Arena run #517

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": "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": "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": "TRN_CFD.UK", "name": "TRAINLINE PLC", "sector": "", "last_price": 184.5, "change_1d_pct": -10.436893203883491, "distance_from_ma200_pct": -30.640271123232875, "distance_from_ma50_pct": -21.68611284670343, "volatility_20d_pct": 4790.53876131341, "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": "WIX_CFD.UK", "name": "WICKES GROUP PLC", "sector": "", "last_price": 247.5, "change_1d_pct": 15.984816533108393, "distance_from_ma200_pct": 18.647646929530737, "distance_from_ma50_pct": 10.198455173494668, "volatility_20d_pct": 84.25206447406164, "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": "WIZZ_CFD.UK", "name": "WIZZ AIR HOLDINGS PLC", "sector": "", "last_price": 927.0, "change_1d_pct": -35.84775086505191, "distance_from_ma200_pct": -24.62689704221145, "distance_from_ma50_pct": -27.882954735701524, "volatility_20d_pct": 155.34645385957995, "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": "DOM_CFD.UK", "name": "DOMINO'S PIZZA GROUP PLC", "sector": "", "last_price": 204.15, "change_1d_pct": 11.924342105263165, "distance_from_ma200_pct": -5.759626343727387, "distance_from_ma50_pct": 12.834440951357639, "volatility_20d_pct": 73.60557991984848, "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": 1812.0, "change_1d_pct": -7.219662058371734, "distance_from_ma200_pct": -2.516182676819012, "distance_from_ma50_pct": 4.053563926444004, "volatility_20d_pct": 7353.720365167649, "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": "MDM_CFD.FR", "name": "Maisons Du Monde", "sector": "", "last_price": 1.27, "change_1d_pct": -8.36940836940837, "distance_from_ma200_pct": -36.15315199823039, "distance_from_ma50_pct": -20.637896341844453, "volatility_20d_pct": 87.34671623562612, "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": "STANDARD CHARTERED PLC", "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": "SMIN_CFD.UK", "name": "SMITHS GROUP PLC", "sector": "", "last_price": 2546.0, "change_1d_pct": 1.5880616072141196, "distance_from_ma200_pct": 15.133719154897696, "distance_from_ma50_pct": 4.317618549229563, "volatility_20d_pct": 72.74895841967528, "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": "SEGRO PLC", "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": "AAL_CFD.UK", "name": "ANGLO AMERICAN PLC", "sector": "", "last_price": 3016.0, "change_1d_pct": -11.346266901822455, "distance_from_ma200_pct": 10.42506326741024, "distance_from_ma50_pct": -11.47634619205935, "volatility_20d_pct": 91.79381510156583, "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": "BRBY_CFD.UK", "name": "BURBERRY GROUP PLC", "sector": "", "last_price": 1051.57, "change_1d_pct": -11.202965615078032, "distance_from_ma200_pct": -11.939302038764655, "distance_from_ma50_pct": -12.947860274183986, "volatility_20d_pct": 127.47353020558727, "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": "AALB_CFD.NL", "name": "Aalberts", "sector": "", "last_price": 32.04, "change_1d_pct": -4.529201430274144, "distance_from_ma200_pct": 3.6363283499052157, "distance_from_ma50_pct": 1.556244853247435, "volatility_20d_pct": 71.15751217185847, "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": "CFEB_CFD.BE", "name": "Compagnie d'Entreprises CFE SA", "sector": "", "last_price": 11.3, "change_1d_pct": -7.186858316221767, "distance_from_ma200_pct": 29.7735566280696, "distance_from_ma50_pct": 15.534598011169031, "volatility_20d_pct": 136.83766929182127, "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": "LIO_CFD.UK", "name": "LIONTRUST ASSET MANAGEMENT", "sector": "", "last_price": 270.0, "change_1d_pct": 7.784431137724557, "distance_from_ma200_pct": -17.148878096081223, "distance_from_ma50_pct": 4.440258238208905, "volatility_20d_pct": 138.52252179896075, "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": 1946.0, "change_1d_pct": -5.990338164251208, "distance_from_ma200_pct": 3.0409496965573712, "distance_from_ma50_pct": -6.311188398763845, "volatility_20d_pct": 