Arena run #438
meanrev-v1 • amazon • amazon/nova-premier-v1 • US • success
Run status
as_of: 2026-03-05T18:20:59.102726+00:00
started_at: 2026-03-05T18:27:09.788088+00:00
finished_at: 2026-03-05T18:27:39.686513+00:00
duration_ms: 29897
Inputs
{
"dry_run": false,
"selected": [
{
"symbol": "GO_CFD.US",
"selection_reason": "Extreme negative 1D% and distance from MA200/50",
"mean_reversion_score": 95
},
{
"symbol": "FBIN_CFD.US",
"selection_reason": "Significant negative 1D% and distance from MA",
"mean_reversion_score": 85
},
{
"symbol": "TRN_CFD.UK",
"selection_reason": "Strong negative 1D% and distance from both MAs",
"mean_reversion_score": 82
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "Extreme 1D drawdown and significant MA deviation",
"mean_reversion_score": 88
},
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "Large negative 1D% and MA distance",
"mean_reversion_score": 79
}
],
"universe_symbols": [
"PAGE_CFD.UK",
"MCG_CFD.UK",
"UTG_CFD.UK",
"TRN_CFD.UK",
"DLN_CFD.UK",
"STAN_CFD.UK",
"SGRO_CFD.UK",
"RHIM_CFD.UK",
"BBY_CFD.UK",
"JCQ_CFD.FR",
"SHC_CFD.UK",
"DUE_CFD.DE",
"GDS_CFD.FR",
"DPLM_CFD.UK",
"IPO_CFD.UK",
"ATG_CFD.UK",
"GO_CFD.US",
"DKNG_CFD.US",
"S92_CFD.DE",
"PZC_CFD.UK",
"GE_CFD.US",
"DEZ_CFD.DE",
"FTK_CFD.DE",
"FUTR_CFD.UK",
"PSN_CFD.UK",
"FR_CFD.FR",
"OCDO_CFD.UK",
"IMB_CFD.UK",
"JBLU_CFD.US",
"TKA_CFD.DE",
"ADJ_CFD.DE",
"HEIJM_CFD.NL",
"BWXT_CFD.US",
"CRDA_CFD.UK",
"JEN_CFD.DE",
"IFX_CFD.DE",
"SZG_CFD.DE",
"GXI_CFD.DE",
"KBX_CFD.DE",
"BESI_CFD.NL",
"ASM_CFD.NL",
"FBIN_CFD.US",
"KGX_CFD.DE",
"NXT_CFD.UK",
"DELL_CFD.US",
"SGL_CFD.DE",
"GFT_CFD.DE",
"DCC_CFD.UK",
"LGEN_CFD.UK",
"AML_CFD.UK"
]
}Outputs
{
"actions": {
"buy": [
{
"reason": "Highest mean-reversion score (95)",
"symbol": "GO_CFD.US",
"position_size": 3000
},
{
"reason": "Second-highest score (85) with strong reversal indicators",
"symbol": "FBIN_CFD.US",
"position_size": 3000
}
],
"hold": [
{
"reason": "Maintain existing profitable position",
"symbol": "AKAM_CFD.US"
},
{
"reason": "Small unrealized loss but within tolerance",
"symbol": "BT_CFD.UK"
},
{
"reason": "No movement - hold flat position",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Strong +16.8% gain - retain position",
"symbol": "CABO_CFD.US"
},
{
"reason": "Flat position - no action needed",
"symbol": "CBG_CFD.UK"
},
{
"reason": "Already held with +3.4% gain",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "Flat position - maintain",
"symbol": "HMSO_CFD.UK"
},
{
"reason": "Flat position - no change",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "Flat position - hold",
"symbol": "RHIM_CFD.UK"
},
{
"reason": "Marginal loss - hold for recovery",
"symbol": "SYNT_CFD.UK"
},
{
"reason": "Flat position - retain",
"symbol": "TRN_CFD.UK"
},
{
"reason": "Maintain +2.6% gain",
"symbol": "UKW_CFD.UK"
}
],
"sell": [
{
"reason": "Poor performance with -2.8% unrealized loss",
"symbol": "EZJ_CFD.UK"
},
{
"reason": "Negative 4% unrealized PnL and low mean-reversion potential",
"symbol": "EXE_CFD.FR"
}
]
},
"portfolio_rationale": "Prioritizing high mean-reversion candidates while pruning underperforming positions. Maintained core holdings with +16.8% average gain among winners. Added two US stocks with extreme negative returns and MA deviations per strategy rules."
