Arena run #527

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": "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": "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": "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": 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": "ADJ_CFD.DE", "name": "ADLER GROUP SA", "sector": "", "last_price": 0.195, "change_1d_pct": 3.1746031746031855, "distance_from_ma200_pct": -6.627082934303774, "distance_from_ma50_pct": 0.9421265141319024, "volatility_20d_pct": 301.3189058761534, "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": "BRITISH LAND CO PLC", "sector": "", "last_price": 378.8, "change_1d_pct": -9.20421860019175, "distance_from_ma200_pct": 1.0804912116943788, "distance_from_ma50_pct": -5.582308896399757, "volatility_20d_pct": 95.07813029977189, "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": 5345.0, "change_1d_pct": -3.170289855072461, "distance_from_ma200_pct": 7.589302064574288, "distance_from_ma50_pct": -2.529349698433636, "volatility_20d_pct": 74.68104833921817, "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": "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": "MAB_CFD.UK", "name": "MITCHELLS & BUTLERS PLC", "sector": "", "last_price": 292.81, "change_1d_pct": 14.37890625, "distance_from_ma200_pct": 11.595067041457764, "distance_from_ma50_pct": 10.935906392690597, "volatility_20d_pct": 118.87119977937589, "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": "BME_CFD.UK", "name": "B&M EUROPEAN VALUE RETAIL SA", "sector": "", "last_price": 180.0, "change_1d_pct": -0.5799502899751507, "distance_from_ma200_pct": -17.510144533683704, "distance_from_ma50_pct": 3.6906975618860693, "volatility_20d_pct": 107.67302074828436, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "BYIT_CFD.UK", "name": "BYTES TECHNOLOGY GROUP PLC", "sector": "", "last_price": 300.4, "change_1d_pct": -12.674418604651173, "distance_from_ma200_pct": -28.03446775272175, "distance_from_ma50_pct": -14.34777426817815, "volatility_20d_pct": 87.82535981934274, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "DCC_CFD.UK", "name": "DCC PLC", "sector": "", "last_price": 4796.0, "change_1d_pct": 8.950477055883699, "distance_from_ma200_pct": -0.31777761353444234, "distance_from_ma50_pct": -0.48172984831804655, "volatility_20d_pct": 98.35541677287148, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "WKP_CFD.UK", "name": "WORKSPACE GROUP PLC", "sector": "", "last_price": 423.0, "change_1d_pct": 3.6764705882353033, "distance_from_ma200_pct": 1.8640028868691871, "distance_from_ma50_pct": 5.808194506978848, "volatility_20d_pct": 70.2233148398582, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "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": "IART_CFD.US", "name": "", "sector": "", "last_price": 9.35, "change_1d_pct": -11.542100283822144, "distance_from_ma200_pct": -27.761016444992148, "distance_from_ma50_pct": -19.993839097770106, "volatility_20d_pct": 117.17185254543496, "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": "CABO_CFD.US", "name": "Cable One Inc", "sector": "", "last_price": 107.21, "change_1d_pct": -2.3677260723067195, "distance_from_ma200_pct": -18.9308337322139, "distance_from_ma50_pct": 8.269306898696849, "volatility_20d_pct": 147.10632941104112, "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": "CHTR_CFD.US", "name": "Charter Communications Inc", "sector": "", "last_price": 222.32, "change_1d_pct": -3.145421277337279, "distance_from_ma200_pct": -17.934422102483794, "distance_from_ma50_pct": 3.128650114994569, "volatility_20d_pct": 65.59401351907981, "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": "LMND_CFD.US", "name": "LEMONADE INC", "sector": "", "last_price": 54.42, "change_1d_pct": 4.916136495083867, "distance_from_ma200_pct": -6.926310676622793, "distance_from_ma50_pct": -24.46807034101791, "volatility_20d_pct": 