156.5318659045592, "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": "GLO_CFD.FR", "name": "GL Events", "sector": "", "last_price": 30.9, "change_1d_pct": -1.2779552715655007, "distance_from_ma200_pct": 4.055732115421029, "distance_from_ma50_pct": -2.910974076287476, "volatility_20d_pct": 73.56081040135827, "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": "BARCLAYS PLC", "sector": "", "last_price": 417.0, "change_1d_pct": -3.1583836507199314, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -11.088466885897342, "volatility_20d_pct": 3907.6753760892493, "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": "BAMNB_CFD.NL", "name": "Royal BAM Group NV", "sector": "", "last_price": 8.835, "change_1d_pct": -3.7581699346405095, "distance_from_ma200_pct": 22.775433518179746, "distance_from_ma50_pct": -0.03982567217133415, "volatility_20d_pct": 84.60174657339485, "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": "AAF_CFD.UK", "name": "AIRTEL AFRICA PLC", "sector": "", "last_price": 327.0, "change_1d_pct": -4.664723032069973, "distance_from_ma200_pct": 24.82519224320223, "distance_from_ma50_pct": -6.312315203190533, "volatility_20d_pct": 93.75503285760438, "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": "LAND_CFD.UK", "name": "LAND SECURITIES GROUP PLC", "sector": "", "last_price": 611.5, "change_1d_pct": -5.559845559845556, "distance_from_ma200_pct": 2.451497634819644, "distance_from_ma50_pct": -2.727851457873287, "volatility_20d_pct": 76.33674409886991, "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": 43.56, "change_1d_pct": -13.998025666337599, "distance_from_ma200_pct": -36.966946717100825, "distance_from_ma50_pct": -25.91080722522706, "volatility_20d_pct": 126.2717296514231, "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": "ERA_CFD.FR", "name": "Eramet", "sector": "", "last_price": 55.55, "change_1d_pct": -2.8846153846153966, "distance_from_ma200_pct": -0.3105894919285701, "distance_from_ma50_pct": -16.346232327670997, "volatility_20d_pct": 170.11489606781797, "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": "BEKB_CFD.BE", "name": "Bekaert", "sector": "", "last_price": 38.9, "change_1d_pct": -6.687775858760325, "distance_from_ma200_pct": 2.533959431872246, "distance_from_ma50_pct": -5.804295711552898, "volatility_20d_pct": 54.153003583750895, "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": "MTU_CFD.FR", "name": "Manitou BF", "sector": "", "last_price": 20.05, "change_1d_pct": -6.088992974238883, "distance_from_ma200_pct": 1.8018159819204183, "distance_from_ma50_pct": -3.1699408588077627, "volatility_20d_pct": 73.08216454601505, "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": "MRN_CFD.FR", "name": "Mersen", "sector": "", "last_price": 24.607, "change_1d_pct": -4.624031007751938, "distance_from_ma200_pct": 4.266551525862816, "distance_from_ma50_pct": -3.996810167513032, "volatility_20d_pct": 57.40920257711812, "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": "PRU_CFD.UK", "name": "PRUDENTIAL PLC", "sector": "", "last_price": 1065.5, "change_1d_pct": -7.186411149825789, "distance_from_ma200_pct": 3.4232212649790705, "distance_from_ma50_pct": -7.391263610789867, "volatility_20d_pct": 71.530611412442, "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": "WEIR GROUP PLC/THE", "sector": "", "last_price": 3016.0, "change_1d_pct": -1.6949152542372836, "distance_from_ma200_pct": 15.684186619919394, "distance_from_ma50_pct": -0.307598656638286, "volatility_20d_pct": 124.47422864424635, "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": "CIEN_CFD.US", "name": "Ciena Corp", "sector": "", "last_price": 303.37, "change_1d_pct": -9.24673926050017, "distance_from_ma200_pct": 81.85731002004589, "distance_from_ma50_pct": 10.880199530996881, "volatility_20d_pct": 165.28670948773296, "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": "DGE_CFD.UK", "name": "DIAGEO PLC", "sector": "", "last_price": 1503.0, "change_1d_pct": -4.297994269340977, "distance_from_ma200_pct": -17.13860814362641, "distance_from_ma50_pct": -10.546906571570624, "volatility_20d_pct": 