Arena run #49

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": "ATG_CFD.UK", "name": "ATG_CFD.UK", "sector": "", "last_price": 292.5, "change_1d_pct": -1.0152284263959421, "distance_from_ma200_pct": -33.84107948739843, "distance_from_ma50_pct": -5.828037166534672, "volatility_20d_pct": 158.17820784721184, "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": "BPT_CFD.UK", "name": "", "sector": "", "last_price": 274.2, "change_1d_pct": -5.912225920461179, "distance_from_ma200_pct": -11.483684525527371, "distance_from_ma50_pct": -7.545463557334964, "volatility_20d_pct": 77.69917499624198, "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": "BBOX_CFD.UK", "name": "", "sector": "", "last_price": 166.0, "change_1d_pct": 15.598885793871876, "distance_from_ma200_pct": 15.063751209988908, "distance_from_ma50_pct": 9.510960991667927, "volatility_20d_pct": 57.84262866116462, "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": "", "sector": "", "last_price": 304.8, "change_1d_pct": -9.92907801418439, "distance_from_ma200_pct": -27.18690998374248, "distance_from_ma50_pct": -13.74157791784395, "volatility_20d_pct": 86.40989379380683, "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": "", "sector": "", "last_price": 0.186, "change_1d_pct": 3.3333333333333437, "distance_from_ma200_pct": -13.132822716233882, "distance_from_ma50_pct": -6.098546042003239, "volatility_20d_pct": 289.85428872043053, "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": "", "sector": "", "last_price": 202.7, "change_1d_pct": 9.037116729424422, "distance_from_ma200_pct": 7.5002220805031605, "distance_from_ma50_pct": 9.900238559965292, "volatility_20d_pct": 80.0133471383762, "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": "CAR_CFD.US", "name": "", "sector": "", "last_price": 119.97, "change_1d_pct": 2.0239816310910763, "distance_from_ma200_pct": -15.465983461011612, "distance_from_ma50_pct": -5.580040925546992, "volatility_20d_pct": 75.0434760491137, "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": "ASGN_CFD.US", "name": "", "sector": "", "last_price": 50.97, "change_1d_pct": 2.2877784467188356, "distance_from_ma200_pct": 2.411605443065312, "distance_from_ma50_pct": 4.189663207986838, "volatility_20d_pct": 78.90566495955204, "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": "BDX_CFD.US", "name": "", "sector": "", "last_price": 208.67, "change_1d_pct": 1.379779429626371, "distance_from_ma200_pct": 11.477413629979605, "distance_from_ma50_pct": 4.4471762673110815, "volatility_20d_pct": 44.713843204767905, "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": "BFAM_CFD.US", "name": "", "sector": "", "last_price": 84.9, "change_1d_pct": -3.8287267784322565, "distance_from_ma200_pct": -23.001508227229895, "distance_from_ma50_pct": -13.575119406813807, "volatility_20d_pct": 50.45718157512095, "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": "BLND_CFD.UK", "name": "", "sector": "", "last_price": 419.0, "change_1d_pct": 1.305609284332676, "distance_from_ma200_pct": 12.579768072243436, "distance_from_ma50_pct": 5.858069340825067, "volatility_20d_pct": 83.6517211804937, "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": 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"snapshot_ok_prices_technicals_only"}, {"symbol": "BEN_CFD.FR", "name": "", "sector": "", "last_price": 7.9399999999999995, "change_1d_pct": -0.6879299562226437, "distance_from_ma200_pct": -3.778802736850795, "distance_from_ma50_pct": -2.904548078145941, "volatility_20d_pct": 43.94943424304621, "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": "ALL_CFD.US", "name": "", "sector": "", "last_price": 207.27, "change_1d_pct": 2.1437019515079925, "distance_from_ma200_pct": 2.30430236308774, "distance_from_ma50_pct": 1.4150251005490055, "volatility_20d_pct": 51.843209885624844, "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": "BMY_CFD.US", "name": "", "sector": "", "last_price": 61.29, "change_1d_pct": 8.95999999999999, "distance_from_ma200_pct": 26.071032974085394, "distance_from_ma50_pct": 12.944480481188814, "volatility_20d_pct": 59.99831583729795, "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": "ABBV_CFD.US", "name": "", "sector": "", "last_price": 220.89, "change_1d_pct": -2.6187012299960455, "distance_from_ma200_pct": 5.255884875631356, "distance_from_ma50_pct": -1.3116450382395617, "volatility_20d_pct": 