol": "BT_CFD.UK",
      "selection_reason": "+10.2% from MA200 and +9.3% from MA50",
      "mean_reversion_score": 64
    },
    {
      "symbol": "SHC_CFD.UK",
      "selection_reason": "+5.2% from MA200 and +3.8% from MA50",
      "mean_reversion_score": 62
    }
  ],
  "rejected_common_reasons": [
    "Extreme 1-day movement >10%",
    "Missing MA200 data",
    "Volatility >100%",
    "Insufficient distance from MA"
  ]
}
#802 • openrouter • amazon/nova-premier-v1 • 2026-03-04T11:54:42.447325+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": "ADP_CFD.FR", "qty": 0.0, "avg_price": 117.5, "last_price": 115.1, "unrealized_pnl": -61.276595744680996, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "AKAM_CFD.US", "qty": 30.783438510081577, "avg_price": 97.455, "last_price": 102.005, "unrealized_pnl": 140.06464522087109, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "BIG_CFD.FR", "qty": 6622.516556291391, "avg_price": 0.453, "last_price": 0.453, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "BRBY_CFD.UK", "qty": 2.6807734925117064, "avg_price": 1119.08, "last_price": 1067.5, "unrealized_pnl": -138.2742967437536, "opened_at": "2026-03-02T10:31:26.559356+00:00"}, {"symbol": "BRNL_CFD.NL", "qty": 0.0, "avg_price": 7.05, "last_price": 6.68, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T10:32:09.961595+00:00"}, {"symbol": "BTRW_CFD.UK", "qty": 8.262186725419994, "avg_price": 363.1, "last_price": 340.3, "unrealized_pnl": -188.37785733957597, "opened_at": "2026-03-02T18:21:09.503139+00:00"}, {"symbol": "BT_CFD.UK", "qty": 14.218009478672986, "avg_price": 211.0, "last_price": 207.1, "unrealized_pnl": -55.450236966824725, "opened_at": "2026-03-03T10:20:03.276878+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 10.252904989747094, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "CABO_CFD.US", "qty": 31.71247357293869, "avg_price": 94.6, "last_price": 108.935, "unrealized_pnl": 454.5983086680764, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"symbol": "DSY_CFD.FR", "qty": 0.0, "avg_price": 17.881, "last_price": 16.752, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "ERA_CFD.FR", "qty": 0.0, "avg_price": 47.4, "last_price": 46.329, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "ESTC_CFD.US", "qty": 0.0, "avg_price": 58.085, "last_price": 55.355000000000004, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "EXE_CFD.FR", "qty": 80.42248612712115, "avg_price": 37.303, "last_price": 36.0, "unrealized_pnl": -104.79049942363864, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "EZJ_CFD.UK", "qty": 6.855575868372943, "avg_price": 437.6, "last_price": 437.5, "unrealized_pnl": -0.6855575868374502, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 22.466300549176236, "avg_price": 400.6, "last_price": 414.2, "unrealized_pnl": 305.54168746879606, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "HAIN_CFD.US", "qty": 0.0, "avg_price": 0.8, "last_price": 0.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"symbol": "HIK_CFD.UK", "qty": 0.0, "avg_price": 1409.0, "last_price": 1342.0, "unrealized_pnl": -142.65436479772887, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "HMSO_CFD.UK", "qty": 8.600917431192661, "avg_price": 348.8, "last_price": 348.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "IPO_CFD.UK", "qty": 0.0, "avg_price": 57.7, "last_price": 57.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "KBCA_CFD.BE", "qty": 0.0, "avg_price": 75.3, "last_price": 75.1, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "LIO_CFD.UK", "qty": 0.0, "avg_price": 250.0, "last_price": 270.0, "unrealized_pnl": 240.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 13.824884792626728, "avg_price": 217.0, "last_price": 217.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-01T10:30:13.622938+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 14.577259475218659, "avg_price": 205.8, "last_price": 205.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "REC_CFD.BE", "qty": 0.0, "avg_price": 11.08, "last_price": 10.68, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T18:21:09.503139+00:00"}, {"symbol": "RHIM_CFD.UK", "qty": 1.073345259391771, "avg_price": 2795.0, "last_price": 2795.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T10:20:03.276878+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 416.