79.15893255350483, "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": "BIG_CFD.FR", "name": "Bigben Interactive", "sector": "", "last_price": 0.311, "change_1d_pct": -31.34657836644592, "distance_from_ma200_pct": -71.72740123908528, "distance_from_ma50_pct": -61.93949481104367, "volatility_20d_pct": 294.7389443112979, "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": "SSE_CFD.UK", "name": "", "sector": "", "last_price": 2665.0, "change_1d_pct": 5.045329128892395, "distance_from_ma200_pct": 32.81821793486013, "distance_from_ma50_pct": 9.679068755976772, "volatility_20d_pct": 67.85485731094869, "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": "SAVE_CFD.FR", "name": "", "sector": "", "last_price": 59.6, "change_1d_pct": -1.9736842105263053, "distance_from_ma200_pct": -3.788652727159869, "distance_from_ma50_pct": -0.9944739633739319, "volatility_20d_pct": 59.91371274305013, "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": "SHOP_CFD.US", "name": "SHOPIFY INC - CLASS A", "sector": "", "last_price": 134.49, "change_1d_pct": 14.703624733475484, "distance_from_ma200_pct": -3.6860547805704913, "distance_from_ma50_pct": -3.1780130794992867, "volatility_20d_pct": 158.063076280182, "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": "WHA_CFD.NL", "name": "", "sector": "", "last_price": 20.6, "change_1d_pct": -4.629629629629628, "distance_from_ma200_pct": 15.254136770293748, "distance_from_ma50_pct": 0.799743205314396, "volatility_20d_pct": 54.899431440206634, "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": "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": "SVXY_CFD.ETF", "name": "PROSHARES SHORT VIX ST FUTUR", "sector": "", "last_price": 48.15, "change_1d_pct": -3.815421494206961, "distance_from_ma200_pct": -1.3709741843902057, "distance_from_ma50_pct": -10.793686082703434, "volatility_20d_pct": 79.78689636404471, "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": 65.9, "change_1d_pct": -1.6417910447761086, "distance_from_ma200_pct": 0.7025108008791303, "distance_from_ma50_pct": -1.2830507042607797, "volatility_20d_pct": 45.69256218887273, "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": "AAP_CFD.US", "name": "Advance Auto Parts Inc", "sector": "", "last_price": 51.76, "change_1d_pct": 0.7984420642648482, "distance_from_ma200_pct": -1.6922755503219422, "distance_from_ma50_pct": 6.908574166790582, "volatility_20d_pct": 102.27640546670942, "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": "Banco Comercial Portugues SA", "sector": "", "last_price": 0.791, "change_1d_pct": -6.721698113207541, "distance_from_ma200_pct": 1.260313254091705, "distance_from_ma50_pct": -11.209393170644088, "volatility_20d_pct": 62.534267192414575, "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": "ELIOR_CFD.FR", "name": "Elior Group SCA", "sector": "", "last_price": 2.534, "change_1d_pct": -2.837423312883447, "distance_from_ma200_pct": -5.872039463908962, "distance_from_ma50_pct": -8.662961280881243, "volatility_20d_pct": 54.486651821590684, "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": "ODET_CFD.FR", "name": "Compagnie de L'Odet SA", "sector": "", "last_price": 1186.0, "change_1d_pct": -6.022187004754354, "distance_from_ma200_pct": -14.242558314843423, "distance_from_ma50_pct": -9.507464695664991, "volatility_20d_pct": 48.67270304500695, "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": "CMBT_CFD.BE", "name": "Euronav", "sector": "", "last_price": 11.34, "change_1d_pct": -7.804878048780495, "distance_from_ma200_pct": 30.107418933841966, "distance_from_ma50_pct": 8.273054331304074, "volatility_20d_pct": 77.43631274293911, "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": "SLIGR_CFD.NL", "name": "", "sector": "", "last_price": 13.2, "change_1d_pct": -3.9301310043668214, "distance_from_ma200_pct": 9.460859657495323, "distance_from_ma50_pct": 8.646804055488877, "volatility_20d_pct": 75.72544992772063, "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": "WIX_CFD.UK",
      "selection_reason": "Strong 1-day reversal (+15.98%) after being significantly below MA50 (-10.2%) and MA200 (-18.65%), high volatility (84.25%) suggests potential mean reversion.",
