Arena run #561
meanrev-v1 • amazon • amazon/nova-premier-v1 • EU • success
Run status
as_of: 2026-03-11T10:11:17.665074+00:00
started_at: 2026-03-11T13:01:01.609237+00:00
finished_at: 2026-03-11T13:01:25.771734+00:00
duration_ms: 24161
Inputs
{
"as_of": "2026-03-11T10:11:17.665074+00:00",
"dry_run": false,
"selected": [
{
"symbol": "UTG_CFD.UK",
"selection_reason": "-23.9% from MA200 and -3.7% from MA50",
"mean_reversion_score": 75
},
{
"symbol": "LIO_CFD.UK",
"selection_reason": "-17.1% from MA200 and +4.4% from MA50",
"mean_reversion_score": 70
},
{
"symbol": "OSB_CFD.UK",
"selection_reason": "+7.3% from MA200 and -3.2% from MA50",
"mean_reversion_score": 65
},
{
"symbol": "HMSO_CFD.UK",
"selection_reason": "+22.5% from MA200 and +10.0% from MA50",
"mean_reversion_score": 80
},
{
"symbol": "WKP_CFD.UK",
"selection_reason": "+1.9% from MA200 and +5.8% from MA50",
"mean_reversion_score": 68
}
],
"simulate_only": false,
"strict_replay": false,
"universe_symbols": [
"SAFE_CFD.UK",
"UTG_CFD.UK",
"WIX_CFD.UK",
"GXI_CFD.DE",
"CBG_CFD.UK",
"VTY_CFD.UK",
"DOM_CFD.UK",
"MCG_CFD.UK",
"STAN_CFD.UK",
"OCDO_CFD.UK",
"SGRO_CFD.UK",
"LIO_CFD.UK",
"BBY_CFD.UK",
"SBS_CFD.DE",
"MAB_CFD.UK",
"EXE_CFD.FR",
"CMBT_CFD.BE",
"GFT_CFD.DE",
"OSB_CFD.UK",
"ATG_CFD.UK",
"GMM_CFD.DE",
"AFX_CFD.DE",
"GBF_CFD.DE",
"BME_CFD.UK",
"FTK_CFD.DE",
"BYIT_CFD.UK",
"WKP_CFD.UK",
"SOI_CFD.FR",
"SVXY_CFD.ETF",
"FUTR_CFD.UK",
"EVT_CFD.DE",
"VIAV_CFD.US",
"ANTO_CFD.UK",
"AF_CFD.FR",
"SZG_CFD.DE",
"CRDA_CFD.UK",
"GM_CFD.US",
"PNFP_CFD.US",
"HMSO_CFD.UK",
"MNG_CFD.UK",
"BFAM_CFD.US",
"VLA_CFD.FR",
"DWS_CFD.DE",
"GLEN_CFD.UK",
"NVST_CFD.US",
"CCH_CFD.UK",
"NXT_CFD.UK",
"GPC_CFD.US"
]
}Outputs
{
"actions": {
"buy": [
{
"reason": "-23.9% from MA200 shows strong mean-reversion potential",
"symbol": "UTG_CFD.UK",
"position_size": 3000
},
{
"reason": "-17.1% from MA200 with positive MA50 divergence",
"symbol": "LIO_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Maintain existing position with positive PnL",
"symbol": "AKAM_CFD.US"
}
],
"sell": [
{
"reason": "+22.5% from MA200 indicates overvaluation",
"symbol": "HMSO_CFD.UK"
}
]
},
"portfolio_rationale": "Reducing exposure to overvalued HMSO_CFD.UK while adding positions in UTG and LIO based on significant negative deviations from long-term averages. Maintained existing profitable positions and adhered to 2-buy limit per run."
}Prompts & responses
#1107 • openrouter • amazon/nova-premier-v1 • 2026-03-11T13:01:01.654927+00:00
System prompt
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).
