Arena run #580
meanrev-v1 • moonshotai • moonshotai/kimi-k2-thinking • EU • success
Run status
as_of: 2026-03-12T10:21:39.078796+00:00
started_at: 2026-03-12T14:22:14.350097+00:00
finished_at: 2026-03-12T14:29:25.343526+00:00
duration_ms: 430991
Inputs
{
"as_of": "2026-03-12T10:21:39.078796+00:00",
"dry_run": false,
"selected": [
{
"symbol": "VTY_CFD.UK",
"selection_reason": "32.7% single-day drop, 28.5% below MA50, 26.7% below MA200, vol 206%",
"mean_reversion_score": 92
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "20.8% drop, 37.7% below MA200, 24.3% below MA50, vol 154%",
"mean_reversion_score": 88
},
{
"symbol": "TRST_CFD.UK",
"selection_reason": "27.6% drop, 26.8% below MA200, high vol 229%",
"mean_reversion_score": 85
},
{
"symbol": "RSW_CFD.UK",
"selection_reason": "18.2% rally, 36.8% above MA200, 14.3% above MA50, vol 93%",
"mean_reversion_score": 84
},
{
"symbol": "TRN_CFD.UK",
"selection_reason": "12.9% drop, 22.6% below MA200, 12.6% below MA50, vol 131%",
"mean_reversion_score": 80
}
],
"simulate_only": false,
"strict_replay": false,
"universe_symbols": [
"SAFE_CFD.UK",
"UTG_CFD.UK",
"TRN_CFD.UK",
"WIX_CFD.UK",
"KGF_CFD.UK",
"RHIM_CFD.UK",
"VTY_CFD.UK",
"RSW_CFD.UK",
"DOM_CFD.UK",
"OCDO_CFD.UK",
"SGRO_CFD.UK",
"LRE_CFD.UK",
"HSBA_CFD.UK",
"LIO_CFD.UK",
"ITV_CFD.UK",
"LSEG_CFD.UK",
"TRST_CFD.UK",
"KWS_CFD.DE",
"OSB_CFD.UK",
"GMM_CFD.DE",
"BME_CFD.UK",
"TBCG_CFD.UK",
"WIZZ_CFD.UK",
"TNG_CFD.FR",
"FUTR_CFD.UK",
"FICO_CFD.US",
"DPLM_CFD.UK",
"SGE_CFD.UK",
"CRDA_CFD.UK",
"OLLI_CFD.US",
"DCC_CFD.UK",
"LAND_CFD.UK",
"BMW_CFD.DE",
"HMSO_CFD.UK",
"MNG_CFD.UK",
"MSLH_CFD.UK",
"DLTR_CFD.US",
"CRBN_CFD.NL"
]
}Outputs
{
"actions": {
"buy": [
{
"reason": "Highest mean-reversion score (92), extreme 32.7% single-day drop, 28.5% below MA50, 26.7% below MA200, high vol (206%) indicates oversold",
"symbol": "VTY_CFD.UK",
"position_size": 3000
},
{
"reason": "Strong mean-reversion score (88), 20.8% drop, deeply oversold at 37.7% below MA200 and 24.3% below MA50, elevated vol (154%)",
"symbol": "FUTR_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Small unrealized loss (-0.7%), no mean-reversion sell signal, avoid overtrading",
"symbol": "AML_CFD.UK"
},
{
"reason": "Position at breakeven, no clear exit catalyst, prefer holding",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Minimal unrealized loss (-0.4%), no sell signal, maintain position",
"symbol": "ICG_CFD.UK"
},
{
"reason": "Large unrealized loss but selling locks in loss and contradicts mean-reversion thesis; await recovery",
"symbol": "PAGE_CFD.UK"
}
],
"sell": []
},
"portfolio_rationale": "Maintaining 4 existing positions to avoid overtrading; losses are minimal or contrarian to mean-reversion philosophy. Adding two highest-conviction oversold candidates (VTY, FUTR) with extreme drops and strongest scores. Results in 6/10 positions with 2.02x leverage, well within limits."