73.26499613206305, "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": "BARC_CFD.UK", "name": "", "sector": "", "last_price": 472.2, "change_1d_pct": -3.5440710856909474, "distance_from_ma200_pct": 22.127754114052635, "distance_from_ma50_pct": 0.8337899539478721, "volatility_20d_pct": 38.329163839573816, "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": "BRNK_CFD.DE", "name": "", "sector": "", "last_price": 1.99, "change_1d_pct": 0.25188916876575096, "distance_from_ma200_pct": 2.44372030290394, "distance_from_ma50_pct": 6.4091458393489065, "volatility_20d_pct": 103.1424091021338, "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": "BERY_CFD.US", "name": "", "sector": "", "last_price": 67.88, "change_1d_pct": -2.2887577371527357, "distance_from_ma200_pct": 0.1607618592304405, "distance_from_ma50_pct": -2.3899226366799975, "volatility_20d_pct": 69.71811673774233, "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": "BPOST_CFD.BE", "name": "", "sector": "", "last_price": 2.24, "change_1d_pct": -0.22271714922048602, "distance_from_ma200_pct": 8.12428500403053, "distance_from_ma50_pct": 8.528183412629975, "volatility_20d_pct": 57.61765640562978, "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": "ADP_CFD.US", "name": "", "sector": "", "last_price": 227.04, "change_1d_pct": -4.246973978322311, "distance_from_ma200_pct": -20.605390888363573, "distance_from_ma50_pct": -11.252526121167827, "volatility_20d_pct": 39.801787220025965, "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": "AZN_CFD.SE", "name": "", "sector": "", "last_price": 1703.0, "change_1d_pct": 1.2786202795123325, "distance_from_ma200_pct": 12.016370307834535, "distance_from_ma50_pct": -0.11144348642149193, "volatility_20d_pct": 38.270563233973185, "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": "AIZ_CFD.US", "name": "", "sector": "", "last_price": 243.94, "change_1d_pct": 1.0815066506443483, "distance_from_ma200_pct": 14.607418850087406, "distance_from_ma50_pct": 3.7723729135133777, "volatility_20d_pct": 35.24213160208557, "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": "BCP_CFD.PT", "name": "", "sector": "", "last_price": 0.924, "change_1d_pct": -1.2820512820512886, "distance_from_ma200_pct": 22.27397840355707, "distance_from_ma50_pct": 4.529616724738683, "volatility_20d_pct": 48.570699966330075, "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": "BMO_CFD.US", "name": "", "sector": "", "last_price": 143.19, "change_1d_pct": 2.34436423415052, "distance_from_ma200_pct": 19.3192826177079, "distance_from_ma50_pct": 7.758880192655027, "volatility_20d_pct": 37.643495462157084, "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": "CAG_CFD.US", "name": "", "sector": "", "last_price": 19.18, "change_1d_pct": 1.1070110701107083, "distance_from_ma200_pct": -0.7341429521500187, "distance_from_ma50_pct": 9.129806433992972, "volatility_20d_pct": 55.37971406673143, "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": "BPT_CFD.UK",
      "selection_reason": "Large 1-day drop (-5.91%) and oversold relative to MA50 (-7.55%) and MA200 (-11.48%). Volatility moderate (77.7). Potential bounce.",
      "mean_reversion_score": 78
    },
    {
      "symbol": "BFAM_CFD.US",
      "selection_reason": "Down 3.83% today, oversold vs MA50 (-13.58%) and MA200 (-23.0%). Volatility 50.5, not extreme. Good candidate for reversion.",
      "mean_reversion_score": 75
    },
    {
      "symbol": "AJG_CFD.US",
      "selection_reason": "Down 2.83% today, oversold vs MA50 (-5.80%) and MA200 (-18.13%). Volatility 59.1. Recent pullback may reverse.",
      "mean_reversion_score": 72
    },
    {
      "symbol": "ADP_CFD.US",
      "selection_reason": "Down 4.25% today, oversold vs MA50 (-11.25%) and MA200 (-20.61%). Volatility 39.8, stable. Likely mean reversion.",
      "mean_reversion_score": 70
    },
    {
      "symbol": "AMBUb_CFD.DK",
      "selection_reason": "Up 4.65% today but still oversold vs MA50 (-10.52%) and MA200 (-20.53%). Volatility high (147) but could continue upward reversion.",
      "mean_reversion_score": 68
    }
  ],
  "rejected_common_reasons": "Many symbols had insufficient price movement, lacked oversold/overbought conditions, or had extreme volatility. Selected those with clear oversold signals and moderate to high mean reversion potential."