User prompt
{"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": "SAFE_CFD.UK", "name": "SAFESTORE HOLDINGS PLC", "sector": "", "last_price": 802.5, "change_1d_pct": 13.187588152327212, "distance_from_ma200_pct": 21.40724384452035, "distance_from_ma50_pct": 10.29872606002229, "volatility_20d_pct": 81.07249455345375, "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": "GXI_CFD.DE", "name": "GERRESHEIMER AG", "sector": "", "last_price": 19.619, "change_1d_pct": 4.334184216124237, "distance_from_ma200_pct": -43.143229707408906, "distance_from_ma50_pct": -15.377495132448315, "volatility_20d_pct": 136.66149101693946, "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": "VTY_CFD.UK", "name": "VISTRY GROUP PLC", "sector": "", "last_price": 463.9, "change_1d_pct": -32.72911832946637, "distance_from_ma200_pct": -26.66844502405723, "distance_from_ma50_pct": -28.488957332309774, "volatility_20d_pct": 205.6561667968453, "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": "MCG_CFD.UK", "name": "MOBICO GROUP PLC", "sector": "", "last_price": 25.72, "change_1d_pct": 2.9623698959167166, "distance_from_ma200_pct": -7.132760074308242, "distance_from_ma50_pct": 8.327577202351844, "volatility_20d_pct": 232.19808875565576, "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": 1724.0, "change_1d_pct": -6.684709066305816, "distance_from_ma200_pct": 22.752779497807985, "distance_from_ma50_pct": -2.4015778788986974, "volatility_20d_pct": 85.47786671248083, "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": "OCDO_CFD.UK", "name": "OCADO GROUP PLC", "sector": "", "last_price": 217.0, "change_1d_pct": -21.148255813953487, "distance_from_ma200_pct": -15.81606625159202, "distance_from_ma50_pct": -5.48311196636071, "volatility_20d_pct": 241.3119670937803, "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": "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": "SBS_CFD.DE", "name": "Stratec SE", "sector": "", "last_price": 20.205, "change_1d_pct": 4.618650649821365, "distance_from_ma200_pct": -18.373744827155768, "distance_from_ma50_pct": -6.013113973228745, "volatility_20d_pct": 78.23230267947851, "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": "EXE_CFD.FR", "name": "Exel Industries SA", "sector": "", "last_price": 33.925, "change_1d_pct": -10.013262599469508, "distance_from_ma200_pct": -11.577427417904506, "distance_from_ma50_pct": -11.232183638567294, "volatility_20d_pct": 94.51967497090631, "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": 11.66, "change_1d_pct": -3.4927992054295642, "distance_from_ma200_pct": 33.221591723808565, "distance_from_ma50_pct": 9.905439847979846, "volatility_20d_pct": 79.33491338368889, "market_cap_usd": null, 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"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": "GMM_CFD.DE", "name": "Grammer AG", "sector": "", "last_price": 6.95, "change_1d_pct": -9.150326797385622, "distance_from_ma200_pct": 4.306429778510168, "distance_from_ma50_pct": 3.4934627870268464, "volatility_20d_pct": 184.652948783905, "market_cap_usd": null, "avg_daily_volume_usd": null, 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"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": "FTK_CFD.DE", "name": "flatexDEGIRO SE", "sector": "", "last_price": 32.76, "change_1d_pct": 1.9925280199252882, "distance_from_ma200_pct": 7.317613290349501, "distance_from_ma50_pct": -9.199458522778292, "volatility_20d_pct": 90.11292860613229, "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": "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": "SOI_CFD.FR", "name": "SOITEC", "sector": "", "last_price": 48.178, "change_1d_pct": 17.47866374055109, "distance_from_ma200_pct": 31.508264237220395, "distance_from_ma50_pct": 