}Prompts & responses
#1145 • openrouter • moonshotai/kimi-k2-thinking • 2026-03-12T14:22:14.424726+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": "TRN_CFD.UK", "name": "TRAINLINE PLC", "sector": "", "last_price": 206.0, "change_1d_pct": -12.93322062552832, "distance_from_ma200_pct": -22.557701091522887, "distance_from_ma50_pct": -12.560104316644482, "volatility_20d_pct": 131.09279103846345, "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": "KGF_CFD.UK", "name": "KINGFISHER PLC", "sector": "", "last_price": 315.6, "change_1d_pct": -9.048991354466851, "distance_from_ma200_pct": 7.853280580001876, "distance_from_ma50_pct": -3.0101280045040535, "volatility_20d_pct": 4841.586311080337, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "RHIM_CFD.UK", "name": "RHI MAGNESITA NV", "sector": "", "last_price": 2795.0, "change_1d_pct": 2.3809523809523725, "distance_from_ma200_pct": 6.811460460804897, "distance_from_ma50_pct": 10.895008018562113, "volatility_20d_pct": 141.33746334612064, "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": "RSW_CFD.UK", "name": "RENISHAW PLC", "sector": "", "last_price": 4100.0, "change_1d_pct": 18.155619596541793, "distance_from_ma200_pct": 36.779911314574385, "distance_from_ma50_pct": 14.333028240759926, "volatility_20d_pct": 92.61568245477878, "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": "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": "LRE_CFD.UK", "name": "LANCASHIRE HOLDINGS LTD", "sector": "", "last_price": 611.0, "change_1d_pct": -5.564142194744981, "distance_from_ma200_pct": 0.3541219387989347, "distance_from_ma50_pct": -6.520894339541805, "volatility_20d_pct": 4817.271229246994, "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": "HSBA_CFD.UK", "name": "HSBC HOLDINGS PLC", "sector": "", "last_price": 1205.4, "change_1d_pct": -5.754495699765439, "distance_from_ma200_pct": 13.508671303503107, "distance_from_ma50_pct": -4.766870816663193, "volatility_20d_pct": 5015.147576914964, "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": "ITV_CFD.UK", "name": "ITV PLC", "sector": "", "last_price": 86.0, "change_1d_pct": 3.92749244712991, "distance_from_ma200_pct": 7.871211807633016, "distance_from_ma50_pct": 5.417994606521215, "volatility_20d_pct": 139.7485078641958, "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": "KWS_CFD.DE", "name": "KWS SAAT AG", "sector": "", "last_price": 65.2, "change_1d_pct": 2.1943573667711602, "distance_from_ma200_pct": -0.4765904378915553, "distance_from_ma50_pct": -6.063486675566621, "volatility_20d_pct": 43.83991611415101, "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": "OSB_CFD.UK", "name": "OSB GROUP PLC", "sector": "", "last_price": 575.5, "change_1d_pct": -8.50556438791733, "distance_from_ma200_pct": 7.26309045372473, "distance_from_ma50_pct": -3.1605502163448818, "volatility_20d_pct": 83.79306172690484, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": 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"earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "TBCG_CFD.UK", "name": "TBC BANK GROUP PLC", "sector": "", "last_price": 4320.0, "change_1d_pct": 7.32919254658384, "distance_from_ma200_pct": -2.181054535330118, "distance_from_ma50_pct": 4.04542083578916, "volatility_20d_pct": 103.56899161014346, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "WIZZ_CFD.UK", "name": "WIZZ AIR HOLDINGS PLC", "sector": "", "last_price": 927.0, "change_1d_pct": -5.0691244239631335, "distance_from_ma200_pct": -24.217738215858287, "distance_from_ma50_pct": -27.277531220454044, "volatility_20d_pct": 8111.240262670523, "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": "TNG_CFD.FR", "name": "Transgene SA", "sector": "", "last_price": 0.778, "change_1d_pct": -4.187192118226601, "distance_from_ma200_pct": -23.223052821158063, "distance_from_ma50_pct": -12.066549120665492, "volatility_20d_pct": 86.61732111556974, "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": "FICO_CFD.US", "name": "FAIR ISAAC CORP", "sector": "", "last_price": 1159.52, "change_1d_pct": -20.122896330332118, "distance_from_ma200_pct": -27.205765379721957, "distance_from_ma50_pct": -20.554343660017103, "volatility_20d_pct": 