Arena run #459

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).

{"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": "CCL_CFD.UK", "name": "CARNIVAL PLC", "sector": "", "last_price": 2056.0, "change_1d_pct": -3.8353601496725953, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -9.043361966860509, "volatility_20d_pct": 4989.899809950319, "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": 722.5, "change_1d_pct": -1.0951403148528382, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -1.628407265201648, "volatility_20d_pct": 2239.4661443465884, "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": 313.0, "change_1d_pct": 0.3205128205128194, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 0.8343803356850588, "volatility_20d_pct": 2871.9337920464413, "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": 307.0, "change_1d_pct": 0.1304631441617632, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -6.467455549191414, "volatility_20d_pct": 3817.334046309414, "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": 2839.0, "change_1d_pct": -0.28099754127151044, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -0.572261096752058, "volatility_20d_pct": 5232.645582727379, "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": "WELL_CFD.US", "name": "Welltower Inc", "sector": "", "last_price": 208.19, "change_1d_pct": 0.08653430123553019, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 8.99988586399385, "volatility_20d_pct": 2428.1530638821737, "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": "AMG_CFD.NL", "name": "AMG ADVANCED METALLURGICAL", "sector": "", "last_price": 35.48, "change_1d_pct": -0.05633802816902289, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 1.413152840025611, "volatility_20d_pct": 7516.604034946565, "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": "ABF_CFD.UK", "name": "ASSOCIATED BRITISH FOODS PLC", "sector": "", "last_price": 1905.5, "change_1d_pct": -0.47009663097414833, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -2.797969750299689, "volatility_20d_pct": 2229.6062835057237, "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"]}}

{
  "selected_stocks": [
    {
      "symbol": "CCL_CFD.UK",
      "selection_reason": "-9.0% from MA50, -3.8% 1d change",
      "mean_reversion_score": 95
    },
    {
      "symbol": "BYIT_CFD.UK",
      "selection_reason": "-6.5% from MA50",
      "mean_reversion_score": 85
    },
    {
      "symbol": "ABF_CFD.UK",
      "selection_reason": "-2.8% from MA50, -0.5% 1d change",
      "mean_reversion_score": 70
    },
    {
      "symbol": "BBY_CFD.UK",
      "selection_reason": "-1.6% from MA50, -1.1% 1d change",
      "mean_reversion_score": 65
    },
    {
      "symbol": "CRDA_CFD.UK",
      "selection_reason": "-0.6% from MA50, -0.3% 1d change",
      "mean_reversion_score": 55
    }
  ],
  "rejected_common_reasons": [
    "Above MA50 (no oversold)"
  ]
}

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.

{"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": "AML_CFD.UK", "qty": 0.0, "avg_price": 39.92, "last_price": 42.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T10:26:53.527562+00:00"}, {"symbol": "ARCAD_CFD.NL", "qty": 0.0, "avg_price": 29.7, "last_price": 28.06, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "BIG_CFD.FR", "qty": 9615.384615384615, "avg_price": 0.312, "last_price": 0.305, "unrealized_pnl": -67.30769230769236, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "BXP_CFD.US", "qty": 0.0, "avg_price": 60.835, "last_price": 59.405, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T17:33:48.338981+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 10.252904989747094, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "CABO_CFD.US", "qty": 0.0, "avg_price": 94.6, "last_price": 96.44, "unrealized_pnl": 58.3509513742073, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "CAR_CFD.US", "qty": 0.0, "avg_price": 92.465, "last_price": 97.54, "unrealized_pnl": 164.65689720434767, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "COIN_CFD.US", "qty": 0.0, "avg_price": 168.575, "last_price": 171.13, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "CO_CFD.FR", "qty": 17543.859649122805, "avg_price": 0.171, "last_price": 0.165, "unrealized_pnl": -105.26315789473692, "opened_at": "2026-03-06T10:33:43.857578+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 0.0, "avg_price": 350.79999999999995, "last_price": 350.055, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "DKNG_CFD.US", "qty": 119.11852293031565, "avg_price": 25.185000000000002, "last_price": 24.979999999999997, "unrealized_pnl": -24.419297200715352, "opened_at": "2026-03-05T18:20:59.102726+00:00"}, {"symbol": "ESTC_CFD.US", "qty": 0.0, "avg_price": 58.085, "last_price": 55.28, "unrealized_pnl": -144.87389171042437, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "EXPO_CFD.US", "qty": 0.0, "avg_price": 66.815, "last_price": 70.025, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "FBIN_CFD.US", "qty": 0.0, "avg_price": 50.974999999999994, "last_price": 54.35, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "FICO_CFD.US", "qty": 0.0, "avg_price": 1208.505, "last_price": 1405.2800000000002, "unrealized_pnl": 0.0, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "FLO_CFD.US", "qty": 0.0, "avg_price": 9.875, "last_price": 10.055, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 7.488766849725412, "avg_price": 400.6, "last_price": 414.2, "unrealized_pnl": 101.84722915626534, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "GO_CFD.US", "qty": 0.0, "avg_price": 6.53, "last_price": 6.35, "unrealized_pnl": 0.0, "opened_at": "2026-03-05T18:20:59.102726+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": 1275.0, "last_price": 1342.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "HPP_CFD.US", "qty": 0.0, "avg_price": 7.59, "last_price": 7.47, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T18:49:26.891792+00:00"}, {"symbol": "ICG_CFD.UK", "qty": 0.0, "avg_price": 1700.0, "last_price": 1719.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "JUN3_CFD.DE", "qty": 0.0, "avg_price": 31.51, "last_price": 30.167, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T10:31:26.559356+00:00"}, {"symbol": "LMND_CFD.US", "qty": 0.0, "avg_price": 61.5, "last_price": 59.89, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "LPX_CFD.US", "qty": 0.0, "avg_price": 86.45, "last_price": 86.15, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "NET_CFD.US", "qty": 0.0, "avg_price": 176.96, "last_price": 164.32, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 13.824884792626728, "avg_price": 217.0, "last_price": 217.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "OKTA_CFD.US", "qty": 42.747221430607006, "avg_price": 70.18, "last_price": 81.18, "unrealized_pnl": 470.21943573667704, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "PAYC_CFD.US", "qty": 0.0, "avg_price": 121.22, "last_price": 119.79, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "PROX_CFD.BE", "qty": 0.0, "avg_price": 6.98, "last_price": 7.68, "unrealized_pnl": 0.0, "opened_at": "2026-02-28T10:51:05.818250+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 417.16, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "SYNT_CFD.UK", "qty": 163.0434782608696, "avg_price": 18.4, "last_price": 18.48, "unrealized_pnl": 13.043478260869868, "opened_at": "2026-03-03T18:03:34.247734+00:00"}, {"symbol": "THG_CFD.UK", "qty": 0.0, "avg_price": 34.98, "last_price": 34.98, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "TRN_CFD.UK", "qty": 16.260162601626018, "avg_price": 184.5, "last_price": 184.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "TRST_CFD.UK", "qty": 0.0, "avg_price": 134.3, "last_price": 139.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 32.48511099079589, "avg_price": 92.35, "last_price": 94.79, "unrealized_pnl": 79.26367081754236, "opened_at": "2026-02-23T10:32:09.961595+00:00"}, {"symbol": "WPP_CFD.UK", "qty": 0.0, "avg_price": 263.4, "last_price": 240.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-28T10:51:05.818250+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": "CCL_CFD.UK", "mean_reversion_score": 95, "selection_reason": "-9.0% from MA50, -3.8% 1d change"}, {"symbol": "BYIT_CFD.UK", "mean_reversion_score": 85, "selection_reason": "-6.5% from MA50"}, {"symbol": "ABF_CFD.UK", "mean_reversion_score": 70, "selection_reason": "-2.8% from MA50, -0.5% 1d change"}, {"symbol": "BBY_CFD.UK", "mean_reversion_score": 65, "selection_reason": "-1.6% from MA50, -1.1% 1d change"}, {"symbol": "CRDA_CFD.UK", "mean_reversion_score": 55, "selection_reason": "-0.6% from MA50, -0.3% 1d change"}], "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"}}