45.83087396214533, "volatility_20d_pct": 121.37809671549408, "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": 48.87, "change_1d_pct": -2.8815580286168596, "distance_from_ma200_pct": -0.05194762697514621, "distance_from_ma50_pct": -9.014067724662834, "volatility_20d_pct": 85.70623348085, "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": "EVT_CFD.DE", "name": "Evotec SE", "sector": "", "last_price": 4.482, "change_1d_pct": -16.969247869581316, "distance_from_ma200_pct": -28.500382463929142, "distance_from_ma50_pct": -24.76836309923459, "volatility_20d_pct": 129.01708726851763, "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": "VIAV_CFD.US", "name": "VIAVI SOLUTIONS INC", "sector": "", "last_price": 30.34, "change_1d_pct": -2.318094011590466, "distance_from_ma200_pct": 95.5129960723411, "distance_from_ma50_pct": 27.15735827863974, "volatility_20d_pct": 134.83557957258728, "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": "ANTO_CFD.UK", "name": "ANTOFAGASTA PLC", "sector": "", "last_price": 3895.0, "change_1d_pct": 1.812231582964552, "distance_from_ma200_pct": 44.72089748209418, "distance_from_ma50_pct": 4.184119847205903, "volatility_20d_pct": 126.07755742561619, "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": "AF_CFD.FR", "name": "Air France-KLM", "sector": "", "last_price": 9.952, "change_1d_pct": 0.020100502512576668, "distance_from_ma200_pct": -11.89263508482723, "distance_from_ma50_pct": -12.739108171238978, "volatility_20d_pct": 134.28276048889595, "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": "SZG_CFD.DE", "name": "Salzgitter AG", "sector": "", "last_price": 47.278, "change_1d_pct": 0.0804403048264124, "distance_from_ma200_pct": 46.511519444199536, "distance_from_ma50_pct": -4.139725099706615, "volatility_20d_pct": 94.5393036332365, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "CRDA_CFD.UK", "name": "CRODA INTERNATIONAL PLC", "sector": "", "last_price": 2839.0, "change_1d_pct": -0.28099754127151044, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -0.572261096752058, "volatility_20d_pct": 5232.645582727379, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "GM_CFD.US", "name": "GENERAL MOTORS CO", "sector": "", "last_price": 76.38, "change_1d_pct": 0.4075193900354934, "distance_from_ma200_pct": 16.80551148289322, "distance_from_ma50_pct": -6.028080846854566, "volatility_20d_pct": 73.37351715918433, "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": "PNFP_CFD.US", "name": "Pinnacle Financial Partners In", "sector": "", "last_price": 88.16, "change_1d_pct": -2.9609246009906443, "distance_from_ma200_pct": -9.402194242682093, "distance_from_ma50_pct": -8.448188487068942, "volatility_20d_pct": 83.85751268556236, "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": "MNG_CFD.UK", "name": "", "sector": "", "last_price": 305.7, "change_1d_pct": -1.4824363519175043, "distance_from_ma200_pct": 14.416411737394697, "distance_from_ma50_pct": 1.3154100838163707, "volatility_20d_pct": 65.01356237950955, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "BFAM_CFD.US", "name": "Bright Horizons Family Solutions Inc", "sector": "", "last_price": 77.88, "change_1d_pct": 2.798310454065467, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -12.309147412511845, "volatility_20d_pct": 7444.274603605699, "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": "VLA_CFD.FR", "name": "Valneva", "sector": "", "last_price": 4.838, "change_1d_pct": 7.511111111111113, "distance_from_ma200_pct": 26.884216185736665, "distance_from_ma50_pct": 11.63361653229713, "volatility_20d_pct": 109.21396908491448, "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": "DWS_CFD.DE", "name": "DWS Group GmbH & Co.", "sector": "", "last_price": 