102.9945402361105, "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": 5220.0, "change_1d_pct": -5.434782608695654, "distance_from_ma200_pct": 4.8180942215069855, "distance_from_ma50_pct": -4.664614313757087, "volatility_20d_pct": 82.77890721911896, "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": "SGE_CFD.UK", "name": "SAGE GROUP PLC/THE", "sector": "", "last_price": 825.0, "change_1d_pct": 5.07278678502745, "distance_from_ma200_pct": -26.453535550154516, "distance_from_ma50_pct": -13.245015005983463, "volatility_20d_pct": 105.66269444091493, "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": 2852.0, "change_1d_pct": 4.622157006603089, "distance_from_ma200_pct": 0.7062484713757033, "distance_from_ma50_pct": 0.43312312572669764, "volatility_20d_pct": 116.9451780511235, "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": "OLLI_CFD.US", "name": "OLLIE'S BARGAIN OUTLET HOLDI", "sector": "", "last_price": 105.35, "change_1d_pct": -2.2364513734224323, "distance_from_ma200_pct": -13.646337694869526, "distance_from_ma50_pct": -5.060496334893583, "volatility_20d_pct": 75.55467440580614, "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": 4722.0, "change_1d_pct": 3.871535415750116, "distance_from_ma200_pct": -1.7078152611501807, "distance_from_ma50_pct": -2.095260937900023, "volatility_20d_pct": 101.77420564801834, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "LAND_CFD.UK", "name": "LAND SECURITIES GROUP PLC", "sector": "", "last_price": 587.0, "change_1d_pct": -9.203402938901784, "distance_from_ma200_pct": -1.751221707657491, "distance_from_ma50_pct": -6.159306646766682, "volatility_20d_pct": 80.69294894711774, "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": "BMW_CFD.DE", "name": "BAYERISCHE MOTOREN WERKE AG", "sector": "", "last_price": 80.004, "change_1d_pct": 1.967881723171061, "distance_from_ma200_pct": -6.290991980901184, "distance_from_ma50_pct": -8.943591326491218, "volatility_20d_pct": 47.57236440643064, "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": "M&G PLC", "sector": "", "last_price": 300.1, "change_1d_pct": -2.564935064935059, "distance_from_ma200_pct": 12.150356967747356, "distance_from_ma50_pct": -0.6814293137056837, "volatility_20d_pct": 66.02335421814031, "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": "MSLH_CFD.UK", "name": "MARSHALLS PLC", "sector": "", "last_price": 182.32, "change_1d_pct": 0.8407079646017612, "distance_from_ma200_pct": -17.111863069088763, "distance_from_ma50_pct": 6.139091576985178, "volatility_20d_pct": 102.4204512350097, "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": "DLTR_CFD.US", "name": "Dollar Tree Inc", "sector": "", "last_price": 113.23, "change_1d_pct": -1.5562510867675128, "distance_from_ma200_pct": 2.7290377601567606, "distance_from_ma50_pct": -10.047252401546892, "volatility_20d_pct": 76.37221415674689, "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": "CRBN_CFD.NL", "name": "Corbion", "sector": "", "last_price": 21.32, "change_1d_pct": 0.0, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 10.465176526668118, "volatility_20d_pct": 1678.2965924693424, "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": "VTY_CFD.UK",
"selection_reason": "32.7% single-day drop, 28.5% below MA50, 26.7% below MA200, vol 206%",
"mean_reversion_score": 92
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "20.8% drop, 37.7% below MA200, 24.3% below MA50, vol 154%",
"mean_reversion_score": 88
},
{
"symbol": "TRST_CFD.UK",
"selection_reason": "27.6% drop, 26.8% below MA200, high vol 229%",
"mean_reversion_score": 85
},
{
"symbol": "RSW_CFD.UK",
"selection_reason": "18.2% rally, 36.8% above MA200, 14.3% above MA50, vol 93%",
"mean_reversion_score": 84
},
{
"symbol": "TRN_CFD.UK",
"selection_reason": "12.9% drop, 22.6% below MA200, 12.6% below MA50, vol 131%",
"mean_reversion_score": 80
}
],
"rejected_common_reasons": [
"Insufficient deviation from key moving averages (<10% distance from MA50/MA200)",
"Daily move magnitude below mean-reversion threshold (<|10%| change)",
"Extreme volatility values (>1000%) indicating potential data quality issues",
"Price trading too close to equilibrium levels"
]