{
  "actions": {
    "buy": [
      {
        "reason": "Top mean reversion score 95: -9.0% from MA50, -3.8% 1d change, strong buy signal",
        "symbol": "CCL_CFD.UK",
        "position_size": 3000
      },
      {
        "reason": "High score 70: -2.8% from MA50, -0.5% 1d change, good oversold candidate",
        "symbol": "ABF_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Still below entry (0.305 < 0.312), negative PnL, hold for mean reversion",
        "symbol": "BIG_CFD.FR"
      },
      {
        "reason": "Flat at entry, high candidate score (85), continue holding for reversion",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "Still below entry (0.165 < 0.171), negative PnL, hold for mean reversion",
        "symbol": "CO_CFD.FR"
      },
      {
        "reason": "Slightly below entry, small negative PnL, hold for reversion",
        "symbol": "DKNG_CFD.US"
      },
      {
        "reason": "Stable at entry price, hold",
        "symbol": "OCDO_CFD.UK"
      },
      {
        "reason": "Stable with small gain, no strong sell signal",
        "symbol": "SYNT_CFD.UK"
      },
      {
        "reason": "Stable at entry price, hold",
        "symbol": "TRN_CFD.UK"
      },
      {
        "reason": "Small gain but modest (price 94.79 > 92.35), hold for potential further reversion",
        "symbol": "UKW_CFD.UK"
      }
    ],
    "sell": [
      {
        "reason": "Significant unrealized PnL +470, price well above avg entry (81.18 > 70.18), likely mean reversion complete, take profit to free capital",
        "symbol": "OKTA_CFD.US"
      },
      {
        "reason": "Unrealized PnL +102, price above avg entry (414.2 > 400.6), likely reverted, take profit",
        "symbol": "FUTR_CFD.UK"
      }
    ]
  },
  "portfolio_rationale": "At max 10 positions, selling 2 reverted winners (OKTA, FUTR) to realize gains and rotate into top new mean-reversion candidates (CCL, ABF) with stronger deviation signals. Holds losers/flats awaiting bounce. Maintains leverage <3x, adheres to max 2 buy/sell."
}

{
  "selected_stocks": [
    {
      "symbol": "CCL_CFD.UK",
      "selection_reason": "-9.0% from MA50, -3.8% 1d change",
      "mean_reversion_score": 95
    },
    {
      "symbol": "BYIT_CFD.UK",
      "selection_reason": "-6.5% from MA50",
      "mean_reversion_score": 85
    },
    {
      "symbol": "ABF_CFD.UK",
      "selection_reason": "-2.8% from MA50, -0.5% 1d change",
      "mean_reversion_score": 70
    },
    {
      "symbol": "BBY_CFD.UK",
      "selection_reason": "-1.6% from MA50, -1.1% 1d change",
      "mean_reversion_score": 65
    },
    {
      "symbol": "CRDA_CFD.UK",
      "selection_reason": "-0.6% from MA50, -0.3% 1d change",
      "mean_reversion_score": 55
    }
  ],
  "rejected_common_reasons": [
    "Above MA50 (no oversold)"
  ]
}