Arena run #590
meanrev-v1 • moonshotai • moonshotai/kimi-k2-thinking • US • success
Run status
as_of: 2026-03-12T18:01:52.554929+00:00
started_at: 2026-03-12T19:23:09.953737+00:00
finished_at: 2026-03-12T19:24:57.671321+00:00
duration_ms: 107716
Inputs
{
"as_of": "2026-03-12T18:01:52.554929+00:00",
"dry_run": false,
"selected": [
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "Extreme -21.1% daily drop, -15.8% from MA200, 241% vol - oversold bounce setup",
"mean_reversion_score": 95
},
{
"symbol": "RSW_CFD.UK",
"selection_reason": "+18.2% daily spike, +36.8% from MA200, +14.3% from MA50 - overextended short",
"mean_reversion_score": 92
},
{
"symbol": "PSN_CFD.UK",
"selection_reason": "-17.5% daily plunge, -11.3% from MA50, 113% vol - sharp selloff reversion",
"mean_reversion_score": 88
},
{
"symbol": "WIX_CFD.UK",
"selection_reason": "+16.0% daily surge, +18.6% from MA200, 84% vol - momentum exhaustion",
"mean_reversion_score": 85
},
{
"symbol": "ITRK_CFD.UK",
"selection_reason": "-12.3% daily decline, -14.4% from MA200, -13.6% from MA50 - breakdown reversal",
"mean_reversion_score": 82
}
],
"simulate_only": false,
"strict_replay": false,
"universe_symbols": [
"ROR_CFD.UK",
"SAFE_CFD.UK",
"UTG_CFD.UK",
"WIX_CFD.UK",
"KGF_CFD.UK",
"RHIM_CFD.UK",
"CBG_CFD.UK",
"RSW_CFD.UK",
"DOM_CFD.UK",
"DLN_CFD.UK",
"MCG_CFD.UK",
"SGRO_CFD.UK",
"OCDO_CFD.UK",
"LRE_CFD.UK",
"LIO_CFD.UK",
"SMIN_CFD.UK",
"BBY_CFD.UK",
"CCC_CFD.UK",
"MAB_CFD.UK",
"OSB_CFD.UK",
"IPO_CFD.UK",
"ATG_CFD.UK",
"BME_CFD.UK",
"ITRK_CFD.UK",
"RIVN_CFD.US",
"WKP_CFD.UK",
"PSN_CFD.UK",
"DPLM_CFD.UK",
"WLN_CFD.FR",
"IGG_CFD.UK",
"HMSO_CFD.UK"
]
}Outputs
{
"actions": {
"buy": [
{
"reason": "Score 95 (highest), extreme -21.1% daily drop, -15.8% from MA200, 241% vol - classic oversold bounce setup",
"symbol": "OCDO_CFD.UK",
"position_size": 3000
},
{
"reason": "Score 88, -17.5% daily plunge, -11.3% from MA50, 113% vol - sharp selloff reversion opportunity",
"symbol": "PSN_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Minimal unrealized loss (-0.7%), no extreme overbought signal; holding per avoid-overtrading rule",
"symbol": "AML_CFD.UK"
},
{
"reason": "Price unchanged since entry, no mean reversion trigger; holding",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Price unchanged since entry, no mean reversion trigger; holding",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "Small unrealized loss (-0.4%), no extreme signal; holding to prevent churn",
"symbol": "ICG_CFD.UK"
},
{
"reason": "Large drawdown but no overbought signal provided; selling would crystalize loss without clear mean reversion rationale",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "Moderate unrealized loss (-4.9%), no extreme signal; holding per strategy rules",
"symbol": "VTY_CFD.UK"
}
],
"sell": []
},
"portfolio_rationale": "Zero SELL actions: no holdings show overbought mean-reversion signals; selling would violate avoid-overtrading principle. Two BUY actions: selected top oversold candidates OCDO (95) and PSN (88) with strongest mean-reversion scores and clear bounce setups. Results in 8/10 positions (within limit) and estimated 2.88x gross leverage (under 3.0x cap). All current holdings without exit signals held to prevent unnecessary churn."