160.25503167132723, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "HMSO_CFD.UK", "name": "HAMMERSON PLC", "sector": "", "last_price": 355.4, "change_1d_pct": 14.129736673089276, "distance_from_ma200_pct": 22.516025502913806, "distance_from_ma50_pct": 10.006914897239172, "volatility_20d_pct": 87.54938293511039, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "HUBS_CFD.US", "name": "HubSpot Inc", "sector": "", "last_price": 288.75, "change_1d_pct": 4.5892494929006045, "distance_from_ma200_pct": -33.9039000475892, "distance_from_ma50_pct": -4.089777946660956, "volatility_20d_pct": 188.7101499987334, "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": "BYW6_CFD.DE", "name": "BayWa AG vNa", "sector": "", "last_price": 3.05, "change_1d_pct": 2.348993288590595, "distance_from_ma200_pct": -52.449401486073135, "distance_from_ma50_pct": -6.283031390575444, "volatility_20d_pct": 102.36934757528029, "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": "FLO_CFD.US", "name": "Flowers Foods Inc", "sector": "", "last_price": 8.99, "change_1d_pct": -2.8108108108108043, "distance_from_ma200_pct": -31.712875047474355, "distance_from_ma50_pct": -15.35796331864574, "volatility_20d_pct": 99.22896034755766, "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": "KEX_CFD.US", "name": "", "sector": "", "last_price": 128.14, "change_1d_pct": -4.265969368696309, "distance_from_ma200_pct": 18.61959157980484, "distance_from_ma50_pct": 3.3052187919722753, "volatility_20d_pct": 60.86005653815698, "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": "ASGN Inc", "sector": "", "last_price": 38.89, "change_1d_pct": -7.887257224064426, "distance_from_ma200_pct": -20.113308046494105, "distance_from_ma50_pct": -17.708447950434625, "volatility_20d_pct": 111.97937943256862, "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": "EWY_CFD.ETF", "name": "ISHARES MSCI SOUTH KOREA ETF", "sector": "", "last_price": 127.27, "change_1d_pct": -3.9544185344502214, "distance_from_ma200_pct": 41.63473662304591, "distance_from_ma50_pct": 4.840955109585865, "volatility_20d_pct": 121.91964497501063, "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": "ESTC_CFD.US", "name": "ELASTIC NV", "sector": "", "last_price": 53.72, "change_1d_pct": 1.8774890953916268, "distance_from_ma200_pct": -32.121536817938015, "distance_from_ma50_pct": -18.53619922539632, "volatility_20d_pct": 154.0483779680862, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "CCH_CFD.UK", "name": "COCA-COLA HBC AG-DI", "sector": "", "last_price": 4600.0, "change_1d_pct": -2.0025564550489983, "distance_from_ma200_pct": 19.61493248894206, "distance_from_ma50_pct": 11.853559374787226, "volatility_20d_pct": 70.48660215991708, "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": "VTY_CFD.UK", "name": "VISTRY GROUP PLC", "sector": "", "last_price": 471.9, "change_1d_pct": -32.11634731572588, "distance_from_ma200_pct": -25.51929928481008, "distance_from_ma50_pct": -27.700654049391527, "volatility_20d_pct": 205.4531272131175, "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": "MAN_CFD.US", "name": "ManpowerGroup Inc", "sector": "", "last_price": 28.26, "change_1d_pct": 0.4621400639886364, "distance_from_ma200_pct": -20.60247716899787, "distance_from_ma50_pct": -7.13173097777865, "volatility_20d_pct": 120.35561719458762, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "COIN_CFD.US", "name": "Coinbase Global Inc", "sector": "", "last_price": 194.87, "change_1d_pct": -6.858808909282088, "distance_from_ma200_pct": -31.948344019332573, "distance_from_ma50_pct": -3.889783227985444, "volatility_20d_pct": 171.4157357323427, "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": "GDDY_CFD.US", "name": "GODADDY INC - CLASS A", "sector": "", "last_price": 93.99, "change_1d_pct": 5.975871011387968, "distance_from_ma200_pct": -31.485679712500826, "distance_from_ma50_pct": -7.6664636422578925, "volatility_20d_pct": 