      "mean_reversion_score": 85
    },
    {
      "symbol": "TRN_CFD.UK",
      "selection_reason": "Sharp 1-day drop (-10.44%) after being significantly below MA50 (-21.69%) and MA200 (-30.64%), extreme volatility (4790.54%) but liquidity assumed.",
      "mean_reversion_score": 80
    },
    {
      "symbol": "WIZZ_CFD.UK",
      "selection_reason": "Extreme 1-day drop (-35.85%) with distance from MA50 (-27.88%) and MA200 (-24.63%), high volatility (155.35%) suggests oversold condition.",
      "mean_reversion_score": 75
    },
    {
      "symbol": "BRBY_CFD.UK",
      "selection_reason": "1-day drop (-11.2%) with consistent distance below MA50 (-12.95%) and MA200 (-11.94%), high volatility (127.47%) indicates potential bounce.",
      "mean_reversion_score": 70
    },
    {
      "symbol": "MDM_CFD.FR",
      "selection_reason": "1-day drop (-8.37%) with significant distance below MA50 (-20.64%) and MA200 (-36.15%), moderate volatility (87.35%) suggests oversold.",
      "mean_reversion_score": 65
    }
  ],
  "rejected_common_reasons": [
    "No earnings date confirmed (unknown risk).",
    "MA200 or MA50 data missing (BARC_CFD.UK, BBY_CFD.UK, ATG_CFD.UK).",
    "Extreme volatility with unclear mean-reversion signal (e.g., BIG_CFD.FR, SVXY_CFD.ETF).",
    "Sector concentration (unknown sectors, but assumed diverse)."
  ]
}

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": "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": "ACM_CFD.US", "qty": 0.0, "avg_price": 88.42, "last_price": 97.88, "unrealized_pnl": 0.0, "opened_at": "2026-02-15T10:57:15.913854+00:00"}, {"symbol": "ADS_CFD.DE", "qty": 21.873860736419978, "avg_price": 137.15, "last_price": 138.9, "unrealized_pnl": 38.27925628873496, "opened_at": "2026-03-04T10:26:53.527562+00:00"}, {"symbol": "AIR_CFD.DE", "qty": 0.0, "avg_price": 200.984, "last_price": 187.12, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "AMCX_CFD.US", "qty": 0.0, "avg_price": 7.5, "last_price": 7.365, "unrealized_pnl": -53.999999999999915, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "AMH_CFD.US", "qty": 0.0, "avg_price": 29.595, "last_price": 29.485, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "ATG_CFD.UK", "qty": 0.0, "avg_price": 296.0, "last_price": 296.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T18:49:26.891792+00:00"}, {"symbol": "ATO_CFD.FR", "qty": 0.0, "avg_price": 35.106, "last_price": 38.024, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "BIG_CFD.FR", "qty": 0.0, "avg_price": 0.453, "last_price": 0.453, "unrealized_pnl": 0.0, "opened_at": "2026-02-28T10:51:05.818250+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 0.0, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-15T10:57:15.913854+00:00"}, {"symbol": "CBG_CFD.UK", "qty": 0.0, "avg_price": 458.2, "last_price": 458.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T10:26:53.527562+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 0.0, "avg_price": 350.24, "last_price": 350.055, "unrealized_pnl": -1.5846276838739344, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "DOM_CFD.UK", "qty": 0.0, "avg_price": 199.3, "last_price": 189.21, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+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": "ESTC_CFD.US", "qty": 0.0, "avg_price": 58.085, "last_price": 54.045, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "EXM_CFD.BE", "qty": 300.0, "avg_price": 10.0, "last_price": 10.8, "unrealized_pnl": 240.00000000000023, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "EXPD_CFD.US", "qty": 22.01269398686576, "avg_price": 136.285, "last_price": 146.83499999999998, "unrealized_pnl": 232.2339215614334, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "EZJ_CFD.UK", "qty": 14.807502467917079, "avg_price": 405.2, "last_price": 394.1, "unrealized_pnl": -164.36327739387906, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "FRVIA_CFD.FR", "qty": 0.0, "avg_price": 12.709, "last_price": 12.