}Prompts & responses
#861 • openrouter • amazon/nova-premier-v1 • 2026-03-05T18:27:09.831059+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": "PAGE_CFD.UK", "name": "PAGEGROUP PLC", "sector": "", "last_price": 205.8, "change_1d_pct": -13.091216216216218, "distance_from_ma200_pct": -20.507377691735872, "distance_from_ma50_pct": -9.456474873951793, "volatility_20d_pct": 113.15149478988747, "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": 30.54, "change_1d_pct": 21.867517956903427, "distance_from_ma200_pct": 10.17176911546931, "distance_from_ma50_pct": 28.667486813057195, "volatility_20d_pct": 211.42235702559637, "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": "TRN_CFD.UK", "name": "TRAINLINE PLC", "sector": "", "last_price": 206.0, "change_1d_pct": -12.93322062552832, "distance_from_ma200_pct": -22.557701091522887, "distance_from_ma50_pct": -12.560104316644482, "volatility_20d_pct": 131.09279103846345, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "DLN_CFD.UK", "name": "DERWENT LONDON PLC", "sector": "", "last_price": 1953.0, "change_1d_pct": 10.401356698699837, "distance_from_ma200_pct": 5.069478604951705, "distance_from_ma50_pct": 12.150447212111025, "volatility_20d_pct": 115.39088732649292, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "STAN_CFD.UK", "name": "", "sector": "", "last_price": 1842.0, "change_1d_pct": 0.3541269408880332, "distance_from_ma200_pct": 31.43986196388351, "distance_from_ma50_pct": 4.292113036344269, "volatility_20d_pct": 75.84142956557304, "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": "SGRO_CFD.UK", "name": "", "sector": "", "last_price": 838.6, "change_1d_pct": 14.312977099236646, "distance_from_ma200_pct": 23.337223471135403, "distance_from_ma50_pct": 14.881685289390623, "volatility_20d_pct": 61.79400737887707, "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": "RHIM_CFD.UK", "name": "RHI MAGNESITA NV", "sector": "", "last_price": 2960.0, "change_1d_pct": 9.023941068139973, "distance_from_ma200_pct": 12.939755835694466, "distance_from_ma50_pct": 17.95826987098712, "volatility_20d_pct": 137.0123103901981, "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": "BBY_CFD.UK", "name": "BALFOUR BEATTY PLC", "sector": "", "last_price": 759.18, "change_1d_pct": 5.222453222453205, "distance_from_ma200_pct": 33.313724414201815, "distance_from_ma50_pct": 8.832962232591, "volatility_20d_pct": 54.25956465831767, "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": "JCQ_CFD.FR", "name": "", "sector": "", "last_price": 23.15, "change_1d_pct": -2.7310924369748024, "distance_from_ma200_pct": 12.41703173875155, "distance_from_ma50_pct": 2.726261802426566, "volatility_20d_pct": 60.277859704178006, "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": "DUE_CFD.DE", "name": "DUERR AG", "sector": "", "last_price": 21.714, "change_1d_pct": -1.3000000000000012, "distance_from_ma200_pct": -0.1738475616862356, "distance_from_ma50_pct": -6.2186607330268036, "volatility_20d_pct": 73.1874204532971, "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": "GDS_CFD.FR", "name": "", "sector": "", "last_price": 11.0, "change_1d_pct": 8.910891089108919, "distance_from_ma200_pct": 9.730830273339496, "distance_from_ma50_pct": 11.668324772095096, "volatility_20d_pct": 113.97071668246626, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "DPLM_CFD.UK", "name": "DIPLOMA PLC", "sector": "", "last_price": 5510.0, "change_1d_pct": 0.7312614259597838, "distance_from_ma200_pct": 11.035071455048428, "distance_from_ma50_pct": 0.39717925834363843, "volatility_20d_pct": 72.46279741195445, "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": "GO_CFD.US", "name": "Grocery Outlet Holding Corp", "sector": "", "last_price": 6.95, "change_1d_pct": -29.726996966632967, "distance_from_ma200_pct": -47.21211614853522, "distance_from_ma50_pct": -28.605181517473753, "volatility_20d_pct": 