}Prompts & responses
#1165 • openrouter • moonshotai/kimi-k2-thinking • 2026-03-12T19:23:09.979842+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": "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": "ROR_CFD.UK", "name": "ROTORK PLC", "sector": "", "last_price": 371.2, "change_1d_pct": 8.538011695906423, "distance_from_ma200_pct": 13.511525838626781, "distance_from_ma50_pct": 8.597200345451439, "volatility_20d_pct": 70.27413083068154, "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": "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": "KGF_CFD.UK", "name": "KINGFISHER PLC", "sector": "", "last_price": 347.0, "change_1d_pct": 2.6020106445890034, "distance_from_ma200_pct": 18.583930168759967, "distance_from_ma50_pct": 6.639688157278489, "volatility_20d_pct": 88.64906606382688, "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": "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": "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": "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": "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": "SGRO_CFD.UK", "name": "SEGRO PLC", "sector": "", "last_price": 789.8, "change_1d_pct": 5.166444740346199, "distance_from_ma200_pct": 16.137238395282736, "distance_from_ma50_pct": 8.124180991500651, "volatility_20d_pct": 71.28658783635437, "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": "LRE_CFD.UK", "name": "LANCASHIRE HOLDINGS LTD", "sector": "", "last_price": 647.0, "change_1d_pct": -2.26586102719033, "distance_from_ma200_pct": 6.266967093949116, "distance_from_ma50_pct": -1.0131237932627712, "volatility_20d_pct": 79.5840954070324, "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": "SMIN_CFD.UK", "name": "SMITHS GROUP PLC", "sector": "", "last_price": 2544.0, "change_1d_pct": 1.4333845019038671, "distance_from_ma200_pct": 14.948150770494873, "distance_from_ma50_pct": 4.167383226889343, "volatility_20d_pct": 72.718462979927, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "BBY_CFD.UK", "name": "BALFOUR BEATTY PLC", "sector": "", "last_price": 722.5, "change_1d_pct": -1.0951403148528382, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -1.628407265201648, "volatility_20d_pct": 2239.4661443465884, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "CCC_CFD.UK", "name": "COMPUTACENTER PLC", "sector": "", "last_price": 3230.0, "change_1d_pct": 1.000625390869292, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 3.7824360276067726, "volatility_20d_pct": 3216.515047539989, "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": "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": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "IPO_CFD.UK", "name": "IP GROUP PLC", "sector": "", "last_price": 57.6, "change_1d_pct": -1.873935264054516, "distance_from_ma200_pct": 10.233643652522883, "distance_from_ma50_pct": -2.027486732888828, "volatility_20d_pct": 89.82123635439407, "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": "ITRK_CFD.UK", "name": "INTERTEK GROUP PLC", "sector": "", "last_price": 4052.0, "change_1d_pct": -12.256388046773491, "distance_from_ma200_pct": -14.431208382751315, "distance_from_ma50_pct": -13.55643708647305, "volatility_20d_pct": 87.55966250200157, "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": "RIVN_CFD.US", "name": "Rivian Automotive Inc", "sector": "", "last_price": 17.73, "change_1d_pct": 26.642857142857146, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 0.8578319832529324, "volatility_20d_pct": 10724.926617862131, "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": "PSN_CFD.UK", "name": "PERSIMMON PLC", "sector": "", "last_price": 1243.0, "change_1d_pct": -17.463479415670648, "distance_from_ma200_pct": -1.7801653617441349, "distance_from_ma50_pct": -11.259784090699776, "volatility_20d_pct": 112.9499775078744, "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": "WLN_CFD.FR", "name": "Worldline SA", "sector": "", "last_price": 1.534, "change_1d_pct": 6.750173973556017, "distance_from_ma200_pct": -38.34293626693408, "distance_from_ma50_pct": 5.525287546089941, "volatility_20d_pct": 125.06405555810984, "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": "IGG_CFD.UK", "name": "IG GROUP HOLDINGS PLC", "sector": "", "last_price": 1356.0, "change_1d_pct": 3.1963470319634757, "distance_from_ma200_pct": 21.69129359819437, "distance_from_ma50_pct": 9.822701129829392, "volatility_20d_pct": 89.02278066392904, "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"}], "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": "OCDO_CFD.UK",
"selection_reason": "Extreme -21.1% daily drop, -15.8% from MA200, 241% vol - oversold bounce setup",
"mean_reversion_score": 95
},
{
"symbol": "RSW_CFD.UK",
"selection_reason": "+18.2% daily spike, +36.8% from MA200, +14.3% from MA50 - overextended short",
"mean_reversion_score": 92
},
{
"symbol": "PSN_CFD.UK",