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+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": "GRI_CFD.UK", "qty": 0.0, "avg_price": 189.6, "last_price": 189.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "HIK_CFD.UK", "qty": 0.0, "avg_price": 1409.0, "last_price": 1408.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "JEF_CFD.US", "qty": 0.0, "avg_price": 47.46, "last_price": 44.27, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T18:07:22.382508+00:00"}, {"symbol": "JMAT_CFD.UK", "qty": 0.0, "avg_price": 1976.9999999999998, "last_price": 1964.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T10:20:03.276878+00:00"}, {"symbol": "LIO_CFD.UK", "qty": 12.0, "avg_price": 250.0, "last_price": 257.5, "unrealized_pnl": 90.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "NA9_CFD.DE", "qty": 0.0, "avg_price": 48.578, "last_price": 53.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 0.0, "avg_price": 218.60911016949152, "last_price": 217.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "OKTA_CFD.US", "qty": 42.747221430607006, "avg_price": 70.18, "last_price": 80.74, "unrealized_pnl": 451.4106583072095, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 0.0, "avg_price": 151.91, "last_price": 151.91, "unrealized_pnl": 0.0, "opened_at": "2026-03-06T10:33:43.857578+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 424.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "SYNT_CFD.UK", "qty": 0.0, "avg_price": 18.4, "last_price": 18.34, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T18:49:26.891792+00:00"}, {"symbol": "TRN_CFD.UK", "qty": 48.78048780487805, "avg_price": 184.50000000000003, "last_price": 184.5, "unrealized_pnl": -1.3864248502636101e-12, "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": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "TUI1_CFD.DE", "qty": 0.0, "avg_price": 7.398000000000001, "last_price": 6.95, "unrealized_pnl": -181.67072181670738, "opened_at": "2026-03-02T10:31:26.559356+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 32.48511099079589, "avg_price": 92.35, "last_price": 94.79, "unrealized_pnl": 79.26367081754236, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "WIZZ_CFD.UK", "qty": 0.0, "avg_price": 1087.0, "last_price": 1064.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T10:20:03.276878+00:00"}, {"symbol": "WKP_CFD.UK", "qty": 7.2727272727272725, "avg_price": 412.5, "last_price": 412.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "WPP_CFD.UK", "qty": 0.0, "avg_price": 263.4, "last_price": 257.0, "unrealized_pnl": -72.89293849658289, "opened_at": "2026-02-18T09:36:37.284518+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": "WIX_CFD.UK", "mean_reversion_score": 85, "selection_reason": "Strong 1-day reversal (+15.98%) after being significantly below MA50 (-10.2%) and MA200 (-18.65%), high volatility (84.25%) suggests potential mean reversion."}, {"symbol": "TRN_CFD.UK", "mean_reversion_score": 80, "selection_reason": "Sharp 1-day drop (-10.44%) after being significantly below MA50 (-21.69%) and MA200 (-30.64%), extreme volatility (4790.54%) but liquidity assumed."}, {"symbol": "WIZZ_CFD.UK", "mean_reversion_score": 75, "selection_reason": "Extreme 1-day drop (-35.85%) with distance from MA50 (-27.88%) and MA200 (-24.63%), high volatility (155.35%) suggests oversold condition."}, {"symbol": "BRBY_CFD.UK", "mean_reversion_score": 70, "selection_reason": "1-day drop (-11.2%) with consistent distance below MA50 (-12.95%) and MA200 (-11.94%), high volatility (127.47%) indicates potential bounce."}, {"symbol": "MDM_CFD.FR", "mean_reversion_score": 65, "selection_reason": "1-day drop (-8.37%) with significant distance below MA50 (-20.64%) and MA200 (-36.15%), moderate volatility (87.35%) suggests oversold."}], "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": "Highest mean-reversion score (85) with strong 1-day reversal (+15.98%) and significant distance below MA50 (-10.2%) and MA200 (-18.65%). High volatility (84.25%) suggests potential for bounce.",
        "symbol": "WIX_CFD.UK",
        "position_size": 3000
      },
      {