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "SGE_CFD.UK", "qty": 0.0, "avg_price": 795.4, "last_price": 813.4, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "SYNT_CFD.UK", "qty": 163.0434782608696, "avg_price": 18.4, "last_price": 18.4, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T18:03:34.247734+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 64.97022198159178, "avg_price": 92.35, "last_price": 94.79, "unrealized_pnl": 158.52734163508472, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "UMG_CFD.NL", "qty": 0.0, "avg_price": 19.085, "last_price": 18.665, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "WIZZ_CFD.UK", "qty": 0.0, "avg_price": 1299.0, "last_price": 1149.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "WPP_CFD.UK", "qty": 0.0, "avg_price": 263.4, "last_price": 240.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "ZS_CFD.US", "qty": 0.0, "avg_price": 159.76, "last_price": 144.45, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}], "candidates": [{"symbol": "CBG_CFD.UK", "mean_reversion_score": 72, "selection_reason": "+15.8% from MA200 and +3.6% from MA50"}, {"symbol": "UTG_CFD.UK", "mean_reversion_score": 68, "selection_reason": "-23.9% from MA200 and -3.7% from MA50"}, {"symbol": "WKP_CFD.UK", "mean_reversion_score": 65, "selection_reason": "+1.9% from MA200 and +5.8% from MA50"}, {"symbol": "BT_CFD.UK", "mean_reversion_score": 64, "selection_reason": "+10.2% from MA200 and +9.3% from MA50"}, {"symbol": "SHC_CFD.UK", "mean_reversion_score": 62, "selection_reason": "+5.2% from MA200 and +3.8% from MA50"}], "output_schema": {"actions": {"sell": [{"symbol": "string", "reason": "string"}], "hold": [{"symbol": "string", "reason": "string"}], "buy": [{"symbol": "string", "position_size": "number (currency amount)", "reason": "string"}]}, "portfolio_rationale": "string"}}
Output JSON
{
  "actions": {
    "buy": [
      {
        "reason": "Highest mean-reversion score +15.8%/+3.6%",
        "symbol": "CBG_CFD.UK",
        "position_size": 3000
      },
      {
        "reason": "Strong negative deviation -23.9%/-3.7%",
        "symbol": "UTG_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Positive PnL but avoid overtrading",
        "symbol": "AKAM_CFD.US"
      },
      {
        "reason": "No price movement",
        "symbol": "BIG_CFD.FR"
      },
      {
        "reason": "Moderate loss but candidate for buy",
        "symbol": "BT_CFD.UK"
      },
      {
        "reason": "No movement in last price",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "Best performer, avoid selling",
        "symbol": "CABO_CFD.US"
      },
      {
        "reason": "Minimal loss, not worth selling",
        "symbol": "EZJ_CFD.UK"
      },
      {
        "reason": "Profitable position, hold",
        "symbol": "FUTR_CFD.UK"
      },
      {
        "reason": "Flat position, no action needed",
        "symbol": "HMSO_CFD.UK"
      },
      {
        "reason": "No movement in last price",
        "symbol": "OCDO_CFD.UK"
      },
      {
        "reason": "No price change",
        "symbol": "PAGE_CFD.UK"
      },
      {
        "reason": "No movement in last price",
        "symbol": "RHIM_CFD.UK"
      },
      {
        "reason": "Most recent purchase, hold",
        "symbol": "SYNT_CFD.UK"
      },
      {
        "reason": "Profitable position, maintain",
        "symbol": "UKW_CFD.UK"
      }
    ],
    "sell": [
      {
        "reason": "Underperforming position with -5.5% unrealized loss",
        "symbol": "BRBY_CFD.UK"
      },
      {
        "reason": "Worst-performing holding with -6.0% unrealized loss",
        "symbol": "BTRW_CFD.UK"
      }
    ]
  },
  "portfolio_rationale": "Reduced underperforming assets BRBY and BTRW to free capital. Added CBG and UTG based on strong mean-reversion signals while respecting 2-buy limit. Maintained profitable positions and avoided unnecessary trades per overtrading rules."
}
Selection logs
#398 • stage1 • 2026-03-04T11:54:42.445124+00:00
{
  "selected_stocks": [
    {
      "symbol": "CBG_CFD.UK",
      "selection_reason": "+15.8% from MA200 and +3.6% from MA50",
      "mean_reversion_score": 72
    },
    {
      "symbol": "UTG_CFD.UK",
      "selection_reason": "-23.9% from MA200 and -3.7% from MA50",
      "mean_reversion_score": 68
    },
    {
      "symbol": "WKP_CFD.UK",
      "selection_reason": "+1.9% from MA200 and +5.8% from MA50",
      "mean_reversion_score": 65
    },
    {
      "symbol": "BT_CFD.UK",
      "selection_reason": "+10.2% from MA200 and +9.3% from MA50",
      "mean_reversion_score": 64
    },
    {
      "symbol": "SHC_CFD.UK",
      "selection_reason": "+5.2% from MA200 and +3.8% from MA50",
      "mean_reversion_score": 62
    }
  ],
  "rejected_common_reasons": [
    "Extreme 1-day movement >10%",
    "Missing MA200 data",
    "Volatility >100%",
    "Insufficient distance from MA"
  ]
}