56.948, "change_1d_pct": -0.2661996497373087, "distance_from_ma200_pct": 5.57633168038929, "distance_from_ma50_pct": -2.9691957695469062, "volatility_20d_pct": 63.39692331543203, "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": "GLEN_CFD.UK", "name": "GLENCORE PLC", "sector": "", "last_price": 515.0, "change_1d_pct": 0.3507404520654678, "distance_from_ma200_pct": 40.10437367767996, "distance_from_ma50_pct": 4.984501025994148, "volatility_20d_pct": 70.3923797202431, "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": "NVST_CFD.US", "name": "ENVISTA HOLDINGS CORP", "sector": "", "last_price": 26.46, "change_1d_pct": -6.269925611052074, "distance_from_ma200_pct": 22.660992552725467, "distance_from_ma50_pct": 2.6886894967245167, "volatility_20d_pct": 119.37020158299858, "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": 4522.0, "change_1d_pct": -2.961373390557942, "distance_from_ma200_pct": 17.47090899960948, "distance_from_ma50_pct": 9.501070311213567, "volatility_20d_pct": 71.34544203611259, "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": "NXT_CFD.UK", "name": "NEXT PLC", "sector": "", "last_price": 12770.0, "change_1d_pct": -6.822327617657786, "distance_from_ma200_pct": 0.41984064857534253, "distance_from_ma50_pct": -6.670285647540208, "volatility_20d_pct": 74.45283481355753, "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": "GPC_CFD.US", "name": "", "sector": "", "last_price": 110.85, "change_1d_pct": -4.439655172413803, "distance_from_ma200_pct": -14.973226346103841, "distance_from_ma50_pct": -14.62187928912414, "volatility_20d_pct": 96.05129566288207, "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"]}}Output JSON
{
"selected_stocks": [
{
"symbol": "UTG_CFD.UK",
"selection_reason": "-23.9% from MA200 and -3.7% from MA50",
"mean_reversion_score": 75
},
{
"symbol": "LIO_CFD.UK",
"selection_reason": "-17.1% from MA200 and +4.4% from MA50",
"mean_reversion_score": 70
},
{
"symbol": "OSB_CFD.UK",
"selection_reason": "+7.3% from MA200 and -3.2% from MA50",
"mean_reversion_score": 65
},
{
"symbol": "HMSO_CFD.UK",
"selection_reason": "+22.5% from MA200 and +10.0% from MA50",
"mean_reversion_score": 80
},
{
"symbol": "WKP_CFD.UK",
"selection_reason": "+1.9% from MA200 and +5.8% from MA50",
"mean_reversion_score": 68
}
],
"rejected_common_reasons": [
"Extreme volatility >150%",
"Missing distance_from_ma200 data",
"Overextended >30% from MA200",
"Duplicate sector representation"
]
}#1108 • openrouter • amazon/nova-premier-v1 • 2026-03-11T13:01:16.122564+00:00
System prompt
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.
User prompt
{"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": "ADP_CFD.FR", "qty": 0.0, "avg_price": 117.5, "last_price": 115.1, "unrealized_pnl": -61.276595744680996, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "AKAM_CFD.US", "qty": 30.783438510081577, "avg_price": 97.455, "last_price": 104.485, "unrealized_pnl": 216.40757272587354, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "BIG_CFD.FR", "qty": 0.0, "avg_price": 0.453, "last_price": 0.296, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "BRBY_CFD.UK", "qty": 0.0, "avg_price": 1119.08, "last_price": 1067.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T10:31:26.559356+00:00"}, {"symbol": "BRNL_CFD.NL", "qty": 0.0, "avg_price": 7.05, "last_price": 6.68, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T10:32:09.961595+00:00"}, {"symbol": "BTRW_CFD.UK", "qty": 9.668063164679342, "avg_price": 310.3, "last_price": 310.3, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T18:21:09.503139+00:00"}, {"symbol": "BT_CFD.UK", "qty": 0.0, "avg_price": 211.0, "last_price": 207.8, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T10:20:03.276878+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 20.505809979494188, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "CABO_CFD.US", "qty": 0.0, "avg_price": 94.6, "last_price": 111.495, "unrealized_pnl": 535.7822410147995, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"symbol": "CBG_CFD.UK", "qty": 6.547359231776517, "avg_price": 458.2, "last_price": 458.