        "reason": "Mean-reversion score of 70 with 1-day drop (-11.2%) and consistent distance below MA50 (-12.95%) and MA200 (-11.94%). High volatility (127.47%) indicates oversold condition.",
        "symbol": "BRBY_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Moderate positive unrealized PnL (38.28), price near entry (138.9 vs 137.15). No compelling reason to sell.",
        "symbol": "ADS_CFD.DE"
      },
      {
        "reason": "Positive unrealized PnL (240.0), price above entry (10.8 vs 10.0). Holding for further upside.",
        "symbol": "EXM_CFD.BE"
      },
      {
        "reason": "Strong positive unrealized PnL (232.23), price significantly above entry (146.83 vs 136.29). Holding for further gains.",
        "symbol": "EXPD_CFD.US"
      },
      {
        "reason": "Positive unrealized PnL (101.85), price above entry (414.2 vs 400.6). Holding for further upside.",
        "symbol": "FUTR_CFD.UK"
      },
      {
        "reason": "Positive unrealized PnL (90.0), price above entry (257.5 vs 250.0). Holding for further gains.",
        "symbol": "LIO_CFD.UK"
      },
      {
        "reason": "Strong positive unrealized PnL (451.41), price significantly above entry (80.74 vs 70.18). Holding for further upside.",
        "symbol": "OKTA_CFD.US"
      },
      {
        "reason": "Positive unrealized PnL (79.26), price above entry (94.79 vs 92.35). Holding for further gains.",
        "symbol": "UKW_CFD.UK"
      },
      {
        "reason": "Price at entry (412.5 vs 412.5), no material change. Holding to avoid overtrading.",
        "symbol": "WKP_CFD.UK"
      }
    ],
    "sell": [
      {
        "reason": "Negative unrealized PnL (-164.36) with price below entry (394.1 vs 405.2), no clear mean-reversion signal in current candidates. Prefer to reallocate capital to stronger candidates.",
        "symbol": "EZJ_CFD.UK"
      },
      {
        "reason": "Price at breakeven (184.5 vs 184.5), no material upside observed. Holding offers no advantage over reallocating to higher-scoring mean-reversion candidates.",
        "symbol": "TRN_CFD.UK"
      }
    ]
  },
  "portfolio_rationale": "Reallocating capital from underperforming or breakeven positions (EZJ_CFD.UK, TRN_CFD.UK) to high-scoring mean-reversion candidates (WIX_CFD.UK, BRBY_CFD.UK). Current holdings with positive PnL (ADS_CFD.DE, EXM_CFD.BE, EXPD_CFD.US, FUTR_CFD.UK, LIO_CFD.UK, OKTA_CFD.US, UKW_CFD.UK) are retained to avoid overtrading and allow further upside. Portfolio remains within max positions (10) and gross leverage limits."
}

{
  "selected_stocks": [
    {
      "symbol": "WIX_CFD.UK",
      "selection_reason": "Strong 1-day reversal (+15.98%) after being significantly below MA50 (-10.2%) and MA200 (-18.65%), high volatility (84.25%) suggests potential mean reversion.",
      "mean_reversion_score": 85
    },
    {
      "symbol": "TRN_CFD.UK",
      "selection_reason": "Sharp 1-day drop (-10.44%) after being significantly below MA50 (-21.69%) and MA200 (-30.64%), extreme volatility (4790.54%) but liquidity assumed.",
      "mean_reversion_score": 80
    },
    {
      "symbol": "WIZZ_CFD.UK",
      "selection_reason": "Extreme 1-day drop (-35.85%) with distance from MA50 (-27.88%) and MA200 (-24.63%), high volatility (155.35%) suggests oversold condition.",
      "mean_reversion_score": 75
    },
    {
      "symbol": "BRBY_CFD.UK",
      "selection_reason": "1-day drop (-11.2%) with consistent distance below MA50 (-12.95%) and MA200 (-11.94%), high volatility (127.47%) indicates potential bounce.",
      "mean_reversion_score": 70
    },
    {
      "symbol": "MDM_CFD.FR",
      "selection_reason": "1-day drop (-8.37%) with significant distance below MA50 (-20.64%) and MA200 (-36.15%), moderate volatility (87.35%) suggests oversold.",
      "mean_reversion_score": 65
    }
  ],
  "rejected_common_reasons": [
    "No earnings date confirmed (unknown risk).",
    "MA200 or MA50 data missing (BARC_CFD.UK, BBY_CFD.UK, ATG_CFD.UK).",
    "Extreme volatility with unclear mean-reversion signal (e.g., BIG_CFD.FR, SVXY_CFD.ETF).",
    "Sector concentration (unknown sectors, but assumed diverse)."
  ]
}