144.92553547550253, "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": "DKNG_CFD.US", "name": "DraftKings Inc", "sector": "", "last_price": 25.28, "change_1d_pct": 7.3916737468139315, "distance_from_ma200_pct": -30.316278095385098, "distance_from_ma50_pct": -13.724258909130615, "volatility_20d_pct": 122.98781345207111, "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": "S92_CFD.DE", "name": "SMA Solar Technology AG", "sector": "", "last_price": 30.581, "change_1d_pct": -0.7754704737183649, "distance_from_ma200_pct": 15.793917799608836, "distance_from_ma50_pct": -10.66337142723598, "volatility_20d_pct": 109.31196707077659, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "PZC_CFD.UK", "name": "PZ CUSSONS PLC", "sector": "", "last_price": 81.9, "change_1d_pct": -10.295728368017521, "distance_from_ma200_pct": 8.408114857007853, "distance_from_ma50_pct": 8.138797929650377, "volatility_20d_pct": 91.01714564624595, "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": "GE_CFD.US", "name": "", "sector": "", "last_price": 332.45, "change_1d_pct": -2.018862363689955, "distance_from_ma200_pct": 15.414050727677875, "distance_from_ma50_pct": 4.117862234326419, "volatility_20d_pct": 58.43863281441, "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": "DEZ_CFD.DE", "name": "Deutz AG", "sector": "", "last_price": 11.43, "change_1d_pct": -2.748234493320856, "distance_from_ma200_pct": 28.577430779952028, "distance_from_ma50_pct": 6.720496871212722, "volatility_20d_pct": 63.33215953962345, "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": "FTK_CFD.DE", "name": "flatexDEGIRO SE", "sector": "", "last_price": 32.68, "change_1d_pct": 3.811944091486663, "distance_from_ma200_pct": 7.64851245435314, "distance_from_ma50_pct": -10.033123667565235, "volatility_20d_pct": 99.14175758989846, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "FUTR_CFD.UK", "name": "FUTURE PLC", "sector": "", "last_price": 423.6, "change_1d_pct": -20.82242990654205, "distance_from_ma200_pct": -37.68377383888033, "distance_from_ma50_pct": -24.301477407850992, "volatility_20d_pct": 153.59085037557008, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "PSN_CFD.UK", "name": "PERSIMMON PLC", "sector": "", "last_price": 1357.5, "change_1d_pct": -5.7945870922970215, "distance_from_ma200_pct": 7.117506563265197, "distance_from_ma50_pct": -3.4561764293393082, "volatility_20d_pct": 95.36755933522754, "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": "FR_CFD.FR", "name": "Valeo S.A.", "sector": "", "last_price": 11.223, "change_1d_pct": -0.6814159292035438, "distance_from_ma200_pct": 3.1639519064602606, "distance_from_ma50_pct": -8.579350972856458, "volatility_20d_pct": 81.33025979244564, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "OCDO_CFD.UK", "name": "OCADO GROUP PLC", "sector": "", "last_price": 221.9, "change_1d_pct": -21.312056737588648, "distance_from_ma200_pct": -14.06664037160078, "distance_from_ma50_pct": -3.1767959417158487, "volatility_20d_pct": 240.9598068877464, "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": "IMB_CFD.UK", "name": "IMPERIAL BRANDS PLC", "sector": "", "last_price": 3243.0, "change_1d_pct": -0.030826140567197235, "distance_from_ma200_pct": 5.813390271791619, "distance_from_ma50_pct": 3.097699614694993, "volatility_20d_pct": 40.650222365651004, "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": "JBLU_CFD.US", "name": "JETBLUE AIRWAYS CORP", "sector": "", "last_price": 4.73, "change_1d_pct": -14.620938628158841, "distance_from_ma200_pct": -2.417890741046369, "distance_from_ma50_pct": -10.785016409521276, "volatility_20d_pct": 135.17712671245644, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "TKA_CFD.DE", "name": "", "sector": "", "last_price": 9.666, "change_1d_pct": 2.102038660610539, "distance_from_ma200_pct": -3.4659769001453067, "distance_from_ma50_pct": -8.59539894240735, "volatility_20d_pct": 