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T10:26:53.527562+00:00"}, {"symbol": "CCL_CFD.UK", "qty": 0.0, "avg_price": 1945.9999999999998, "last_price": 1842.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-06T18:02:13.212382+00:00"}, {"symbol": "CO_CFD.FR", "qty": 0.0, "avg_price": 0.171, "last_price": 0.165, "unrealized_pnl": 0.0, "opened_at": "2026-03-06T10:33:43.857578+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": "ERA_CFD.FR", "qty": 0.0, "avg_price": 47.4, "last_price": 46.329, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "ESTC_CFD.US", "qty": 0.0, "avg_price": 58.085, "last_price": 55.355000000000004, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "EXE_CFD.FR", "qty": 0.0, "avg_price": 37.303, "last_price": 35.843, "unrealized_pnl": 0.0, "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": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "FBIN_CFD.US", "qty": 0.0, "avg_price": 48.255, "last_price": 46.05, "unrealized_pnl": 0.0, "opened_at": "2026-03-05T18:20:59.102726+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 29.709178385970056, "avg_price": 403.9155793573515, "last_price": 414.2, "unrealized_pnl": 305.5416874687975, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "GNRC_CFD.US", "qty": 14.950662812718031, "avg_price": 200.66, "last_price": 210.63, "unrealized_pnl": 149.05810824279874, "opened_at": "2026-03-09T18:18:45.954380+00:00"}, {"symbol": "GO_CFD.US", "qty": 0.0, "avg_price": 6.53, "last_price": 6.35, "unrealized_pnl": 0.0, "opened_at": "2026-03-05T18:20:59.102726+00:00"}, {"symbol": "HAIN_CFD.US", "qty": 0.0, "avg_price": 0.8, "last_price": 0.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"symbol": "HIK_CFD.UK", "qty": 0.0, "avg_price": 1409.0, "last_price": 1342.0, "unrealized_pnl": -142.65436479772887, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "HMSO_CFD.UK", "qty": 8.600917431192661, "avg_price": 348.8, "last_price": 348.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "IPO_CFD.UK", "qty": 0.0, "avg_price": 57.7, "last_price": 57.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "KBCA_CFD.BE", "qty": 0.0, "avg_price": 75.3, "last_price": 75.1, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "KEX_CFD.US", "qty": 24.390243902439025, "avg_price": 123.0, "last_price": 126.68, "unrealized_pnl": 89.75609756097577, "opened_at": "2026-03-09T18:18:45.954380+00:00"}, {"symbol": "LIO_CFD.UK", "qty": 0.0, "avg_price": 250.0, "last_price": 270.0, "unrealized_pnl": 240.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "LXS_CFD.DE", "qty": 228.31050228310502, "avg_price": 13.14, "last_price": 13.533, "unrealized_pnl": 89.72602739726003, "opened_at": "2026-03-06T10:33:43.857578+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 0.0, "avg_price": 217.0, "last_price": 204.3, "unrealized_pnl": 0.0, "opened_at": "2026-03-01T10:30:13.622938+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 39.39490073936085, "avg_price": 152.3039755753258, "last_price": 152.7, "unrealized_pnl": 15.601342900401843, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "REC_CFD.BE", "qty": 0.0, "avg_price": 11.08, "last_price": 10.68, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T18:21:09.503139+00:00"}, {"symbol": "RHIM_CFD.UK", "qty": 0.0, "avg_price": 2795.0, "last_price": 2550.