}#1146 • openrouter • moonshotai/kimi-k2-thinking • 2026-03-12T14:25:53.787006+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": "AML_CFD.UK", "qty": 71.4626012386851, "avg_price": 41.98, "last_price": 41.56, "unrealized_pnl": -30.014292520247356, "opened_at": "2026-03-09T10:19:46.508085+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 10.252904989747094, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-03-01T10:30:13.622938+00:00"}, {"symbol": "ICG_CFD.UK", "qty": 1.7647058823529411, "avg_price": 1700.0, "last_price": 1693.0, "unrealized_pnl": -12.352941176470587, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "LSS_CFD.FR", "qty": 0.0, "avg_price": 20.15, "last_price": 19.44, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 34.32579479218265, "avg_price": 174.7956612898717, "last_price": 152.7, "unrealized_pnl": -758.4511352337103, "opened_at": "2026-02-28T10:51:05.818250+00:00"}, {"symbol": "WIZZ_CFD.UK", "qty": 0.0, "avg_price": 872.0, "last_price": 976.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-09T10:19:46.508085+00:00"}, {"symbol": "WPP_CFD.UK", "qty": 0.0, "avg_price": 253.97436099095557, "last_price": 262.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-28T10:51:05.818250+00:00"}], "candidates": [{"symbol": "VTY_CFD.UK", "mean_reversion_score": 92, "selection_reason": "32.7% single-day drop, 28.5% below MA50, 26.7% below MA200, vol 206%"}, {"symbol": "FUTR_CFD.UK", "mean_reversion_score": 88, "selection_reason": "20.8% drop, 37.7% below MA200, 24.3% below MA50, vol 154%"}, {"symbol": "TRST_CFD.UK", "mean_reversion_score": 85, "selection_reason": "27.6% drop, 26.8% below MA200, high vol 229%"}, {"symbol": "RSW_CFD.UK", "mean_reversion_score": 84, "selection_reason": "18.2% rally, 36.8% above MA200, 14.3% above MA50, vol 93%"}, {"symbol": "TRN_CFD.UK", "mean_reversion_score": 80, "selection_reason": "12.9% drop, 22.6% below MA200, 12.6% below MA50, vol 131%"}], "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": "Highest mean-reversion score (92), extreme 32.7% single-day drop, 28.5% below MA50, 26.7% below MA200, high vol (206%) indicates oversold",
"symbol": "VTY_CFD.UK",
"position_size": 3000
},
{
"reason": "Strong mean-reversion score (88), 20.8% drop, deeply oversold at 37.7% below MA200 and 24.3% below MA50, elevated vol (154%)",
"symbol": "FUTR_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Small unrealized loss (-0.7%), no mean-reversion sell signal, avoid overtrading",
"symbol": "AML_CFD.UK"
},
{
"reason": "Position at breakeven, no clear exit catalyst, prefer holding",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Minimal unrealized loss (-0.4%), no sell signal, maintain position",
"symbol": "ICG_CFD.UK"
},
{
"reason": "Large unrealized loss but selling locks in loss and contradicts mean-reversion thesis; await recovery",
"symbol": "PAGE_CFD.UK"
}
],
"sell": []
},
"portfolio_rationale": "Maintaining 4 existing positions to avoid overtrading; losses are minimal or contrarian to mean-reversion philosophy. Adding two highest-conviction oversold candidates (VTY, FUTR) with extreme drops and strongest scores. Results in 6/10 positions with 2.02x leverage, well within limits."
}Selection logs
#570 • stage1 • 2026-03-12T14:25:53.784461+00:00
{
"selected_stocks": [
{
"symbol": "VTY_CFD.UK",
"selection_reason": "32.7% single-day drop, 28.5% below MA50, 26.7% below MA200, vol 206%",
"mean_reversion_score": 92
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "20.8% drop, 37.7% below MA200, 24.3% below MA50, vol 154%",
"mean_reversion_score": 88
},
{
"symbol": "TRST_CFD.UK",
"selection_reason": "27.6% drop, 26.8% below MA200, high vol 229%",
"mean_reversion_score": 85
},
{
"symbol": "RSW_CFD.UK",
"selection_reason": "18.2% rally, 36.8% above MA200, 14.3% above MA50, vol 93%",
"mean_reversion_score": 84
},
{
"symbol": "TRN_CFD.UK",
"selection_reason": "12.9% drop, 22.6% below MA200, 12.6% below MA50, vol 131%",
"mean_reversion_score": 80
}
],
"rejected_common_reasons": [
"Insufficient deviation from key moving averages (<10% distance from MA50/MA200)",
"Daily move magnitude below mean-reversion threshold (<|10%| change)",
"Extreme volatility values (>1000%) indicating potential data quality issues",
"Price trading too close to equilibrium levels"
]
}