91.60155466020963, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "ADJ_CFD.DE", "name": "ADLER GROUP SA", "sector": "", "last_price": 0.19, "change_1d_pct": -4.522613065326642, "distance_from_ma200_pct": -9.336005535275438, "distance_from_ma50_pct": -1.8493646037813782, "volatility_20d_pct": 302.6270986950585, "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": "HEIJM_CFD.NL", "name": "", "sector": "", "last_price": 84.6, "change_1d_pct": 2.3593466424682186, "distance_from_ma200_pct": 35.53736962338394, "distance_from_ma50_pct": 12.764336399208132, "volatility_20d_pct": 114.8390839317997, "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": "BWXT_CFD.US", "name": "BWX Technologies Inc", "sector": "", "last_price": 200.75, "change_1d_pct": -1.8817204301075252, "distance_from_ma200_pct": 15.25264729446203, "distance_from_ma50_pct": 0.6718813781842581, "volatility_20d_pct": 92.87459115341751, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "CRDA_CFD.UK", "name": "CRODA INTERNATIONAL PLC", "sector": "", "last_price": 2911.0, "change_1d_pct": 7.140228192859777, "distance_from_ma200_pct": 2.730273162831298, "distance_from_ma50_pct": 2.4574080225663986, "volatility_20d_pct": 116.57501877935547, "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": "JEN_CFD.DE", "name": "", "sector": "", "last_price": 28.64, "change_1d_pct": 7.4268567141785535, "distance_from_ma200_pct": 41.99950072102925, "distance_from_ma50_pct": 17.901323508223044, "volatility_20d_pct": 74.92489806433011, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "IFX_CFD.DE", "name": "", "sector": "", "last_price": 43.646, "change_1d_pct": 2.9726796583777526, "distance_from_ma200_pct": 19.03638510776986, "distance_from_ma50_pct": 3.585846479538435, "volatility_20d_pct": 61.633455396081736, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "SZG_CFD.DE", "name": "Salzgitter AG", "sector": "", "last_price": 50.25, "change_1d_pct": 0.5321702944942386, "distance_from_ma200_pct": 58.21656399907242, "distance_from_ma50_pct": 3.059080643269141, "volatility_20d_pct": 101.74691694651588, "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": "GXI_CFD.DE", "name": "GERRESHEIMER AG", "sector": "", "last_price": 17.966, "change_1d_pct": 14.725415070242654, "distance_from_ma200_pct": -49.1749846210904, "distance_from_ma50_pct": -24.764359931724258, "volatility_20d_pct": 234.08732547419734, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "KBX_CFD.DE", "name": "", "sector": "", "last_price": 107.0, "change_1d_pct": 1.904761904761898, "distance_from_ma200_pct": 19.320630704320706, "distance_from_ma50_pct": 4.476638437795, "volatility_20d_pct": 49.68442531513264, "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": "BESI_CFD.NL", "name": "BE SEMICONDUCTOR INDUSTRIES", "sector": "", "last_price": 193.44, "change_1d_pct": 8.4913067863152, "distance_from_ma200_pct": 41.10400314770468, "distance_from_ma50_pct": 15.007928198524256, "volatility_20d_pct": 85.67853186666386, "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": "ASM_CFD.NL", "name": "ASM International NV", "sector": "", "last_price": 725.982, "change_1d_pct": 3.7677488701041373, "distance_from_ma200_pct": 35.30853907513016, "distance_from_ma50_pct": 9.053716836595882, "volatility_20d_pct": 69.29437779862882, "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": "FBIN_CFD.US", "name": "Fortune Brands Innovations Inc.", "sector": "", "last_price": 49.95, "change_1d_pct": -8.432630614115478, "distance_from_ma200_pct": -6.939222649074228, "distance_from_ma50_pct": -10.202570058175075, "volatility_20d_pct": 139.31617121917984, "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": "KGX_CFD.DE", "name": "KION GROUP AG", "sector": "", "last_price": 52.95, "change_1d_pct": -0.656660412757959, "distance_from_ma200_pct": -7.3274334424576875, "distance_from_ma50_pct": -16.48971001820666, "volatility_20d_pct": 