"selection_reason": "-17.5% daily plunge, -11.3% from MA50, 113% vol - sharp selloff reversion",
"mean_reversion_score": 88
},
{
"symbol": "WIX_CFD.UK",
"selection_reason": "+16.0% daily surge, +18.6% from MA200, 84% vol - momentum exhaustion",
"mean_reversion_score": 85
},
{
"symbol": "ITRK_CFD.UK",
"selection_reason": "-12.3% daily decline, -14.4% from MA200, -13.6% from MA50 - breakdown reversal",
"mean_reversion_score": 82
}
],
"rejected_common_reasons": [
"Insufficient daily move magnitude for high-conviction reversion",
"Distance from moving averages not extreme enough relative to volatility",
"Volatility too low to generate adequate 2-10 day reversion edge"
]
}#1166 • openrouter • moonshotai/kimi-k2-thinking • 2026-03-12T19:23:54.145081+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": "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": "AML_CFD.UK", "qty": 71.4626012386851, "avg_price": 41.98, "last_price": 41.68, "unrealized_pnl": -21.438780371605326, "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": "FUTR_CFD.UK", "qty": 7.24287783679382, "avg_price": 414.2, "last_price": 414.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-12T10:21:39.078796+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": "VTY_CFD.UK", "qty": 7.024116132053383, "avg_price": 427.1, "last_price": 406.1, "unrealized_pnl": -147.50643877312103, "opened_at": "2026-03-12T10:21:39.078796+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": "OCDO_CFD.UK", "mean_reversion_score": 95, "selection_reason": "Extreme -21.1% daily drop, -15.8% from MA200, 241% vol - oversold bounce setup"}, {"symbol": "RSW_CFD.UK", "mean_reversion_score": 92, "selection_reason": "+18.2% daily spike, +36.8% from MA200, +14.3% from MA50 - overextended short"}, {"symbol": "PSN_CFD.UK", "mean_reversion_score": 88, "selection_reason": "-17.5% daily plunge, -11.3% from MA50, 113% vol - sharp selloff reversion"}, {"symbol": "WIX_CFD.UK", "mean_reversion_score": 85, "selection_reason": "+16.0% daily surge, +18.6% from MA200, 84% vol - momentum exhaustion"}, {"symbol": "ITRK_CFD.UK", "mean_reversion_score": 82, "selection_reason": "-12.3% daily decline, -14.4% from MA200, -13.6% from MA50 - breakdown reversal"}], "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": "Score 95 (highest), extreme -21.1% daily drop, -15.8% from MA200, 241% vol - classic oversold bounce setup",
"symbol": "OCDO_CFD.UK",
"position_size": 3000
},
{
"reason": "Score 88, -17.5% daily plunge, -11.3% from MA50, 113% vol - sharp selloff reversion opportunity",
"symbol": "PSN_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Minimal unrealized loss (-0.7%), no extreme overbought signal; holding per avoid-overtrading rule",
"symbol": "AML_CFD.UK"
},
{
"reason": "Price unchanged since entry, no mean reversion trigger; holding",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Price unchanged since entry, no mean reversion trigger; holding",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "Small unrealized loss (-0.4%), no extreme signal; holding to prevent churn",
"symbol": "ICG_CFD.UK"
},
{
"reason": "Large drawdown but no overbought signal provided; selling would crystalize loss without clear mean reversion rationale",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "Moderate unrealized loss (-4.9%), no extreme signal; holding per strategy rules",
"symbol": "VTY_CFD.UK"
}
],
"sell": []
},
"portfolio_rationale": "Zero SELL actions: no holdings show overbought mean-reversion signals; selling would violate avoid-overtrading principle. Two BUY actions: selected top oversold candidates OCDO (95) and PSN (88) with strongest mean-reversion scores and clear bounce setups. Results in 8/10 positions (within limit) and estimated 2.88x gross leverage (under 3.0x cap). All current holdings without exit signals held to prevent unnecessary churn."
}Selection logs
#580 • stage1 • 2026-03-12T19:23:54.142071+00:00
{
"selected_stocks": [
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "Extreme -21.1% daily drop, -15.8% from MA200, 241% vol - oversold bounce setup",
"mean_reversion_score": 95
},
{
"symbol": "RSW_CFD.UK",
"selection_reason": "+18.2% daily spike, +36.8% from MA200, +14.3% from MA50 - overextended short",
"mean_reversion_score": 92
},
{
"symbol": "PSN_CFD.UK",
"selection_reason": "-17.5% daily plunge, -11.3% from MA50, 113% vol - sharp selloff reversion",
"mean_reversion_score": 88
},
{
"symbol": "WIX_CFD.UK",
"selection_reason": "+16.0% daily surge, +18.6% from MA200, 84% vol - momentum exhaustion",
"mean_reversion_score": 85
},
{
"symbol": "ITRK_CFD.UK",
"selection_reason": "-12.3% daily decline, -14.4% from MA200, -13.6% from MA50 - breakdown reversal",
"mean_reversion_score": 82
}
],
"rejected_common_reasons": [
"Insufficient daily move magnitude for high-conviction reversion",
"Distance from moving averages not extreme enough relative to volatility",
"Volatility too low to generate adequate 2-10 day reversion edge"
]
}