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T10:20:03.276878+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 416.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "SGE_CFD.UK", "qty": 0.0, "avg_price": 795.4, "last_price": 813.4, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "SYNT_CFD.UK", "qty": 326.0869565217392, "avg_price": 18.4, "last_price": 18.48, "unrealized_pnl": 26.086956521739737, "opened_at": "2026-03-03T18:03:34.247734+00:00"}, {"symbol": "TRN_CFD.UK", "qty": 65.04065040650407, "avg_price": 184.5, "last_price": 184.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-05T10:27:11.178069+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 64.97022198159178, "avg_price": 92.35, "last_price": 94.79, "unrealized_pnl": 158.52734163508472, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "UMG_CFD.NL", "qty": 0.0, "avg_price": 19.085, "last_price": 18.665, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "UTG_CFD.UK", "qty": 5.9405940594059405, "avg_price": 505.0, "last_price": 505.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T10:26:53.527562+00:00"}, {"symbol": "VTY_CFD.UK", "qty": 7.015902712815715, "avg_price": 427.6, "last_price": 427.6, "unrealized_pnl": 0.0, "opened_at": "2026-03-10T18:24:41.570614+00:00"}, {"symbol": "WIZZ_CFD.UK", "qty": 3.4403669724770642, "avg_price": 872.0, "last_price": 976.5, "unrealized_pnl": 359.5183486238532, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "WPP_CFD.UK", "qty": 0.0, "avg_price": 263.4, "last_price": 240.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+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": "UTG_CFD.UK", "mean_reversion_score": 75, "selection_reason": "-23.9% from MA200 and -3.7% from MA50"}, {"symbol": "LIO_CFD.UK", "mean_reversion_score": 70, "selection_reason": "-17.1% from MA200 and +4.4% from MA50"}, {"symbol": "OSB_CFD.UK", "mean_reversion_score": 65, "selection_reason": "+7.3% from MA200 and -3.2% from MA50"}, {"symbol": "HMSO_CFD.UK", "mean_reversion_score": 80, "selection_reason": "+22.5% from MA200 and +10.0% from MA50"}, {"symbol": "WKP_CFD.UK", "mean_reversion_score": 68, "selection_reason": "+1.9% from MA200 and +5.8% from MA50"}], "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"}}Output JSON
{
"actions": {
"buy": [
{
"reason": "-23.9% from MA200 shows strong mean-reversion potential",
"symbol": "UTG_CFD.UK",
"position_size": 3000
},
{
"reason": "-17.1% from MA200 with positive MA50 divergence",
"symbol": "LIO_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Maintain existing position with positive PnL",
"symbol": "AKAM_CFD.US"
}
],
"sell": [
{
"reason": "+22.5% from MA200 indicates overvaluation",
"symbol": "HMSO_CFD.UK"
}
]
},
"portfolio_rationale": "Reducing exposure to overvalued HMSO_CFD.UK while adding positions in UTG and LIO based on significant negative deviations from long-term averages. Maintained existing profitable positions and adhered to 2-buy limit per run."
}Selection logs
#551 • stage1 • 2026-03-11T13:01:16.120033+00:00
{
"selected_stocks": [
{
"symbol": "UTG_CFD.UK",
"selection_reason": "-23.9% from MA200 and -3.7% from MA50",
"mean_reversion_score": 75
},
{
"symbol": "LIO_CFD.UK",
"selection_reason": "-17.1% from MA200 and +4.4% from MA50",
"mean_reversion_score": 70
},
{
"symbol": "OSB_CFD.UK",
"selection_reason": "+7.3% from MA200 and -3.2% from MA50",
"mean_reversion_score": 65
},
{
"symbol": "HMSO_CFD.UK",
"selection_reason": "+22.5% from MA200 and +10.0% from MA50",
"mean_reversion_score": 80
},
{
"symbol": "WKP_CFD.UK",
"selection_reason": "+1.9% from MA200 and +5.8% from MA50",
"mean_reversion_score": 68
}
],
"rejected_common_reasons": [
"Extreme volatility >150%",
"Missing distance_from_ma200 data",
"Overextended >30% from MA200",
"Duplicate sector representation"
]
}