Arena run #56

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": "FLTR_CFD.UK", "name": "FLUTTER ENTERTAINMENT PLC-DI", "sector": "", "last_price": 12305.0, "change_1d_pct": -25.78407720144753, "distance_from_ma200_pct": -37.10737840264257, "distance_from_ma50_pct": -32.350543135250895, "volatility_20d_pct": 128.69185529878447, "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": "IRBT_CFD.US", "name": "IROBOT CORP", "sector": "", "last_price": 0.49, "change_1d_pct": -45.55555555555556, "distance_from_ma200_pct": -85.08802629376588, "distance_from_ma50_pct": -82.85994123408423, "volatility_20d_pct": 786.5727671965057, "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": "CPG_CFD.UK", "name": "", "sector": "", "last_price": 2202.0, "change_1d_pct": -3.16622691292876, "distance_from_ma200_pct": -11.975119419721757, "distance_from_ma50_pct": -5.6971915407383005, "volatility_20d_pct": 75.58872399381154, "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": "AUTO_CFD.UK", "name": "AUTOTRADER GROUP PLC", "sector": "", "last_price": 487.5, "change_1d_pct": -37.876721929835746, "distance_from_ma200_pct": -38.2752275317555, "distance_from_ma50_pct": -34.54270662081388, "volatility_20d_pct": 121.55657728615927, "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": 1714.0, "change_1d_pct": -16.876818622696412, "distance_from_ma200_pct": -15.871458066903788, "distance_from_ma50_pct": -14.252272815048862, "volatility_20d_pct": 67.97233404982396, "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": "IPR_CFD.PT", "name": "Impresa SGPS SA", "sector": "", "last_price": 0.187, "change_1d_pct": -3.6082474226804107, "distance_from_ma200_pct": 25.51177931404791, "distance_from_ma50_pct": -9.80127339378738, "volatility_20d_pct": 435.30530941050216, "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": "HIAB_CFD.FI", "name": "", "sector": "", "last_price": 50.85, "change_1d_pct": 0.5934718100890191, "distance_from_ma200_pct": 0.9514049517210132, "distance_from_ma50_pct": 2.1373931725220174, "volatility_20d_pct": 95.89223468715024, "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": "GN_CFD.DK", "name": "", "sector": "", "last_price": 97.18, "change_1d_pct": -9.092609915809168, "distance_from_ma200_pct": -7.089781979356669, "distance_from_ma50_pct": -9.820792255612298, "volatility_20d_pct": 97.13892488265931, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, 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null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "CPB_CFD.US", "name": "", "sector": "", "last_price": 28.52, "change_1d_pct": 6.0617329862402425, "distance_from_ma200_pct": -9.001860165340947, "distance_from_ma50_pct": 2.027674827926673, "volatility_20d_pct": 57.55424281400177, "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": "", "sector": "", "last_price": 11.75, "change_1d_pct": 5.004468275245766, "distance_from_ma200_pct": -15.301275166333884, "distance_from_ma50_pct": 7.243255083786648, "volatility_20d_pct": 61.10312135408288, "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": "APO_CFD.US", "name": "", "sector": "", "last_price": 134.76, "change_1d_pct": 6.31952662721893, "distance_from_ma200_pct": -1.6772363394397138, "distance_from_ma50_pct": -4.283926433006558, "volatility_20d_pct": 74.67847082473573, "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": "COLM_CFD.US", "name": "", "sector": "", "last_price": 62.5, "change_1d_pct": 8.866051210590498, "distance_from_ma200_pct": 9.73565996342729, "distance_from_ma50_pct": 12.066214098467643, "volatility_20d_pct": 110.0219728259903, "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": "LAD_CFD.US", "name": "", "sector": "", "last_price": 336.54, "change_1d_pct": 2.291793313069923, "distance_from_ma200_pct": 4.930704858774293, "distance_from_ma50_pct": 0.9131782043847236, "volatility_20d_pct": 58.57386000925162, "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": "BOY_CFD.UK", "name": "", "sector": "", "last_price": 759.0, "change_1d_pct": 21.927710843373504, "distance_from_ma200_pct": 26.070718696943686, "distance_from_ma50_pct": 16.477642431132388, "volatility_20d_pct": 101.78150509898363, "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": "GLPG_CFD.NL", "name": "", "sector": "", "last_price": 28.14, "change_1d_pct": -0.7757404795486589, "distance_from_ma200_pct": 4.243630775283291, "distance_from_ma50_pct": 0.7129359216629494, "volatility_20d_pct": 77.02536911739296, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "GFT_CFD.DE", "name": "", "sector": "", "last_price": 