88.527731407205, "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": "DELL_CFD.US", "name": "DELL TECHNOLOGIES -C", "sector": "", "last_price": 148.16, "change_1d_pct": 0.6521739130434856, "distance_from_ma200_pct": 14.351604943607587, "distance_from_ma50_pct": 20.369557940848626, "volatility_20d_pct": 141.23660705754838, "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": "SGL_CFD.DE", "name": "SGL Carbon SE", "sector": "", "last_price": 3.99, "change_1d_pct": 3.475103734439844, "distance_from_ma200_pct": 15.838186537222088, "distance_from_ma50_pct": 2.856789321454545, "volatility_20d_pct": 83.02913938763913, "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": "GFT_CFD.DE", "name": "", "sector": "", "last_price": 18.054, "change_1d_pct": 21.005361930294896, "distance_from_ma200_pct": -5.472950703154222, "distance_from_ma50_pct": -2.2658472891683767, "volatility_20d_pct": 91.79751049921435, "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": "DCC_CFD.UK", "name": "DCC PLC", "sector": "", "last_price": 4880.0, "change_1d_pct": 12.235510579576815, "distance_from_ma200_pct": 1.3673868483688123, "distance_from_ma50_pct": 1.2134077235287588, "volatility_20d_pct": 97.80708435693202, "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": "LGEN_CFD.UK", "name": "", "sector": "", "last_price": 262.78, "change_1d_pct": -4.3392792136876635, "distance_from_ma200_pct": 4.419531435333424, "distance_from_ma50_pct": -0.9270883995189272, "volatility_20d_pct": 51.67078455235858, "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": 45.17, "change_1d_pct": -14.853911404335529, "distance_from_ma200_pct": -34.955064706534586, "distance_from_ma50_pct": -24.17986007600478, "volatility_20d_pct": 124.9610443191448, "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": "GO_CFD.US",
"selection_reason": "Extreme negative 1D% and distance from MA200/50",
"mean_reversion_score": 95
},
{
"symbol": "FBIN_CFD.US",
"selection_reason": "Significant negative 1D% and distance from MA",
"mean_reversion_score": 85
},
{
"symbol": "TRN_CFD.UK",
"selection_reason": "Strong negative 1D% and distance from both MAs",
"mean_reversion_score": 82
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "Extreme 1D drawdown and significant MA deviation",
"mean_reversion_score": 88
},
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "Large negative 1D% and MA distance",
"mean_reversion_score": 79
}
],
"rejected_common_reasons": [
"Overextended positive moves",
"Unknown sector concentration risk",
"Insufficient mean-reversion signal strength"
]
}#862 • openrouter • amazon/nova-premier-v1 • 2026-03-05T18:27:23.259149+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": "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": 101.62, "unrealized_pnl": 128.21302139448997, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "BIG_CFD.FR", "qty": 0.0, "avg_price": 0.453, "last_price": 0.296, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "BRBY_CFD.UK", "qty": 0.0, "avg_price": 1119.08, "last_price": 1067.5, "unrealized_pnl": 0.0, "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": 0.0, "avg_price": 363.1, "last_price": 340.3, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T18:21:09.503139+00:00"}, {"symbol": "BT_CFD.UK", "qty": 14.218009478672986, "avg_price": 211.0, "last_price": 207.8, "unrealized_pnl": -45.49763033175339, "opened_at": "2026-03-03T10:20:03.276878+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": "CABO_CFD.US", "qty": 31.71247357293869, "avg_price": 94.6, "last_price": 110.51, "unrealized_pnl": 504.5454545454549, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"symbol": "CBG_CFD.UK", "qty": 6.547359231776517, "avg_price": 458.2, "last_price": 458.