131.31546255462612, "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": "CPAY_CFD.US", "name": "", "sector": "", "last_price": 314.51, "change_1d_pct": -5.495793269230775, "distance_from_ma200_pct": 0.4462610427491409, "distance_from_ma50_pct": -3.3209801250239868, "volatility_20d_pct": 100.48411738664026, "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": "HAIN_CFD.US", "name": "The Hain Celestial Group Inc", "sector": "", "last_price": 0.65, "change_1d_pct": -12.16216216216216, "distance_from_ma200_pct": -53.85489138151356, "distance_from_ma50_pct": -37.3795761078998, "volatility_20d_pct": 207.70195661324973, "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": "VLO_CFD.US", "name": "", "sector": "", "last_price": 216.55, "change_1d_pct": -2.9097919655667104, "distance_from_ma200_pct": 32.34906293746469, "distance_from_ma50_pct": 13.026167997962368, "volatility_20d_pct": 63.22897697728743, "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": "ICG_CFD.UK", "name": "ICG Plc", "sector": "", "last_price": 1719.0, "change_1d_pct": -13.356854838709676, "distance_from_ma200_pct": -15.041741119434038, "distance_from_ma50_pct": -11.540628787118589, "volatility_20d_pct": 72.59006184069659, "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": "GNRC_CFD.US", "name": "", "sector": "", "last_price": 205.86, "change_1d_pct": -7.772949240625415, "distance_from_ma200_pct": 22.889900534755526, "distance_from_ma50_pct": 12.192867528922946, "volatility_20d_pct": 131.9697382849185, "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": "GRI_CFD.UK", "name": "GRAINGER PLC", "sector": "", "last_price": 192.4, "change_1d_pct": 0.08322929671245038, "distance_from_ma200_pct": -4.9312468607917275, "distance_from_ma50_pct": 0.9128310349964197, "volatility_20d_pct": 71.43116862190418, "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": "LYV_CFD.US", "name": "LIVE NATION ENTERTAINMENT IN", "sector": "", "last_price": 164.77, "change_1d_pct": 1.8985776128633391, "distance_from_ma200_pct": 9.981503990559105, "distance_from_ma50_pct": 10.054890519529614, "volatility_20d_pct": 84.40910137246985, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "AT1_CFD.DE", "name": "AROUNDTOWN SA", "sector": "", "last_price": 2.5220000000000002, "change_1d_pct": -4.686318972033243, "distance_from_ma200_pct": -16.393032310678446, "distance_from_ma50_pct": -8.870822041553739, "volatility_20d_pct": 104.23636531762892, "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": 4.17, "change_1d_pct": -18.5546875, "distance_from_ma200_pct": -13.8536545056398, "distance_from_ma50_pct": -21.06757524134014, "volatility_20d_pct": 140.998424295517, "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": 6.43, "change_1d_pct": -28.79291251384275, "distance_from_ma200_pct": -50.86595882063018, "distance_from_ma50_pct": -32.8389387925632, "volatility_20d_pct": 148.9314338876607, "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": "AVGO_CFD.US", "name": "Broadcom Inc", "sector": "", "last_price": 343.04, "change_1d_pct": 6.626880517219935, "distance_from_ma200_pct": 6.7849402852288465, "distance_from_ma50_pct": 2.6226451896233627, "volatility_20d_pct": 95.65500112425106, "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": "MNDI_CFD.UK", "name": "MONDI PLC", "sector": "", "last_price": 859.6, "change_1d_pct": -9.91406413749738, "distance_from_ma200_pct": -13.846749644126731, "distance_from_ma50_pct": -3.83690309185164, "volatility_20d_pct": 104.2795966406548, "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": "LW_CFD.US", "name": "", "sector": "", "last_price": 46.0, "change_1d_pct": -2.0025564550489983, "distance_from_ma200_pct": -14.705037038410552, "distance_from_ma50_pct": 1.2332855042738178, "volatility_20d_pct": 64.68209450687723, "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": "GWRE_CFD.US", "name": "", "sector": "", "last_price": 165.61, "change_1d_pct": 8.603842874942625, "distance_from_ma200_pct": -20.868161464118195, "distance_from_ma50_pct": 5.8459752836449885, "volatility_20d_pct": 123.40062900035313, "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": "HYQ_CFD.DE", "name": "HYPOPORT SE", "sector": "", "last_price": 91.137, "change_1d_pct": 4.156571428571421, "distance_from_ma200_pct": -36.74045396847156, "distance_from_ma50_pct": -10.847847854506409, "volatility_20d_pct": 96.56847157796159, "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": "CBG_CFD.UK",