18.96, "change_1d_pct": -1.3373575480043587, "distance_from_ma200_pct": -4.668047706200595, "distance_from_ma50_pct": -2.4607064808069623, "volatility_20d_pct": 64.1358414550162, "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": "FAST_CFD.US", "name": "", "sector": "", "last_price": 47.18, "change_1d_pct": 1.7029532226773059, "distance_from_ma200_pct": 7.899683939459079, "distance_from_ma50_pct": 10.777697946456666, "volatility_20d_pct": 58.36547691535282, "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": "", "sector": "", "last_price": 656.5, "change_1d_pct": 9.599332220367284, "distance_from_ma200_pct": 10.893575022206159, "distance_from_ma50_pct": 5.268727891963665, "volatility_20d_pct": 67.84943580280434, "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": "GEN_CFD.UK", "name": "", "sector": "", "last_price": 363.0, "change_1d_pct": 11.349693251533743, "distance_from_ma200_pct": -0.8072323824217409, "distance_from_ma50_pct": 5.082033461824809, "volatility_20d_pct": 111.85373896752925, "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": "BATS_CFD.UK", "name": "", "sector": "", "last_price": 4517.0, "change_1d_pct": -0.9647007235255467, "distance_from_ma200_pct": 14.841537301819052, "distance_from_ma50_pct": 5.258472817704307, "volatility_20d_pct": 41.94183879296525, "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": "DOCS_CFD.UK", "name": "", "sector": "", "last_price": 68.35, "change_1d_pct": -8.805870580386932, "distance_from_ma200_pct": -8.608516188727766, "distance_from_ma50_pct": -14.353737234509135, "volatility_20d_pct": 116.53374073151934, "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": "", "sector": "", "last_price": 34.93, "change_1d_pct": 0.0, "distance_from_ma200_pct": -5.399897356315753, "distance_from_ma50_pct": 14.207057100258957, "volatility_20d_pct": 98.3451732511559, "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": "G_CFD.US",
      "selection_reason": "Oversold vs trend: -12.94% below MA50 and -9.53% below MA200; modest +2.11% 1D suggests potential early rebound for 2-10d mean reversion.",
      "mean_reversion_score": 78
    },
    {
      "symbol": "GO_CFD.US",
      "selection_reason": "Deep drawdown vs long-term: -24.77% below MA200 (near MA50 at +1.15%); +9.26% 1D looks like bounce-from-lows setup for continuation mean reversion.",
      "mean_reversion_score": 74
    },
    {
      "symbol": "APO_CFD.US",
      "selection_reason": "Below key averages: -4.28% vs MA50 and -1.68% vs MA200; strong +6.32% 1D can be a snapback leg within a short-term reversion window.",
      "mean_reversion_score": 66
    },
    {
      "symbol": "CPB_CFD.US",
      "selection_reason": "Still depressed vs longer trend: -9.00% below MA200 (slightly above MA50 at +2.03%); +6.06% 1D indicates rebound attempt suitable for 2-10d follow-through.",
      "mean_reversion_score": 63
    },
    {
      "symbol": "AIG_CFD.US",
      "selection_reason": "Mildly oversold: -3.26% vs MA50 and -5.29% vs MA200 with +2.55% 1D; candidate for short-term drift back toward moving averages.",
      "mean_reversion_score": 58
    }
  ],
  "rejected_common_reasons": [
    "Non-US symbols excluded for region=US scan",
    "Extreme crash/penny-stock behavior and very high 20D volatility (binary/distress risk) (e.g., IRBT_CFD.US)",
    "Large positive extension above MA50/MA200 and/or strong momentum not aligned with mean-reversion-long setup (e.g., IRM_CFD.US, BDX_CFD.US, FAST_CFD.US)",
    "Potential data/structure anomaly indicated by extreme MA200 gap inconsistent with others (e.g., FISV_CFD.US)",
    "Insufficient oversold signal (near/above moving averages) relative to other candidates (e.g., AN_CFD.US, LAD_CFD.US, MAN_CFD.US)"
  ]
}

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": "ADP_CFD.US", "qty": 13.213530655391121, "avg_price": 227.04, "last_price": 226.2, "unrealized_pnl": -11.099365750528587, "opened_at": "2026-02-09T15:39:39.370495+00:00"}, {"symbol": "ARCAD_CFD.NL", "qty": 77.92207792207792, "avg_price": 38.5, "last_price": 38.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-09T12:49:55.801202+00:00"}, {"symbol": "ATG_CFD.UK", "qty": 10.256410256410257, "avg_price": 292.5, "last_price": 292.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-09T12:49:55.801202+00:00"}, {"symbol": "BFAM_CFD.US", "qty": 35.33568904593639, "avg_price": 84.9, "last_price": 83.42, "unrealized_pnl": -52.296819787986, "opened_at": "2026-02-09T15:39:39.370495+00:00"}], "candidates": [{"symbol": "G_CFD.US", "mean_reversion_score": 78, "selection_reason": "Oversold vs trend: -12.94% below MA50 and -9.53% below MA200; modest +2.11% 1D suggests potential early rebound for 2-10d mean reversion."