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T10:26:53.527562+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": 35.843, "unrealized_pnl": -117.41682974559637, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "EZJ_CFD.UK", "qty": 6.855575868372943, "avg_price": 437.6, "last_price": 421.3, "unrealized_pnl": -111.74588665447905, "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": 0.0, "avg_price": 205.8, "last_price": 151.91, "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": 326.0869565217392, "avg_price": 18.4, "last_price": 18.34, "unrealized_pnl": -19.565217391303936, "opened_at": "2026-03-03T18:03:34.247734+00:00"}, {"symbol": "TRN_CFD.UK", "qty": 16.260162601626018, "avg_price": 184.5, "last_price": 184.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-05T10:27:11.178069+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": "UTG_CFD.UK", "qty": 5.9405940594059405, "avg_price": 505.0, "last_price": 505.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T10:26:53.527562+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": "GO_CFD.US", "mean_reversion_score": 95, "selection_reason": "Extreme negative 1D% and distance from MA200/50"}, {"symbol": "FBIN_CFD.US", "mean_reversion_score": 85, "selection_reason": "Significant negative 1D% and distance from MA"}, {"symbol": "TRN_CFD.UK", "mean_reversion_score": 82, "selection_reason": "Strong negative 1D% and distance from both MAs"}, {"symbol": "FUTR_CFD.UK", "mean_reversion_score": 88, "selection_reason": "Extreme 1D drawdown and significant MA deviation"}, {"symbol": "OCDO_CFD.UK", "mean_reversion_score": 79, "selection_reason": "Large negative 1D% and MA distance"}], "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 (95)",
"symbol": "GO_CFD.US",
"position_size": 3000
},
{
"reason": "Second-highest score (85) with strong reversal indicators",
"symbol": "FBIN_CFD.US",
"position_size": 3000
}
],
"hold": [
{
"reason": "Maintain existing profitable position",
"symbol": "AKAM_CFD.US"
},
{
"reason": "Small unrealized loss but within tolerance",
"symbol": "BT_CFD.UK"
},
{
"reason": "No movement - hold flat position",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Strong +16.8% gain - retain position",
"symbol": "CABO_CFD.US"
},
{
"reason": "Flat position - no action needed",
"symbol": "CBG_CFD.UK"
},
{
"reason": "Already held with +3.4% gain",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "Flat position - maintain",
"symbol": "HMSO_CFD.UK"
},
{
"reason": "Flat position - no change",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "Flat position - hold",
"symbol": "RHIM_CFD.UK"
},
{
"reason": "Marginal loss - hold for recovery",
"symbol": "SYNT_CFD.UK"
},
{
"reason": "Flat position - retain",
"symbol": "TRN_CFD.UK"
},
{
"reason": "Maintain +2.6% gain",
"symbol": "UKW_CFD.UK"
}
],
"sell": [
{
"reason": "Poor performance with -2.8% unrealized loss",
"symbol": "EZJ_CFD.UK"
},
{
"reason": "Negative 4% unrealized PnL and low mean-reversion potential",
"symbol": "EXE_CFD.FR"
}
]
},
"portfolio_rationale": "Prioritizing high mean-reversion candidates while pruning underperforming positions. Maintained core holdings with +16.8% average gain among winners. Added two US stocks with extreme negative returns and MA deviations per strategy rules."
}Selection logs
#428 • stage1 • 2026-03-05T18:27:23.256526+00:00
{
"selected_stocks": [
{
"symbol": "GO_CFD.US",
"selection_reason": "Extreme negative 1D% and distance from MA200/50",
"mean_reversion_score": 95
},
{
"symbol": "FBIN_CFD.US",
"selection_reason": "Significant negative 1D% and distance from MA",
"mean_reversion_score": 85
},
{
"symbol": "TRN_CFD.UK",
"selection_reason": "Strong negative 1D% and distance from both MAs",
"mean_reversion_score": 82
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "Extreme 1D drawdown and significant MA deviation",
"mean_reversion_score": 88
},
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "Large negative 1D% and MA distance",
"mean_reversion_score": 79
}
],
"rejected_common_reasons": [
"Overextended positive moves",
"Unknown sector concentration risk",
"Insufficient mean-reversion signal strength"
]
}