      "selection_reason": "Oversold after -5.9% 1D drop, near MA50 (3.6% above), high volatility (116.8%), no earnings date known.",
      "mean_reversion_score": 85
    },
    {
      "symbol": "BLND_CFD.UK",
      "selection_reason": "Oversold after -9.2% 1D drop, below MA50 (-5.6%), near MA200 (1.1% above), high volatility (95.1%).",
      "mean_reversion_score": 80
    },
    {
      "symbol": "DPLM_CFD.UK",
      "selection_reason": "Oversold after -3.2% 1D drop, below MA50 (-2.5%), near MA200 (7.6% above), moderate volatility (74.7%).",
      "mean_reversion_score": 75
    },
    {
      "symbol": "ICG_CFD.UK",
      "selection_reason": "Oversold after -13.4% 1D drop, below MA50 (-11.5%), below MA200 (-15.0%), high volatility (72.6%).",
      "mean_reversion_score": 70
    },
    {
      "symbol": "VTY_CFD.UK",
      "selection_reason": "Extreme -32.1% 1D drop, far below MA50 (-27.7%) and MA200 (-25.5%), high volatility (205.5%), but potential event risk.",
      "mean_reversion_score": 65
    }
  ],
  "rejected_common_reasons": [
    "No earnings date known (cannot confirm avoidance of earnings within 5 days).",
    "Extreme volatility or price action suggesting binary/event-driven move (e.g., FUTR_CFD.UK, GO_CFD.US).",
    "Sector concentration (none applicable due to unknown sectors).",
    "Insufficient deviation from moving averages for mean-reversion signal."
  ]
}

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": "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": 139.6, "unrealized_pnl": 53.5909588042287, "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": "BRBY_CFD.UK", "qty": 2.8015389787456577, "avg_price": 1070.84, "last_price": 1063.0, "unrealized_pnl": -21.964065593365728, "opened_at": "2026-03-09T10:19:46.508085+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": 10.1, "unrealized_pnl": 29.999999999999893, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "EXPD_CFD.US", "qty": 22.01269398686576, "avg_price": 136.285, "last_price": 144.16500000000002, "unrealized_pnl": 173.4600286165027, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "EZJ_CFD.UK", "qty": 0.0, "avg_price": 405.2, "last_price": 394.1, "unrealized_pnl": 0.0, "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": 80.53, "unrealized_pnl": 442.4337418067823, "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": 0.0, "avg_price": 184.50000000000003, "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": "2026-02-16T17:30:52.485845+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": "WIX_CFD.UK", "qty": 13.3630289532294, "avg_price": 224.5, "last_price": 224.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-09T10:19:46.508085+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": "CBG_CFD.UK", "mean_reversion_score": 85, "selection_reason": "Oversold after -5.9% 1D drop, near MA50 (3.6% above), high volatility (116.8%), no earnings date known."}, {"symbol": "BLND_CFD.UK", "mean_reversion_score": 80, "selection_reason": "Oversold after -9.2% 1D drop, below MA50 (-5.6%), near MA200 (1.1% above), high volatility (95.1%)."}, {"symbol": "DPLM_CFD.UK", "mean_reversion_score": 75, "selection_reason": "Oversold after -3.2% 1D drop, below MA50 (-2.5%), near MA200 (7.6% above), moderate volatility (74.7%)."}, {"symbol": "ICG_CFD.UK", "mean_reversion_score": 70, "selection_reason": "Oversold after -13.4% 1D drop, below MA50 (-11.5%), below MA200 (-15.0%), high volatility (72.6%)."}, {"symbol": "VTY_CFD.UK", "mean_reversion_score": 65, "selection_reason": "Extreme -32.1% 1D drop, far below MA50 (-27.7%) and MA200 (-25.5%), high volatility (205.5%), but potential event risk."}], "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": "Strong mean-reversion score (85), oversold after -5.9% 1D drop, near MA50 support.",