}, {"symbol": "GO_CFD.US", "mean_reversion_score": 74, "selection_reason": "Deep drawdown vs long-term: -24.77% below MA200 (near MA50 at +1.15%); +9.26% 1D looks like bounce-from-lows setup for continuation mean reversion."}, {"symbol": "APO_CFD.US", "mean_reversion_score": 66, "selection_reason": "Below key averages: -4.28% vs MA50 and -1.68% vs MA200; strong +6.32% 1D can be a snapback leg within a short-term reversion window."}, {"symbol": "CPB_CFD.US", "mean_reversion_score": 63, "selection_reason": "Still depressed vs longer trend: -9.00% below MA200 (slightly above MA50 at +2.03%); +6.06% 1D indicates rebound attempt suitable for 2-10d follow-through."}, {"symbol": "AIG_CFD.US", "mean_reversion_score": 58, "selection_reason": "Mildly oversold: -3.26% vs MA50 and -5.29% vs MA200 with +2.55% 1D; candidate for short-term drift back toward moving averages."}], "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 (78) with clear oversold signal vs MA50/MA200 and early rebound (+2.11% 1D). Adds a strong mean-reversion setup while staying within leverage/position limits.",
        "symbol": "G_CFD.US",
        "position_size": 3000
      },
      {
        "reason": "High mean-reversion score (74) and deep discount vs MA200 with a strong bounce (+9.26% 1D), fitting the 2–10d snapback profile. Diversifies signals without forcing sells.",
        "symbol": "GO_CFD.US",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Position was opened very recently and is near flat; no new risk/negative catalyst data provided. To avoid overtrading, maintain the mean-reversion holding window (2–10d).",
        "symbol": "ADP_CFD.US"
      },
      {
        "reason": "Position is unchanged since entry and was opened very recently; no new information suggesting a better reallocation. Hold to avoid churn.",
        "symbol": "ARCAD_CFD.NL"
      },
      {
        "reason": "Position is unchanged since entry and was opened very recently; no new information suggesting a better reallocation. Hold to avoid churn.",
        "symbol": "ATG_CFD.UK"
      },
      {
        "reason": "Small drawdown shortly after entry; no new risk/earnings/news data provided. Hold to allow the mean-reversion thesis time to play out rather than churning.",
        "symbol": "BFAM_CFD.US"
      }
    ],
    "sell": []
  },
  "portfolio_rationale": "Current holdings were opened very recently and have not had time to realize a 2–10d mean-reversion edge; with no new adverse catalyst data provided, selling would be unnecessary churn. The portfolio can add up to two new positions per run and remains within the max gross leverage constraint, so we add the two strongest mean-reversion candidates (G, GO) by score/oversold profile while keeping existing positions unchanged."
}

{
  "selected_stocks": [
    {
      "symbol": "G_CFD.US",
      "selection_reason": "Oversold vs trend: -12.94% below MA50 and -9.53% below MA200; modest +2.11% 1D suggests potential early rebound for 2-10d mean reversion.",
      "mean_reversion_score": 78
    },
    {
      "symbol": "GO_CFD.US",
      "selection_reason": "Deep drawdown vs long-term: -24.77% below MA200 (near MA50 at +1.15%); +9.26% 1D looks like bounce-from-lows setup for continuation mean reversion.",
      "mean_reversion_score": 74
    },
    {
      "symbol": "APO_CFD.US",
      "selection_reason": "Below key averages: -4.28% vs MA50 and -1.68% vs MA200; strong +6.32% 1D can be a snapback leg within a short-term reversion window.",
      "mean_reversion_score": 66
    },
    {
      "symbol": "CPB_CFD.US",
      "selection_reason": "Still depressed vs longer trend: -9.00% below MA200 (slightly above MA50 at +2.03%); +6.06% 1D indicates rebound attempt suitable for 2-10d follow-through.",
      "mean_reversion_score": 63
    },
    {
      "symbol": "AIG_CFD.US",
      "selection_reason": "Mildly oversold: -3.26% vs MA50 and -5.29% vs MA200 with +2.55% 1D; candidate for short-term drift back toward moving averages.",
      "mean_reversion_score": 58
    }
  ],
  "rejected_common_reasons": [
    "Non-US symbols excluded for region=US scan",
    "Extreme crash/penny-stock behavior and very high 20D volatility (binary/distress risk) (e.g., IRBT_CFD.US)",
    "Large positive extension above MA50/MA200 and/or strong momentum not aligned with mean-reversion-long setup (e.g., IRM_CFD.US, BDX_CFD.US, FAST_CFD.US)",
    "Potential data/structure anomaly indicated by extreme MA200 gap inconsistent with others (e.g., FISV_CFD.US)",
    "Insufficient oversold signal (near/above moving averages) relative to other candidates (e.g., AN_CFD.US, LAD_CFD.US, MAN_CFD.US)"
  ]
}