}

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": [], "candidates": [{"symbol": "BPT_CFD.UK", "mean_reversion_score": 78, "selection_reason": "Large 1-day drop (-5.91%) and oversold relative to MA50 (-7.55%) and MA200 (-11.48%). Volatility moderate (77.7). Potential bounce."}, {"symbol": "BFAM_CFD.US", "mean_reversion_score": 75, "selection_reason": "Down 3.83% today, oversold vs MA50 (-13.58%) and MA200 (-23.0%). Volatility 50.5, not extreme. Good candidate for reversion."}, {"symbol": "AJG_CFD.US", "mean_reversion_score": 72, "selection_reason": "Down 2.83% today, oversold vs MA50 (-5.80%) and MA200 (-18.13%). Volatility 59.1. Recent pullback may reverse."}, {"symbol": "ADP_CFD.US", "mean_reversion_score": 70, "selection_reason": "Down 4.25% today, oversold vs MA50 (-11.25%) and MA200 (-20.61%). Volatility 39.8, stable. Likely mean reversion."}, {"symbol": "AMBUb_CFD.DK", "mean_reversion_score": 68, "selection_reason": "Up 4.65% today but still oversold vs MA50 (-10.52%) and MA200 (-20.53%). Volatility high (147) but could continue upward reversion."}], "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": "Large 1-day drop (-5.91%) oversold vs MAs, volatility moderate, high mean reversion score 78.",
        "symbol": "BPT_CFD.UK",
        "position_size": 3000
      },
      {
        "reason": "Down 3.83% oversold vs MAs, volatility 50.5, mean reversion score 75.",
        "symbol": "BFAM_CFD.US",
        "position_size": 3000
      }
    ],
    "hold": [],
    "sell": []
  },
  "portfolio_rationale": "Initial portfolio empty. Strategy allows max 2 buys per run, fixed position size $3000 each. Selected top two candidates by mean_reversion_score: BPT_CFD.UK (78) and BFAM_CFD.US (75). Both show significant oversold conditions and potential for mean reversion. No sells or holds needed."
}

{
  "selected_stocks": [
    {
      "symbol": "BPT_CFD.UK",
      "selection_reason": "Large 1-day drop (-5.91%) and oversold relative to MA50 (-7.55%) and MA200 (-11.48%). Volatility moderate (77.7). Potential bounce.",
      "mean_reversion_score": 78
    },
    {
      "symbol": "BFAM_CFD.US",
      "selection_reason": "Down 3.83% today, oversold vs MA50 (-13.58%) and MA200 (-23.0%). Volatility 50.5, not extreme. Good candidate for reversion.",
      "mean_reversion_score": 75
    },
    {
      "symbol": "AJG_CFD.US",
      "selection_reason": "Down 2.83% today, oversold vs MA50 (-5.80%) and MA200 (-18.13%). Volatility 59.1. Recent pullback may reverse.",
      "mean_reversion_score": 72
    },
    {
      "symbol": "ADP_CFD.US",
      "selection_reason": "Down 4.25% today, oversold vs MA50 (-11.25%) and MA200 (-20.61%). Volatility 39.8, stable. Likely mean reversion.",
      "mean_reversion_score": 70
    },
    {
      "symbol": "AMBUb_CFD.DK",
      "selection_reason": "Up 4.65% today but still oversold vs MA50 (-10.52%) and MA200 (-20.53%). Volatility high (147) but could continue upward reversion.",
      "mean_reversion_score": 68
    }
  ],
  "rejected_common_reasons": "Many symbols had insufficient price movement, lacked oversold/overbought conditions, or had extreme volatility. Selected those with clear oversold signals and moderate to high mean reversion potential."
}