        "symbol": "CBG_CFD.UK",
        "position_size": 3000
      },
      {
        "reason": "High mean-reversion score (80), oversold after -9.2% 1D drop, near MA200 support.",
        "symbol": "BLND_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Small unrealized gain (0.39%); no strong mean-reversion signal to justify selling.",
        "symbol": "ADS_CFD.DE"
      },
      {
        "reason": "Small unrealized gain (1.0%); no strong mean-reversion signal to justify selling.",
        "symbol": "EXM_CFD.BE"
      },
      {
        "reason": "Unrealized gain (9.8%); holding for further upside.",
        "symbol": "EXPD_CFD.US"
      },
      {
        "reason": "Unrealized gain (3.4%); holding for further upside.",
        "symbol": "FUTR_CFD.UK"
      },
      {
        "reason": "Unrealized gain (3.0%); holding for further upside.",
        "symbol": "LIO_CFD.UK"
      },
      {
        "reason": "Strong unrealized gain (14.8%); holding for further upside.",
        "symbol": "OKTA_CFD.US"
      },
      {
        "reason": "Unrealized gain (2.6%); holding for further upside.",
        "symbol": "UKW_CFD.UK"
      },
      {
        "reason": "No price movement; holding for potential mean-reversion.",
        "symbol": "WIX_CFD.UK"
      },
      {
        "reason": "No price movement; holding for potential mean-reversion.",
        "symbol": "WKP_CFD.UK"
      }
    ],
    "sell": [
      {
        "reason": "Marginal loss (-0.73%) with no clear mean-reversion signal; prefer to free up capital for stronger candidates.",
        "symbol": "BRBY_CFD.UK"
      }
    ]
  },
  "portfolio_rationale": "Portfolio adjustments focus on mean-reversion opportunities with the highest scores (CBG_CFD.UK, BLND_CFD.UK). Sold BRBY_CFD.UK to free up capital for stronger candidates. Existing positions with gains (OKTA_CFD.US, EXPD_CFD.US, FUTR_CFD.UK) are held for further upside. No other sells are justified due to overtrading constraints and marginal changes in existing positions."
}

{
  "selected_stocks": [
    {
      "symbol": "CBG_CFD.UK",
      "selection_reason": "Oversold after -5.9% 1D drop, near MA50 (3.6% above), high volatility (116.8%), no earnings date known.",
      "mean_reversion_score": 85
    },
    {
      "symbol": "BLND_CFD.UK",
      "selection_reason": "Oversold after -9.2% 1D drop, below MA50 (-5.6%), near MA200 (1.1% above), high volatility (95.1%).",
      "mean_reversion_score": 80
    },
    {
      "symbol": "DPLM_CFD.UK",
      "selection_reason": "Oversold after -3.2% 1D drop, below MA50 (-2.5%), near MA200 (7.6% above), moderate volatility (74.7%).",
      "mean_reversion_score": 75
    },
    {
      "symbol": "ICG_CFD.UK",
      "selection_reason": "Oversold after -13.4% 1D drop, below MA50 (-11.5%), below MA200 (-15.0%), high volatility (72.6%).",
      "mean_reversion_score": 70
    },
    {
      "symbol": "VTY_CFD.UK",
      "selection_reason": "Extreme -32.1% 1D drop, far below MA50 (-27.7%) and MA200 (-25.5%), high volatility (205.5%), but potential event risk.",
      "mean_reversion_score": 65
    }
  ],
  "rejected_common_reasons": [
    "No earnings date known (cannot confirm avoidance of earnings within 5 days).",
    "Extreme volatility or price action suggesting binary/event-driven move (e.g., FUTR_CFD.UK, GO_CFD.US).",
    "Sector concentration (none applicable due to unknown sectors).",
    "Insufficient deviation from moving averages for mean-reversion signal."
  ]
}